排序方式: 共有13条查询结果,搜索用时 970 毫秒
1.
In this paper, we propose a frailty model for statistical inference in the case where we are faced with arbitrarily censored and truncated data. Our results extend those of Alioum and Commenges (1996), who developed a method of fitting a proportional hazards model to data of this kind. We discuss the identifiability of the regression coefficients involved in the model which are the parameters of interest, as well as the identifiability of the baseline cumulative hazard function of the model which plays the role of the infinite dimensional nuisance parameter. We illustrate our method with the use of simulated data as well as with a set of real data on transfusion-related AIDS. 相似文献
2.
COGARCH models are continuous time versions of the well‐known GARCH models of financial returns. The first aim of this paper is to show how the method of prediction‐based estimating functions can be applied to draw statistical inference from observations of a COGARCH(1,1) model if the higher‐order structure of the process is clarified. A second aim of the paper is to provide recursive expressions for the joint moments of any fixed order of the process. Asymptotic results are given, and a simulation study shows that the method of prediction‐based estimating function outperforms the other available estimation methods. 相似文献
3.
Patrick Francois Ilia Rainer Francesco Trebbi 《Econometrica : journal of the Econometric Society》2015,83(2):465-503
Is African politics characterized by concentrated power in the hands of a narrow group (ethnically determined) that then fluctuates from one extreme to another via frequent coups? Employing data on the ethnicity of cabinet ministers since independence, we show that African ruling coalitions are surprisingly large and that political power is allocated proportionally to population shares across ethnic groups. This holds true even restricting the analysis to the subsample of the most powerful ministerial posts. We argue that the likelihood of revolutions from outsiders and coup threats from insiders are major forces explaining allocations within these regimes. Alternative allocation mechanisms are explored. Counterfactual experiments that shed light on the role of Western policies in affecting African national coalitions and leadership group premia are performed. 相似文献
4.
Variability can be an important strategic variable in a contest. We study optimal strategies involving choice of variability in contests with fixed and probabilistic targets, one-round and multiround contests, contests with and without handicaps, and situations where one contestant can modify variability as well as those in which all contestants have this opportunity. A contestant should maximize variability in a weak position (low mean, high handicap, or low previous performance) and minimize variability in a strong position. In some cases, only these extremes should be used. In other cases, intermediate levels of variability are optimal when the contestant's position is neither too weak nor too strong. 相似文献
5.
The aim of this paper is to develop a general, unified approach, based on some partial estimation functions which we call “Z-process”, to some change point problems in mathematical statistics. The method proposed can be applied not only to ergodic models but also to some models where the Fisher information matrix is random. Applications to some concrete models, including a parametric model for volatilities of diffusion processes are presented. Simulations for randomly time-transformed Brownian bridge process appearing as the limit of the proposed test statistics are performed with computer intensive use. 相似文献
6.
We consider the production process of a manufacturing workcell. Production items obtained from an outside supplier are not processed adequately as far as their quality is concerned. Production items meeting the required quality depend on the workcell state, which degrades according to the number of produced items. The workcell is completely restored by some restoring operations leading to its as-new condition. The method of deriving the restoration period, which leads to the maximum probability that produced items meet the required quality, is introduced. It is based on the nontraditional approach, i.e. on the simplest strategies method for the formulation of the problem presented here. The implementation of this optimization approach is illustrated with an example. 相似文献
7.
While majority cycles may pose a threat to democratic decision making, actual decisions based inadvertently upon an incorrect
majority preference relation may be far more expensive to society. We study majority rule both in a statistical sampling and
a Bayesian inference framework. Based on any given paired comparison probabilities or ranking probabilities in a population
(i.e., culture) of reference, we derive upper and lower bounds on the probability of a correct or incorrect majority social
welfare relation in a random sample (with replacement). We also present upper and lower bounds on the probabilities of majority
preference relations in the population given a sample, using Bayesian updating. These bounds permit to map quite precisely
the entire picture of possible majority preference relations as well as their probabilities. We illustrate our results using
survey data.
Received: 13 November 2000/Accepted: 19 March 2002
This collaborative work was carried out while Regenwetter was a faculty member at the Fuqua School of Business, Duke University.
We thank Fuqua for sponsoring our collaboration and the National Science Foundation for grant SBR-97-30076 to Michel Regenwetter.
We are indebted to the editor and the referees, as well as to Jim Adams, Bob Clemen, Bernie Grofman, Bob Nau, Saša Pekeč,
Jim Smith and Bob Winkler for helpful comments and suggestions. 相似文献
8.
Ilia Vonta 《Journal of applied statistics》2010,37(8):1419-1420
9.
Ilia Tsetlin 《Theory and Decision》2006,61(1):51-62
Designing a mechanism that provides a direct incentive for an individual to report her utility function over several alternatives
is a difficult task. A framework for such mechanism design is the following: an individual (a decision maker) is faced with
an optimization problem (e.g., maximization of expected utility), and a mechanism designer observes the decision maker’s action.
The mechanism does reveal the individual’s utility truthfully if the mechanism designer, having observed the decision maker’s
action, infers the decision maker’s utilities over several alternatives. This paper studies an example of such a mechanism
and discusses its application to the problem of optimal social choice. Under certain simplifying assumptions about individuals’
utility functions and about how voters choose their voting strategies, this mechanism selects the alternative that maximizes
Harsanyi’s social utility function and is Pareto-efficient. 相似文献
10.
A sub threshold signal is transmitted through a channel and may be detected when some noise - with known structure and proportional to some level - is added to the data. There is an optimal noise level, called of stochastic resonance, that corresponds to the minimum variance of the estimators in the problem of recovering unobservable signals. For several noise structures it has been shown the evidence of stochastic resonance effect. Here we study the case when the noise is a Markovian process. We propose consistent estimators of the sub threshold signal and we solve further a problem of hypotheses testing. We also discuss evidence of stochastic resonance for both estimation and hypotheses testing problems via examples. 相似文献