The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
We suggest several goodness-of-fit (GOF) methods which are appropriate with Type-II right censored data. Our strategy is to transform the original observations from a censored sample into an approximately i.i.d. sample of normal variates and then perform a standard GOF test for normality on the transformed observations. A simulation study with several well known parametric distributions under testing...
The focus of the paper is nonparametric detection of changes in the mean of $$m$$ m -dependent stationary functional data via a cumulative sum (CUSUM) procedure. We consider a projection-based quasi-maximum likelihood CUSUM-procedure which relies on a Darling–Erdős-type limit theorem. Under mild moment assumptions we investigate the asymptotic properties under the null hypothesis and show...
This paper derives the risk functions of a class of shrinkage estimators for the mean parameter matrix of a matrix variate elliptically contoured distribution. It is showed that the positive rule shrinkage estimator outperformed the shrinkage and unrestricted (maximum likelihood) estimators. To illustrate the findings of the paper, the relative risk functions for different degrees of freedoms are...
The Latin hypercube design (LHD) is a popular choice of experimental design when computer simulation is used to study a physical process. In this paper, we propose some methods for constructing nearly orthogonal Latin hypercube designs (NOLHDs) with 2, 4, 8, 12, 16, 20 and 24 factors having flexible run sizes. These designs can be very useful when orthogonal Latin hypercube designs (OLHDs) of the...
The varying coefficient model is widely used as an extension of the linear regression model. Many procedures have been developed for the model estimation, and recently efficient variable selection procedures for the varying coefficient model have been proposed as well. However, those variable selection approaches are mainly built on the least-squares (LS) type method. Although the LS method is a successful...
Suppose that $$Y_t$$ Y t follows a simple AR(1) model, that is, it can be expressed as $$Y_t= \alpha Y_{t-1} + W_t$$ Y t = α Y t - 1 + W t , where $$W_t$$ W t is a white noise with mean equal to $$\mu $$ μ and variance $$\sigma ^2$$ σ 2 . There are many examples in practice where these assumptions hold very well. Consider $$X_t = e^{Y_t}$$...
This paper discusses some tests of lack-of-fit of a parametric regression model when errors form a long memory moving average process with the long memory parameter $$0<d<1/2$$ 0 < d < 1 / 2 , and when design is non-random and uniform on $$[0,1]$$ [ 0 , 1 ] . These tests are based on certain minimized distances between a nonparametric regression function estimator and...
Assume that $$X_1,\ldots , X_n$$ X 1 , … , X n are i.i.d. random variables with a common distribution function $$F$$ F which precedes a fixed distribution function $$W$$ W in the convex transform order. In particular, if $$W$$ W is either uniform or exponential distribution function, then $$F$$ F has increasing density and failure rate, respectively...
We consider a problem of characterization of continuous distributions for which linearity of regression of overlapping order statistics, $$\mathbb {E}(X_{i:m}|X_{j:n})=aX_{j:n}+b$$ E ( X i : m | X j : n ) = a X j : n + b , $$m\le n$$ m ≤ n , holds. Due to a new representation of conditional expectation $$\mathbb {E}(X_{i:m}|X_{j:n})$$ E ( X i : m | X ...
We determine optimal crossover designs for the estimation of direct treatment effects in a model with mixed and self carryover effects. The model also assumes that the errors within each experimental unit are correlated following a stationary first-order autoregressive process. The paper considers situations where the number of periods for each experimental unit is at least four and the number of...
The problem of Bayes sequential estimation of the unknown parameter in a particular exponential family of distributions is considered under linear exponential loss function for estimation error and a fixed cost for each observation. Instead of fully sequential sampling, a two-stage sampling technique is introduced to solve the problem in this paper. The proposed two-stage procedure is robust in the...
Consider an estimation problem under the squared-log error loss function in a one-parameter non-regular distribution when the endpoint of the support depends on an unknown parameter. The purpose of this paper is to give sufficient conditions for a generalized Bayes estimator of a parametric function to be admissible. Some examples are given.
Suppose that a system has three states up, partial performance and down . We assume that for a random time $$T_1$$ T 1 the system is in state up, then it moves to state partial performance for time $$T_2$$ T 2 and then the system fails and goes to state down. We also denote the lifetime of the system by $$T$$ T , which is clearly $$T=T_1+T_2$$...
In the paper the consistency of the circular block bootstrap for the coefficients of the autocovariance function of almost periodically correlated time series is proved. The pointwise and the simultaneous bootstrap equal-tailed confidence intervals for these coefficients are constructed. Application of the results to detect the second-order significant frequencies is provided. The simulation and real...
In this paper, we give some applications of the Rosenthal-type inequality for a sequence of negatively superadditive dependent (NSD) random variables, which includes sequences of negatively associated random variables as a special case. The complete consistency for an estimator of a nonparametric regression model based on NSD errors is investigated. In addition, we extend Feller’s weak law of large...
Models with commutative orthogonal block structure, COBS, have orthogonal block structure, OBS, and their least square estimators for estimable vectors are, as it will be shown, best linear unbiased estimator, BLUE. Commutative Jordan algebras will be used to study the algebraic structure of the models and to define special types of models for which explicit expressions for the estimation of variance...
In this paper, we study the number of near minimum-concomitant observations for Progressively Type-II Censored Order Statistics (PCOS). We first define the concomitants of PCOS and the number of near minimum-concomitant observations. We then investigate distributional and asymptotic properties of these random variables. Finally, we propose simulation techniques for generating the concomitants of PCOS.
In time to event experiments the individuals under study are observed to experience some event of interest. If this event is not observed until the end of the experiment, censoring occurs, which is a common feature in such studies. We consider the proportional hazards model with type I and random censoring and determine locally $$D$$ D - and $$c$$ c -optimal designs for a larger class...
In the present work we focus on the generalization of two types of measures of information namely divergence-type and entropy-type. Kullback–Leibler discrimination measure and Shannon entropy have been considered in this context for truncated random variables. We propose a generalized discrimination measure between two residual and past lifetime distributions along a similar line of Varma’s entropy...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.