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Atefeh Zamani Hossein Haghbin 《Journal of Statistical Computation and Simulation》2019,89(8):1423-1436
Functional time series is a popular method of forecasting in functional data analysis. The Box-Jenkins methodology for model building, with the aim of forecasting, includes three iterative steps of model identification, parameter estimation and diagnostic checking. Portmanteau tests are one of the most popular diagnostic checking tools. In particular, they are applied to find if the residuals of the fitted model are white noise. Gabrys and Kokoszka [Portmanteau test of independence for functional observations. J Am Stat Assoc. 2007;102(480):1338–1348.] proposed a portmanteau test of independence for functional observation based on Box and Pierce's statistic. Their statistic is too sensitive to the lag value, specially when the sample size is small. Here, two modifications of Gabrys and Kokoszka statistic are presented, which have superior properties in small samples. The efficiency of the modified statistics is demonstrated through a simulation study. 相似文献
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Atefeh Vaezi Fatemeh Soojoodi Arash Tehrani Banihashemi Marzieh Nojomi 《Women and birth : journal of the Australian College of Midwives》2019,32(2):e238-e242
Background
Prevalence of postpartum depression is estimated to be about 10–15% worldwide. Many risk factors are supposed to play a role leading a new mother to maternal postpartum depression which can considerably affect the baby, mother, family and also the society.Objective
To investigate the prevalence of maternal postpartum depression and its association with social support.Methods
Using a cross-sectional study, 200 new mothers who attended three teaching hospitals in Tehran, Iran were selected with a convenience sampling. Postpartum depression was assessed using the Iranian version of Edinburgh Postpartum Depression Scale and women’s levels of social support were measured using the Iranian version of Social Support Questionnaire.Results
Prevalence of postpartum depression was 43.5% in new mothers. The mean (±Standard Deviation) score of social support network was 2.09 ± 0.99; which is lower in depressed mothers in comparison to non-depressed mothers (1.78 ± 0.87 vs. 2.33 ± 1.00 respectively, P < 0.001). A reverse significant association was found between social support and postpartum depression after adjusting for confounding variables such as past history of depression, illness of baby and medication consumption during pregnancy (Odds Ratio = 0.47, 95% Confidence Interval = 0.33–0.67).Conclusion
The bigger the social network of a mother, the less postpartum depression occurs. It is suggested to educate the family about the very important role of social support and improve it in every aspect of health care in order to prevent postpartum depression. 相似文献3.
Autoregressive Hilbertian (ARH) processes are of great importance in the analysis of functional time series data and estimation of the autocorrelation operators attracts the attention of various researchers. In this paper, we study estimators of the autocorrelation operators of periodically correlated autoregressive Hilbertian processes of order one (PCARH(1)), which is an extension of ARH(1) processes. The estimation method is based on the spectral decomposition of the covariance operator and considers two main cases: known and unknown eigenvectors. We show the consistency in the mean integrated quadratic sense of the estimators of the autocorrelation operators and present upper bounds for the corresponding rates. 相似文献
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Let X and Y be independent random variables distributed as generalized Lindley distribution type 5 (GLD5). This article deals with the estimation of the stress–strength parameter R = P(Y < X), which plays an important role in reliability analysis. For this purpose, the maximum likelihood and the uniformly minimum variance unbiased estimators are presented in the explicit form. Moreover, considering Arnold and Strauss’ bivariate Gamma distribution as an informative prior and Jeffreys’ as noninformative prior, the Bayes estimators are derived. Various bootstrap confidence intervals are also proposed and, finally, the presented methods are compared using a simulation study. 相似文献
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Atefeh Khalili 《统计学通讯:理论与方法》2020,49(20):4974-4987
AbstractIn this paper we introduce continuous tree mixture model that is the mixture of undirected graphical models with tree structured graphs and is considered as multivariate analysis with a non parametric approach. We estimate its parameters, the component edge sets and mixture proportions through regularized maximum likalihood procedure. Our new algorithm, which uses expectation maximization algorithm and the modified version of Kruskal algorithm, simultaneosly estimates and prunes the mixture component trees. Simulation studies indicate this method performs better than the alternative Gaussian graphical mixture model. The proposed method is also applied to water-level data set and is compared with the results of Gaussian mixture model. 相似文献
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Atefeh Ashuri 《统计学通讯:模拟与计算》2017,46(7):5023-5053
In this article, we consider a first-order integer-valued autoregressive (INAR(1)) model. Then, we propose change point estimators for the rate and dependence parameters in INAR(1) model using maximum likelihood estimation method when the type of change belongs to a family of monotonic changes. To monitor the process, a combined EWMA and c control chart is considered. The results show that the proposed change point estimators provide efficient estimates of the change time. At the end, to illustrate the application of the proposed estimators, a real case related to IP counts data is investigated. 相似文献
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