共查询到20条相似文献,搜索用时 31 毫秒
1.
Confidence bands in nonparametric regression have been studied for a long time with data assumed to be generated from independent and identically distributed (iid) random variables. The methods and theoretical results for iid data, however, do not directly apply to data from stratified multistage samples. In this paper, we extend the confidence bands introduced by Zhang and Lu (2008) for iid case to complex surveys based on an entirely data-driven procedure; the proposed confidence bands incorporate both the sampling weights and the kernel weights. Simulation studies show that the proposed method works well. 相似文献
2.
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
3.
P. Ah-Kine 《统计学通讯:理论与方法》2013,42(3):441-452
A simultaneous confidence band provides useful information on the plausible range of an unknown regression model function, just as a confidence interval gives the plausible range of an unknown parameter. For a multiple linear regression model, confidence bands of different shapes, such as the hyperbolic band and the constant width band, can be constructed and the predictor variable region over which a confidence band is constructed can take various forms. One interesting but unsolved problem is to find the optimal (shape) confidence band over an ellipsoidal region χE under the Minimum Volume Confidence Set (MVCS) criterion of Liu and Hayter (2007) and Liu et al. (2009). This problem is challenging as it involves optimization over an unknown function that determines the shape of the confidence band over χE. As a step towards solving this difficult problem, in this paper, we introduce a family of confidence bands over χE, called the inner-hyperbolic bands, which includes the hyperbolic and constant-width bands as special cases. We then search for the optimal confidence band within this family under the MVCS criterion. The conclusion from this study is that the hyperbolic band is not optimal even within this family of inner-hyperbolic bands and so cannot be the overall optimal band. On the other hand, the constant width band can be optimal within the family of inner-hyperbolic bands when the region χE is small and so might be the overall optimal band. 相似文献
4.
The Hosmer–Lemeshow test is a widely used method for evaluating the goodness of fit of logistic regression models. But its power is much influenced by the sample size, like other chi-square tests. Paul, Pennell, and Lemeshow (2013) considered using a large number of groups for large data sets to standardize the power. But simulations show that their method performs poorly for some models. In addition, it does not work when the sample size is larger than 25,000. In the present paper, we propose a modified Hosmer–Lemeshow test that is based on estimation and standardization of the distribution parameter of the Hosmer–Lemeshow statistic. We provide a mathematical derivation for obtaining the critical value and power of our test. Through simulations, we can see that our method satisfactorily standardizes the power of the Hosmer–Lemeshow test. It is especially recommendable for enough large data sets, as the power is rather stable. A bank marketing data set is also analyzed for comparison with existing methods. 相似文献
5.
Pao-Sheng Shen 《统计学通讯:理论与方法》2017,46(4):1916-1926
The complication in analyzing tumor data is that the tumors detected in a screening program tend to be slowly progressive tumors, which is the so-called left-truncated sampling that is inherent in screening studies. Under the assumption that all subjects have the same tumor growth function, Ghosh (2008) developed estimation procedures for the Cox proportional hazards model. Shen (2011a) demonstrated that Ghosh (2008)'s approach can be extended to the case when each subject has a specific growth function. In this article, under linear transformation model, we present a general framework to the analysis of data from cancer screening studies. We developed estimation procedures under linear transformation model, which includes Cox's model as a special case. A simulation study is conducted to demonstrate the potential usefulness of the proposed estimators. 相似文献
6.
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
7.
In this paper, the focus is on sequential analysis of multivariate financial time series with heavy tails. The mean vector and the covariance matrix of multivariate non linear models are simultaneously monitored by modifying conventional control charts to identify structural changes in the data. The considered target process is a constant conditional correlation model (cf. Bollerslev, 1990), an extended constant conditional correlation model (cf. He and Teräsvirta, 2004), a dynamic conditional correlation model (cf. Engle, 2002), or a generalized dynamic conditional correlation model (cf. Capiello et al., 2006). For statistical surveillance we use control charts based on residuals. Further, the procedures are constructed for t-distribution. The detection speed of these charts is compared via Monte Carlo simulation. In the empirical study, the procedure with the best performance is applied to log-returns of the stock market indices FTSE and CAC. 相似文献
8.
Edgardo Lorenzo 《统计学通讯:理论与方法》2014,43(21):4514-4518
The mean residual life of a life distribution, X, with a finite mean is defined by M(t) = E[X ? t|X > t] for t ? 0. Kochar et al. (2000) provided an estimator of M when it is assumed to be decreasing. They showed that its asymptotic distribution was the same as that of the empirical estimate, but only under very stringent analytic and distributional assumptions. We provide a more general asymptotic theory, and under much weaker conditions. We also provide improved asymptotic confidence bands. 相似文献
9.
Techniques used in variability assessment are subsequently used to draw conclusions regarding the “spread”/uniformity of data curves. Due to the limitations of these techniques, they are not adequate for circumstances where data manifest with multiple peaks. Examples of these manifestations (in three-dimensional space) include under-foot pressure distributions recorded for different types of footwear (Becerro-de-Bengoa-Vallejo et al., 2014; Cibulka et al., 1994; Davies et al., 2003), surface textures and interfaces designed to impact friction, and and and molecular surface structures such as viral epitopes (Torras and Garcia-Valls, 2004; Pacejka, 1997; Fustaffson, 1997). This article proposes a technique for generating a single variable – Λ that will quantify the uniformity of such surfaces. We define and validate this technique using several mathematical and graphical models. 相似文献
10.
This paper treats the problem of stochastic comparisons for the extreme order statistics arising from heterogeneous beta distributions. Some sufficient conditions involved in majorization-type partial orders are provided for comparing the extreme order statistics in the sense of various magnitude orderings including the likelihood ratio order, the reversed hazard rate order, the usual stochastic order, and the usual multivariate stochastic order. The results established here strengthen and extend those including Kochar and Xu (2007), Mao and Hu (2010), Balakrishnan et al. (2014), and Torrado (2015). A real application in system assembly and some numerical examples are also presented to illustrate the theoretical results. 相似文献
11.
Liew (1976a) introduced generalized inequality constrained least squares (GICLS) estimator and inequality constrained two-stage and three-stage least squares estimators by reducing primal–dual relation to problem of Dantzig and Cottle (1967), Cottle and Dantzig (1974) and solving with Lemke (1962) algorithm. The purpose of this article is to present inequality constrained ridge regression (ICRR) estimator with correlated errors and inequality constrained two-stage and three-stage ridge regression estimators in the presence of multicollinearity. Untruncated variance–covariance matrix and mean square error are derived for the ICRR estimator with correlated errors, and its superiority over the GICLS estimator is examined via Monte Carlo simulation. 相似文献
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13.
Since the seminal paper of Ghirardato (1997), it is known that Fubini theorem for non additive measures can be available only for functions as “slice-comonotonic” in the framework of product algebra. Later, inspired by Ghirardato (1997), Chateauneuf and Lefort (2008) obtained some Fubini theorems for non additive measures in the framework of product σ-algebra. In this article, we study Fubini theorem for non additive measures in the framework of g-expectation. We give some different assumptions that provide Fubini theorem in the framework of g-expectation. 相似文献
14.
In this article, necessary conditions for comparing order statistics from distributions with regularly varying tails are discussed in terms of various stochastic orders. A necessary and sufficient condition for stochastically comparing tail behaviors of order statistics is derived. The main results generalize and recover some results in Kleiber (2002, 2004). Extensions to coherent systems are mentioned as well. 相似文献
15.
Amir T. Payandeh Najafabadi Fatemeh Atatalab Maryam Omidi Najafabadi 《统计学通讯:理论与方法》2017,46(1):415-426
Credibility formula has been developed in many fields of actuarial sciences. Based upon Payandeh (2010), this article extends concept of credibility formula to relatively premium of a given rate-making system. More precisely, it calculates Payandeh’s (2010) credibility factor for zero-inflated Poisson gamma distributions with respect to several loss functions. A comparison study has been given. 相似文献
16.
This article considers constructing confidence intervals for the date of a structural break in linear regression models. Using extensive simulations, we compare the performance of various procedures in terms of exact coverage rates and lengths of the confidence intervals. These include the procedures of Bai (1997) based on the asymptotic distribution under a shrinking shift framework, Elliott and Müller (2007) based on inverting a test locally invariant to the magnitude of break, Eo and Morley (2015) based on inverting a likelihood ratio test, and various bootstrap procedures. On the basis of achieving an exact coverage rate that is closest to the nominal level, Elliott and Müller's (2007) approach is by far the best one. However, this comes with a very high cost in terms of the length of the confidence intervals. When the errors are serially correlated and dealing with a change in intercept or a change in the coefficient of a stationary regressor with a high signal-to-noise ratio, the length of the confidence interval increases and approaches the whole sample as the magnitude of the change increases. The same problem occurs in models with a lagged dependent variable, a common case in practice. This drawback is not present for the other methods, which have similar properties. Theoretical results are provided to explain the drawbacks of Elliott and Müller's (2007) method. 相似文献
17.
Sample size estimation for comparing the rates of change in two-arm repeated measurements has been investigated by many investigators. In contrast, the literature has paid relatively less attention to sample size estimation for studies with multi-arm repeated measurements where the design and data analysis can be more complex than two-arm trials. For continuous outcomes, Jung and Ahn (2004) and Zhang and Ahn (2013) have presented sample size formulas to compare the rates of change and time-averaged responses in multi-arm trials, using the generalized estimating equation (GEE) approach. To our knowledge, there has been no corresponding development for multi-arm trials with count outcomes. We present a sample size formula for comparing the rates of change in multi-arm repeated count outcomes using the GEE approach that accommodates various correlation structures, missing data patterns, and unbalanced designs. We conduct simulation studies to assess the performance of the proposed sample size formula under a wide range of designing configurations. Simulation results suggest that empirical type I error and power are maintained close to their nominal levels. The proposed method is illustrated using an epileptic clinical trial example. 相似文献
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19.
Holly Carley 《统计学通讯:理论与方法》2017,46(17):8628-8630
A doubly stochastic measure (DSM) is a measure μ on the unit square so that μ([0, 1] × A) = μ(A × [0, 1]) = m(A) where m is Lebesgue measure. The set of DSMs forms a convex set in the space of measures. It is known that DSMs supported on the union of two graphs of invertible functions are extreme points of that convex set (Seethoff and Shiflett, 1977/78). In general, there are few examples of extreme points in the literature. There are examples of so-called hairpins where the functions involved are inverses of each other, but there are also examples of the union of the graphs of a function and its inverse does not support a DSM (Sherwood and Taylor, 1988). In this paper, for a function f in a certain class, we find companion functions g so that the union of the graphs of f and g support a DSM even though the union of the graphs of f and f-inverse do not. 相似文献
20.
Housila P. Singh 《统计学通讯:理论与方法》2017,46(2):521-531
This paper aimed at providing an efficient new unbiased estimator for estimating the proportion of a potentially sensitive attribute in survey sampling. The suggested randomization device makes use of the means, variances of scrambling variables, and the two scalars lie between “zero” and “one.” Thus, the same amount of information has been used at the estimation stage. The variance formula of the suggested estimator has been obtained. We have compared the proposed unbiased estimator with that of Kuk (1990) and Franklin (1989), and Singh and Chen (2009) estimators. Relevant conditions are obtained in which the proposed estimator is more efficient than Kuk (1990) and Franklin (1989) and Singh and Chen (2009) estimators. The optimum estimator (OE) in the proposed class of estimators has been identified which finally depends on moments ratios of the scrambling variables. The variance of the optimum estimator has been obtained and compared with that of the Kuk (1990) and Franklin (1989) estimator and Singh and Chen (2009) estimator. It is interesting to mention that the “optimum estimator” of the class of estimators due to Singh and Chen (2009) depends on the parameter π under investigation which limits the use of Singh and Chen (2009) OE in practice while the proposed OE in this paper is free from such a constraint. The proposed OE depends only on the moments ratios of scrambling variables. This is an advantage over the Singh and Chen (2009) estimator. Numerical illustrations are given in the support of the present study when the scrambling variables follow normal distribution. Theoretical and empirical results are very sound and quite illuminating in the favor of the present study. 相似文献