排序方式: 共有97条查询结果,搜索用时 46 毫秒
91.
The regression model suggested by Cox (1972) has been widely used in survival analysis with censored observations. We propose isotonic window estimators for a monotone baseline hazard function in the Cox regression model. We prove that these estimators are asymptotically normal. The simulati on results presented in the article suggest that the proposed estimator performs better than several existing estimators in the literature 相似文献
92.
Irène Gannaz 《Statistics and Computing》2007,17(4):293-310
This paper is concerned with a semiparametric partially linear regression model with unknown regression coefficients, an unknown
nonparametric function for the non-linear component, and unobservable Gaussian distributed random errors. We present a wavelet
thresholding based estimation procedure to estimate the components of the partial linear model by establishing a connection
between an l
1-penalty based wavelet estimator of the nonparametric component and Huber’s M-estimation of a standard linear model with outliers.
Some general results on the large sample properties of the estimates of both the parametric and the nonparametric part of
the model are established. Simulations are used to illustrate the general results and to compare the proposed methodology
with other methods available in the recent literature. 相似文献
93.
Y. Pawitan 《Journal of the Royal Statistical Society. Series C, Applied statistics》1998,47(4):499-510
A penalized likelihood approach to the estimation of calibration factors in positron emission tomography (PET) is considered, in particular the problem of estimating the efficiency of PET detectors. Varying efficiencies among the detectors create a non-uniform performance and failure to account for the non-uniformities would lead to streaks in the image, so efficient estimation of the non-uniformities is desirable to reduce the propagation of noise to the final image. The relevant data set is provided by a blank scan, where a model may be derived that depends only on the sources affecting non-uniformities: inherent variation among the detector crystals and geometric effects. Physical considerations suggest a novel mixed inverse model with random crystal effects and smooth geometric effects. Using appropriate penalty terms, the penalized maximum likelihood estimates are derived and an efficient computational algorithm utilizing the fast Fourier transform is developed. Data-driven shrinkage and smoothing parameters are chosen to minimize an estimate of the predictive loss function. Various examples indicate that the approach proposed works well computationally and compares well with the standard method. 相似文献
94.
运用偏最小二乘回归方法,采用我国上市金融公司2002年的财务数据,对影响我国上市金融公司资本结构的10个因素进行实证分析。结果表明:10个因素对金融公司与实业公司资本结构的影响有着明显区别;政府对金融发展的控制有倾向性;金融市场行为也体现出更加注重金融公司的风险性。 相似文献
95.
Nonlinear regression-adjusted control variables are investigated for improving variance reduction in statistical and system simulations. To this end, simple control variables are piecewise sectioned and then transformed using linear and nonlinear transformations. Optimal parameters of these transformations are selected using linear or nonlinear least-squares regression algorithms. As an example, piecewise power-transformed variables are used in the estimation of the mean for the twovariable Anderson-Darling goodness-of-fit statistic W 2 2. Substantial variance reduction over straightforward controls is obtained. These parametric transformations are compared against optimal, additive nonparametric transformations obtained by using the ACE algorithm and are shown, in comparison to the results from ACE, to be nearly optimal. 相似文献
96.
Yuqiang Li 《统计学通讯:理论与方法》2013,42(18):3337-3348
It is proved that under certain conditions the conditional least-squares estimator of the offspring mean for a sequence of nearly critical Ji?ina processes with immigration is consistent but not asymptotically normal and the conditional least-squares estimator of the immigration mean is not consistent. These results differ from the existing results in the case where the initial values are zero (see Ispány et al., 2005). 相似文献
97.
A general method is proposed by which nonnormally distributed data can be transformed to achieve approximate normality. The method uses an empirical nonlinear data-fitting approach and can be applied to a broad class of transformations including the Box-Cox, arcsine, generalized logit, and Weibull-type transformations. It is easy to implement using standard statistical software packages. Several examples are provided. 相似文献