共查询到20条相似文献,搜索用时 46 毫秒
1.
In this article, we introduce a new two-parameter estimator by grafting the contraction estimator into the modified ridge estimator proposed by Swindel (1976). This new two-parameter estimator is a general estimator which includes the ordinary least squares, the ridge, the Liu, and the contraction estimators as special cases. Furthermore, by setting restrictions Rβ = r on the parameter values we introduce a new restricted two-parameter estimator which includes the well-known restricted least squares, the restricted ridge proposed by Groß (2003), the restricted contraction estimators, and a new restricted Liu estimator which we call the modified restricted Liu estimator different from the restricted Liu estimator proposed by Kaç?ranlar et al. (1999). We also obtain necessary and sufficient condition for the superiority of the new two-parameter estimator over the ordinary least squares estimator and the comparison of the new restricted two-parameter estimator to the new two-parameter estimator is done by the criterion of matrix mean square error. The estimators of the biasing parameters are given and a simulation study is done for the comparison as well as the determination of the biasing parameters. 相似文献
2.
In the presence of multicollinearity problem, ordinary least squares (OLS) estimation is inadequate. To circumvent this problem, two well-known estimation procedures often suggested are the unbiased ridge regression (URR) estimator given by Crouse et al. (1995) and the (r, k) class estimator given by Baye and Parker (1984). In this article, we proposed a new class of estimators, namely modified (r, k) class ridge regression (MCRR) which includes the OLS, the URR, the (r, k) class, and the principal components regression (PCR) estimators. It is based on a criterion that combines the ideas underlying the URR and the PCR estimators. The standard properties of this new class estimator have been investigated and a numerical illustration is done. The conditions under which the MCRR estimator is better than the other two estimators have been investigated. 相似文献
3.
We propose a class of estimators for the population mean when there are missing data in the data set. Obtaining the mean square error equations of the proposed estimators, we show the conditions where the proposed estimators are more efficient than the sample mean, ratio-type estimators, and the estimators in Singh and Horn (2000) and Singh and Deo (2003) in the case of missing data. These conditions are also supported by a numerical example. 相似文献
4.
Housila P. Singh 《统计学通讯:理论与方法》2013,42(6):1008-1023
This paper suggests an efficient class of ratio and product estimators for estimating the population mean in stratified random sampling using auxiliary information. It is interesting to mention that, in addition to many, Koyuncu and Kadilar (2009), Kadilar and Cingi (2003, 2005), and Singh and Vishwakarma (2007) estimators are identified as members of the proposed class of estimators. The expressions of bias and mean square error (MSE) of the proposed estimators are derived under large sample approximation in general form. Asymptotically optimum estimator (AOE) in the class is identified alongwith its MSE formula. It has been shown that the proposed class of estimators is more efficient than combined regression estimator and Koyuncu and Kadilar (2009) estimator. Moreover, theoretical findings are supported through a numerical example. 相似文献
5.
Here, we apply the smoothing technique proposed by Chaubey et al. (2007) for the empirical survival function studied in Bagai and Prakasa Rao (1991) for a sequence of stationary non-negative associated random variables.The derivative of this estimator in turn is used to propose a nonparametric density estimator. The asymptotic properties of the resulting estimators are studied and contrasted with some other competing estimators. A simulation study is carried out comparing the recent estimator based on the Poisson weights (Chaubey et al., 2011) showing that the two estimators have comparable finite sample global as well as local behavior. 相似文献
6.
The Significance Analysis of Microarrays (SAM; Tusher et al., 2001) method is widely used in analyzing gene expression data while controlling the FDR by using resampling-based procedure in the microarray setting. One of the main components of the SAM procedure is the adjustment of the test statistic. The introduction of the fudge factor to the test statistic aims at deflating the large value of test statistics due to the small standard error of gene-expression. Lin et al. (2008) pointed out that the fudge factor does not effectively improve the power and the control of the FDR as compared to the SAM procedure without the fudge factor in the presence of small variance genes. Motivated by the simulation results presented in Lin et al. (2008), in this article, we extend our study to compare several methods for choosing the fudge factor in the modified t-type test statistics and use simulation studies to investigate the power and the control of the FDR of the considered methods. 相似文献
7.
AbstractWhen the mixed chart proposed by Aslam et al. (2015) is in use, the sample items are classified as defective or not defective and, depending on the number of defectives, the quality characteristic X of the sample items are also measured. In this case, an Xbar chart decides the state of the process. The previous conforming/non-conforming classification truncates the X distribution and, because of that, the mathematical development to obtain the ARLs is complex. Aslam et al. (2015) didn’t pay attention to the fact that the X distribution is truncated and, due to that, they obtained incorrect ARLs. 相似文献
8.
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
9.
Difference-based estimators for the error variance are popular since they do not require the estimation of the mean function. Unlike most existing difference-based estimators, new estimators proposed by Müller et al. (2003) and Tong and Wang (2005) achieved the asymptotic optimal rate as residual-based estimators. In this article, we study the relative errors of these difference-based estimators which lead to better understanding of the differences between them and residual-based estimators. To compute the relative error of the covariate-matched U-statistic estimator proposed by Müller et al. (2003), we develop a modified version by using simpler weights. We further investigate its asymptotic property for both equidistant and random designs and show that our modified estimator is asymptotically efficient. 相似文献
10.
11.
In this article, we introduce a new method for the volatility function estimation of continuous-time diffusion process dX t = μ(X t )dt + σ(X t )dW t , which is based on combining the idea of local linear smoother and variable bandwidth. We give the expressions for the conditional MSE and MISE of the estimator and obtain the optimal variable bandwidth. An explicit formula for the optimal variable bandwidth is presented by minimizing the MISE, which extends the related results in Fan and Gijbels (1992), etc. Finally, some simulations show that the performance of the proposed estimator with optimal variable bandwidth is often much better than that of the local linear estimator with invariable bandwidth. 相似文献
12.
Feng-Shou Ko 《统计学通讯:理论与方法》2013,42(15):2681-2698
A proposed method based on frailty models is used to identify longitudinal biomarkers or surrogates for a multivariate survival. This method is an extention of earlier models by Wulfsohn and Tsiatis (1997) and Song et al. (2002). In this article, similar to Henderson et al. (2002), a joint likelihood function combines the likelihood functions of the longitudinal biomarkers and the multivariate survival times. We use simulations to explore how the number of individuals, the number of time points per individual and the functional form of the random effects from the longitudianl biomarkers influence the power to detect the association of a longitudinal biomarker and the multivariate survival time. The proposed method is illustrate by using the gastric cancer data. 相似文献
13.
《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
14.
In this article, we obtained a dependence measure for generalized Farlie-Gumbel-Morgenstern (FGM) family in view of Kochar and Gupta (1987) and then compared this measure with Spearman's rho and Kendall's tau in FGM family. Moreover, we evaluated the empirical power of the class of distribution-free tests proposed by Kochar and Gupta (1987, 1990) based on exact distribution of a U-statistics. This is derived via a simulation study for sample of sizes n = 6, 8, 10, 12, 16, and 20. Also, we compared our simulation results with those achieved by Amini et al. (2010) and Güven and Kotz (2008). 相似文献
15.
To develop estimators with stronger efficiencies than the trimmed means which use the empirical quantile, Kim (1992) and Chen & Chiang (1996), implicitly or explicitly used the symmetric quantile, and thus introduced new trimmed means for location and linear regression models, respectively. This study further investigates the properties of the symmetric quantile and extends its application in several aspects. (a) The symmetric quantile is more efficient than the empirical quantiles in asymptotic variances when quantile percentage α is either small or large. This reveals that for any proposal involving the α th quantile of small or large α s, the symmetric quantile is the right choice; (b) a trimmed mean based on it has asymptotic variance achieving a Cramer-Rao lower bound in one heavy tail distribution; (c) an improvement of the quantiles-based control chart by Grimshaw & Alt (1997) is discussed; (d) Monte Carlo simulations of two new scale estimators based on symmetric quantiles also support this new quantile. 相似文献
16.
Hu Yang 《统计学通讯:理论与方法》2013,42(20):3204-3215
Liu (2003) proposed the Liu-Type estimator (LTE) to combat the well-known multicollinearity problem in linear regression. In this article, various better fitting characteristics of the LTE than those of the ordinary ridge regression estimator (Hoerl and Kennard, 1970) are considered. In particular, we derived two methods to determine the parameter d for the LTE and find that the ridge parameter k could serve for regularization of an ill-conditioned design matrix, while the other parameter d could be used for tuning the fit quality. In addition, the coefficients of regression, coefficient of multiple determination, residual error variance, and generalized cross validation (GCV) of the prediction quality are very stable, and as the ridge parameter increases they eventually reach asymptotic levels, which produces robust regression models. Furthermore, a Monte Carlo evaluation of these features is also given to illustrate some of the theoretical results. 相似文献
17.
Soo Hak Sung 《统计学通讯:理论与方法》2013,42(9):1663-1674
A complete convergence theorem for an array of rowwise independent random variables was established by Sung et al. (2005). This result has been generalized and extended by Kruglov et al. (2006) and Chen et al. (2007). In this article, we extend the results of Sung et al. (2005), Kruglov et al. (2006), and Chen et al. (2007) to an array of dependent random variables satisfying Hoffmann-Jørgensen type inequalities. 相似文献
18.
Fariba Hemmati 《统计学通讯:模拟与计算》2013,42(1):52-75
In this article, we obtain the maximum likelihood estimators (MLEs) and approximate maximum likelihood estimators (AMLEs) of the parameters, from a two-parameter log-normal distribution based on the adaptive Type-II progressive hybrid censoring scheme, which was introduced by Ng et al. (2009) for life testing or reliability experiment. In order to compare the results, we calculate corresponding estimators of the Type-II progressive hybrid censoring scheme. In particular, we provide computational formulas of the expected total test time and the expected number of failures for each scheme. We also compute the observed Fisher information matrix and use them to obtain the asymptotic confidence intervals. A simulation study carries out to evaluate the bias and mean square error of the MLEs and AMLEs from the two above-mentioned schemes. Finally, we present a numerical example to illustrate the methods of inference discussed here. 相似文献
19.
Hafiz M. R. Khan 《统计学通讯:理论与方法》2013,42(24):4427-4438
The purpose of this article is to investigate the predictive inference for responses from the location parameter mean as well as from the median given a doubly censored sample from the two-parameter Rayleigh model. The predictive results by Khan et al. (2010) are used to obtain the predictive inference for responses from the median, where Khan et al. (2010) obtained the future estimates from the mean. A numerical example representing 66 liver cancer patients is used for predictive analysis. It is concluded that the predictive inference from the median gives precise results as compared with the location parameter mean. 相似文献
20.
Javid Shabbir 《统计学通讯:理论与方法》2013,42(7):1201-1209
Kadilar and Cingi (2005) have suggested a new ratio estimator in stratified sampling. The efficiency of this estimator is compared with the traditional combined ratio estimator on the basis of mean square error (MSE). We propose another estimator by utilizing a simple transformation introduced by Bedi (1996). The proposed estimator is found to be more efficient than the traditional combined ratio estimator as well as the Kadilar and Cingi (2005) ratio estimator. 相似文献