共查询到20条相似文献,搜索用时 281 毫秒
1.
In this article, we consider two different shared frailty regression models under the assumption of Gompertz as baseline distribution. Mostly assumption of gamma distribution is considered for frailty distribution. To compare the results with gamma frailty model, we consider the inverse Gaussian shared frailty model also. We compare these two models to a real life bivariate survival data set of acute leukemia remission times (Freireich et al., 1963). Analysis is performed using Markov Chain Monte Carlo methods. Model comparison is made using Bayesian model selection criterion and a well-fitted model is suggested for the acute leukemia data. 相似文献
2.
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
3.
Tony Vangeneugden Geert Verbeke Clarice G.B. Demétrio 《Journal of applied statistics》2011,38(2):215-232
Vangeneugden et al. [15] derived approximate correlation functions for longitudinal sequences of general data type, Gaussian and non-Gaussian, based on generalized linear mixed-effects models (GLMM). Their focus was on binary sequences, as well as on a combination of binary and Gaussian sequences. Here, we focus on the specific case of repeated count data, important in two respects. First, we employ the model proposed by Molenberghs et al. [13], which generalizes at the same time the Poisson-normal GLMM and the conventional overdispersion models, in particular the negative-binomial model. The model flexibly accommodates data hierarchies, intra-sequence correlation, and overdispersion. Second, means, variances, and joint probabilities can be expressed in closed form, allowing for exact intra-sequence correlation expressions. Next to the general situation, some important special cases such as exchangeable clustered outcomes are considered, producing insightful expressions. The closed-form expressions are contrasted with the generic approximate expressions of Vangeneugden et al. [15]. Data from an epileptic-seizures trial are analyzed and correlation functions derived. It is shown that the proposed extension strongly outperforms the classical GLMM. 相似文献
4.
《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
5.
Simard et al. [16 17] proposed a transformation distance called “tangent distance” (TD) which can make pattern recognition be efficient. The key idea is to construct a distance measure which is invariant with respect to some chosen transformations. In this research, we provide a method using adaptive TD based on an idea inspired by “discriminant adaptive nearest neighbor” [7]. This method is relatively easy compared with many other complicated ones. A real handwritten recognition data set is used to illustrate our new method. Our results demonstrate that the proposed method gives lower classification error rates than those by standard implementation of neural networks and support vector machines and is as good as several other complicated approaches. 相似文献
6.
《统计学通讯:理论与方法》2013,42(9):1515-1529
ABSTRACT This paper develops corrected score tests for heteroskedastic t regression models, thus generalizing results by Cordeiro, Ferrari and Paula[1] and Cribari-Neto and Ferrari[2] for normal regression models and by Ferrari and Arellano-Valle[3] for homoskedastic t regression models. We present, in matrix notation, Bartlett-type correction formulae to improve score tests in this class of models. The corrected score statistics have a chi-squared distribution to order n ?1, where n is the sample size. We apply our main result to a few special models and present simulation results comparing the performance of the usual score tests and their corrected versions. 相似文献
7.
Jigao Yan 《统计学通讯:理论与方法》2013,42(20):5074-5098
AbstractIn this paper, the complete convergence for maximal weighted sums of extended negatively dependent (END, for short) random variables is investigated. Some sufficient conditions for the complete convergence and some applications to a nonparametric model are provided. The results obtained in the paper generalize and improve the corresponding ones of Wang et al. (2014b) and Shen, Xue, and Wang (2017). 相似文献
8.
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
9.
Engakkattu Purushothaman Sreedevi Paduthol Godan Sankaran Isha Dewan 《统计学通讯:理论与方法》2013,42(23):5766-5776
AbstractCompeting risks data with current status censoring arise frequently from transversal studies in demography, epidemiology and reliability theory; where the only information about lifetime is whether the event of interest has occurred or not before a monitoring time. In practice, the monitoring times are discrete, but most of the studies consider them as continuous in nature. In the present paper, we propose a non parametric test for comparing cumulative incidence functions of current status competing risks data while the observation (monitoring) times are discrete. Asymptotic distribution of the test statistic is also derived. A simulation study is conducted to assess the finite sample behavior of the test statistic. The practical utility of the procedure is well demonstrated using a real-life data set on menopausal history of 2423 women given in Jewell, van der Laan, and Henneman (2003). 相似文献
10.
Viswanathan Ramakrishnan 《统计学通讯:模拟与计算》2013,42(3):405-418
In many genetic analyses of dichotomous twin data, odds ratios have been used to test hypotheses on heritability and shared common environment effects of a given disease (Lichtenstein et al., 2000; Ahlbom et al., 1997; Ramakrishnan et al., 1992, 4). However, estimates of these two effects have not been dealt with in the literature. In epidemiology, the attributable fraction (AF), a function of the odds ratio and the prevalence of the risk factor has been used to describe the contribution of a risk factor to a disease in a given population (Leviton, 1973). In this article, we adapt the AF to quantify the heritability and the shared common environment. Twin data on cancer, gallstone disease and phobia are used to illustrate the applicability of the AF estimate as a measure of heritability. 相似文献
11.
In this article, we develop the Halton sequence of generating quasi-random numbers to an optimal sequence which has the inversive property. The new constructed quasi-random number generator satisfies the extra uniformity condition on [0, 1]. We finally present the performances of this generator in contrast to the former optimal Halton sequence in Chi et al. (2005) and modified optimal Halton sequence in Fathi et al. (2009). 相似文献
12.
《统计学通讯:理论与方法》2013,42(5):833-848
ABSTRACT In the case of the equally spaced fixed design nonparametric regression, the local constant M-smoother (LCM) in Chu, Glad, Godtliebsen, and Marron [1] has the interesting property of jump-preserving. However, it suffers from the problem of boundary effects. To correct for such adverse effects on the LCM, Rue, Chu, Godtliebsen, and Marron [2] apply the local linear fit to the “inside” of the kernel function, and propose the local linear M-smoother (LLM). Unfortunately, the LLM is more sensitive to random fluctuations, since an extra tuning parameter is included. To avoid such a practical drawback to the LLM, we propose a new version of the LCM by applying the local linear fit to the “outside” of the kernel function. Our proposed estimator employs both the same tuning parameter associated with the ordinary LCM and the same weights assigned to the observations by the local linear smoother in Fan 3-4. It has the same asymptotic mean square error as the LLM. In practice, it can be calculated by using the fast computation algorithm designed for the ordinary LCM by Chu et al. [1], and does not suffer from the drawback to the LLM. More importantly, our results obtained for the new version of the LCM in the one-dimensional case can be extended directly to the multidimensional case. Simulation studies demonstrate that the asymptotic effects hold for reasonable sample sizes. 相似文献
13.
Junyong Park Jayson D. Wilbur Jayanta K. Ghosh Cindy H. Nakatsu Corinne Ackerman 《统计学通讯:模拟与计算》2013,42(4):855-869
We adopt boosting for classification and selection of high-dimensional binary variables for which classical methods based on normality and non singular sample dispersion are inapplicable. Boosting seems particularly well suited for binary variables. We present three methods of which two combine boosting with the relatively classical variable selection methods developed in Wilbur et al. (2002). Our primary interest is variable selection in classification with small misclassification error being used as validation of proposed method for variable selection. Two of the new methods perform uniformly better than Wilbur et al. (2002) in one set of simulated and three real life examples. 相似文献
14.
ABSTRACTThe article suggests a class of estimators of population mean in stratified random sampling using auxiliary information with its properties. In addition, various known estimators/classes of estimators are identified as members of the suggested class. It has been shown that the suggested class of estimators under optimum condition performs better than the usual unbiased, usual combined ratio, usual combined regression, Kadilar and Cingi (2005), Singh and Vishwakarma (2006) estimators and the members belonging to the classes of estimators envisaged by Kadilar and Cingi (2003), Singh, Tailor et al. (2008), Singh et al. (2009), Singh and Vishwakarma (2010) and Koyuncu and Kadilar (2010). 相似文献
15.
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
16.
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
17.
A Bottom-Up Dynamic Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries
Tomasz R. Bielecki Areski Cousin Stéphane Crépey Alexander Herbertsson 《统计学通讯:理论与方法》2014,43(7):1362-1389
In Bielecki et al. (2014a), the authors introduced a Markov copula model of portfolio credit risk where pricing and hedging can be done in a sound theoretical and practical way. Further theoretical backgrounds and practical details are developed in Bielecki et al. (2014b,c) where numerical illustrations assumed deterministic intensities and constant recoveries. In the present paper, we show how to incorporate stochastic default intensities and random recoveries in the bottom-up modeling framework of Bielecki et al. (2014a) while preserving numerical tractability. These two features are of primary importance for applications like CVA computations on credit derivatives (Assefa et al., 2011; Bielecki et al., 2012), as CVA is sensitive to the stochastic nature of credit spreads and random recoveries allow to achieve satisfactory calibration even for “badly behaved” data sets. This article is thus a complement to Bielecki et al. (2014a), Bielecki et al. (2014b) and Bielecki et al. (2014c). 相似文献
18.
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
19.
《Journal of Statistical Computation and Simulation》2012,82(3):171-181
Inference concerning the ratio of two means based two independent two-parameter gamma models with common shape parameter was examined in Booth et al. (1999) and a computationally intensive bootstrap calibration method was developed. In this paper, a likelihood based method is proposed for small sample inference about the ratio of two means of the two-parameter gamma models when the shape parameters may or may not be equal. The proposed method is very simple to use and, as illustrated in simulation studies, gives extremely accurate results. 相似文献
20.
《统计学通讯:理论与方法》2013,42(11):2227-2244
Abstract Monotone failure rate models [Barlow Richard, E., Marshall, A. W., Proschan, Frank. (1963). Properties of probability distributions with monotone failure rate. Annals of Mathematical Statistics 34:375–389, and Barlow Richard, E., Proschan, Frank. (1965). Mathematical Theory of Reliability. New York: John Wiley & Sons, Barlow Richard, E., Proschan, Frank. (1966a). Tolerance and confidence limits for classes of distributions based on failure rate. Annals of Mathematical Statistics 37(6):1593–1601, Barlow Richard, E., Proschan, Frank. (1966b). Inequalities for linear combinations of order statistics from restricted families. Annals of Mathematical Statistics 37(6):1574–1592, Barlow Richard, E., Proschan, Frank. (1975). Statistical Theory of Reliability and Life Testing. New York: Holt, Rinehart and Winston, Inc.] have become one of the most important models of failure time for reliability practitioners to consider and use. The above authors also developed models and bounds for monotone increasing failure rates (IFR) and for monotone decreasing failure rates (DFR). The IFR models and bounds appear to be especially useful for describing and bounding the hazard of aging. This article extends a new model for time to failure based onthe log odds rate [Zimmer William, J., Wang Yao, Pathak, P. K. (1998). Log-odds rate and monotone log-odds rate distributions. Journal of Quality Technology 30(4):376–385.] which is comparable to the model based on the failure rate. It is shown that in the case of increasing log odds rate (ILOR) in terms of log time (ln t), the model is less stringent than the IFR model for aging. The characterization of distributions of failure time by log odds rate is also derived. It is shown that the logistic distribution has the property of constant log odds rate over time and that the log logistic distribution has the property of constant log odds rate with respect to ln t. Some other properties of ILOR distributions are presented and bounds based on the relationship to the log logistic distribution are provided for distributions which are ILOR with respect to ln t. Motivational examples are provided. The ILOR bounds are compared to the more stringent bounds based on the IFR model. Bounds on system reliability are also provided for certain systems. 相似文献