共查询到20条相似文献,搜索用时 46 毫秒
1.
Pao-Sheng Shen 《统计学通讯:理论与方法》2013,42(18):3796-3811
In this article, we consider fitting a semiparametric linear model to survey data with censored observations. The specific goal of the paper is to extend the methods of Cheng et al. (1995) and Chen et al. (2002) to the case when the sample has been drawn from a population using a complex sampling design. Similar to the approach of Lin (2000), we regard the survey population as a random sample from an infinite universe and accounts for this randomness in the statistical inference. A simulation study is conducted to investigate the performance of the proposed estimators. 相似文献
2.
ABSTRACTEstimating functionshave been shown to be convenient to study inference for non linear time series models. Recently, Thavaneswaran et al. (2012) used combined estimating functions to study inference for random coefficient autoregressive (RCA) models with generalized autoregressive heteroscedasticity errors. While most RCA modeling assumes that the random term and the error are independent, Chandra and Taniguchi (2001) studied inference for RCA models with correlated errors using linear estimating functions. In this paper, we derive the quadratic estimating functions for the joint estimation of the conditional mean, variance, and correlation parameters of the RCA models with correlated errors. 相似文献
3.
Suchandan Kayal 《统计学通讯:理论与方法》2018,47(20):4938-4957
Several probability distributions such as power-Pareto distribution (see Gilchrist 2000 and Hankin and Lee 2006), various forms of lambda distributions (see Ramberg and Schmeiser 1974 and Freimer et al. 1988), Govindarajulu distribution (see Nair, Sankaran, and Vineshkumar 2012), etc., do not have manageable distribution functions, though they have tractable quantile functions. Hence, analytical study of the properties of Chernoff distance of two random variables associated with these distributions via traditional distribution function-based tool becomes difficult. To make this simple, in this paper, we introduce quantile-based Chernoff distance for (left or right) truncated random variables and study its various properties. Some useful bounds as well as characterization results are obtained. 相似文献
4.
Soo Hak Sung 《统计学通讯:理论与方法》2013,42(2):428-439
In this article, we establish a new complete convergence theorem for weighted sums of negatively dependent random variables. As corollaries, many results on the almost sure convergence and complete convergence for weighted sums of negatively dependent random variables are obtained. In particular, the results of Jing and Liang (2008), Sung (2012), and Wu (2010) can be obtained. 相似文献
5.
Ming Le Guo 《统计学通讯:理论与方法》2014,43(10-12):2527-2539
In this article, the complete moment convergence of weighted sums for ?-mixing sequence of random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete moment convergence of weighted sums for ?-mixing sequence of random variables are established. These results promote and improve the corresponding results obtained by Li et al. (1995) and Gut (1993) from i.i.d. to ?-mixing setting. Moreover, we obtain the complete moment convergence of moving average processes based on ?-mixing random variables, which extends the result of Kim et al. (2008) in the sense that it does not require a specific mixing rate. 相似文献
6.
This paper is the generalization of weight-fused elastic net (Fu and Xu, 2012), which performs group variable selection by combining weight-fused LASSO(wfLasso) and elastic net (Zou and Hastie, 2005) penalties. In this study, the elastic net penalty is replaced by adaptive elastic net penalty (AdaEnet) (Zou and Zhang, 2009), and a new group variable selection algorithm with oracle property (Fan and Li, 2001; Zou, 2006) is obtained. 相似文献
7.
In this paper, some complete convergence and complete moment convergence results for arrays of rowwise negatively superadditive dependent (NSD, in short) random variables are studied. The obtained theorems not only extend the result of Gan and Chen (2007) to the case of NSD random variables, but also improve them. 相似文献
8.
This article extends the results reported in del Barrio Castro, Osborn and Taylor (2012) to the approach followed by Franses (1991a,b) to test for seasonal unit roots, providing the asymptotic representation to the seasonal unit roots tests proposed by Franses for a general number of seasons S. 相似文献
9.
《统计学通讯:理论与方法》2013,42(5):875-885
The order of experimental runs in a fractional factorial experiment is essential when the cost of level changes in factors is considered. The generalized foldover scheme given by [1]gives an optimal order to experimental runs in an experiment with specified defining contrasts. An experiment can be specified by a design requirement such as resolution or estimation of some interactions. To meet such a requirement, we can find several sets of defining contrasts. Applying the generalized foldover scheme to these sets of defining contrasts, we obtain designs with different numbers of level changes and then the design with minimum number of level changes. The difficulty is to find all the sets of defining contrasts. An alternative approach is investigated by [2]for two-level fractional factorial experiments. In this paper, we investigate experiments with all factors in slevels. 相似文献
10.
《Econometric Reviews》2013,32(3):309-336
ABSTRACT We examine empirical relevance of three alternative asymptotic approximations to the distribution of instrumental variables estimators by Monte Carlo experiments. We find that conventional asymptotics provides a reasonable approximation to the actual distribution of instrumental variables estimators when the sample size is reasonably large. For most sample sizes, we find Bekker[11] asymptotics provides reasonably good approximation even when the first stage R 2 is very small. We conclude that reporting Bekker[11] confidence interval would suffice for most microeconometric (cross-sectional) applications, and the comparative advantage of Staiger and Stock[5] asymptotic approximation is in applications with sample sizes typical in macroeconometric (time series) applications. 相似文献
11.
Baker (2008) introduced a new class of bivariate distributions based on distributions of order statistics from two independent samples of size n. Lin and Huang (2010) discovered an important property of Baker’s distribution and showed that the Pearson’s correlation coefficient for this distribution converges to maximum attainable value, i.e., the correlation coefficient of the Fréchet upper bound, as n increases to infinity. Bairamov and Bayramoglu (2013) investigated a new class of bivariate distributions constructed by using Baker’s model and distributions of order statistics from dependent random variables, allowing higher correlation than that of Baker’s distribution. In this article, a new class of Baker’s type bivariate distributions with high correlation are constructed based on distributions of order statistics by using an arbitrary continuous copula instead of the product copula. 相似文献
12.
《统计学通讯:模拟与计算》2013,42(4):787-803
It is known that, in the presence of short memory components, the estimation of the fractional parameter d in an Autoregressive Fractionally Integrated Moving Average, ARFIMA(p, d, q), process has some difficulties (see [1]). In this paper, we continue the efforts made by Smith et al. [1] and Beveridge and Oickle [2] by conducting a simulation study to evaluate the convergence properties of the iterative estimation procedure suggested by Hosking [3]. In this context we consider some semiparametric approaches and a parametric method proposed by Fox-Taqqu[4]. We also investigate the method proposed by Robinson [5] and a modification using the smoothed periodogram function. 相似文献
13.
Zaixing Li 《统计学通讯:理论与方法》2013,42(3):564-572
Growth curve models (GCMs) are useful and Demidenko (2004) considered the presence of random effects under the normal assumptions about random effects and random errors. It is also of interest to remove distribution assumptions to investigate the same problem. A difference-based test is constructed for GCMs, which can be regarded as an extension of Li and Zhu (2010)’s method and a complement to Demidenko (2004) where his test is exact in small samples. Without any distribution assumptions, our test derived for GCMs is asymptotically a standard normal. The power properties are also investigated. Besides, simulations are carried out to examine its performance. 相似文献
14.
Prabhanjan N. Tattar 《统计学通讯:理论与方法》2013,42(5):1270-1277
AbstractIn the present paper we develop bootstrap tests of hypothesis, based on simulation, for the transition probability matrix arising in the context of a multi-state model. The bootstrap test statistic is based on the paper of Tattar and Vaman (2008), which develops a statistic for the testing problems concerning the transition probability matrix of the non homogeneous Markov process. 相似文献
15.
《统计学通讯:模拟与计算》2013,42(3):489-511
We consider the semiparametric regression model introduced by [1]. The dependent variable y is linked to the index x′ β through an unknown link function. [1] and [2] present Slicing methods (the Sliced Inverse Regression methods SIR-I, SIR-II and SIRα) in order to estimate the direction of the unknown slope parameter β. These methods are computationally simple and fast but depend on the choice of an arbitrary slicing fixed by the user. When the sample size is small, the number and the position of slices have an influence on the estimated direction. In this paper, we suggest to use the corresponding Pooled Slicing methods: PSIR-I (proposed by [3]), PSIR-II and PSIRα. These methods combine the results from a number of slicings. We compare the sample behaviour of Slicing and Pooled Slicing methods on simulations. We also propose a practical choice of α in SIRα and PSIRα methods. 相似文献
16.
S. Shams Harandi 《统计学通讯:理论与方法》2013,42(8):2204-2227
AbstractIn this article, we introduce a new class of lifetime distributions. This new class includes several previously known distributions such as those of Chahkandi and Ganjali (2009), Mahmoudi and Jafari (2012), and Nadarajah et al. (2012). This new class of four-parameter distributions allows for flexible failure rate behavior. Indeed, the failure rate function here can be increasing, decreasing, bathtub-shaped or upside-down bathtub-shaped. Several distributional properties of the new class including moments, quantiles and order statistics are studied. An EM algorithm for computing the estimates of the parameters involved is proposed and some maximum entropy characterizations are discussed. Finally, to show the flexibility and potential of the new class of distributions, applications to two real data sets are provided. 相似文献
17.
Jiang, Ji, and Xiao (2003) has introduced a quantitative measure known as the ageing intensity function for evaluating the ageing properties of a component/system. In recent years, there has been a great interest on the study of quantile function, an equivalent alternative to the distribution function approach. Unlike the distribution function approach, the quantile method possess some unique properties (see Gilchrist 2000, Nair, Sankaran, and Balakrishnan 2013). Motivated with this, in the present paper we introduce a quantile-based ageing intensity function and study its various ageing properties. We also study some stochastic comparison of random variables based on the proposed measure. 相似文献
18.
The objective of this paper is to investigate the issue of projection discrepancy for extended U-type or nearly U-type extended designs along the line of Fang and Qin (2005) based on the centered L2-discrepancy proposed in Hickernell (1998). Extended designs are obtained through augmenting optimally few runs (or points) to an optimal U-type design. Lower bounds to projection discrepancy with reference to the centered L2-discrepancy of extended designs have been obtained. Some illustrative examples are also provided. 相似文献
19.
Mike G. Tsionas 《统计学通讯:理论与方法》2018,47(12):3022-3028
The properties of high-dimensional Bingham distributions have been studied by Kume and Walker (2014). Fallaize and Kypraios (2016) propose the Bayesian inference for the Bingham distribution and they use developments in Bayesian computation for distributions with doubly intractable normalizing constants (Møller et al. 2006; Murray, Ghahramani, and MacKay 2006). However, they rely heavily on two Metropolis updates that they need to tune. In this article, we propose instead a model selection with the marginal likelihood. 相似文献
20.
Marcelo de Paula 《统计学通讯:理论与方法》2013,42(19):5762-5786
ABSTRACTIn this article, we propose an approach for incorporating continuous and discrete original outcome distributions into the usual exponential family regression models. The new approach is an extension of the works of Suissa (1991) and Suissa and Blais (1995), which present methods to estimate the risk of an event defined in a sample subspace of an original continuous outcome variable. Simulation studies are presented in order to illustrate the performance of the developed methodology. Real data sets are analyzed by using the proposed models. 相似文献