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A procedure for selecting a subset of predictor variables in regression analysis is suggested. The procedure is so designed that it leads to the selection of a subset of variables having an adequate degree of informativeness with a directly specified confidence coefficient. Some examples are considered to illustrate the application of the procedure. 相似文献
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The problem of estimating the mode of a conditional probability density function is considered. It is shown that under some regularity conditions the estimate of the conditional mode obtained by maximizing a kernel estimate of the conditional probability density function is strongly consistent and asymptotically normally distributed. 相似文献
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Self-exciting threshold autoregressive moving average (SETARMA) nonlinear time-series model is considered here. Sufficient conditions for invertibility and stationarity are derived. Parameter estimation algorithm is developed by employing real-coded genetic algorithm stochastic optimization procedure. A significant feature of the work done is that optimal out-of-sample forecasts up to three-step ahead and their forecast error variances are derived analytically. Relevant computer programs are written in statistical analysis system (SAS) and C. As an illustration, annual mackerel catch time-series data are considered. Forecast performance of the fitted model for hold-out data is evaluated by using Naive and Monte Carlo approaches. It is found that optimal out-of-sample forecast values are quite close to actual values and estimated variances are quite close to theoretical values. Superiority of the SETARMA model over the SETAR model for equal predictive ability through Diebold–Mariano test is also established. 相似文献
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Tannistha Samanta 《Journal of women & aging》2020,32(1):114-121
ABSTRACTIn this short piece, I offer a reconfiguration of the term “aging in place” by analyzing media content of web-based senior-focused portals while demonstrating how these online consumer-driven spaces unwittingly re-create new social relations and imagined communities. Building on the sparse body of scholarship on extra-familial, kin-like networks, I reflect on the cultural possibility of internet spaces as surrogate “places” for later life non-kin sociality. In this exploration, I privilege the possibility of enriched selfhood of older Indians by moving away from the conventional gerontological trope of the (Indian) elderly as indivisible familial subjects, as a deliberate process of decolonizing the field of gerontology. 相似文献
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M. Samanta 《Australian & New Zealand Journal of Statistics》1985,27(2):189-194
In this paper we assume that in a random sample of size ndrawn from a population having the pdf f(x; θ) the smallest r1 observations and the largest r2 observations are censored (r10, r20). We consider the problem of estimating θ on the basis of the middle n-r1-r2 observations when either f(x;θ)=θ-1f(x/θ) or f(x;θ) = (aθ)1f(x-θ)/aθ) where f(·) is a known pdf, a (<0) is known and θ (>0) is unknown. The minimum mean square error (MSE) linear estimator of θ proposed in this paper is a “shrinkage” of the minimum variance linear unbiased estimator of θ. We obtain explicit expressions of these estimators and their mean square errors when (i) f(·) is the uniform pdf defined on an interval of length one and (ii) f(·) is the standard exponential pdf, i.e., f(x) = exp(–x), x0. Various special cases of censoring from the left (right) and no censoring are considered. 相似文献
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M. Samanta 《统计学通讯:理论与方法》2013,42(12):2947-2950
Shapiro and Wilk (1972) proposed a goodness of fit test for the exponential distribution. Carrie (1980) obtained an explicit expression of the null distribution of their test statistic W (n) E in a neighbourhood of its upper tail. His derivation uses a certain transformation involving the order statistics from the standard exponential distribution. In this paper we present an alternative derivation of this distribution using an elementary geometrical argument. 相似文献
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Type-I and Type-II censoring schemes are the widely used censoring schemes available for life testing experiments. A mixture of Type-I and Type-II censoring schemes is known as a hybrid censoring scheme. Different hybrid censoring schemes have been introduced in recent years. In the last few years, a progressive censoring scheme has also received considerable attention. In this article, we mainly consider the Bayesian inference of the unknown parameters of two-parameter exponential distribution under different hybrid and progressive censoring schemes. It is observed that in general the Bayes estimate and the associated credible interval of any function of the unknown parameters, cannot be obtained in explicit form. We propose to use the Monte Carlo sampling procedure to compute the Bayes estimate and also to construct the associated credible interval. Monte Carlo Simulation experiments have been performed to see the effectiveness of the proposed method in case of Type-I hybrid censored samples. The performances are quite satisfactory. One data analysis has been performed for illustrative purposes. 相似文献
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In this article, we consider the multiple step stress model based on the cumulative exposure model assumption. Here, it is assumed that for a given stress level, the lifetime of the experimental units follows exponential distribution and the expected lifetime decreases as the stress level increases. We mainly focus on the order restricted inference of the unknown parameters of the lifetime distributions. First we consider the order restricted maximum likelihood estimators (MLEs) of the model parameters. It is well known that the order restricted MLEs cannot be obtained in explicit forms. We propose an algorithm that stops in finite number of steps and it provides the MLEs. We further consider the Bayes estimates and the associated credible intervals under the squared error loss function. Due to the absence of explicit form of the Bayes estimates, we propose to use the importance sampling technique to compute Bayes estimates. We provide an extensive simulation study in case of three stress levels mainly to see the performance of the proposed methods. Finally the analysis of one real data set has been provided for illustrative purposes. 相似文献
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