共查询到20条相似文献,搜索用时 46 毫秒
1.
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
2.
Rameela Chandrasekhar 《统计学通讯:理论与方法》2014,43(14):2951-2957
Adaptive designs find an important application in the estimation of unknown percentiles for an underlying dose-response curve. A nonparametric adaptive design was suggested by Mugno et al. (2004) to simultaneously estimate multiple percentiles of an unknown dose-response curve via generalized Polya urns. In this article, we examine the properties of the design proposed by Mugno et al. (2004) when delays in observing responses are encountered. Using simulations, we evaluate a modification of the design under varying group sizes. Our results demonstrate unbiased estimation with minimal loss in efficiency when compared to the original compound urn design. 相似文献
3.
AbstractWe suggest shrinkage based technique for estimating covariance matrix in the high-dimensional normal model with missing data. Our approach is based on the monotone missing scheme assumption, meaning that missing values patterns occur completely at random. Our asymptotic framework allows the dimensionality p grow to infinity together with the sample size, N, and extends the methodology of Ledoit and Wolf (2004) to the case of two-step monotone missing data. Two new shrinkage-type estimators are derived and their dominance properties over the Ledoit and Wolf (2004) estimator are shown under the expected quadratic loss. We perform a simulation study and conclude that the proposed estimators are successful for a range of missing data scenarios. 相似文献
4.
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
5.
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
6.
ABSTRACTRandom vectors with positive components are common in many applied fields, for example, in meteorology, when daily precipitation is measured through a region Marchenko and Genton (2010). Frequently, the log-normal multivariate distribution is used for modeling this type of data. This modeling approach is not appropriate for data with high asymmetry or kurtosis. Consequently, more flexible multivariate distributions than the log-normal multivariate are required. As an alternative to this distribution, we propose the log-alpha-power multivariate and log-skew-normal multivariate models. The first model is an extension for positive data of the fractional order statistics model Durrans (1992). The second one is an extension of the log-skew-normal model studied by Mateu-Figueras and Pawlowsky-Glahn (2007). We study parameter estimation for these models by means of pseudo-likelihood and maximum likelihood methods. We illustrate the proposal analyzing a real dataset. 相似文献
7.
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
8.
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
9.
Two-period crossover design is one of the commonly used designs in clinical trials. But, the estimation of treatment effect is complicated by the possible presence of carryover effect. It is known that ignoring the carryover effect when it exists can lead to poor estimates of the treatment effect. The classical approach by Grizzle (1965) consists of two stages. First, a preliminary test is conducted on carryover effect. If the carryover effect is significant, analysis is based only on data from period one; otherwise, analysis is based on data from both periods. A Bayesian approach with improper priors was proposed by Grieve (1985) which uses a mixture of two models: a model with carryover effect and another without. The indeterminacy of the Bayes factor due to the arbitrary constant in the improper prior was addressed by assigning a minimally discriminatory value to the constant. In this article, we present an objective Bayesian estimation approach to the two-period crossover design which is also based on a mixture model, but using the commonly recommended Zellner–Siow g-prior. We provide simulation studies and a real data example and compare the numerical results with Grizzle (1965)’s and Grieve (1985)’s approaches. 相似文献
10.
This article compares three value-at-risk (VaR) approximation methods suggested in the literature: Cornish and Fisher (1937), Sillitto (1969), and Liu (2010). Simulation results are obtained for three families of distributions: student-t, skewed-normal, and skewed-t. We recommend the Sillitto approximation as the best method to evaluate the VaR when the financial return has an unknown, skewed, and heavy-tailed distribution. 相似文献
11.
ABSTRACTIn this work, we proposed an adaptive multivariate cumulative sum (CUSUM) statistical process control chart for signaling a range of location shifts. This method was based on the multivariate CUSUM control chart proposed by Pignatiello and Runger (1990), but we adopted the adaptive approach similar to that discussed by Dai et al. (2011), which was based on a different CUSUM method introduced by Crosier (1988). The reference value in this proposed procedure was changed adaptively in each run, with the current mean shift estimated by exponentially weighted moving average (EWMA) statistic. By specifying the minimal magnitude of the mean shift, our proposed control chart achieved a good overall performance for detecting a range of shifts rather than a single value. We compared our adaptive multivariate CUSUM method with that of Dai et al. (2001) and the non adaptive versions of these two methods, by evaluating both the steady state and zero state average run length (ARL) values. The detection efficiency of our method showed improvements over the comparative methods when the location shift is unknown but falls within an expected range. 相似文献
12.
Ran Wang 《统计学通讯:理论与方法》2013,42(21):6342-6356
ABSTRACTThis article considers inference for partial linear models with right censored data. We use empirical likelihood based on the Buckley and James (1979) estimating equation to derive the confidence region for the regression parameter. We introduce an adjusted empirical likelihood ratio statistic for the parameter of interest and show that its limiting distribution is standard chi-square. A simulation is carried out to compare our method with the synthetic data approach in Wang and Li (2002). 相似文献
13.
Yongfeng Wu 《统计学通讯:理论与方法》2013,42(20):5977-5989
ABSTRACTThe authors discuss the convergence for weighted sums of pairwise negatively quadrant dependent (NQD) random variables and obtain some new results which extend and improve the result of Bai and Cheng (2000). In addition, we relax some restrictions of the conditions in their result. Some new methods are used in this article which differ from that of Bai and Cheng (2000). 相似文献
14.
Pao-Sheng Shen 《统计学通讯:理论与方法》2013,42(16):4812-4823
ABSTRACTGandy and Jensen (2005) proposed goodness-of-fit tests for Aalen's additive risk model. In this article, we demonstrate that the approach of Gandy and Jensen (2005) can be applied to left-truncated right-censored (LTRC) data and doubly censored data. A simulation study is conducted to investigate the performance of the proposed tests. The proposed tests are illustrated using heart transplant data. 相似文献
15.
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
16.
《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
17.
A bivariate family of copulas has been initiated by Cuadras-Augé (1981) and Marshall (1996). Recently, Durante (2007) considered this family as a general family of symmetric bivariate copulas indexed by a generator function and studied some of its dependence properties. In this article, we obtain and describe further aspects of dependence for this family. For example, we have proved that the family has positive likelihood ratio dependence structure if and only if the family reduces to some well-known copulas. We also derive several proper forms for the generator function of this family. Considering a multivariate extension of the bivariate family of copulas provided by Durante et al. (2007), some dependence properties are studied. Finally, some positive dependence stochastic orderings for two random vectors having a copula from the proposed families, are discussed. 相似文献
18.
Zhongquan Tan 《统计学通讯:理论与方法》2018,47(20):5013-5028
For a type of strongly dependent isotropic Gaussian random fields introduced by Mittal (1976), the joint limiting distribution of the maximum and the sum for the Gaussian random fields is derived. The asymptotic relation between the maximum and sum of the continuous time strongly dependent isotropic Gaussian random fields and the maximum and sum of this fields sampled at discrete time points is also obtained. 相似文献
19.
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
20.
In this article, designs are found for which the F-test of analysis of variance is insensitive to violation of normality assumption. Atiqullah (1962) proved that the F-test for treatments adjusting for blocks in the intra-block analysis of a balanced incomplete block design is robust against non-normality in the observations. Here an attempt has been made to identify other designs robust in this sense. In particular, it is observed that for testing relevant hypothesis, a partially balanced incomplete block design in block design setup, under certain conditions, is robust. Robustness of a balanced treatment incomplete block design and a partially balanced treatment incomplete block design (Biswas, 2012), in treatment-control design setup, is also studied. Moreover, a new measure of robustness is introduced for further study. The performance of the F-test in presence of non-normality in the observations for a quadratically balanced design is also examined. 相似文献