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991.
The maximum likelihood estimator (MLE) for the survival function STunder the proportional hazards model of censorship is derived and shown to differ from the Abdushukurov-Cheng-Lin estimator when the class of allowable distributions includes all continuous and discrete distributions. The estimators are compared via an example. The MLE is calculated using a Newton-Raphson iterative procedure and implemented via a FORTRAN algorithm. 相似文献
992.
An expectation-maximum (EM) likelihood algorithm is used to estimate two seemingly unrelated Tobit regressions in which the dependent variables are truncated normal. An illustrative example on the determination of the life-health insurance and pension benefits is also given. 相似文献
993.
Several estimators, including the classical and the regression estimators of finite population mean, are compared, both theoretically and empirically, under a calibration model, where the dependent variable(y), and not the independent variable(x), can be observed for all units of the finite population. It is shown asymptotically that when conditioned on x, the bias of the classical estimator may be much smaller than that of the regression estimators; whereas when conditioned on y, the regression estimator may have much smaller conditional bias than the classical estimator. Since all the y's(not x's) can be observed, it seems appropriate to make comparison under the conditional distribution of each estimator with y fixed. In this case, the regression estimator has smaller variance, smaller conditional bias, and the conditional coverage probability closer to its nominal level 相似文献
994.
《统计学通讯:理论与方法》2013,42(6):1265-1287
Abstract There are three main problems in the existing procedures for detecting outliers in ARIMA models. The first one is the biased estimation of the initial parameter values that may strongly affect the power to detect outliers. The second problem is the confusion between level shifts and innovative outliers when the series has a level shift. The third problem is masking. We propose a procedure that keeps the powerful features of previous methods but improves the initial parameter estimate, avoids the confusion between innovative outliers and level shifts and includes joint tests for sequences of additive outliers in order to solve the masking problem. A Monte Carlo study and one example of the performance of the proposed procedure are presented. 相似文献
995.
IBRAHIM RAHIMOV 《Mathematical Population Studies》2013,20(4):188-199
The asymptotic normality of conditional least squares estimators for the offspring variance in critical branching processes with nonhomogeneous immigration is established, under moment assumptions on both reproduction and immigration. The proofs use martingale techniques and weak convergence results in Skorokhod spaces. 相似文献
996.
ABSTRACTNonparametric Bayes and empirical Bayes estimators of the population median are provided under Dirichlet process priors. The finite-population sampling is used to estimate the finite-population median under Dirichlet process priors. The asymptotic properties of the estimators are obtained from a frequentist perspective. 相似文献
997.
J. S. Marron 《Econometric Reviews》2013,32(2):271-283
Partitioned cross-validation is proposed as a method for overcoming the large amounts of across sample variability to which ordinary cross-validation is subject. The price for cutting down on the sample noise is that a type of bias is intriduced. A theory is presented for optimal trade-off of this variance and bias. Comparison with other bandwidth selection methods is given. 相似文献
998.
《统计学通讯:理论与方法》2013,42(4):791-805
Abstract The inverse Gaussian (IG) family is now widely used for modeling non negative skewed measurements. In this article, we construct the likelihood-ratio tests (LRTs) for homogeneity of the order constrained IG means and study the null distributions for simple order and simple tree order cases. Interestingly, it is seen that the null distribution results for the normal case are applicable without modification to the IG case. This supplements the numerous well known and striking analogies between Gaussian and inverse Gaussian families 相似文献
999.
Ishay Weissman 《统计学通讯:理论与方法》2013,42(11):1165-1175
This paper is a continuation of previous work concerning the estimation of tail-parameters under Type II censoring (Weissman 1978). The same estimation problem is considered here, this truip under Type I censoring. A sample of size n is censored below aE a given level x0it is assumed that che underlying distriibution .function (df)belogs to the domain of attraction of a known extreme-value distribution and that K - K(xo) , the number of observed values, remains finite as on - ∞ . We offer here estimators, which are asymptotically maximum likelihood estimators (MLE's), for quantiles associated with the tail of F such as location and scale parameters, quantiles and F(x) itself (for x in the tail). The results are applied to two illustrative examples. 相似文献
1000.
The article presents a consistent set of conditions that a prior pdf for the reduced-form parameters must satisfy if Zellner's MELO estimators for the structural coefficients of a linear structural econometric model are to exist in all normal cases where the available sample is undersized. Also, the conditions under which the full information maximum likelihood estimators of structural coefficients exist are given. Finally, the article reports application of MELO estimation to Klein's Model I. 相似文献