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361.
We consider an extended family of asymmetric univariate distributions generated using a symmetric density, f, and the cumulative distribution function, G, of a symmetric distribution, which depends on two real-valued parameters λ and β and is such that when β = 0 it includes the entire class of distributions with densities of the form g(z | λ) = 2 G(λ z) f(z). A key element in the construction of random variables distributed according to the family is that they can be represented stochastically as the product of two random variables. From this representation we can readily derive theoretical properties, easy-to-implement simulation schemes, as well as extensions to the multivariate case and an explicit procedure for obtaining the moments. We give special attention to the extended skew-exponential power distribution. We derive its information matrix in order to obtain the asymptotic covariance matrix of the maximum likelihood estimators. Finally, an application to a real data set is reported, which shows that the extended skew-exponential power model can provide a better fit than the skew-exponential power distribution. 相似文献
362.
Stephen W. Looney 《统计学通讯:模拟与计算》2013,42(2):531-543
It is often of interest to test the hypothesis that all off-diagonal elements of the correlation matrix of a multivariate normal distribution are equal. If the hypothesis of equal correlation can be accepted, it then may be of interest to estimate the common correlation coefficient. In this paper, four estimators of the common correlation are compared in terms of bias, variance, mean squared error, adequacy of the normal approximation, and ease of calculation. The average sample correlation is seen to be comparable to the other estimators and is recommended here since it is the easiest to calculate. The estimators are compared using simulation. 相似文献
363.
Jeffrey L Pliskin 《统计学通讯:理论与方法》2013,42(12):3429-3437
Swindel (1976) introduced a modified ridge regression estimator based on prior information. A necessary and sufficient condition is derived for Swindel's proposed estimator to have lower risk than the conventional ordinary ridge regression estimator when both estimators are computed using the same value of k. 相似文献
364.
给出数阵中不等式的7个基本性质,并利用其中一个性质导出一个新的分式不等式,最后给出这个不等式在一系列竞赛不等式中的应用. 相似文献
365.
Ahad Jamalizadeh 《Statistics》2013,47(5):917-928
Recently, Gupta and Kundu [R.D. Gupta and D. Kundu, A new class of weighted exponential distributions, Statistics 43 (2009), pp. 621–634] have introduced a new class of weighted exponential (WE) distributions, and this can be used quite effectively to model lifetime data. In this paper, we introduce a new class of weighted Marshall–Olkin bivariate exponential distributions. This new singular distribution has univariate WE marginals. We study different properties of the proposed model. There are four parameters in this model and the maximum-likelihood estimators (MLEs) of the unknown parameters cannot be obtained in explicit forms. We need to solve a four-dimensional optimization problem to compute the MLEs. One data set has been analysed for illustrative purposes and finally we propose some generalization of the proposed model. 相似文献
366.
该文主要研究了m-1个k次广义对合矩阵与任意矩阵线性组合的t次广义对合性,它是已有结果关于广义对合矩阵与任意矩阵线性组合的保持性问题的推广,并举出了一个应用例子. 相似文献
367.
A cluster methodology, motivated by a robust similarity matrix is proposed for identifying likely multivariate outlier structure and to estimate weighted least-square (WLS) regression parameters in linear models. The proposed method is an agglomeration of procedures that begins from clustering the n-observations through a test of ‘no-outlier hypothesis’ (TONH) to a weighted least-square regression estimation. The cluster phase partition the n-observations into h-set called main cluster and a minor cluster of size n?h. A robust distance emerge from the main cluster upon which a test of no outlier hypothesis’ is conducted. An initial WLS regression estimation is computed from the robust distance obtained from the main cluster. Until convergence, a re-weighted least-squares (RLS) regression estimate is updated with weights based on the normalized residuals. The proposed procedure blends an agglomerative hierarchical cluster analysis of a complete linkage through the TONH to the Re-weighted regression estimation phase. Hence, we propose to call it cluster-based re-weighted regression (CBRR). The CBRR is compared with three existing procedures using two data sets known to exhibit masking and swamping. The performance of CBRR is further examined through simulation experiment. The results obtained from the data set illustration and the Monte Carlo study shows that the CBRR is effective in detecting multivariate outliers where other methods are susceptible to it. The CBRR does not require enormous computation and is substantially not susceptible to masking and swamping. 相似文献
368.
369.
并购融资中的资本结构决策研究 总被引:1,自引:0,他引:1
本文利用基于方差分析资本结构决策模型,研究了并购融资中的资本结构决策问题,有效权衡了风险与收益,使资本结构决策模型更富可操作性和广泛适用性,为企业并购融资中的最优资本结构决策提供了科学依据。 相似文献
370.
提出了极大加意义下的Kronecker积的概念,研究了它的一些性质,借助Kronecker积研究了几类极大加矩阵方程,最后得到了极大加幂等矩阵的有关性质定理. 相似文献