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961.
Mark J. Schervish 《统计学通讯:理论与方法》2013,42(11):1177-1183
In the case that vectors X and Y have a joint multivariate normal distribution, tolerance regions are found for the best linear predictor of Y using X if samples are used to estimate the regression coeffierante. Tolerance regions are also found for Y. In addition, simultaneous tolerance intervals for all linear functions of Y or of the best linear predictor of Y using X are found. 相似文献
962.
The problem of setting confidence bounds on a central multivariate normal quantile is considered. It is shown that for the setting of exact confidence bounds of specified closeness to the quantile,the required minimum size of a normal sample is large and rises rapidly with the number of variates considered. 相似文献
963.
Dipak K. Dey 《统计学通讯:理论与方法》2013,42(6):661-673
The problem of choice of coordinates in Stein-type estimators,when simultaneously estimating normal means, is considered. The question of deciding whether to use all coordinates in one combined shrinkage estimators or to separate into groups and use separate shrinkage estimators on each group is considered in the situation in which part of the prior information may be " misspecified". It is observed that the amount of misspecification determines whether to use the combined shrinkage estimator the separate shrinkage estimator. 相似文献
964.
965.
Peter J. Kempthorne 《统计学通讯:理论与方法》2013,42(7):2145-2157
Minimax squared error risk estimators of the mean of a multivariate normal distribution are characterized which have smallest Bayes risk with respect to a spherically symmetric prior distribution for (i) squared error loss, and (ii) zero-one loss depending on whether or not estimates are consistent with the hypothesis that the mean is null. In (i), the optimal estimators are the usual Bayes estimators for prior distributions with special structure. In (ii), preliminary test estimators are optimal. The results are obtained by applying the theory of minimax-Bayes-compromise decision problems. 相似文献
966.
967.
《统计学通讯:理论与方法》2013,42(8):1309-1333
ABSTRACT The search for optimal non-parametric estimates of the cumulative distribution and hazard functions under order constraints inspired at least two earlier classic papers in mathematical statistics: those of Kiefer and Wolfowitz[1] and Grenander[2] respectively. In both cases, either the greatest convex minorant or the least concave majorant played a fundamental role. Based on Kiefer and Wolfowitz's work, Wang3-4 found asymptotically minimax estimates of the distribution function F and its cumulative hazard function Λ in the class of all increasing failure rate (IFR) and all increasing failure rate average (IFRA) distributions. In this paper, we will prove limit theorems which extend Wang's asymptotic results to the mixed censorship/truncation model as well as provide some other relevant results. The methods are illustrated on the Channing House data, originally analysed by Hyde.5-6 相似文献
968.
Robert Moffitt 《商业与经济统计学杂志》2013,31(3):317-328
In this article maximum likelihood techniques for estimating consumer demand functions when budget constraints are piecewise linear are exposited and surveyed. Consumer demand functions are formally derived under such constraints, and it is shown that the functions are themselves nonlinear as a result. The econometric problems in estimating such functions are exposited, and the importance of the stochastic specification is stressed, in particular the specification of both unobserved heterogeneity of preferences and measurement error. Econometric issues in estimation and testing are discussed, and the results of the studies that have been conducted to date are surveyed. 相似文献
969.
C. Gourieroux 《Econometric Reviews》2013,32(2-3):177-217
Risks are usually represented and measured by volatility–covolatility matrices. Wishart processes are models for a dynamic analysis of multivariate risk and describe the evolution of stochastic volatility–covolatility matrices, constrained to be symmetric positive definite. The autoregressive Wishart process (WAR) is the multivariate extension of the Cox, Ingersoll, Ross (CIR) process introduced for scalar stochastic volatility. As a CIR process it allows for closed-form solutions for a number of financial problems, such as term structure of T-bonds and corporate bonds, derivative pricing in a multivariate stochastic volatility model, and the structural model for credit risk. Moreover, the Wishart dynamics are very flexible and are serious competitors for less structural multivariate ARCH models. 相似文献
970.
Health Risk and Portfolio Choice 总被引:1,自引:0,他引:1
《商业与经济统计学杂志》2013,31(4):472-485
This article investigates the role of self-perceived risky health in explaining continued reductions in financial risk taking after retirement. If future adverse health shocks threaten to increase the marginal utility of consumption, either by absorbing wealth or by changing the utility function, then health risk should prompt individuals to lower their exposure to financial risk. I examine individual-level data from the Study of Assets and Health Dynamics Among the Oldest Old (AHEAD), which reveal that risky health prompts safer investment. Elderly singles respond the most to health risk, consistent with a negative cross partial deriving from health shocks that impede home production. Spouses and planned bequests provide some degree of hedging. Risky health may explain 20%% of the age-related decline in financial risk taking after retirement. 相似文献