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1.
A NOTE ON EVANESCENT PROCESSES 总被引:1,自引:0,他引:1
This note examines the connection between μ-invariant measures for the transition function of a continuous-time Markov chain and those of its q-matrix, Q. The major result establishes a necessary and aufficient condition for a convergent μ-invariant measure for Q to be μ-inhant for the minimal transition function, P, under the assumption that P is honest. This corrects Theorem 6 of Vere-Jones (1969) and the first part of Corollary 1 of Pollett (1986), both of which assert that the above conclusion holds in the absence of this condition. The error was pointed out by E.A. van Doom (1991) and the counterexample which be presented provides the basis for the present arguments. In determining where the error occurred in the original proof, we are able to identify a simple sufficient condition for μ-invariance. 相似文献
2.
Computing maximum likelihood estimates from type II doubly censored exponential data 总被引:1,自引:0,他引:1
Arturo J. fernández José I. Bravo Íñigo De Fuentes 《Statistical Methods and Applications》2002,11(2):187-200
It is well-known that, under Type II double censoring, the maximum likelihood (ML) estimators of the location and scale parameters, θ and δ, of a twoparameter exponential distribution are linear functions
of the order statistics. In contrast, when θ is known, theML estimator of δ does not admit a closed form expression. It is shown, however, that theML estimator of the scale parameter exists and is unique. Moreover, it has good large-sample properties. In addition, sharp
lower and upper bounds for this estimator are provided, which can serve as starting points for iterative interpolation methods
such as regula falsi. Explicit expressions for the expected Fisher information and Cramér-Rao lower bound are also derived.
In the Bayesian context, assuming an inverted gamma prior on δ, the uniqueness, boundedness and asymptotics of the highest
posterior density estimator of δ can be deduced in a similar way. Finally, an illustrative example is included. 相似文献
3.
Generalized additive models for location, scale and shape 总被引:10,自引:0,他引:10
R. A. Rigby D. M. Stasinopoulos 《Journal of the Royal Statistical Society. Series C, Applied statistics》2005,54(3):507-554
Summary. A general class of statistical models for a univariate response variable is presented which we call the generalized additive model for location, scale and shape (GAMLSS). The model assumes independent observations of the response variable y given the parameters, the explanatory variables and the values of the random effects. The distribution for the response variable in the GAMLSS can be selected from a very general family of distributions including highly skew or kurtotic continuous and discrete distributions. The systematic part of the model is expanded to allow modelling not only of the mean (or location) but also of the other parameters of the distribution of y , as parametric and/or additive nonparametric (smooth) functions of explanatory variables and/or random-effects terms. Maximum (penalized) likelihood estimation is used to fit the (non)parametric models. A Newton–Raphson or Fisher scoring algorithm is used to maximize the (penalized) likelihood. The additive terms in the model are fitted by using a backfitting algorithm. Censored data are easily incorporated into the framework. Five data sets from different fields of application are analysed to emphasize the generality of the GAMLSS class of models. 相似文献
4.
5.
Testing symmetry under a skew Laplace model 总被引:3,自引:0,他引:3
Tomasz J. Kozubowski Anna K. Panorska 《Journal of statistical planning and inference》2004,120(1-2):41-63
We develop tests of hypothesis about symmetry based on samples from possibly asymmetric Laplace distributions and present exact and limiting distribution of the test statistics. We postulate that the test statistic derived under the Laplace model is a rational choice as a measure of skewness and can be used in testing symmetry for other, quite general classes of skew distributions. Our results are applied to foreign exchange rates for 15 currencies. 相似文献
6.
借助于李雅谱洛夫理论、矩阵分析方法和It?公式,结合不等式分析技巧,研究了随机细胞神经网络系统的均方指数稳定性,给出了系统的解的二阶矩Liapunov指数估计式和均方指数稳定的充分条件。 相似文献
7.
The authors define a new semiparametric Archimedean copula family which has a flexible dependence structure. The generator of the family is a local interpolation of existing generators. It has locally‐defined dependence parameters. The authors present a penalized constrained least‐squares method to estimate and smooth these parameters. They illustrate the flexibility of their dependence model in a bi‐variate survival example. 相似文献
8.
A. Baddeley R. Turner J. Møller M. Hazelton 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2005,67(5):617-666
Summary. We define residuals for point process models fitted to spatial point pattern data, and we propose diagnostic plots based on them. The residuals apply to any point process model that has a conditional intensity; the model may exhibit spatial heterogeneity, interpoint interaction and dependence on spatial covariates. Some existing ad hoc methods for model checking (quadrat counts, scan statistic, kernel smoothed intensity and Berman's diagnostic) are recovered as special cases. Diagnostic tools are developed systematically, by using an analogy between our spatial residuals and the usual residuals for (non-spatial) generalized linear models. The conditional intensity λ plays the role of the mean response. This makes it possible to adapt existing knowledge about model validation for generalized linear models to the spatial point process context, giving recommendations for diagnostic plots. A plot of smoothed residuals against spatial location, or against a spatial covariate, is effective in diagnosing spatial trend or co-variate effects. Q – Q -plots of the residuals are effective in diagnosing interpoint interaction. 相似文献
9.
Grard Letac 《Revue canadienne de statistique》1991,19(2):229-232
This note exhibits two independent random variables on integers, X1 and X2, such that neither X1 nor X2 has a generalized Poisson distribution, but X1 + X2 has. This contradicts statements made by Professor Consul in his recent book. 相似文献
10.
Abstract. The likelihood ratio statistic for testing pointwise hypotheses about the survival time distribution in the current status model can be inverted to yield confidence intervals (CIs). One advantage of this procedure is that CIs can be formed without estimating the unknown parameters that figure in the asymptotic distribution of the maximum likelihood estimator (MLE) of the distribution function. We discuss the likelihood ratio-based CIs for the distribution function and the quantile function and compare these intervals to several different intervals based on the MLE. The quantiles of the limiting distribution of the MLE are estimated using various methods including parametric fitting, kernel smoothing and subsampling techniques. Comparisons are carried out both for simulated data and on a data set involving time to immunization against rubella. The comparisons indicate that the likelihood ratio-based intervals are preferable from several perspectives. 相似文献