重新参数化柔性威布尔分布及其应用

Q3 Business, Management and Accounting
F. Prataviera
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引用次数: 5

摘要

摘要提出了一种由中值和形状参数索引的重新参数化柔性威布尔分布,用于开发包含删失数据可能性的回归模型。重新参数化允许根据中值直接解释回归系数。通过经典和贝叶斯方法实现了模型估计,并进行了蒙特卡洛模拟,以评估有限样本的估计性能。此外,该模型还应用于三个真实数据集。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Reparameterized Flexible Weibull Distribution with Some Applications
Abstract A reparameterized flexible Weibull distribution indexed by median and a shape parameter is proposed for the development of regression models which includes the possibility of censored data. The reparameterization permits a straightforward interpretation of the regression coefficients in terms of the median. Model estimation is implemented via Classical and Bayesian approaches, and Monte Carlo simulations are carried out in order to evaluate the estimators performances for finite samples. In addition, the model is applied to three real data sets.
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来源期刊
American Journal of Mathematical and Management Sciences
American Journal of Mathematical and Management Sciences Business, Management and Accounting-Business, Management and Accounting (all)
CiteScore
2.70
自引率
0.00%
发文量
5
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