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161.
162.
Zahra Mansourvar Torben Martinussen Thomas H. Scheike 《Scandinavian Journal of Statistics》2016,43(2):487-504
The mean residual life measures the expected remaining life of a subject who has survived up to a particular time. When survival time distribution is highly skewed or heavy tailed, the restricted mean residual life must be considered. In this paper, we propose an additive–multiplicative restricted mean residual life model to study the association between the restricted mean residual life function and potential regression covariates in the presence of right censoring. This model extends the proportional mean residual life model using an additive model as its covariate dependent baseline. For the suggested model, some covariate effects are allowed to be time‐varying. To estimate the model parameters, martingale estimating equations are developed, and the large sample properties of the resulting estimators are established. In addition, to assess the adequacy of the model, we investigate a goodness of fit test that is asymptotically justified. The proposed methodology is evaluated via simulation studies and further applied to a kidney cancer data set collected from a clinical trial. 相似文献
163.
潘伟 《西南石油大学学报(社会科学版)》2014,34(3):116-120
摘要:压力是气井和气藏生产动态分析的灵魂,很多动态分析方法都与压力有着直接的联系。然而,由于致密低渗透气藏产量低、压力下降快、关井压力恢复缓慢等生产特征,以及生产方式的限制,在生产过程中很难获得气井或气藏地层压力资料。压降法、产量不稳定分析法和产量递减曲线分析方法是气藏常用的气井生产动态分析方法,但由于地层压力资料缺乏,压降法和产量不稳定分析法也都受到了很大的限制,在衰减递减曲线分析方法的基础上对其进行修正,摆脱了压力资料的限制,通过和压降法对比分析,验证了修正衰减曲线分析方法在生产动态分析中的可靠性。 相似文献
164.
David R. Bickel 《统计学通讯:理论与方法》2017,46(21):10788-10799
Empirical Bayes estimates of the local false discovery rate can reflect uncertainty about the estimated prior by supplementing their Bayesian posterior probabilities with confidence levels as posterior probabilities. This use of coherent fiducial inference with hierarchical models generates set estimators that propagate uncertainty to varying degrees. Some of the set estimates approach estimates from plug-in empirical Bayes methods for high numbers of comparisons and can come close to the usual confidence sets given a sufficiently low number of comparisons. 相似文献
165.
《Omega》2017
Tactical production-distribution planning models have attracted a great deal of attention in the past decades. In these models, production and distribution decisions are considered simultaneously such that the combined plans are more advantageous than the plans resolved in a hierarchical planning process. We consider a two-stage production process, where in the first stage raw materials are transformed into continuous resources that feed the discrete production of end products in the second stage. Moreover, the setup times and costs of resources depend on the sequence in which they are processed in the first stage. The minimum scheduling unit is the product family which consists of products sharing common resources and manufacturing processes. Based on different mathematical modelling approaches to the production in the first stage, we develop a sequence-oriented formulation and a product-oriented formulation, and propose decomposition-based heuristics to solve this problem efficiently. By considering these dependencies arising in practical production processes, our model can be applied to various industrial cases, such as the beverage industry or the steel industry. Computation tests on instances from an industrial application are provided at the end of the paper. 相似文献
166.
《Journal of Statistical Computation and Simulation》2012,82(3-4):205-223
A large-scale study, in which two million random Voronoi polygons (with respect to a homogeneous Poisson point process) were generated and mensurated, is described. The polygon characteristics recorded are number of sides (or vertices), perimeter, area and interior angles. A feature is the efficient “quantile” method of replicating Poisson-type random structures, which it is hoped may find useful application elsewhere. 相似文献
167.
《Journal of Statistical Computation and Simulation》2012,82(4):497-509
Pitman closeness of both the upper and lower k-record statistics to the population quantiles of a location–scale family of distributions is studied. For the population median, the Pitman-closest k-record is also determined. In the case of symmetric distributions, the Pitman closeness probabilities of k-record statistics are shown to be distribution-free, and explicit expressions are also derived for these probabilities. Exact expressions are derived for the required probabilities for uniform and exponential distributions. Numerical results are given for these families and also the Pitman-closest k-record is determined. 相似文献
168.
《Journal of Statistical Computation and Simulation》2012,82(2):227-235
Process capability indices have been widely used to evaluate the process performance to the continuous improvement of quality and productivity. The distribution of the estimator of the process capability index C pmk is very complicated and the asymptotic distribution is proposed by Chen and Hsu [The asymptotic distribution of the processes capability index C pmk , Comm. Statist. Theory Methods 24(5) (1995), pp. 1279–1291]. However, we found a critical error for the asymptotic distribution when the population mean is not equal to the midpoint of the specification limits. In this paper, a correct version of the asymptotic distribution is given. An asymptotic confidence interval of C pmk by using the correct version of asymptotic distribution is proposed and the lower bound can be used to test if the process is capable. A simulation study of the coverage probability of the proposed confidence interval is shown to be satisfactory. The relation of six sigma technique and the index C pmk is also discussed in this paper. An asymptotic testing procedure to determine if a process is capable based on the index of C pmk is also given in this paper. 相似文献
169.
《Journal of Statistical Computation and Simulation》2012,82(2):235-250
In this paper, we investigate the selecting performances of a bootstrapped version of the Akaike information criterion for nonlinear self-exciting threshold autoregressive-type data generating processes. Empirical results will be obtained via Monte Carlo simulations. The quality of our method is assessed by comparison with its non-bootstrap counterpart and through a novel procedure based on artificial neural networks. 相似文献
170.
《Journal of Statistical Computation and Simulation》2012,82(7):555-580
The restricted minimum φ-divergence estimator, [Pardo, J.A., Pardo, L. and Zografos, K., 2002, Minimum φ-divergence estimators with constraints in multinomial populations. Journal of Statistical Planning and Inference, 104, 221–237], is employed to obtain estimates of the cell frequencies of an I×I contingency table under hypotheses of symmetry, marginal homogeneity or quasi-symmetry. The associated φ-divergence statistics are distributed asymptotically as chi-squared distributions under the null hypothesis. The new estimators and test statistics contain, as particular cases, the classical estimators and test statistics previously presented in the literature for the cited problems. A simulation study is presented, for the symmetry problem, to choose the best function φ2 for estimation and the best function φ1 for testing. 相似文献