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81.
The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model. Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin et al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214–223]. The usefulness of these models is illustrated in a simulation study and in applications to three real data sets. 相似文献
82.
83.
In this article, a new form of multivariate slash distribution is introduced and some statistical properties are derived. In order to illustrate the advantage of this distribution over the existing generalized multivariate slash distribution in the literature, it is applied to a real data set. 相似文献
84.
In this paper, the focus is on sequential analysis of multivariate financial time series with heavy tails. The mean vector and the covariance matrix of multivariate non linear models are simultaneously monitored by modifying conventional control charts to identify structural changes in the data. The considered target process is a constant conditional correlation model (cf. Bollerslev, 1990), an extended constant conditional correlation model (cf. He and Teräsvirta, 2004), a dynamic conditional correlation model (cf. Engle, 2002), or a generalized dynamic conditional correlation model (cf. Capiello et al., 2006). For statistical surveillance we use control charts based on residuals. Further, the procedures are constructed for t-distribution. The detection speed of these charts is compared via Monte Carlo simulation. In the empirical study, the procedure with the best performance is applied to log-returns of the stock market indices FTSE and CAC. 相似文献
85.
This article is concerned with the comparison of P-value and Bayesian measure in point null hypothesis for the variance of Normal distribution with unknown mean. First, using fixed prior for test parameter, the posterior probability is obtained and compared with the P-value when an appropriate prior is used for the mean parameter. In the second, lower bounds of the posterior probability of H0 under a reasonable class of prior are compared with the P-value. It has been shown that even in the presence of nuisance parameters, these two approaches can lead to different results in the statistical inference. 相似文献
86.
Weighted distributions (univariate and bivariate) have received widespread attention over the last two decades because of their flexibility for analyzing skewed data. In this article, we propose an alternative method to construct a new family of bivariate and multivariate weighted distributions. For illustrative purposes, some examples of the proposed method are presented. Several structural properties of the bivariate weighted distributions including marginal distributions together with distributions of the minimum and maximum, evaluation of the reliability parameter, and verification of total positivity of order two are also presented. In addition, we provide some multivariate extensions of the proposed models. A real-life data set is used to show the applicability of these bivariate weighted distributions. 相似文献
87.
Ying-Ying Zhang 《统计学通讯:理论与方法》2017,46(14):7125-7133
For the variance parameter of the hierarchical normal and inverse gamma model, we analytically calculate the Bayes rule (estimator) with respect to a prior distribution IG (alpha, beta) under Stein's loss function. This estimator minimizes the posterior expected Stein's loss (PESL). We also analytically calculate the Bayes rule and the PESL under the squared error loss. Finally, the numerical simulations exemplify that the PESLs depend only on alpha and the number of observations. The Bayes rules and PESLs under Stein's loss are unanimously smaller than those under the squared error loss. 相似文献
88.
Statistical inference for the diffusion coefficients of multivariate diffusion processes has been well established in recent years; however, it is not the case for the drift coefficients. Furthermore, most existing estimation methods for the drift coefficients are proposed under the assumption that the diffusion matrix is positive definite and time homogeneous. In this article, we put forward two estimation approaches for estimating the drift coefficients of the multivariate diffusion models with the time inhomogeneously positive semidefinite diffusion matrix. They are maximum likelihood estimation methods based on both the martingale representation theorem and conditional characteristic functions and the generalized method of moments based on conditional characteristic functions, respectively. Consistency and asymptotic normality of the generalized method of moments estimation are also proved in this article. Simulation results demonstrate that these methods work well. 相似文献
89.
Robust parameter designs (RPDs) enable the experimenter to discover how to modify the design of the product to minimize the effect due to variation from noise sources. The aim of this article is to show how this amount of work can be reduced under modified central composite design (MCCD). We propose a measure of extended scaled prediction variance (ESPV) for evaluation of RPDs on MCCD. Using these measures, we show that we can check the error or bias associated with estimating the model parameters and suggest the values of α recommended for MCCS under minimum ESPV. 相似文献
90.
Liang Yan 《统计学通讯:理论与方法》2017,46(19):9636-9650
For the slope parameter of the measurement error model with the reliability ratio known, this article constructs a fiducial generalized confidence interval (FGCI) which is proved to have correct asymptotic coverage. Simulation results demonstrate that the FGCI often outperforms the existing intervals in terms of empirical coverage probability, average interval length, and false parameter coverage rate. Two examples are also provided to illustrate our approach. 相似文献