共查询到20条相似文献,搜索用时 31 毫秒
1.
This paper conducts stochastic comparison on general residual life and general inactivity time of (n ? k + 1)-out-of-n systems and investigates the stochastic behavior of the general inactivity time of a system with units having decreasing reversed hazard rate. These results strengthen some conclusions in both Khaledi and Shaked (2006) and Hu et al. (2007). 相似文献
2.
Yu-Ye Zou 《统计学通讯:理论与方法》2017,46(2):1007-1023
In this article, we study global L2 error of non linear wavelet estimator of density in the Besov space Bspq for missing data model when covariables are present and prove that the estimator can achieve the optimal rate of convergence, which is similar to the result studied by Donoho et al. (1996) in complete independent data case with term-by-term thresholding of the empirical wavelet coefficients. Finite-sample behavior of the proposed estimator is explored via simulations. 相似文献
3.
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
4.
L2Boosting is an effective method for constructing model. In the case of high-dimensional setting, Bühlmann and Yu (2003) proposed the componentwise L2Boosting, but componentwise L2Boosting can only fit a special limited model. In this paper, by combining a boosting and sufficient dimension reduction method, e.g., sliced inverse regression (SIR), we propose a new method for regression, called dimension reduction boosting (DRBoosting). Compared with L2Boosting, the computation of DRBoosting is less intensive and its prediction is better, especially for high-dimensional data. Simulations confirm the advantage of the new method. 相似文献
5.
We consider non-parametric estimation of a continuous cdf of a random vector (X 1, X 2). With bivariate RC data, it is stated in van der Laan (1996, p. 59810, Ann. Statist.), Quale et al. (2006, JASA) etc. that “it is well known that the NPMLE for continuous data is inconsistent (Tsai et al. (1986)).” The claim is based on a result in Tsai et al. (1986, p.1352, Ann. Statist.) that if X 1 is right censored but not X 2, then common ways for defining one NPMLE lead to inconsistency. If X 1 is right censored and X 2 is type I right-censored (which includes the case in Tsai et al.), we present a consistent NPMLE. The result corrects a common misinterpretation of Tsai's example (Tsai et al., 1986, Ann. Statist.). 相似文献
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7.
Jie Li 《统计学通讯:理论与方法》2014,43(22):4845-4855
This article investigates the asymptotic behavior of the error density function in nonlinear autoregressive stationary time series regression models. For any 1 ? p < ∞, the kernel density estimator of residuals is shown to be consistent for the error estimator concerning the Lp-distance, which extends the result developed by Cheng and Sun (2008) in L2-norm. Moreover, the result developed in this article is extended the results of Horváth and Zitikis (2003) to nonlinear autoregressive models. 相似文献
8.
《统计学通讯:理论与方法》2012,41(2):343-360
AbstractThis paper presents the robust Bayesian inference based on the γ-divergence which is the same divergence as “type 0 divergence” in Jones et al. (2001) on the basis of Windham (1995). It is known that the minimum γ-divergence estimator works well to estimate the probability density for heavily contaminated data, and to estimate the variance parameters. In this paper, we propose a robust posterior distribution against outliers based on the γ-divergence and show the asymptotic properties of the proposed estimator. We also discuss some robustness properties of the proposed estimator and illustrate its performances in some simulation studies. 相似文献
9.
Sharma (1977) and Aggarwal et al. (2006) considered non circular construction of first- and second-order balanced repeated measurements designs. Sharma et al. (2002) constructed circular first- and second-order balanced repeated measurements designs only for a class with parameters (v, p = 3n, n = v 2) and also showed its universal optimality. In this article, we consider circular construction of first- and second-order balanced repeated measurements designs and strongly balanced repeated measurements designs by using the method of cyclic shifts. Some new circular designs with parameters (v, p, n) for cases p = v, p < v and p > v are given. 相似文献
10.
The role of uniformity measured by the symmetric L 2-discrepancy given in Hickernell (1998) has been studied in fractional factorial designs. The issue of lower bounds on the symmetric L 2-discrepancy is crucial in the construction of uniform designs. This article reports some new lower bounds on the symmetric L 2-discrepancy for symmetric fractional factorials and for a set of asymmetric fractional factorials. It is valuable to use these lower bounds to measure uniformity of given designs. 相似文献
11.
Dragan Ðorić 《统计学通讯:理论与方法》2013,42(21):3764-3776
The generalized skew-normal distribution introduced by Balakrishnan (2002) is used to obtain new generalizations of univariate Cauchy distribution with two parameters, denoted by GC m, n (a, b) with m and n non-negative integer numbers and a, b ∈ R. For cases (m, n) = (1, 2), (m, n) = (2, 1), (m, n) = (0, 3) and (m, n) = (3, 0) explicit forms of the density functions are derived and compared to previous generalizations of Cauchy and skew-Cauchy distributions. 相似文献
12.
Sanaullah et al. (2014) have suggested generalized exponential chain ratio estimators under stratified two-phase sampling scheme for estimating the finite population mean. However, the bias and mean square error (MSE) expressions presented in that work need some corrections, and consequently the study based on efficiency comparison also requires corrections. In this article, we revisit Sanaullah et al. (2014) estimator and provide the correct bias and MSE expressions of their estimator. We also propose an estimator which is more efficient than several competing estimators including the classes of estimators in Sanaullah et al. (2014). Three real datasets are used for efficiency comparisons. 相似文献
13.
This article extends the correlation methodology developed by Chinchilli et al. (2005) for the 2 × 2 crossover design to more complex crossover designs for clinical trials. We describe how the methodology can be adapted to a general type of two-treatment crossover design which includes either at least two sequences or at least two treatment periods or both. We then derive the asymptotic theory for the corresponding correlation statistics, investigate the statistical accuracy of the estimators via bootstrap analyses, and demonstrate their use with two real data examples. 相似文献
14.
The density level sets of the two types of measures under consideration are l 2, p -circles with p = 1 and p = 2, respectively. The intersection-percentage function (ipf) of such a measure reflects the percentages which the level set corresponding to the p-radius r shares for each r > 0 with a set to be measured. The geometric measure representation formulae in Richter (2009) is based upon these ipf's and will be used here for evaluating exact cdf's and pdf's for the linear combination, the product, and the ratio of the components of two-dimensional simplicial or spherically distributed random vectors. 相似文献
15.
This article suggests random and fixed effects spatial two-stage least squares estimators for the generalized mixed regressive spatial autoregressive panel data model. This extends the generalized spatial panel model of Baltagi et al. (2013) by the inclusion of a spatial lag term. The estimation method utilizes the Generalized Moments method suggested by Kapoor et al. (2007) for a spatial autoregressive panel data model. We derive the asymptotic distributions of these estimators and suggest a Hausman test a la Mutl and Pfaffermayr (2011) based on the difference between these estimators. Monte Carlo experiments are performed to investigate the performance of these estimators as well as the corresponding Hausman test. 相似文献
16.
Pao-Sheng Shen 《统计学通讯:理论与方法》2013,42(1):128-137
Consider the model φ(S(y | X)) = β(y) T X, where φ is a known link function, S(· | X) is the survival function of a response Y given a covariate X = (1, X, X 2,…, X p ), and β(y) is an unknown vector of time-dependent regression coefficients. The response Y is subject to left truncation and right censoring. We assume that given X, Y is independent of (C, T) where C and T are censoring and truncation variables with P(C ≥ T) = 1. In this article, with some modification of the assumptions in Lemmas 5 and 6 of Iglesias-Pérez and González-Manteiga (1999), we present an almost sure representation for the generalized product-limit estimator (GPL) of S(y | X). Based on the GPL and the approach of Teodorescu et al. (2010), a least squares estimator of β(y) is obtained and a bootstrap procedure is proposed to choose the optimum bandwidth. 相似文献
17.
This paper is based on the application of a Bayesian model to a clinical trial study to determine a more effective treatment to lower mortality rates and consequently to increase survival times among patients with lung cancer. In this study, Qian et al. [13] strived to determine if a Weibull survival model can be used to decide whether to stop a clinical trial. The traditional Gibbs sampler was used to estimate the model parameters. This paper proposes to use the independent steady-state Gibbs sampling (ISSGS) approach, introduced by Dunbar et al. [3], to improve the original Gibbs sampler in multidimensional problems. It is demonstrated that ISSGS provides accuracy with unbiased estimation and improves the performance and convergence of the Gibbs sampler in this application. 相似文献
18.
Mixed-level designs, especially two- and four-level designs, are very useful in practice. In the last two decades, there are quite a few literatures investigating the selection of this kind of optimal designs. Recently, the general minimum lower-order confounding (GMC) criterion (Zhang et al., 2008) gave a new approach for choosing optimal factorials. It is proved that the GMC designs are more powerful than other criteria in the widely practical situations. In this paper, we extend the GMC theory to the mixed-level designs. Under the theory we establish a new criterion for choosing optimal regular two- and four-level designs. Further, a construction method is proposed to obtain all the 2n41 GMC designs with N/4 + 1 ? n + 2 ? 5N/16, where N is the number of runs and n is the number of two-level factors. 相似文献
19.
In an earlier article (Bai et al., 1999), the problem of simultaneous estimation of the number of signals and frequencies of multiple sinusoids is considered in the case that some observations are missing. The number of signals is estimated with an information theoretic criterion and the frequencies are estimated with eigenvariation linear prediction. Asymptotic properties of the procedure are investigated but the Monte Carlo simulation is not performed. In this article, a slightly different but scale invariant criterion for detection is proposed and the estimation of frequencies remains the same. Asymptotic properties of this new procedure are provided. Monte Carlo Simulation for both procedures is carried out. Furthermore, comparison on the real signals is also given. 相似文献