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Vytaras Brazauskas Bruce L. Jones Madan L. Puri Ričardas Zitikis 《Journal of statistical planning and inference》2008
We develop statistical inferential tools for estimating and comparing conditional tail expectation (CTE) functions, which are of considerable interest in actuarial science. In particular, we construct estimators for the CTE functions, develop the necessary asymptotic theory for the estimators, and then use the theory for constructing confidence intervals and bands for the functions. Both parametric and non-parametric approaches are explored. Simulation studies illustrate the performance of estimators in various situations. Results are obtained under minimal assumptions, and the general Vervaat process plays a crucial role in achieving these goals. 相似文献
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A new class of partially efficiency-balanced designs is introduced from a practical point of view. This new design includes all equireplicated incomplete block designs available in literature as special cases. The fundamental properties of the design are clarified with relation to other block designs. 相似文献
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For testing the hypothesis that several (s?2) linear regression surfaces Xki=αk+βkcki+Zki (k=1,…,s) are parallel to one another, i.e., β1=?=βs, a class of rank-order tests are considered. The tests are shown to be asymptotically distribution-free, and their asymptotic efficiency relative to the general likelihood ratio test is derived. Asymptotic optimality in the sense of Wald is also discussed. 相似文献
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In the linear regression model, the asymptotic distributions of certain functions of confidence bounds of a class of confidence intervals for the regression parameter arc investigated. The class of confidence intervals we consider in this paper are based on the usual linear rank statistics (signed as well as unsigned). Under suitable assumptions, if the confidence intervals are based on the signed linear rank statistics, it is established that the lengths, properly normalized, of the confidence intervals converge in law to the standard normal distributions; if the confidence intervals arc based on the unsigned linear rank statistics, it is then proved that a linear function of the confidence bounds converges in law to a normal distribution. 相似文献
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Suppose independent random samples are available from two normal populations with a common mean and unequal variances. Estimation of a quantile of the first population is considered with respect to the quadratic loss. Some new estimators for the quantile are proposed using some previously known estimators of a common mean. Inadmissibility results are proved for estimators which are equivariant under affine and location groups of transformations. Risk values of various estimators of a quantile are compared numerically using a detailed simulation study. 相似文献
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Manas Ranjan Tripathy 《统计学通讯:模拟与计算》2015,44(10):2731-2741
Based on Stein’s famous shrinkage estimation of a multivariate normal distribution, we propose a new type of estimators of the distribution function of a random variable in a nonparametric setup. The proposed estimators are then compared with the empirical distribution function, which is the best equivariant estimator under a well-known loss function. Our extensive simulation study shows that our proposed estimators can perform better for moderate to large sample sizes. 相似文献
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Pun and Nigam(1976) have developed the theory of Balanced Factorial Experiments (BFE) in varying replicates and varying block sizes. The present work gives some further results on BFE. It is established that any BFE with merged treatments (or collapsed levels in the sense of Addleman, 1962) is again a BFE, It is shown that BFE implies and is implied by a Partially Efficiency Balanced (PEB) design. Interestingly, the results of Pearce (1971) on merging of two treatments can also be obtained as particular cases. 相似文献
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This article gives a unified account of nonparametric statistics, covering testing, estimating, multiple comparisons, analysis of variance and regression, for rounded-off data, with ties handled by the average scores method. The theory is illustrated by means of numerous applications to the Biomedical, Engineering and Behavioral Sciences. 相似文献
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