| 一种估计Clayton模型中关联参数的方法 |
| |
| 引用本文： | 张巧真,何书元.一种估计Clayton模型中关联参数的方法[J].应用概率统计,2013,29(3):297-306. |
| |
| 作者姓名： | 张巧真 何书元 |
| |
| 作者单位： | 1. 南开大学数学科学学院统计系及核心数学与组合数学实验室,天津,300071
2. 首都师范大学数学科学学院,北京,100048 |
| |
| 摘 要： | 在右删失情形下,基于二元风险函数的核估计,我们对Clayton模型中的关联参数给出了一种新的估计方法.新的估计量具有相合性和渐近分布,随机模拟也显示这种估计方法是非常有效的.
|
| 关 键 词： | 右删失 Clayton模型 关联参数 渐近理论 |
A Method for Estimating the Association Parameter in the Clayton Model |
| |
| ZHANG QIAOZHEN
,
HE SHUYUAN.A Method for Estimating the Association Parameter in the Clayton Model[J].Chinese Journal of Applied Probability and Statisties,2013,29(3):297-306. |
| |
| Authors: | ZHANG QIAOZHEN HE SHUYUAN |
| |
| Institution: | Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University; School of Mathematical Sciences, Capital Normal University |
| |
| Abstract: | Based on the estimates of bivariate hazard
functions, for right censored data, we give an estimator of
association parameter in Clayton model in the paper. The consistency
and asymptotic distribution are derived for the estimator.
Simulation studies show that this procedure is effective. |
| |
| Keywords: | Right censorship Clayton model association parameter asymptotic theory |
| 本文献已被 万方数据 等数据库收录！ |
| 点击此处可从《应用概率统计》浏览原始摘要信息 |
| 点击此处可从《应用概率统计》下载免费的PDF全文 |
|
