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41.
The Kaplan–Meier estimator of a survival function requires that the censoring indicator is always observed. A method of survival function estimation is developed when the censoring indicators are missing completely at random (MCAR). The resulting estimator is a smooth functional of the Nelson–Aalen estimators of certain cumulative transition intensities. The asymptotic properties of this estimator are derived. A simulation study shows that the proposed estimator has greater efficiency than competing MCAR-based estimators. The approach is extended to the Cox model setting for the estimation of a conditional survival function given a covariate. 相似文献
42.
Many practical situations involve a response variable Y and covariates X , where data on (Y, X ) are incomplete for some portion of a sample of individuals. We consider two general types of pseudolikelihood estimation for problems in which missingness may be response-related. These are typically simpler to implement than ordinary maximum likelihood, which in this context is semiparametric. Asymptotics for the pseudolikelihood methods are presented, and simulations conducted to investigate the methods for an important class of problems involving lifetime data. Our results indicate that for these problems the two methods are effective and comparable with respect to efficiency. 相似文献
43.
Lin Weigan 《电子科技大学学报(社会科学版)》1989,(5)
对于某些微波场的问题,本文利用在均匀静电场中导物体的微扰效应作为近似解,解决了在均匀场中不完全球形电极的这样一个问题. 相似文献
44.
陈华 《扬州大学学报(人文社会科学版)》2000,(5)
内部化理论是国际直接投资的重要理论之一 ,结合我国企业跨国经营实际情况 ,学习研究内部化理论 ,汲取其精华 ,有利于加速我国企业跨国经营健康持续发展 相似文献
45.
In this paper a method for the construction of a class of row-column designs with good statistical properties and high efficiency is presented. The class of designs produced is shown to exhibit balance, orthogonality and adjusted orthogonality. The efficiencies of these designs are investigated in detail, and they are shown to be very high, and possibly maximal in some cases. 相似文献
46.
We propose a new stochastic approximation (SA) algorithm for maximum-likelihood estimation (MLE) in the incomplete-data setting. This algorithm is most useful for problems when the EM algorithm is not possible due to an intractable E-step or M-step. Compared to other algorithm that have been proposed for intractable EM problems, such as the MCEM algorithm of Wei and Tanner (1990), our proposed algorithm appears more generally applicable and efficient. The approach we adopt is inspired by the Robbins-Monro (1951) stochastic approximation procedure, and we show that the proposed algorithm can be used to solve some of the long-standing problems in computing an MLE with incomplete data. We prove that in general O(n) simulation steps are required in computing the MLE with the SA algorithm and O(n log n) simulation steps are required in computing the MLE using the MCEM and/or the MCNR algorithm, where n is the sample size of the observations. Examples include computing the MLE in the nonlinear error-in-variable model and nonlinear regression model with random effects. 相似文献
47.
郭强 《海南大学学报(人文社会科学版)》2007,25(3):263-267
通过对传统的选择性契约加以改进,结合投资基金的实务操作,具体探讨了投资双方选择性权利下的不同利益后果,并加入了重谈机制,通过契约重谈达到最优选择。 相似文献
48.
审计契约制度的产权经济学分析 总被引:2,自引:0,他引:2
冯均科 《山西大学学报(哲学社会科学版)》2004,27(2):9-14
审计关系是一种衍生的产权关系 ,这一观点是对审计契约制度进行产权经济学分析的重要基础。通过研究可以看出 ,国有企业、私有企业和股份公司因产权结构的差异 ,被设置了各自不同的审计契约制度。在审计契约制度中 ,为了维护特定的产权 ,针对审计委托人、审计人可以采用不同的方案 ,并对契约的期限予以适当选定。 相似文献
49.
This article investigates a hybrid procurement mechanism that combines a reverse auction with flexible noncompetitive contracts. A buyer adopts such mechanism to procure multiple units of a product from a group of potential suppliers. Specifically, the buyer first offers contracts to some suppliers who, if accepting the contract, do not participate in the auction while committing to selling a unit to the buyer at the price of the subsequent auction. For the suppliers rejecting the offers, they can join the subsequent auction with the other suppliers to compete on the remaining units. When the buyer offers only one flexible noncompetitive contract, we find that the selected supplier may accept the offer regardless of whether he knows his exact cost information. Meanwhile, the buyer can benefit from offering such a contract, as opposed to solely conducting a regular reverse auction or offering a noncompetitive contract that does not allow suppliers declining offers to join the subsequent auction. Moreover, we find that the suppliers' information about their own costs has a significant impact on the buyer's decision. When the buyer makes multiple offers, we analyze the resulting game behavior of the selected suppliers and demonstrate that the buyer can benefit more than just offering one such contract. Therefore, the hybrid procurement mechanism can be mutually beneficial for both the buyer and the selected suppliers. 相似文献
50.