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1.
《统计学通讯:理论与方法》2013,42(2):371-380
Palmer and Broemeling [1] compare Bayes and maximum likelihood estimates of the intraclass correlation (ICC). The prior information in their derivation of the Bayes estimator is placed on the variance components instead of the ICC itself. This paper finds a Bayes estimator of the ICC with the prior placed on the ICC. Bayes estimates based on three different priors are then compared to method of moments estimate. 相似文献
2.
S. Zinodiny 《统计学通讯:理论与方法》2018,47(22):5519-5533
The problem of estimating of the vector β of the linear regression model y = Aβ + ? with ? ~ Np(0, σ2Ip) under quadratic loss function is considered when common variance σ2 is unknown. We first find a class of minimax estimators for this problem which extends a class given by Maruyama and Strawderman (2005) and using these estimators, we obtain a large class of (proper and generalized) Bayes minimax estimators and show that the result of Maruyama and Strawderman (2005) is a special case of our result. We also show that under certain conditions, these generalized Bayes minimax estimators have greater numerical stability (i.e., smaller condition number) than the least-squares estimator. 相似文献
3.
Samridhi Mehta 《统计学通讯:理论与方法》2018,47(16):4021-4028
Sihm et al. (2016) proposed an unrelated question binary optional randomized response technique (RRT) model for estimating the proportion of population that possess a sensitive characteristic and the sensitivity level of the question. In our work, decision theoretic approach has been followed to obtain Bayes estimates of the two parameters along with their corresponding minimal Bayes posterior expected losses (BPEL) using beta prior and squared error loss function (SELF). Relative losses are also examined to compare the performances of the Bayes estimates with those of the classical estimates obtained by Sihm et al. (2016). The results obtained are illustrated with the help of real survey data using non informative prior. 相似文献
4.
Suchandan Kayal 《统计学通讯:理论与方法》2018,47(20):4938-4957
Several probability distributions such as power-Pareto distribution (see Gilchrist 2000 and Hankin and Lee 2006), various forms of lambda distributions (see Ramberg and Schmeiser 1974 and Freimer et al. 1988), Govindarajulu distribution (see Nair, Sankaran, and Vineshkumar 2012), etc., do not have manageable distribution functions, though they have tractable quantile functions. Hence, analytical study of the properties of Chernoff distance of two random variables associated with these distributions via traditional distribution function-based tool becomes difficult. To make this simple, in this paper, we introduce quantile-based Chernoff distance for (left or right) truncated random variables and study its various properties. Some useful bounds as well as characterization results are obtained. 相似文献
5.
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
6.
Mike G. Tsionas 《统计学通讯:理论与方法》2018,47(12):3022-3028
The properties of high-dimensional Bingham distributions have been studied by Kume and Walker (2014). Fallaize and Kypraios (2016) propose the Bayesian inference for the Bingham distribution and they use developments in Bayesian computation for distributions with doubly intractable normalizing constants (Møller et al. 2006; Murray, Ghahramani, and MacKay 2006). However, they rely heavily on two Metropolis updates that they need to tune. In this article, we propose instead a model selection with the marginal likelihood. 相似文献
7.
《统计学通讯:模拟与计算》2013,42(4):787-803
It is known that, in the presence of short memory components, the estimation of the fractional parameter d in an Autoregressive Fractionally Integrated Moving Average, ARFIMA(p, d, q), process has some difficulties (see [1]). In this paper, we continue the efforts made by Smith et al. [1] and Beveridge and Oickle [2] by conducting a simulation study to evaluate the convergence properties of the iterative estimation procedure suggested by Hosking [3]. In this context we consider some semiparametric approaches and a parametric method proposed by Fox-Taqqu[4]. We also investigate the method proposed by Robinson [5] and a modification using the smoothed periodogram function. 相似文献
8.
《Econometric Reviews》2013,32(3):309-336
ABSTRACT We examine empirical relevance of three alternative asymptotic approximations to the distribution of instrumental variables estimators by Monte Carlo experiments. We find that conventional asymptotics provides a reasonable approximation to the actual distribution of instrumental variables estimators when the sample size is reasonably large. For most sample sizes, we find Bekker[11] asymptotics provides reasonably good approximation even when the first stage R 2 is very small. We conclude that reporting Bekker[11] confidence interval would suffice for most microeconometric (cross-sectional) applications, and the comparative advantage of Staiger and Stock[5] asymptotic approximation is in applications with sample sizes typical in macroeconometric (time series) applications. 相似文献
9.
Jiang, Ji, and Xiao (2003) has introduced a quantitative measure known as the ageing intensity function for evaluating the ageing properties of a component/system. In recent years, there has been a great interest on the study of quantile function, an equivalent alternative to the distribution function approach. Unlike the distribution function approach, the quantile method possess some unique properties (see Gilchrist 2000, Nair, Sankaran, and Balakrishnan 2013). Motivated with this, in the present paper we introduce a quantile-based ageing intensity function and study its various ageing properties. We also study some stochastic comparison of random variables based on the proposed measure. 相似文献
10.
《统计学通讯:理论与方法》2013,42(5):875-885
The order of experimental runs in a fractional factorial experiment is essential when the cost of level changes in factors is considered. The generalized foldover scheme given by [1]gives an optimal order to experimental runs in an experiment with specified defining contrasts. An experiment can be specified by a design requirement such as resolution or estimation of some interactions. To meet such a requirement, we can find several sets of defining contrasts. Applying the generalized foldover scheme to these sets of defining contrasts, we obtain designs with different numbers of level changes and then the design with minimum number of level changes. The difficulty is to find all the sets of defining contrasts. An alternative approach is investigated by [2]for two-level fractional factorial experiments. In this paper, we investigate experiments with all factors in slevels. 相似文献
11.
ABSTRACTIn this work, we proposed an adaptive multivariate cumulative sum (CUSUM) statistical process control chart for signaling a range of location shifts. This method was based on the multivariate CUSUM control chart proposed by Pignatiello and Runger (1990), but we adopted the adaptive approach similar to that discussed by Dai et al. (2011), which was based on a different CUSUM method introduced by Crosier (1988). The reference value in this proposed procedure was changed adaptively in each run, with the current mean shift estimated by exponentially weighted moving average (EWMA) statistic. By specifying the minimal magnitude of the mean shift, our proposed control chart achieved a good overall performance for detecting a range of shifts rather than a single value. We compared our adaptive multivariate CUSUM method with that of Dai et al. (2001) and the non adaptive versions of these two methods, by evaluating both the steady state and zero state average run length (ARL) values. The detection efficiency of our method showed improvements over the comparative methods when the location shift is unknown but falls within an expected range. 相似文献
12.
《The American statistician》2012,66(4):327-339
ABSTRACTWith an increasing number of replication studies performed in psychological science, the question of how to evaluate the outcome of a replication attempt deserves careful consideration. Bayesian approaches allow to incorporate uncertainty and prior information into the analysis of the replication attempt by their design. The Replication Bayes factor, introduced by Verhagen and Wagenmakers (2014), provides quantitative, relative evidence in favor or against a successful replication. In previous work by Verhagen and Wagenmakers (2014), it was limited to the case of t-tests. In this article, the Replication Bayes factor is extended to F-tests in multigroup, fixed-effect ANOVA designs. Simulations and examples are presented to facilitate the understanding and to demonstrate the usefulness of this approach. Finally, the Replication Bayes factor is compared to other Bayesian and frequentist approaches and discussed in the context of replication attempts. R code to calculate Replication Bayes factors and to reproduce the examples in the article is available at https://osf.io/jv39h/. 相似文献
13.
This paper is the generalization of weight-fused elastic net (Fu and Xu, 2012), which performs group variable selection by combining weight-fused LASSO(wfLasso) and elastic net (Zou and Hastie, 2005) penalties. In this study, the elastic net penalty is replaced by adaptive elastic net penalty (AdaEnet) (Zou and Zhang, 2009), and a new group variable selection algorithm with oracle property (Fan and Li, 2001; Zou, 2006) is obtained. 相似文献
14.
This article extends the results reported in del Barrio Castro, Osborn and Taylor (2012) to the approach followed by Franses (1991a,b) to test for seasonal unit roots, providing the asymptotic representation to the seasonal unit roots tests proposed by Franses for a general number of seasons S. 相似文献
15.
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
16.
Ran Wang 《统计学通讯:理论与方法》2013,42(21):6342-6356
ABSTRACTThis article considers inference for partial linear models with right censored data. We use empirical likelihood based on the Buckley and James (1979) estimating equation to derive the confidence region for the regression parameter. We introduce an adjusted empirical likelihood ratio statistic for the parameter of interest and show that its limiting distribution is standard chi-square. A simulation is carried out to compare our method with the synthetic data approach in Wang and Li (2002). 相似文献
17.
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
18.
In this article, we directly introduce the continuous version of the general discrete triangular distributions (Kokonendji and Zocchi, 2010). It is bounded and, in general, unimodal with pike. It contains thus a very useful class of two-sided power distributions (van Dorp and Kotz, 2002a,b, 2003). Moments, particular cases, limit distributions, and relations between parameters are straightforwardly derived. 相似文献
19.
This article studies the heavy-traffic (HT) behavior of queueing networks with a single roving server. External customers arrive at the queues according to independent renewal processes and after completing service, a customer either leaves the system or is routed to another queue. This type of customer routing in queueing networks arises very naturally in many application areas (in production systems, computer- and communication networks, maintenance, etc.). In these networks, the single most important characteristic of the system performance is oftentimes the path time, i.e., the total time spent in the system by an arbitrary customer traversing a specific path. The current article presents the first HT asymptotic for the path-time distribution in queueing networks with a roving server under general renewal arrivals. In particular, we provide a strong conjecture for the system’s behavior under HT extending the conjecture of Coffman et al.[8,9] to the roving server setting of the current article. By combining this result with novel light-traffic asymptotics, we derive an approximation of the mean path time for arbitrary values of the load and renewal arrivals. This approximation is not only highly accurate for a wide range of parameter settings, but is also exact in various limiting cases. 相似文献
20.
《统计学通讯:模拟与计算》2013,42(3):489-511
We consider the semiparametric regression model introduced by [1]. The dependent variable y is linked to the index x′ β through an unknown link function. [1] and [2] present Slicing methods (the Sliced Inverse Regression methods SIR-I, SIR-II and SIRα) in order to estimate the direction of the unknown slope parameter β. These methods are computationally simple and fast but depend on the choice of an arbitrary slicing fixed by the user. When the sample size is small, the number and the position of slices have an influence on the estimated direction. In this paper, we suggest to use the corresponding Pooled Slicing methods: PSIR-I (proposed by [3]), PSIR-II and PSIRα. These methods combine the results from a number of slicings. We compare the sample behaviour of Slicing and Pooled Slicing methods on simulations. We also propose a practical choice of α in SIRα and PSIRα methods. 相似文献