共查询到20条相似文献,搜索用时 31 毫秒
1.
《统计学通讯:模拟与计算》2013,42(4):589-604
ABSTRACT In this paper, we consider tests for the hypothesis that the mean vector is zero against one-sided alternatives when the observation vectors are independently and identically distributed as normal with unknown covariance matrix. The exact null-distribution of the tests is derived. The tests generalize the centre-direction test proposed by Tang et al.[1] for known covariance. In addition, the modification is order- and scale-invariant. Power comparisons with some other tests are presented. It can be shown that the null distribution of the test statistic holds for data arising from any elliptical distribution, not just the normal distribution. 相似文献
2.
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
3.
In this article, we find designs insensitive to the presence of an outlier in a diallel cross design setup for estimating a complete set of orthonormal contrasts among the effects of the general combining abilities of a set of parental lines. The criterion of robustness, suggested by Mandal (1989) in block design setup and used by Biswas (2012) in treatment-control setup, is adapted here. Complete diallel cross designs, suggested by Gupta and Kageyama (1994), and partial diallel cross designs, suggested by Gupta et al. (1995) and Mukerjee (1997), are found to be robust under certain conditions. 相似文献
4.
Pao-Sheng Shen 《统计学通讯:模拟与计算》2013,42(3):603-612
In this article, we consider the M-estimators for the linear regression model when both response and covariate variables are subject to double censoring. The proposed estimators are constructed as some functional of three types of estimators for a bivariate survival distribution. The first two estimators are the generalizations of the Campbell and Földes (1982) and Dabrowska (1988) estimators proposed by Shen (2009). The third estimator is the generalization of the Prentice and Cai (1992) estimator. The consistency of the proposed M-estimators is established. A simulation study is conducted to investigate the performance of the proposed estimators. Furthermore, the simple bootstrap methods are used to estimate standard deviations and construct interval estimators. 相似文献
5.
AbstractIn this article, we improvise Singh and Grewal (2013) and Hussain et al. (2016) techniques by introducing a new two-stage randomization response process. Using the proposed new technique, we achieve better efficiency and increasing protection of privacy of respondents than the Kuk (1990), Singh and Grewal (2013) and Hussain et al. (2016) models. The relative efficiency and protection of the respondents of the proposed two-stage randomization device have been investigated through simulation study, and the situations are reported where the proposed estimator performs better than its competitors. The SAS code used to investigate the performance of the proposed strategy are also provided. 相似文献
6.
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
7.
《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
8.
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
9.
Federico O'Reilly 《统计学通讯:理论与方法》2013,42(12):2207-2212
Lindqvist and Taraldsen (2005) introduced an interesting parametric family of distributions in the unit interval. In this note, inference procedures are given, both from the classical and the Bayesian view point. It is shown numerically through various examples that the posterior distribution for the parameter and the induced fiducial distribution are almost equivalent. The parametric family under study is a regular member of the Natural Exponential Family and so use of this fact permits induction of a unique fiducial in terms of the minimal sufficient statistic. 相似文献
10.
Cibele Queiroz da-Silva Eduardo G. Martins Vinícius Bonato Sérgio Furtado dos Reis 《统计学通讯:模拟与计算》2013,42(4):816-828
We develop a series of Bayesian statistical models for estimating survival of a neotropic didelphid marsupial, the Brazilian gracile mouse opossum (Gracilinanus microtarsus). These models are based on the Cormack–Jolly–Seber model (Cormack, 1964; Jolly 1965; Seber 1965) with both survival and recapture rates expressed as a function of covariates using a logit link. The proposed models allow taking into account heterogeneity in capture probability caused by the existence of different groups of individuals in the population. The models were applied to two cohorts (Cohort, 2000, 2001) with the first one including 14 and the second one 15 sampling occasions. The best models for each of the cohorts indicate that G. microtarsus is best described as partially semelparous, a condition in which mortality after the first mating is high but graded over time, with a fraction of males surviving for a second breeding season (Boonstra, 2005). 相似文献
11.
Two types of estimates of process level, namely repeated median estimates (Siegel, 1982) and full online estimates (Gather et al., 2006) based on repeated median filters, are used to develop control charts. The distributional properties of the estimates are studied using simulation and these are found to closely follow normal distribution. The repeated median being robust against outliers with asymptotically 50% breakdown value and having small standard deviation is found to be useful as a basis for monitoring process averages. The control charts using repeated median estimates have been recommended for general use. 相似文献
12.
Feng-Shou Ko 《统计学通讯:理论与方法》2013,42(18):3222-3237
We introduce a score test to identify longitudinal biomarkers or surrogates for a time to event outcome. This method is an extension of Henderson et al. (2000, 2002). In this article, a score test is based on a joint likelihood function which combines the likelihood functions of the longitudinal biomarkers and the survival times. Henderson et al. (2000, 2002) assumed that the same random effect exists in the longitudinal component and in the Cox model and then they can derive a score test to determine if a longitudinal biomarker is associated with time to an event. We extend this work and our score test is based on a joint likelihood function which allows other random effects to be present in the survival function. Considering heterogeneous baseline hazards in individuals, we use simulations to explore how the factors can influence the power of a score test to detect the association of a longitudinal biomarker and the survival time. These factors include the functional form of the random effects from the longitudinal biomarkers, in the different number of individuals, and time points per individual. We illustrate our method using a prothrombin index as a predictor of survival in liver cirrhosis patients. 相似文献
13.
We consider a new generalization of the skew-normal distribution introduced by Azzalini (1985). We denote this distribution Beta skew-normal (BSN) since it is a special case of the Beta generated distribution (Jones, 2004). Some properties of the BSN are studied. We pay attention to some generalizations of the skew-normal distribution (Bahrami et al., 2009; Sharafi and Behboodian, 2008; Yadegari et al., 2008) and to their relations with the BSN. 相似文献
14.
Panel count data frequently occur in many situations including medical follow-up studies and reliability experiments. For two-sample comparison based on panel count data, several procedures have been proposed including Thall and Lachin (1988) and Sun and Fang (2003). In this article, a new class of nonparametric test procedures are presented. The test is a generalization of that for the same problem for failure time data and overcomes some shortcomings of the existing methods. Monte Carlo simulation studies are conducted to evaluate the presented approach and suggest that it works well. An illustrative example is discussed. 相似文献
15.
Mohsen Pourahmadi 《统计学通讯:理论与方法》2013,42(9):1803-1819
Multivariate skew-normal (SN) distributions (Azzalini and Dalla Valle, 1996) enjoy some of the useful properties of normal distributions, have nonlinear heteroscedastic predictors but lack the closure property of normal distributions (the sum of independent SN random variables is not SN). Recently, there has been a proliferation of classes of SN distributions with certain closure properties, one of the most promising being the closed skew-normal (CSN) distributions of González-Farías et al. (2004). We study the construction of stationary SN ARMA models for colored SN noise and show that their finite-dimensional distributions are skew-normal, seldom strictly stationary and their covariance functions differ from their normal ARMA counterparts in that they do not converge to zero for large lags. The situation is better for ARMA models driven by CSN noise, but at the additional cost of considerable computational complexity and a less explicit skewness parameter. In view of these results, the widespread use of such classes of SN distributions in the framework of ARMA models seem doubtful. 相似文献
16.
Motivated by covariate-adjusted regression (CAR) proposed by Sentürk and Müller (2005) and an application problem, in this article we introduce and investigate a covariate-adjusted partially linear regression model (CAPLM), in which both response and predictor vector can only be observed after being distorted by some multiplicative factors, and an additional variable such as age or period is taken into account. Although our model seems to be a special case of covariate-adjusted varying coefficient model (CAVCM) given by Sentürk (2006), the data types of CAPLM and CAVCM are basically different and then the methods for inferring the two models are different. In this article, the estimate method motivated by Cui et al. (2008) is employed to infer the new model. Furthermore, under some mild conditions, the asymptotic normality of estimator for the parametric component is obtained. Combined with the consistent estimate of asymptotic covariance, we obtain confidence intervals for the regression coefficients. Also, some simulations and a real data analysis are made to illustrate the new model and methods. 相似文献
17.
Nonlinear heteroscedastic models are widely used in econometrics and statistical applications. We derive matrix formulae for the second-order biases of the maximum likelihood estimators of the parameters in the mean and variance response which generalize previous results by Cook et al. (1986) and Cordeiro (1993). The biases of the estimators are easily obtained as vectors of regression coefficients from suitable weighted linear regressions. The practical use of such biases is illustrated in a simulation study and in an application to a real data set. 相似文献
18.
《统计学通讯:理论与方法》2013,42(10):1951-1980
Abstract The heteroskedasticity-consistent covariance matrix estimator proposed by White [White, H. A. (1980). Heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48:817–838], also known as HC0, is commonly used in practical applications and is implemented into a number of statistical software. Cribari–Neto et al. [Cribari–Neto, F., Ferrari, S. L. P., Cordeiro, G. M. (2000). Improved heteroscedasticity–consistent covariance matrix estimators. Biometrika 87:907–918] have developed a bias-adjustment scheme that delivers bias-corrected White estimators. There are several variants of the original White estimator that are also commonly used by practitioners. These include the HC1, HC2, and HC3 estimators, which have proven to have superior small-sample behavior relative to White's estimator. This paper defines a general bias-correction mechamism that can be applied not only to White's estimator, but to variants of this estimator as well, such as HC1, HC2, and HC3. Numerical evidence on the usefulness of the proposed corrections is also presented. Overall, the results favor the sequence of improved HC2 estimators. 相似文献
19.
Gadre and Rattihalli [5] have introduced the Modified Group Runs (MGR) control chart to identify the increases in fraction non-conforming and to detect shifts in the process mean. The MGR chart reduces the out-of-control average time-to-signal (ATS), as compared with most of the well-known control charts. In this article, we develop the Side Sensitive Modified Group Runs (SSMGR) chart to detect shifts in the process mean. With the help of numerical examples, it is illustrated that the SSMGR chart performs better than the Shewhart's X¯ chart, the synthetic chart [12], the Group Runs chart [4], the Side Sensitive Group Runs chart [6], as well as the MGR chart [5]. In some situations it is also superior to the Cumulative Sum chart p9] and the exponentially weighed moving average chart [10]. In the steady state also, its performance is better than the above charts. 相似文献
20.
Shesh N. Rai Jianmin Pan Xiaobin Yuan Jianguo Sun Melissa M. Hudson Deo K. Srivastava 《统计学通讯:理论与方法》2013,42(17):3117-3133
New drug discovery in the pediatrics has dramatically improved survival, but with long- term adverse events. This motivates the examination of adverse outcomes such as long-term toxicity in a phase IV trial. An ideal approach to monitor long-term toxicity is to systematically follow the survivors, which is generally not feasible. Instead, cross-sectional surveys are conducted in Hudson et al. (2007), with one of the objectives to estimate the cumulative incidence rates along with specific interest in fixed-term (5 or 10 year) rates. We present inference procedures based on current status data to our motivating example with very interesting findings. 相似文献