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1.
Satoshi Hattori 《统计学通讯:理论与方法》2013,42(4):542-559
Counting process techniques have been successfully introduced to semiparametric inference of repeated measurements. Cheng and Wei (2000) proposed a simple inference procedure for the semiparametric proportional rate model, which reduces to relative risk regression models for binary data. While the baseline mean functions are completely unspecified, it still requires several assumptions for valid inference. In this article, a goodness-of-fit test for it is proposed based on cumulative residuals. Theoretical justification is provided and an illustration with a dataset from a clinical trial is given. Results of simulation studies to evaluate finite sample performance are also provided. 相似文献
2.
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
3.
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
4.
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
5.
Zheng Su 《统计学通讯:模拟与计算》2013,42(8):1163-1170
Johns (1988), Davison (1988), and Do and Hall (1991) used importance sampling for calculating bootstrap distributions of one-dimensional statistics. Realizing that their methods can not be extended easily to multi-dimensional statistics, Fuh and Hu (2004) proposed an exponential tilting formula for statistics of multi-dimension, which is optimal in the sense that the asymptotic variance is minimized for estimating tail probabilities of asymptotically normal statistics. For one-dimensional statistics, Hu and Su (2008) proposed a multi-step variance minimization approach that can be viewed as a generalization of the two-step variance minimization approach proposed by Do and Hall (1991). In this article, we generalize the approach of Hu and Su (2008) to multi-dimensional statistics, which applies to general statistics and does not resort to asymptotics. Empirical results on a real survival data set show that the proposed algorithm provides significant computational efficiency gains. 相似文献
6.
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
7.
Luigi Greco 《统计学通讯:理论与方法》2013,42(5):1039-1048
In some real situations the population of interest is divided into two groups, of which one contains only a few units. In other cases, the population may be considered as subdivided into two group', for example, if only a few units display a value of the variable of interest which is highly different from zero, while all the other units show a value equal to or near zero. In both cases, inverse sampling is more efficient than classical fixed sample-size designs to obtain the parameter estimators for the whole population as well as for its groups (e.g., Salehi and Seber, 2004). In fact, in this design the procedure selection continues until a prefixed number of units with the characteristic of interest is sampled. Since it is not known a priori to which group the population units belong, the sample size is a random variable. Christman and Lan (2001) and Salehi and Seber (2001 2004) considered inverse sampling designs when all the population units have equal selection probabilities. In this article, we consider the general case in which the units may have unequal probabilities of being included in the sample. In fact, in many real situations different units may have different selection probabilities because of some inherent features of the sampling procedure, or in order to obtain better estimates. We derive unbiased estimators of the totals of the two groups, their variance and the corresponding unbiased variance estimators in inverse sampling with replacement. Finally, we derive similar results for more complex designs, where the selection procedure stops before observing the prefixed number of units from the rare group. 相似文献
8.
The main object of this article is to propose an extension of the tobit model for which the error distribution follows the power-normal distribution (Gupta and Gupta, 2008). Inference is dealt with by using the likelihood approach. Simulation studies and application to a real data set are used to demonstrate the usefulness of the extension. 相似文献
9.
Pao-Sheng Shen 《统计学通讯:模拟与计算》2013,42(10):2295-2307
Cai and Zeng (2011) proposed an additive mixed effect model to analyze clustered right-censored data. In this article, we demonstrate that the approach of Cai and Zeng (2011) can be extended to clustered doubly censored data. Furthermore, when both left- and right-censoring variables are always observed, we propose alternative estimators using the approach of Cai and Cheng (2004). A simulation study is conducted to investigate the performance of the proposed estimators. 相似文献
10.
Fayçal Hamdi 《统计学通讯:理论与方法》2013,42(22):4182-4199
The purpose of this article is to develop algorithms for computing the exact Fisher information matrix of periodic time-varying state-space models. We first present a relatively simple recursive algorithm which computes the elements of the exact information matrix without involving numerical differentiation, since all required derivatives are analytically evaluated. The proposed algorithm extends the procedure due to Cavanaugh and Shumway (1996) to the periodic state-space framework. Exploiting the approach used in Klein et al. (2000), a second algorithm is proposed in order to obtain the exact information matrix as a whole instead of element by element. The algorithms are first developed in a general framework and then specialized to the case of a periodic Gaussian vector autoregressive moving-average (PVARMA) model. 相似文献
11.
Oluseun Odumade 《统计学通讯:模拟与计算》2013,42(3):473-502
In this article, two new improved randomized response models have been proposed. The proposed models are found to be more efficient than the recent randomized response model studied by Bar-Lev et al. (2004). The relative efficiency of the proposed models has been studied with respect to the Bar-Lev et al. (2004) model under different situations. 相似文献
12.
We propose a Bayesian approach for inference in a dynamic disequilibrium model. To circumvent the difficulties raised by the Maddala and Nelson (1974) specification in the dynamic case, we analyze a dynamic extended version of the disequilibrium model of Ginsburgh et al. (1980). We develop a Gibbs sampler based on the simulation of the missing observations. The feasibility of the approach is illustrated by an empirical analysis of the Polish credit market, for which we conduct a specification search using the posterior deviance criterion of Spiegelhalter et al. (2002). 相似文献
13.
This paper addresses a generalization of the bivariate Cauchy distribution discussed by Fang et al. (1990), derived from a trivariate normal distribution with a general correlation matrix. We obtain explicit expressions for the joint distribution function and joint density function, and show that they reduce in a special case to the corresponding expressions of Fang et al. (1990). Finally, we show that this generalized distribution is useful in determining the orthant probability of a bivariate skew-normal distribution of Azzalini and Dalla Valle (1996). 相似文献
14.
The article investigates diagnostic procedures for finite mixture models. The problem is to decide whether given data stem from an exponential distribution or a finite mixture of such distributions. Recently, three new test approaches have been proposed, the modified likelihood ratio test (MLRT) by Chen et al. (2001), the ADDS test by Mosler and Seidel (2001), and the D-test by Charnigo and Sun (2004). The size and power of these tests are determined by Monte Carlo simulation and their relative merits are evaluated. We conclude that the ADDS test shows always not much less and under some alternatives, in particular lower contaminations, considerably more power than its competitors. Also, new tables for the ADDS test are provided. 相似文献
15.
Huang (2010) proposed an optional randomized response model using a linear combination scrambling which is a generalization of the multiplicative scrambling of Eichhorn and Hayre (1983) and the additive scrambling of Gupta et al. (2006, 2010). In this article, we discuss two main issues. (1) Can the Huang (2010) model be improved further by using a two-stage approach?; (2) Does the linear combination scrambling provide any benefit over the additive scrambling of Gupta et al. (2010)? We will note that the answer to the first question is “yes” but the answer to the second question is “no.” 相似文献
16.
This article considers the problem of estimating the population mean using information on two auxiliary variables in the presence of non response under two-phase sampling. Some improved ratio-in-regression type estimators have been proposed in four different situations of non response along with their properties under large sample approximation. Efficiency comparisons of the proposed estimators with the usual unbiased estimator by Hansen and Hurwitz (1946), conventional ratio and regression estimators using single auxiliary variable and Singh and Kumar (2010b) estimators using two auxiliary variables have been made. Finally, these theoretical findings are illustrated by a numerical example. 相似文献
17.
Suppose that some information is available for the particular factor. The experimenter may apply the technique of foldover to isolate the factor and the two-factor interactions involving this factor. In fact, under some situations this can be done by the method of semi-folding. We will discuss this property in detail in this article. Furthermore, we use the computer to search the corresponding optimal semi-folding design for the given 2 k?p designs that are tabulated in Chen et al. (1993) research. 相似文献
18.
Inder Jeet Taneja 《统计学通讯:理论与方法》2013,42(9):1654-1672
There are three classical divergence measures exist in the literature on information theory and statistics. These are namely, Jeffryes-Kullback-Leiber (Jeffreys, 1946; Kullback and Leibler, 1951) J-divergence. Sibson-Burbea-Rao (Sibson, 1969), Jensen-Shannon divegernce, (Burbea and Rao, 1982), and Taneja (1995). Arithmetic-Geometric divergence. These three measures bear an interesting relationship among each other. The divergence measures like Hellinger (1909) discrimination, symmetric χ2-divergence, and triangular discrimination are also known in the literature. In this article, we have considered generalized symmetric divergence measures having the measures given above as particular cases. Bounds on the probability of error are obtained in terms of generalized symmetric divergence measures. Study of bounds on probability of error is extended for the difference of divergence measures. 相似文献
19.
Bingxing Wang 《统计学通讯:理论与方法》2013,42(3):364-371
In this article, we propose an exact confidence interval and an exact test for the scale parameter of the scaled half-logistic distribution based on progressively Type-II censored sample. Using the Monte Carlo method, we compare the expected length of the proposed confidence interval with one of confidence interval proposed by Balakrishnan and Asgharzadeh (2005). The simulation results show that the proposed confidence interval performs better. Finally, we present a numerical example to illustrate the proposed procedures. 相似文献
20.
In this study, we consider the multiple comparison with a control for multivariate normal means. Specifically, we construct a step-up procedure by referring to Dunnett and Tamhane (1992). We derive recursive formulae for determining the critical values of the step-up procedure for a specified significance level. Then we formulate the power of the test. Finally, we compare the step-up procedure with the single-step procedure proposed by Nakamura and Imada (2005) and the step-down procedure proposed by Imada and Douke (2007) in terms of numerical examples regarding the power of the test. 相似文献