排序方式: 共有106条查询结果,搜索用时 15 毫秒
11.
One of the major aims of one-dimensional extreme-value theory is to estimate quantiles outside the sample or at the boundary of the sample. The underlying idea of any method to do this is to estimate a quantile well inside the sample but near the boundary and then to shift it somehow to the right place. The choice of this “anchor quantile” plays a major role in the accuracy of the method. We present a bootstrap method to achieve the optimal choice of sample fraction in the estimation of either high quantile or endpoint estimation which extends earlier results by Hall and Weissman (1997) in the case of high quantile estimation. We give detailed results for the estimators used by Dekkers et al. (1989). An alternative way of attacking problems like this one is given in a paper by Drees and Kaufmann (1998). 相似文献
12.
13.
14.
AbstractIn this paper, we introduce a version of Hayter and Tsui's statistical test with double sampling for the vector mean of a population under multivariate normal assumption. A study showed that this new test was more or as efficient than the well-known Hotelling's T2 with double sampling. Some nice features of Hayter and Tsui's test are its simplicity of implementation and its capability of identifying the errant variables when the null hypothesis is rejected. Taking that into consideration, a new control chart called HTDS is also introduced as a tool to monitor multivariate process vector mean when using double sampling. 相似文献
15.
Cintia Maestreli Consulin Damiane Ferreira Idemauro Antonio Rodrigues de Lara Antonino De Lorenzo Laura di Renzo 《Journal of Statistical Computation and Simulation》2018,88(2):221-234
In this paper, we propose and evaluate the performance of different parametric and nonparametric estimators for the population coefficient of variation considering Ranked Set Sampling (RSS) under normal distribution. The performance of the proposed estimators was assessed based on the bias and relative efficiency provided by a Monte Carlo simulation study. An application in anthropometric measurements data from a human population is also presented. The results showed that the proposed estimators via RSS present an expressively lower mean squared error when compared to the usual estimator, obtained via Simple Random Sampling. Also, it was verified the superiority of the maximum likelihood estimator, given the necessary assumptions of normality and perfect ranking are met. 相似文献
16.
Helder Ferreira de Mendonça 《Journal of Policy Modeling》2018,40(6):1165-1181
This study is a contribution to the literature concerning credibility and its effect on the distribution between forward-looking behavior and backward-looking behavior for formation of inflation expectations in the case of emerging economies. Based on data gathered from seven inflation targeting emerging economies (Brazil, Chile, Colombia, Mexico, Poland, South Africa, and Turkey), this paper analyzes how much the credibility associated with the inflation target contributes to anchoring expectations. The findings denote that although credibility is relevant to reduce inflation expectations, these countries present low monetary credibility and thus the backward-looking behavior is predominant for the formation of inflation expectations. Therefore, in order to improve the expectations channel of monetary policy in emerging economies, a policy of increasing transparency regarding inflation expectations is mandatory to the central banks’ task of anchoring inflation expectations. 相似文献
17.
ABSTRACT The problem of elder abuse and neglect in South Africa is widespread, but the definition of abuse remains problematic. An expanded typology is needed to classify certain types of abuse reported commonly, such as marginalization, disrespect, exploitation and violence. The history of elder abuse and responses is traced, relevant legislation and selected intervention programs are reviewed, and research and the status of elder abuse are evaluated. Interventions to address sociostructural factors that impact elders' settings, increase their vulnerability, and diminish their ability to realize human rights can contribute to an improvement in their condition and a reduction in abuse and rights violations in the long-term. 相似文献
18.
Elder abuse and neglect in South Africa: a case of marginalization, disrespect, exploitation and violence 总被引:1,自引:1,他引:0
The problem of elder abuse and neglect in South Africa is widespread, but the definition of abuse remains problematic. An expanded typology is needed to classify certain types of abuse reported commonly, such as marginalization, disrespect, exploitation and violence. The history of elder abuse and responses is traced, relevant legislation and selected intervention programs are reviewed, and research and the status of elder abuse are evaluated. Interventions to address sociostructural factors that impact elders' settings, increase their vulnerability, and diminish their ability to realize human rights can contribute to an improvement in their condition and a reduction in abuse and rights violations in the long-term. 相似文献
19.
20.
7 and 8 introduce a power max-autoregressive process, in short pARMAX, as an alternative to heavy tailed ARMA when modeling rare events. In this paper, an extension of pARMAX is considered, by including a random component which makes the model more applicable to real data. We will see conditions under which this new model, here denoted as pRARMAX, has unique stationary distribution and we analyze its extremal behavior. Based on Bortot and Tawn (1998), we derive a threshold-dependent extremal index which is a functional of the coefficient of tail dependence of 14 and 15 which in turn relates with the pRARMAX parameter. In order to fit a pRARMAX model to an observed data series, we present a methodology based on minimizing the Bayes risk in classification theory and analyze this procedure through a simulation study. We illustrate with an application to financial data. 相似文献