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.
In shared frailty models for bivariate survival data the frailty is identifiable through the cross-ratio function (CRF), which provides a convenient measure of association for correlated survival variables. The CRF may be used to compare patterns of dependence across models and data sets. We explore the shape of the CRF for the families of one-sided truncated normal and folded normal frailty distributions.
When $$\ell $$ ℓ probabilities are rounded to integer multiples of a given accuracy n, the sum of the numerators may deviate from n by a nonzero discrepancy. It is proved that, for large accuracies $$n \rightarrow \infty $$ n → ∞ , the limiting discrepancy distribution has variance $$\ell /12$$ ℓ / 12 . The relation to the uniform distribution over the interval $$[-1/2,...
Self-selected interval data arise in questionnaire surveys when respondents are free to answer with any interval without having pre-specified ranges. This type of data is a special case of interval-censored data in which the assumption of noninformative censoring is violated, and thus the standard methods for interval-censored data (e.g. Turnbull’s estimator) are not appropriate because they can produce...
The progressive Type-II hybrid censoring scheme introduced by Kundu and Joarder (Comput Stat Data Anal 50:2509–2528, 2006), has received some attention in the last few years. One major drawback of this censoring scheme is that very few observations (even no observation at all) may be observed at the end of the experiment. To overcome this problem, Cho et al. (Stat Methodol 23:18–34, 2015) recently...
The usual methods of estimating the unknown parameters of a distribution, use only the information given from the sample data. In many cases, there is, also, another important information for estimating the unknown parameters of our model, such as the order of these parameters, and this last information improves the quality of estimation. In this paper, we deal with the problem of estimating the ordered...
In this paper, we study the bending property of the failure rate, reversed hazard rate, mean residual life and mean inactivity time in mixtures. For those four reliability measures, the weak and strong bending properties are studied and discussed, respectively. The results are illustrated with suitable examples, where most of them are relative to the model of proportional reliability measures.
In this paper, we propose two moment-type estimation methods for the parameters of the generalized bivariate Birnbaum–Saunders distribution by taking advantage of some properties of the distribution. The proposed moment-type estimators are easy to compute and always exist uniquely. We derive the asymptotic distributions of these estimators and carry out a simulation study to evaluate the performance...
A statistical test to distinguish between a Poisson INARCH model and a Compound Poisson INARCH model is proposed, based on the form of the probability generating function of the compounding distribution of the conditional law of the model. For first-order autoregression, the normality of the test statistics’ asymptotic distribution is established, either in the case where the model parameters are...
In this paper, we study model selection and model averaging for quantile regression with randomly right censored response. We consider a semi-parametric censored quantile regression model without distribution assumptions. Under general conditions, a focused information criterion and a frequentist model averaging estimator are proposed, and theoretical properties of the proposed methods are established...
This paper studies properties of parameter estimators obtained by minimizing a distance between the empirical probability generating function and the probability generating function of a model for count data. Specifically, it is shown that, under certain not restrictive conditions, the resulting estimators are consistent and, suitably normalized, asymptotically normal. These properties hold even if...
This article provides P values for two new tests on the mean direction of the von Mises–Fisher distribution. The test statistics are obtained from the exponent of the saddlepoint approximation to the density of M-estimators, as suggested by Robinson et al. (Ann Stat 31:1154–1169, 2003). These test statistics are chi-square distributed with asymptotically small relative errors. Despite the high dimensionality...
In this paper, we consider the R-optimal design problem for multi-factor regression models with heteroscedastic errors. It is shown that a R-optimal design for the heteroscedastic Kronecker product model is given by the product of the R-optimal designs for the marginal one-factor models. However, R-optimal designs for the additive models can be constructed from R-optimal designs for the one-factor...
The literature on neighbor designs as introduced by Rees (Biometrics 23:779–791, 1967) is mainly devoted to construction methods, providing few results on their statistical properties, such as efficiency and optimality. A review of the available literature, with special emphasis on the optimality of neighbor designs under various fixed effects interference models, is given in Filipiak and Markiewicz...
Stationary bootstrapping is applied to a CUSUM test for common mean break detection in cross-sectionally correlated panel data. Asymptotic null distribution of the bootstrapped test is derived, which is the same as that of the original CUSUM test depending on cross-sectional correlation parameter. A bootstrap test using the CUSUM test with bootstrap critical values is proposed and its asymptotic validity...
In the paper, a simple projection-based method is systematically developed to estimate the qth ( $$q\ge 2$$ q ≥ 2 ) order moments of random effects and errors in the ANOVA type mixed model (ANOVAMM), where the response may not be divided into independent sub-vectors. All the estimates are weakly consistent and the second-order moment estimates are strongly consistent. Besides, the derived...
Meta-analysis has developed to be a most important tool in evaluation research. Heterogeneity is an issue that is present in almost any meta-analysis. However, the magnitude of heterogeneity differs across meta-analyses. In this respect, Higgins’ $$I^2$$ I 2 has emerged to be one of the most used and, potentially, one of the most useful measures as it provides quantification of the amount...
We consider exact procedures for testing the equality of means (location parameters) of two Laplace populations with equal scale parameters based on corresponding independent random samples. The test statistics are based on either the maximum likelihood estimators or the best linear unbiased estimators of the Laplace parameters. By conditioning on certain quantities we manage to express their exact...
Huang et al. (J Bus Econ Stat 32:237–244, 2014) first proposed a Pearson Chi-Square based feature screening procedure tailored to multi-classification problem with ultrahigh dimensional categorical covariates, which is a common problem in practice but has seldom been discussed in the literature. However, their work establishes the sure screening property only in a limited setting. Moreover, the p...
This article is devoted to characterize several ordering properties of the maximum order statistic of heterogenous random variables with an Archimedean copula. Some examples are also included to illustrate the obtained results.
We propose a new measure of association between two continuous random variables X and Y based on the covariance between X and the log-odds rate associated to Y. The proposed index of correlation lies in the range [ $$-1$$ - 1 , 1]. We show that the extremes of the range, i.e., $$-1$$ - 1 and 1, are attainable by the Fr $$\acute{\mathrm{e}}$$ e ´ chet bivariate minimal...
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.