共查询到8条相似文献,搜索用时 0 毫秒
1.
A finite mixture model using the Student's t distribution has been recognized as a robust extension of normal mixtures. Recently, a mixture of skew normal distributions
has been found to be effective in the treatment of heterogeneous data involving asymmetric behaviors across subclasses. In
this article, we propose a robust mixture framework based on the skew t distribution to efficiently deal with heavy-tailedness, extra skewness and multimodality in a wide range of settings. Statistical
mixture modeling based on normal, Student's t and skew normal distributions can be viewed as special cases of the skew t mixture model. We present analytically simple EM-type algorithms for iteratively computing maximum likelihood estimates.
The proposed methodology is illustrated by analyzing a real data example. 相似文献
2.
Based on an FQ-System for continuous unimodal distributions, which was introduced by Scheffner (1998), we propose a pure data-driven method
for density estimation, which provides good results even for small samples. This procedure does not involve any problems or
uncertainties as e.g. bandwidth selection for kernel density estimates. 相似文献
3.
This paper (i) discusses theR-chart with asymmetric probability control limits under the assumption that the distribution of the quality characteristic
under study is either exponential, Laplace, or logistic, (ii) examines the effect of the estimated probability limits on the
performance of theR-chart, and (iii) obtains the desired probability limits of theR-chart that has a specified false alarm rate when probability limits must be estimated from preliminary samples taken from
either the exponential, Laplace, or logistic processes. 相似文献
4.
Francesco Dalla Valle Fortunato Pesarin Luigi Salmaso 《Statistical Methods and Applications》2002,11(3):265-276
Exact permutation testing of effects in unreplicated two-level multifactorial designs is developed based on the notion of
realigning observations and on paired permutations. This approach preserves the exchangeability of error components for testing
up tok effects. Advantages and limitations of exact permutation procedures for unreplicated factorials are discussed and a simulation
study on paired permutation testing is presented. 相似文献
5.
Kø-divergence’s statistic family for goodness-of-fit, under the null hypothesis, has an asymptotic chi-squared distribution; however, for small samples, the chi-squared approximation in some cases does not well agree with the exact distribution. In this paper, a closer approximation to the exact distribution is obtained by extracting the ø-dependent second order component from the distribution. Moreover, numerical results are presented for moderate sample sizes with moderate number of cells. 相似文献
6.
Guillaume Horny 《Statistical Papers》2009,50(3):481-499
A general formulation of mixed proportional hazard models with K random effects is provided. It enables to account for a population stratified at K different levels. I then show how to approximate the partial maximum likelihood estimator using an EM algorithm. In a Monte
Carlo study, the behavior of the estimator is assessed and I provide an application to the ratification of ILO conventions.
Compared to other procedures, the results indicate an important decrease in computing time, as well as improved convergence
and stability. 相似文献
7.
In this paper we consider a linear regression model with omitted relevant regressors and multivariatet error terms. The explicit formula for the Pitman nearness criterion of the Stein-rule (SR) estimator relative to the ordinary
least squares (OLS) estimator is derived. It is shown numerically that the dominance of the SR estimator over the OLS estimator
under the Pitman nearness criterion can be extended to the case of the multivariatet error distribution when the specification error is not severe. It is also shown that the dominance of the SR estimator over
the OLS estimator cannot be extended to the case of the multivariatet error distribution when the specification error is severe.
This research is partially supported by the Grants-in-Aid for 21st Century COE program. 相似文献
8.
For measuring the goodness of 2
m
41 designs, Wu and Zhang (1993) proposed the minimum aberration (MA) criterion. MA 2
m
41 designs have been constructed using the idea of complementary designs when the number of two-level factors, m, exceeds n/2, where n is the total number of runs. In this paper, the structures of MA 2
m
41 designs are obtained when m>5n/16. Based on these structures, some methods are developed for constructing MA 2
m
41 designs for 5n/16<m<n/2 as well as for n/2≤m<n. When m≤5n/16, there is no general method for constructing MA 2
m
41 designs. In this case, we obtain lower bounds for A
30 and A
31, where A
30 and A
31 are the numbers of type 0 and type 1 words with length three respectively. And a method for constructing weak minimum aberration
(WMA) 2
m
41 designs (A
30 and A
31 achieving the lower bounds) is demonstrated. Some MA or WMA 2
m
41 designs with 32 or 64 runs are tabulated for practical use, which supplement the tables in Wu and Zhang (1993), Zhang and
Shao (2001) and Mukerjee and Wu (2001). 相似文献