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191.
Wilks's theorem is useful for constructing confidence regions. When applying the popular empirical likelihood to data with nonignorable nonresponses, Wilks's phenomenon does not hold. This paper unveils that this is caused by the extra estimation of the nuisance parameter in the nonignorable nonresponse propensity. Motivated by this result, we propose an adjusted empirical likelihood for which Wilks's theorem holds. Asymptotic results are presented and supplemented by simulation results for finite sample performance of the point estimators and confidence regions. An analysis of a data set is included for illustration. 相似文献
192.
In this article, we establish the stability theorems of Lp(1 < p ? 2) solutions for multidimensional anticipated backward stochastic differential equations (BSDEs), in which the generator g is p-order weak monotonic in y and Lipschitz continuous in (z, η, ?). Moreover, we present the existence and uniqueness of Lp solutions for this kind of anticipated BSDEs with the help of stability theorems when generator g also satisfies general growth condition in y. 相似文献
193.
The existence of almost difference families 总被引:1,自引:0,他引:1
Almost difference families (ADFs) were introduced by Ding and Yin as a useful generalization of almost difference sets (ADSs), and a number of infinite classes of almost difference families had been constructed. Suppose q is a prime power. To construct combinatorial designs in GF(q), one often needs to find an element xGF(q){0}, such that some polynomials in GF(q)[x] of degree one or two satisfying certain conditions. Weil's theorem on character sum estimates is very useful to do this. In this paper, a general bound for finding such x is given. By using this bound and computer searching, some known results on almost difference families by Ding and Yin are improved. 相似文献
194.
Prajamitra Bhuyan 《统计学通讯:模拟与计算》2017,46(4):2701-2713
Reliability function is defined under suitable assumptions for dynamic stress–strength scenarios where strength degrades and stress accumulates over time. Methods for numerical evaluation of reliability are suggested under deterministic strength degradation and cumulative damage due to shocks arriving according to a point process, in particular a Poisson process, using simulation method and inversion theorem. These methods are specifically useful in the scenarios where damage distributions do not possess closure property under convolution. The method is also extended for non-identical, dependent damage distributions as well as for random strength degradation. Results from inversion method is compared with known approximate methods and also verified by simulation. As it turns out, the simulation method seems to have an edge in terms of computational burden and has much wider domain of applicability. 相似文献
195.
Since the seminal paper of Ghirardato (1997), it is known that Fubini theorem for non additive measures can be available only for functions as “slice-comonotonic” in the framework of product algebra. Later, inspired by Ghirardato (1997), Chateauneuf and Lefort (2008) obtained some Fubini theorems for non additive measures in the framework of product σ-algebra. In this article, we study Fubini theorem for non additive measures in the framework of g-expectation. We give some different assumptions that provide Fubini theorem in the framework of g-expectation. 相似文献
196.
Qing-Pei Zang 《统计学通讯:理论与方法》2017,46(3):1050-1055
197.
Bayesian optimal designs have received increasing attention in recent years, especially in biomedical and clinical trials. Bayesian design procedures can utilize the available prior information of the unknown parameters so that a better design can be achieved. With this in mind, this article considers the Bayesian A- and D-optimal designs of the two- and three-parameter Gamma regression model. In this regard, we first obtain the Fisher information matrix of the proposed model and then calculate the Bayesian A- and D-optimal designs assuming various prior distributions such as normal, half-normal, gamma, and uniform distribution for the unknown parameters. All of the numerical calculations are handled in R software. The results of this article are useful in medical and industrial researches. 相似文献
198.
The Riesz distributions on positive definite symmetric matrices are used to introduce a class of Dirichlet–Riesz distributions. In addition, several distributional properties are stated. Essentially, we show the relationship between the Dirichlet–Riesz distributions of the first kind and the second kind, respectively. We derive Wilks’ factorization of the matrix-variate Dirichlet–Riesz. Further, several results on the product of Riesz and beta–Riesz matrices with a set of Dirichlet–Riesz matrices of the first kind have been derived. 相似文献
199.
This article presents limit theorems of the multipower variation based on a generalized difference for the fractional integral process with jumps observed in high frequency. In particular, we obtain the large number laws for threshold multipower variation and multipower variation and the associated central limit theorems. The limit theorems are applied to estimate Hurst parameter, and the consistence and asymptotic distribution of the estimator are established. These results will provide some new statistical tools to analyze long-memory effect in high-frequency situation. 相似文献
200.