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For the slope parameter of the classical errors-in-variables model, existing interval estimations with finite length will have confidence level equal to zero because of the Gleser–Hwang effect. Especially when the reliability ratio is low and the sample size is small, the Gleser–Hwang effect is so serious that it leads to the very liberal coverages and the unacceptable lengths of the existing confidence...
The residual lifetime is of significant interest in reliability and survival analysis. In this article, we obtain a mixture representation for the reliability function of the residual lifetime of a coherent system with heterogeneous components in terms of the reliability functions of residual lifetimes of order statistics. Some stochastic comparisons are made on the residual lifetimes of the systems...
The linear model with spatial interaction has attracted huge attention in the past several decades. Different from most existing research which focuses on its estimation, we study its variable selection problem using the adaptive lasso. Our results show that the method can identify the true model consistently, and the resulting estimator can be efficient as the oracle estimator which is obtained when...
This article is concerned with feature screening for varying coefficient models with ultrahigh-dimensional predictors. We propose a new sure independence screening method based on quantile partial correlation (QPC-SIS), which is quite robust against outliers and heavy-tailed distributions. Then we establish the sure screening property for the QPC-SIS, and conduct simulations to examine its finite...
In this paper the unit root tests proposed by Dickey and Fuller (DF) and their rank counterpart suggested by Breitung and Gouriéroux (J Econom 81(1): 7–27, 1997) (BG) are analytically investigated under the presence of additive outlier (AO) contaminations. The results show that the limiting distribution of the former test is outlier dependent, while the latter one is outlier free. The finite sample...
In this paper, we consider a stationary autoregressive AR(p) time series $$y_t=\phi _0+\phi _1y_{t-1}+\cdots +\phi _{p}y_{t-p}+u_t$$ y t = ϕ 0 + ϕ 1 y t - 1 + ⋯ + ϕ p y t - p + u t . A self-weighted M-estimator for the AR(p) model is proposed. The asymptotic normality of this estimator is established, which includes the asymptotic properties under the innovations with finite...
In this paper, we propose a new Bayesian quantile regression estimator using conditional empirical likelihood as the working likelihood function. We show that the proposed estimator is asymptotically efficient and the confidence interval constructed is asymptotically valid. Our estimator has low computation cost since the posterior distribution function has explicit form. The finite sample performance...
In this paper, we study the problem of D-optimal experimental design under two linear constraints, which can be interpreted as simultaneous restrictions on the size and on the cost of the experiment. For computing a size- and cost-constrained approximate D-optimal design, we propose a specification of the “barycentric” multiplicative algorithm with sequential removal of redundant design points. We...
We suggest an extremely wide class of asymptotically distribution free goodness of fit tests for testing independence in two-way contingency tables, or equivalently, independence of two discrete random variables. The nature of these tests is that the test statistics can be viewed as definite functions of the transformation of $$\widehat{T}_n = (\widehat{T}_{ij})=\Big (\frac{\nu _{ij}- n\hat{a}_i\hat{b}_j}{\sqrt{n\hat{a}_i\hat{b}_j}}\Big...
The model misspecification effects on the maximum likelihood estimator are studied when a biased sample is treated as a random one as well as when a random sample is treated as a biased one. The relation between the existence of a consistent estimator under model misspecification and the completeness of the distribution is also considered. The cases of the weight invariant distribution and the scale...
A simultaneous confidence band is a useful statistical tool in a simultaneous inference procedure. In recent years several papers were published that consider various applications of simultaneous confidence bands, see for example Al-Saidy et al. (Biometrika 59:1056–1062, 2003), Liu et al. (J Am Stat Assoc 99:395–403, 2004), Piegorsch et al. (J R Stat Soc 54:245–258, 2005) and Liu et al. (Aust N Z...
In factorial experiments, estimation precision of specific factor effects depends not only on design selection but also on factor assignments to columns of selected designs. Usually, different columns in a design play different roles when estimating factor effects. Zhou et al. (Can J Stat 41:540-555, 2013) introduced a factor aliased effect-number pattern (F-AENP) and proposed a column ranking scheme...
We focus on the minimum distance density estimators $${\widehat{f}}_n$$ f ^ n of the true probability density $$f_0$$ f 0 on the real line. The consistency of the order of $$n^{-1/2}$$ n - 1 / 2 in the (expected) L $$_1$$ 1 -norm of Kolmogorov estimator (MKE) is known if the degree of variations of the nonparametric family $$\mathcal {D}$$ D ...
The study on the inactivity times is useful in evaluating the aging and reliability properties of coherent systems in reliability engineering. In the present paper, we investigate the inactivity time of a coherent system consisting of n i.i.d. components. We drive some mixture representations for the reliability function of conditional inactivity times of coherent systems under two specific conditions...
We consider in this paper a parallel system consisting of $$\eta $$ η identical components. Each component works independently of the others and has a Weibull distributed inter-failure time. When the system fails, we assume that the repair maintenance is imperfect according to the Arithmetic Reduction of Age models ( $$ARA_{m}$$ A R A m ) proposed by Doyen and Gaudoin. The purpose...
Assume that a sequence of observations $$(X_n; n\ge 1)$$ ( X n ; n ≥ 1 ) forms a strictly stationary process with an arbitrary univariate cumulative distribution function. We investigate almost sure asymptotic behavior of proportions of observations in the sample that fall into a random region determined by a given Borel set and a sample quantile. We provide sufficient conditions under...
In this paper we consider Bayes estimation based on ranked set sample when ranking is imperfect, in which units are ranked based on measurements made on an easily and exactly measurable auxiliary variable X which is correlated with the study variable Y. Bayes estimators under squared error loss function and LINEX loss function for the mean of the study variate Y, when (X, Y) follows a Morgenstern...
The stochastic search variable selection proposed by George and McCulloch (J Am Stat Assoc 88:881–889, 1993) is one of the most popular variable selection methods for linear regression models. Many efforts have been proposed in the literature to improve its computational efficiency. However, most of these efforts change its original Bayesian formulation, thus the comparisons are not fair. This work...
A finite sequence of binary random variables is called a weak exchangeable sequence of order m if the sequence consists of m random vectors such that the elements within each random vector are exchangeable in the usual sense and the different random vectors are dependent. The exact and asymptotic joint distributions of the m-dimensional random vector whose elements include the number of successes...
For paired choice experiments, two new construction methods of designs are proposed for the estimation of the main effects. In many cases, these designs require about 30–50% fewer choice pairs than the existing designs and at the same time have reasonably high D-efficiencies for the estimation of the main effects. Furthermore, as against the existing efficient designs, our designs have higher D-efficiencies...
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