Statistical Methodology最新文献_第3页

Estimation and prediction for a progressively censored generalized inverted exponential distribution 渐进式截尾广义逆指数分布的估计与预测

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.05.007

Sanku Dey , Sukhdev Singh , Yogesh Mani Tripathi , A. Asgharzadeh

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引用次数: 78

Statistical inference for a varying-coefficient partially nonlinear model with measurement errors 具有测量误差的变系数部分非线性模型的统计推断

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.05.004

Yunyun Qian, Zhensheng Huang

引用次数: 9

Location-scale mixture of skew-elliptical distributions: Looking at the robust modeling 偏椭圆分布的位置尺度混合:观察鲁棒建模

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.05.001

N. Nematollahi , R. Farnoosh , Z. Rahnamaei

引用次数: 4

Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models 两个看似不相关的回归模型中主回归系数的置信椭球

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.01.004

Kent R. Riggs , Phil D. Young , Dean M. Young

{"title":"Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models","authors":"Kent R. Riggs , Phil D. Young , Dean M. Young","doi":"10.1016/j.stamet.2016.01.004","DOIUrl":"10.1016/j.stamet.2016.01.004","url":null,"abstract":"<div>We derive two new confidence ellipsoids (CEs) and four CE variations for covariate coefficient vectors with nuisance parameters under the seemingly unrelated regression (SUR) model. Unlike most CE approaches for SUR models studied so far, we assume unequal regression coefficients for our two regression models. The two new basic CEs are a CE based on a Wald statistic with nuisance parameters and a CE based on the asymptotic normality of the SUR two-stage unbiased estimator of the primary regression coefficients. We compare the coverage and volume characteristics of the six SUR-based CEs via a Monte Carlo simulation. For the configurations in our simulation, we determine that, except for small sample sizes, a CE based on a two-stage statistic with a Bartlett corrected <math><mrow><mo>(</mo><mn>1</mn><mo>−</mo><mi>α</mi><mo>)</mo></mrow></math> percentile is generally preferred because it has essentially nominal coverage and relatively small volume. For small sample sizes, the parametric bootstrap CE based on the two-stage estimator attains close-to-nominal coverage and is superior to the competing CEs in terms of volume. Finally, we apply three SUR Wald-type CEs with favorable coverage properties and relatively small volumes to a real data set to demonstrate the gain in precision over the ordinary-least-squares-based CE.</div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2016-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.01.004","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093289","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 6

Systematic deviation in smooth mixed models for multi-level longitudinal data 多层纵向数据光滑混合模型的系统偏差

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.05.003

Viani A. Biatat Djeundje

{"title":"Systematic deviation in smooth mixed models for multi-level longitudinal data","authors":"Viani A. Biatat Djeundje","doi":"10.1016/j.stamet.2016.05.003","DOIUrl":"https://doi.org/10.1016/j.stamet.2016.05.003","url":null,"abstract":"<div>The analysis of longitudinal data or repeated measurements is an important and growing area of Statistics. In this context, data come in different formats but typically, they have a hierarchical or multi-level structure including group and subject components, and the main purpose of the analysis is usually to estimate these components from the data. A standard way to perform this estimation is via mixed models. In this paper, we show that the estimated group effects from standard smooth mixed models can deviate systematically from the underlying group mean, leading to wrong conclusions about the data. We then present two ways to avoid such systematic deviations and misinterpretations when fitting flexible mixed models to multi-level data. The first method is a marginal procedure, and the second method is based on the conditional distribution of the subject effects derived from appropriate constraints. Both methods are robust against mis-specification of the covariance structure in the sense that they allow one to resolve the lack of centring found in standard smooth mixed models.</div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2016-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.05.003","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"137073909","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 6

Homogeneity testing via weighted affinity in multiparameter exponential families 多参数指数族加权亲和性同质性检验

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.04.002

Alexander Katzur, Udo Kamps

引用次数: 4

Testing variability orderings by using Gini’s mean differences 使用基尼均值差异检验可变性排序

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.03.001

Miguel A. Sordo, Marilia C. de Souza, Alfonso Suárez-Llorens

引用次数: 3

Efficient estimation of varying coefficient models with serially correlated errors 具有序列相关误差的变系数模型的有效估计

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.05.005

Xiaojuan Kang , Tizheng Li

引用次数: 0

Notes on estimation in Poisson frequency data under an incomplete block crossover design 不完全块交叉设计下泊松频率数据估计的注意事项

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.01.007

Kung-Jong Lui

引用次数: 3

On the dynamic cumulative residual quantile entropy ordering 关于动态累积残差分位数熵排序

Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.01.008

Dian-Tong Kang , Lei Yan

引用次数: 10