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左截断右删失数据下半参数模型风险率函数估计 总被引:3,自引:0,他引:3
文章给出了右删失左截断数据半参数模型下的风险率函数估计,讨论了风险率函数估计的渐近性质,获得了这些估计的渐近正态性,对数律和重对数律.由于假定删失机制服从半参数模型下,从而知道模型的更多信息,因此对于给出参数的极大似然估计,可以改进风险率函数估计的渐近性质.也就是说,删失数据模型具有半参数的辅助信息下, 风险率函数估计的渐近方差比通常的完全非参数的估计的渐近方差更小.这说明加入了额外的信息提高了风险率函数估计的效率. 相似文献
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本文研究了两参数Lomax分布形状参数的Bayes估计问题.当尺度参数已知时,给出了在几种不同损失函数下形状参数的Bayes估计表达式,并运用随机模拟方法对各个估计进行了比较. 相似文献
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定数截尾两参数指数——威布尔分布形状参数的Bayes估计 总被引:2,自引:0,他引:2
在不同的损失函数下,本文研究了两参数指数—威布尔分布(EWD)形状参数的Bayes估计问题.基于定数截尾试验,当其中一个形状参数α已知时,给出了另一个形状参数θ在三种不同损失函数下的Bayes估计表达式,并求得了可靠度函数的Bayes点估计.最后运用随机模拟方法,将Bayes估计和极大似然估计进行了比较.结果表明,LINEX损失下Bayes估计的精度比极大似然估计高. 相似文献
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两参数指数-威布尔分布形状参数的经验贝叶斯估计 总被引:2,自引:1,他引:1
研究了两参数指数-威布尔分布形状参数的经验贝叶斯(EB)估计问题,并假定当其中一个形状参数α已知时,给出了另一个形状参数θ在两种不同损失函数情况下的EB估计的表达式.并运用随机模拟方法,将两种不同损失函数下的EB估计进行了比较. 相似文献
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带线性约束的多元回归模型中回归系数的线性估计的泛可容许性 总被引:2,自引:0,他引:2
该本文针对矩阵风险,给出了矩阵估计量的优良性准则,在通常的容许性意义下,得到了带线性约束的均值参数的线性函数的线性估计是泛可容许估计的充要条件,同时得到了在不同的约束条件下,的可容许估计类之间的一种刻划. 相似文献
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Weibull分布尺度参数的收缩估计 总被引:1,自引:0,他引:1
讨论了Weibull分面尺度参数的收缩估计。在两种不同的参数先验信息场合,给出了不同的收缩估计。对以检验统计量函数形式给出的收缩系数进行了讨论,并用Mionte-Carlo模拟方法研究了收缩估计的相对效。 相似文献
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对于截断与删失下的反映变量,我们提出了一类广义乘积限估计,并获得了它的弱收敛性.在回归分析中,利用这类广义乘积限估计来定义一种最小距离的参数估计,并获得了这种参数估计的相合性和渐近正态性. 相似文献
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本文研究了误差为鞅差序列情形下的半参数回归模型.利用小波方法,在相当一般的条件下,得到了参数、非参数估计量的弱收敛速度. 相似文献
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WANG LiHong 《中国科学 数学(英文版)》2015,(5):1115-1128
This paper considers the local linear estimation of a multivariate regression function and its derivatives for a stationary long memory(long range dependent) nonparametric spatio-temporal regression model.Under some mild regularity assumptions, the pointwise strong convergence, the uniform weak consistency with convergence rates and the joint asymptotic distribution of the estimators are established. A simulation study is carried out to illustrate the performance of the proposed estimators. 相似文献
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P. M. Robinson 《Annals of the Institute of Statistical Mathematics》1986,38(1):539-549
Summary Kernel estimators of conditional expectations and joint probability densities are studied in the context of a vector-valued
stationary time series. Weak consistency is established under minimal moment conditions and under a hierarchy of weak dependence
and bandwidth conditions. Prompted by these conditions, some finite-sample theory explores the effect of serial dependence
on variability of estimators, and its implications for choice of bandwidth.
This research was supported by the ESRC. 相似文献
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A local Whittle estimator is developed to simultaneously estimate the long memory parameters for stationary anisotropic scalar random fields. It is shown that these estimators are consistent and asymptotically normal, under some weak technical conditions. A brief simulation study illustrates a practical application of the estimator. 相似文献
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The traditional approach to multivariate extreme values has been through the multivariate extreme value distribution G, characterised by its spectral measure H and associated Pickands’ dependence function A. More generally, for all asymptotically dependent variables, H determines the probability of all multivariate extreme events. When the variables are asymptotically dependent and under the assumption of unit Fréchet margins, several methods exist for the estimation of G, H and A which use variables with radial component exceeding some high threshold. For each of these characteristics, we propose new asymptotically consistent nonparametric estimators which arise from Heffernan and Tawn’s approach to multivariate extremes that conditions on variables with marginal values exceeding some high marginal threshold. The proposed estimators improve on existing estimators in three ways. First, under asymptotic dependence, they give self-consistent estimators of G, H and A; existing estimators are not self-consistent. Second, these existing estimators focus on the bivariate case, whereas our estimators extend easily to describe dependence in the multivariate case. Finally, for asymptotically independent cases, our estimators can model the level of asymptotic independence; whereas existing estimators for the spectral measure treat the variables as either being independent, or asymptotically dependent. For asymptotically dependent bivariate random variables, the new estimators are found to compare favourably with existing estimators, particularly for weak dependence. The method is illustrated with an application to finance data. 相似文献
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Philip E Cheng 《Journal of multivariate analysis》1984,15(1):63-72
For a well-known class of nonparametric regression function estimators of nearest neighbor type the uniform measure of deviation from the estimators to the true regression function is studied. Under weak regularity conditions it is shown that the estimators are uniformly consistent with probability one and the corresponding rate of convergence is near-optimal. 相似文献
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Multivariate kernel density estimators are known to systematically deviate from the true value near critical points of the density surface. To overcome this difficulty a method based on Rao–Blackwell's theorem is proposed. Local corrections of kernel density estimators are achieved by conditioning these estimators with respect to locally sufficient statistics. The asymptotic as well as the small sample size behavior of the improved estimators are studied. Asymptotic bias and variance are investigated and weak and complete consistency are derived under mild hypothesis. 相似文献
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This paper revisits some asymptotic properties of the robust nonparametric estimators of order-m and order-α quantile frontiers and proposes isotonized version of these estimators. Previous convergence properties of the order-m frontier are extended (from weak uniform convergence to complete uniform convergence). Complete uniform convergence of the order-m (and of the quantile order-α) nonparametric estimators to the boundary is also established, for an appropriate choice of m (and of α, respectively) as a function of the sample size. The new isotonized estimators share the asymptotic properties of the original ones and a simulated example shows, as expected, that these new versions are even more robust than the original estimators. The procedure is also illustrated through a real data set. 相似文献
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利用重复观测数据和加权方法给出了有重复观测时变系数一维线性结构关系EV模型中的参数估计,证明了估计的弱相合性和强相合性. 相似文献