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151.
AbstractThe purpose of this paper is to develop a detection algorithm for the first jump point in sampling trajectories of jump-diffusions which are described as solutions of stochastic differential equations driven by α-stable white noise. This is done by a multivariate Lagrange interpolation approach. To this end, we utilize computer simulation algorithm in MATLAB to visualize the sampling trajectories of the jump-diffusions for various combinations of parameters arising in the modeling structure of stochastic differential equations. 相似文献
152.
《统计学通讯:理论与方法》2013,42(8-9):1615-1631
In studies of disease inheritance, it is more convenient to collect family data by first locating an affected individual and then enquiring about the status of his or her relatives. Although the different categories of children classified by disease, sex, and other covariates may have a particular multinomial distribution among families of a given size, the numbers as ascertained do not have the same distribution because of unequal probabilities of selection of families. The introduction of weighted distributions to correct for ascertainment bias in the estimation of parameters in the classical segregation model can be traced to Fisher in 1934. This theory was presented in a general formulation by C. R. Rao at the First International Symposium on Classical and Contagious Distributions in 1963. Further expansion on the topic was given by C. R. Rao in the ISI Centenary Volume published in 1985. The effects of different two-phase sampling designs on the estimation of parameters in the classical segregation model are examined. An approximation to the classical segregation likelihood model is found to produce results close to those of the exact likelihood function in Monte Carlo simulations for a balanced two-phase design. This has implications for more complex models in which the computation of the exact likelihood is prohibitive, such as for the enhancement of a typical survey sampling plan designed initially for linkage analysis but then used retroactively for a combined segregation and linkage analysis. 相似文献
153.
In this paper, two tests, based on weighted CUSUM of the least squares residuals, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the literature but for the linear models. It is tested under the null hypothesis, at each sequential observation, that there is no change in the model against a change presence. The asymptotic distribution of the test statistic under the null hypothesis is given and its convergence in probability to infinity is proved when a change occurs. These results will allow to build an asymptotic critical region. Next, in order to decrease the type I error probability, a bootstrapped critical value is proposed and a modified test is studied in a similar way. A generalization of the Hájek–Rényi inequality is established. 相似文献
154.
Michae McAleer 《Econometric Reviews》2013,32(3):287-289
The three invited papers in this special issue of Econometric Reviews on "Cointegrated Systems II" complement the previous special issue of the journal. The paper by Eric Zivot and Peter Phillips provides a comprehensive Bayesian analysis of trend determination in economic time series. Two interesting comments on some aspects of current research involving cointegration and the modelling of dynamic economic relationships are provided by Clive Granger and Denzil Fiebig. 相似文献
155.
Abstract The multivariate elliptically contoured distributions provide a viable framework for modeling time-series data. It includes the multivariate normal, power exponential, t, and Cauchy distributions as special cases. For multivariate elliptically contoured autoregressive models, we derive the exact likelihood equations for the model parameters. They are closely related to the Yule-Walker equations and involve simple function of the data. The maximum likelihood estimators are obtained by alternately solving two linear systems and illustrated using the simulation data. 相似文献
156.
This article proposes a multivariate synthetic control chart for skewed populations based on the weighted standard deviation method. The proposed chart incorporates the weighted standard deviation method into the standard multivariate synthetic control chart. The standard multivariate synthetic chart consists of the Hotelling's T 2 chart and the conforming run length chart. The weighted standard deviation method adjusts the variance–covariance matrix of the quality characteristics and approximates the probability density function using several multivariate normal distributions. The proposed chart reduces to the standard multivariate synthetic chart when the underlying distribution is symmetric. In general, the simulation results show that the proposed chart performs better than the existing multivariate charts for skewed populations and the standard T 2 chart, in terms of false alarm rates as well as moderate and large mean shift detection rates based on the various degrees of skewnesses. 相似文献
157.
158.
Probability plots are often used to estimate the parameters of distributions. Using large sample properties of the empirical distribution function and order statistics, weights to stabilize the variance in order to perform weighted least squares regression are derived. Weighted least squares regression is then applied to the estimation of the parameters of the Weibull, and the Gumbel distribution. The weights are independent of the parameters of the distributions considered. Monte Carlo simulation shows that the weighted least-squares estimators outperform the usual least-squares estimators totally, especially in small samples. 相似文献
159.
ABSTRACT In this article we introduce some structural relationships between weighted and original variables in the context of maintainability function and reversed repair rate. Furthermore, we prove some characterization theorems for specific models such as power, exponential, Pareto II, beta, and Pearson system of distributions using the relationships between the original and weighted random variables. 相似文献
160.
This note provides an alternative proof of consistency of the normal equations by appealing to well-known results in linear programming. 相似文献