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241.
《统计学通讯:理论与方法》2013,42(12):2601-2635
Through an appeal to asymptotic Gaussian representations of certain empirical stochastic processes, the techniques of continuous regression are applied to derive estimates for underlying parametric probability laws. This asymptotic regression approach yields estimates for a wide range of statistical problems, including estimation based on the empirical quantile function, Poisson process intensity estimation, and parametric density estimation. 相似文献
242.
《随机性模型》2013,29(2):281-300
The branching processes with state-dependent immigration are considered as alternating regenerative processes. The main purpose is to demonstrate some new “regenerative” methods. Critical Bellman–Harris branching processes with state-dependent immigration are investigated and new limit theorems are obtained in the case of an infinite offspring variance and possibly infinite mean of the immigrants. 相似文献
243.
M. Fathizadeh 《统计学通讯:理论与方法》2013,42(21):6471-6480
ABSTRACTAn alternative approach is applied for reliability analysis of standby systems on the basis of matrix renewal function. In this regard, a single-server, two identical unit cold standby systems with an imperfect switch is considered as a three-state semi-Markov process. Several important reliability measures such as availability, mean time to failure, expected number of failures, etc., are obtained for general lifetime distributions. Also, the main results have been treated to the case of exponential lifetimes and explicit formulas obtained for this case in addition of some numerical illustrations. This approach can easily be extended to more general standby systems with different configurations. 相似文献
244.
Dejian Lai 《Statistics》2013,47(2):117-135
We introduce local asymptotic normality (LAN) for the log-likelihood ratio and the contiguity property of a class of location-scale processes in this paper. Using the contiguity property, we study the asymptotic distribution of the estimated Brock-Dechert-Scheinkman (BDS) statistic from the standardized residuals of fitting location-scale type processes. 相似文献
245.
JEAN‐FRANOIS COEURJOLLY DAVID DEREUDRE RÉMY DROUILHET FRÉDÉRIC LAVANCIER 《Scandinavian Journal of Statistics》2012,39(3):416-443
Abstract. This article studies a method to estimate the parameters governing the distribution of a stationary marked Gibbs point process. This procedure, known as the Takacs–Fiksel method, is based on the estimation of the left and right hand sides of the Georgii–Nguyen–Zessin formula and leads to a family of estimators due to the possible choices of test functions. We propose several examples illustrating the interest and flexibility of this procedure. We also provide sufficient conditions based on the model and the test functions to derive asymptotic properties (consistency and asymptotic normality) of the resulting estimator. The different assumptions are discussed for exponential family models and for a large class of test functions. A short simulation study is proposed to assess the correctness of the methodology and the asymptotic results. 相似文献
246.
S.H. Ong 《统计学通讯:理论与方法》2013,42(9):163-168
A simple result concerning the canonical expansions of mixed bivariate distributions is considered. This result is then applied to analyze the correlation structures of the Bates-Neyman accident proneness model and its generalization, to derive probability inequalities based on the concept of positive dependence, and to construct a bivariate beta distribution with positive correlation coefficient applicable in computer simulation experiments. The mixture formulation of the conditional distribution of this class of mixed bivariate distributions is used to define and generate first-order autoregressive gamma and negative binomial sequences. 相似文献
247.
During the past 15 years, the ordinary least squares estimator and the corresponding pivotal statistic have been widely used for testing the unit-root hypothesis in autoregressive processes. Recently, several new criteria, based on maximum likelihood estimators and weighted symmetric estimators, have been proposed. In this article, we describe several different test criteria. Results from a Monte Carlo study that compares the power of the different criteria indicate that the new tests are more powerful against the stationary alternative. Of the procedures studied, the weighted symmetric estimator and the unconditional maximum likelihood estimator provide the most powerful tests against the stationary alternative. As an illustration, the weekly series of one-month treasury-bill rates is analyzed. 相似文献
248.
This article is devoted to a presentation of the author' practice of the non-parametric estimation theory for the estimation, filtering, and control of uncertain dynamic systems. The fundamental advantage of this approach is a weak dependency on prior modeling assumptions about uncertain dynamic components. This approach appears to be of great interest for the control of general discrete-time processes, and in particular, biotechnological processes, which are emblematic of nonlinear uncertain and partially observed systems. 相似文献
249.
250.
ALICE REID 《Population studies》2013,67(2):151-166
This paper examines influences on post-neonatal mortality in Derbyshire (England) in the early twentieth century, by applying multivariate hazard analysis to a rare individual-level data set. The data allow detailed patterns of breastfeeding and weaning to be examined. The role of feeding is given special attention as a mediator between mortality and the other environmental, social, and demographic factors considered. Twins and illegitimate children were more likely to have been hand-fed, but this could explain only a small fraction of their increased vulnerability. Artificial feeding was associated with increased risks of death from diarrhoea, respiratory disease, and wasting diseases. It is suggested that the link with wasting diseases was predominantly the result of the greater likelihood of congenitally weak children being hand-fed. Most of the variation in post-neonatal mortality, particularly from respiratory disease, was explained by environmental influences - population density, altitude, and the presence of mining. 相似文献