一种综合估计法:渐近效率,以及在健康研究中的实际应用。

IF 0.8 4区 数学 Q4 STATISTICS & PROBABILITY
Sang Kyu Lee, Hyokyoung G Hong, Hyoung-Moon Kim
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引用次数: 0

摘要

fracimchet分布是极值理论中的一个基本工具,其应用范围涵盖生命测试、与健康相关的极端事件建模(如婴儿出生体重极值或罕见疾病爆发)、自然灾害和环境科学等各个领域。尽管已被广泛使用,但现有的参数估计方法仍面临显著的局限性,包括计算效率低、大数据集不稳定以及参数空间的限制。为了解决这些挑战,我们提出了一个渐近有效的,封闭形式的估计器。我们的估计器克服了现有方法的局限性,在小样本和大样本中都提供了计算速度、稳定性和高估计质量。仿真研究表明,与其他方法相比,该方法具有优越的性能。它的实际效用是通过它在国家卫生统计中心出生数据集上的应用来说明的。为了进一步支持它的采用,已经开发了一个R包,以便将该方法无缝集成到各种研究应用程序中。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A comprehensive estimator for the Fréchet distribution: asymptotical efficiency, and practical applications to health studies.

The Fréchet distribution is a fundamental tool in extreme value theory, with applications spanning various fields such as life testing, modeling extreme health-related events (such as infant birth weight extremes or rare disease outbreaks), natural disasters, and environmental sciences. Despite its widespread use, existing parameter estimation methods for the Fréchet distribution face significant limitations, including computational inefficiency, instability with large datasets, and restrictions on the parameter space. To address these challenges, we propose an asymptotically efficient, closed-form estimator for the Fréchet distribution. Our estimator overcomes the limitations of existing methods, providing computational speed, stability, and high estimation quality across both small and large samples. Simulation studies demonstrate the superior performance of the proposed method compared to alternative approaches. Its practical utility is illustrated through its application to the National Center for Health Statistics birth dataset. To further support its adoption, an R package has been developed to enable seamless integration of the method into diverse research applications.

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来源期刊
Journal of the Korean Statistical Society
Journal of the Korean Statistical Society 数学-统计学与概率论
CiteScore
1.30
自引率
0.00%
发文量
37
审稿时长
3 months
期刊介绍: The Journal of the Korean Statistical Society publishes research articles that make original contributions to the theory and methodology of statistics and probability. It also welcomes papers on innovative applications of statistical methodology, as well as papers that give an overview of current topic of statistical research with judgements about promising directions for future work. The journal welcomes contributions from all countries.
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