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61.
In this article we study the problem of classification of three-level multivariate data, where multiple q-variate observations are measured on u-sites and over p-time points, under the assumption of multivariate normality. The new classification rules with certain structured and unstructured mean vectors and covariance structures are very efficient in small sample scenario, when the number of observations is not adequate to estimate the unknown variance–covariance matrix. These classification rules successfully model the correlation structure on successive repeated measurements over time. Computation algorithms for maximum likelihood estimates of the unknown population parameters are presented. Simulation results show that the introduction of sites in the classification rules improves their performance over the existing classification rules without the sites. 相似文献
62.
Sundaram R 《Journal of statistical planning and inference》2009,139(4):1381-1393
This paper studies the estimation in the proportional odds model based on randomly truncated data. The proposed estimators for the regression coefficients include a class of minimum distance estimators defined through weighted empirical odds function. We have investigated the asymptotic properties like the consistency and the limiting distribution of the proposed estimators under mild conditions. The finite sample properties were investigated through simulation study making comparison of some of the estimators in the class. We conclude with an illustration of our proposed method to a well-known AIDS data. 相似文献
63.
In this paper, we consider finite populations and investigate their characterizations by regressions of order statistics under sampling without replacement. We also investigate some asymptotic results when the size of the population goes to infinity. 相似文献
64.
Yiping Yang Liugen Xue Weihu Cheng 《Journal of statistical planning and inference》2009,139(12):4143-4153
In this paper, we consider the partial linear model with the covariables missing at random. Empirical likelihood ratios for the regression coefficients and the baseline function are investigated, the empirical log-likelihood ratios are proven to be asymptotically chi-squared and the corresponding confidence regions for the parameters of interest are then constructed. The finite sample behavior of the proposed method is evaluated with simulation and illustrated with an AIDS clinical trial dataset. 相似文献
65.
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a stress-release point process. The underlying family of measures is locally asymptotically quadratic and we describe the behavior of score-function, likelihood ratio and Wald tests in the asymptotics of large samples. The results of numerical simulations are presented. 相似文献
66.
For capture–recapture models when covariates are subject to measurement errors and missing data, a set of estimating equations is constructed to estimate population size and relevant parameters. These estimating equations can be solved by an algorithm similar to the EM algorithm. The proposed method is also applicable to the situation when covariates with no measurement errors have missing data. Simulation studies are used to assess the performance of the proposed estimator. The estimator is also applied to a capture–recapture experiment on the bird species Prinia flaviventris in Hong Kong. The Canadian Journal of Statistics 37: 645–658; 2009 © 2009 Statistical Society of Canada 相似文献
67.
Continuous non-Gaussian stationary processes of the OU-type are becoming increasingly popular given their flexibility in modelling stylized features of financial series such as asymmetry, heavy tails and jumps. The use of non-Gaussian marginal distributions makes likelihood analysis of these processes unfeasible for virtually all cases of interest. This paper exploits the self-decomposability of the marginal laws of OU processes to provide explicit expressions of the characteristic function which can be applied to several models as well as to develop efficient estimation techniques based on the empirical characteristic function. Extensions to OU-based stochastic volatility models are provided. 相似文献
68.
The equality of ordinary least squares estimator (OLSE), best linear unbiased estimator (BLUE) and best linear unbiased predictor (BLUP) in the general linear model with new observations is investigated through matrix rank method, some new necessary and sufficient conditions are given. 相似文献
69.
70.
A broad spectrum of flexible univariate and multivariate models can be constructed by using a hidden truncation paradigm. Such models can be viewed as being characterized by a basic marginal density, a family of conditional densities and a specified hidden truncation point, or points. The resulting class of distributions includes the basic marginal density as a special case (or as a limiting case), but also includes an array of models that may unexpectedly include many well known densities. Most of the well known skew-normal models (developed from the seed distribution popularized by Azzalini [(1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12(2), 171–178]) can be viewed as being products of such a hidden truncation construction. However, the many hidden truncation models with non-normal component densities undoubtedly deserve further attention. 相似文献