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81.
Analysis of quality-of-life adjusted failure time data in the presence of competing, possibly informative, censoring mechanisms 总被引:1,自引:1,他引:0
We derive estimators of the mean of a function of a quality-of-life adjusted failure time, in the presence of competing right
censoring mechanisms. Our approach allows for the possibility that some or all of the competing censoring mechanisms are associated
with the endpoint, even after adjustment for recorded prognostic factors, with the degree of residual association possibly
different for distinct censoring processes. Our methods generalize from a single to many censoring processes and from ignorable
to non-ignorable censoring processes. 相似文献
82.
J. A. Roldán-Nofuentes R. M. Amro 《Journal of Statistical Computation and Simulation》2017,87(3):530-545
Case–control design to assess the accuracy of a binary diagnostic test (BDT) is very frequent in clinical practice. This design consists of applying the diagnostic test to all of the individuals in a sample of those who have the disease and in another sample of those who do not have the disease. The sensitivity of the diagnostic test is estimated from the case sample and the specificity is estimated from the control sample. Another parameter which is used to assess the performance of a BDT is the weighted kappa coefficient. The weighted kappa coefficient depends on the sensitivity and specificity of the diagnostic test, on the disease prevalence and on the weighting index. In this article, confidence intervals are studied for the weighted kappa coefficient subject to a case–control design and a method is proposed to calculate the sample sizes to estimate this parameter. The results obtained were applied to a real example. 相似文献
83.
ABSTRACTThe purpose of this paper is to prove, under mild conditions, the asymptotic normality of the rank estimator of the slope parameter of a simple linear regression model with stationary associated errors. This result follows from a uniform linearity property for linear rank statistics that we establish under general conditions on the dependence of the errors. We prove also a tightness criterion for weighted empirical process constructed from associated triangular arrays. This criterion is needed for the proofs which are based on that of Koul [Behavior of robust estimators in the regression model with dependent errors. Ann Stat. 1977;5(4):681–699] and of Louhichi [Louhichi S. Weak convergence for empirical processes of associated sequences. Ann Inst Henri Poincaré Probabilités Statist. 2000;36(5):547–567]. 相似文献
84.
Šárka Hudecová Marie Hušková Simos G. Meintanis 《Scandinavian Journal of Statistics》2017,44(4):843-865
We propose methods for detecting structural changes in time series with discrete‐valued observations. The detector statistics come in familiar L2‐type formulations incorporating the empirical probability generating function. Special emphasis is given to the popular models of integer autoregression and Poisson autoregression. For both models, we study mainly structural changes due to a change in distribution, but we also comment for the classical problem of parameter change. The asymptotic properties of the proposed test statistics are studied under the null hypothesis as well as under alternatives. A Monte Carlo power study on bootstrap versions of the new methods is also included along with a real data example. 相似文献
85.
In this article, we consider inference about the correlation coefficients of several bivariate normal distributions. We first propose computational approach tests for testing the equality of the correlation coefficients. In fact, these approaches are parametric bootstrap tests, and simulation studies show that they perform very satisfactory, and the actual sizes of these tests are better than other existing approaches. We also present a computational approach test and a parametric bootstrap confidence interval for inference about the parameter of common correlation coefficient. At the end, all the approaches are illustrated using two real examples. 相似文献
86.
Mohammad Hasan Bakhtiarifar 《统计学通讯:模拟与计算》2017,46(4):2563-2575
By considering uncertainty in the attributes common methods cannot be applicable in data clustering. In the recent years, many researches have been done by considering fuzzy concepts to interpolate the uncertainty. But when data elements attributes have probabilistic distributions, the uncertainty cannot be interpreted by fuzzy theory. In this article, a new concept for clustering of elements with predefined probabilistic distributions for their attributes has been proposed, so each observation will be as a member of a cluster with special probability. Two metaheuristic algorithms have been applied to deal with the problem. Squared Euclidean distance type has been considered to calculate the similarity of data elements to cluster centers. The sensitivity analysis shows that the proposed approach will converge to the classic approaches results when the variance of each point tends to be zero. Moreover, numerical analysis confirms that the proposed approach is efficient in clustering of probabilistic data. 相似文献
87.
Statistical inferences for the geometric process (GP) are derived when the distribution of the first occurrence time is assumed to be inverse Gaussian (IG). An α-series process, as a possible alternative to the GP, is introduced since the GP is sometimes inappropriate to apply some reliability and scheduling problems. In this study, statistical inference problem for the α-series process is considered where the distribution of first occurrence time is IG. The estimators of the parameters α, μ, and σ2 are obtained by using the maximum likelihood (ML) method. Asymptotic distributions and consistency properties of the ML estimators are derived. In order to compare the efficiencies of the ML estimators with the widely used nonparametric modified moment (MM) estimators, Monte Carlo simulations are performed. The results showed that the ML estimators are more efficient than the MM estimators. Moreover, two real life datasets are given for application purposes. 相似文献
88.
Changjun Yu 《统计学通讯:理论与方法》2017,46(2):591-601
This paper investigates tail behavior of the randomly weighted sum ∑nk = 1θkXk and reaches an asymptotic formula, where Xk, 1 ? k ? n, are real-valued linearly wide quadrant-dependent (LWQD) random variables with a common heavy-tailed distribution, and θk, 1 ? k ? n, independent of Xk, 1 ? k ? n, are n non-negative random variables without any dependence assumptions. The LWQD structure includes the linearly negative quadrant-dependent structure, the negatively associated structure, and hence the independence structure. On the other hand, it also includes some positively dependent random variables and some other random variables. The obtained result coincides with the existing ones. 相似文献
89.
90.
S. M. R. Alavi 《统计学通讯:理论与方法》2017,46(5):2193-2201