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相依竞争风险场合下生存函数的广义自相合估计 总被引:8,自引:0,他引:8
近些年来,生存函数的非参数估计问题受到了很大的关注.首先,Kaplan 和 Meier(1958)提出了乘积限(product limit)估计,并且证明这种估计实际上也是极大似然估计.而后 Breslow 和 Crowley(1974)、F(?)ldes 和 Rejt(?)(1981)在特定的删失机制和某些连续性假定下探讨了 PL 估计(即乘积限估计)的一些基本性质.Langberg,Proschan 及Quinzi(1981)在相依竞争风险场合下进一步推广了 PL 估计,并证明了 PL 估计是强相合的.Tsai(1986)推广了 Efron 定义的自相合性,在一个风险及—个删失变量的场 相似文献
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耿贵珍 《数学的实践与认识》2016,(10):169-173
根据线性回归模型Y=Xβ+ε,E(ε)=0,COV(ε)=σ~2I,对回归系数的有偏估计c-(K,S)型估计进一步研究;讨论了c-(K,S)型估计的优良性,在一定的条件下获得β_c(K,S)估计与LS估计的相对效率的界,并由此得出在设计阵病态时,β_c(K,S)型估计的精度明显高于LS估计;最后,证明了c-(K,S)型估计的可容许性,从而有助于病态线性回归系数有偏估计的进一步改进. 相似文献
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刘爽 《纯粹数学与应用数学》2012,(1):58-66,91
研究截口上的奇异积分高阶交换子Hbmf(x),利用截口F关于核的ki(x,y)估计,在一定假设下得到了Hbm的Sharp极大函数估计和加权弱(1,1)型估计. 相似文献
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根据线性回归模型Y=Xβ+,εE(ε)=0,COV(ε)=σ2,对回归系数的有偏估计c-(K,S)型估计进一步研究;讨论了c-(K,S)型估计的基本性质;并在均方误差阵(M SEM)准则下讨论了c-(K,S)型估计相对于最小二乘估计的优良性,有助于线性回归系数有偏估计的进一步改进. 相似文献
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熵损失函数下两参数Lomax分布形状参数的Bayes估计 总被引:2,自引:0,他引:2
在熵损失函数下,讨论了两参数Lomax分布形状参数的Bayes估计和可容许估计.并讨论了一类(cT+d)~(-1)形式估计的可容许性和不可容许性. 相似文献
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研究了一个简化的新的Laplace AR(1)模型参数的条件最小二乘估计和最大拟似然估计,并讨论了它们的强相合性和渐近正态性.通过数值模拟和实际例子,说明了最大拟似然估计及模型的优越性. 相似文献
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Thomas Aronsson 《Natural Resource Modeling》1992,6(1):51-70
This paper deals with the theory and estimation of the short-run supply of roundwood under nonlinear (progressive) income taxation. The theoretical part of the paper uses the two-period consumption harvesting model to introduce nonlinear income taxes into the forest management problem and presents a simple method to determine the optimal supply of roundwood in this case. In the empirical part of the paper, the model is specified in a way suitable for econometric analysis. The estimation method is the maximum likelihood method, and the estimation results seem to support the theoretical model. Finally, some results from model simulation imply that income taxation may have a nonnegligible impact on the supply of roundwood. 相似文献
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混合Weibull分布参数估计的ECM算法 总被引:1,自引:0,他引:1
混合威布尔分布是寿命数据分析中一个重要的统计模型.但是利用传统的统计方法,如矩估计、极大似然估计等估计模型的参数比较困难.应用ECM算法详细研究了混合威布尔分布在正常工作条件下,完全数据场合、Ⅰ-型截尾和Ⅱ-截尾场合的参数估计问题.数据模拟表明利用ECM算法来估计混合威布尔分布是一种有效的方法. 相似文献
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Heqiang Han 《Applied mathematics and computation》2011,217(12):5566-5572
The auxiliary model based stochastic gradient (AM-SG) parameter estimation method is an important identification one. This paper analyzes the performances of the AM-SG estimation algorithm for multiple-input single-output systems (i.e., multivariable systems) under the strong persistent excitation condition. The analysis and simulation results indicate that the parameter estimation errors converge to zero. 相似文献
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Pareto分布族因其厚尾特点,在金融分析、寿命分析中都是非常重要的统计模型.但是对于混合双参广义Pareto分布,在模型参数估计时,传统的矩法估计和极大似然估计在理论上可以实现,实践时比较困难.本文应用EM算法之ECM算法,研究了混合广义Pareto分布在完全数据场合下的参数估计问题,并模拟说明EM算法来估计混合广义Pareto分布是一种容易实现又非常有效的方法. 相似文献
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Khurshid Ahmad Mir 《Mathematica Slovaca》2011,61(4):657-664
In this paper, a size-biased Consul distribution (SBCOND) is defined. Recurrence relations for central moments and the moments
about origin are obtained. Different estimation methods for the parameters of the model are discussed. A comparative analysis
is done among the three different estimation methods and the proposed model is compared with the generalized logarithmic series
distribution (GLSD) and simple Consul distribution. 相似文献
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Qi Wang Yinsheng Luo Xiaoxin Han 《Mathematical and Computer Modelling of Dynamical Systems: Methods, Tools and Applications in Engineering and Related Sciences》2013,19(4):376-396
ABSTRACTIn order to achieve the accurate estimation of state of charge (SOC) of the battery in a hybrid electric vehicle (HEV), this paper proposed a new estimation model based on the classification and regression tree (CART) which belongs to a kind of decision tree. The basic principle and modelling process of the CART decision tree were introduced in detail in this paper, and we used the voltage, current, and temperature of the battery in an HEV to estimate the value of SOC under the driving cycle. Meanwhile, we took the energy feedback of the HEV under the regenerative braking into consideration. The simulation data and experimental data were used to test the effectiveness of the estimation model of CART, and the results indicate that the proposed estimation model has high accuracy, the relative error of simulation is within 0.035, while the relative error of experiment is less than 0.05. 相似文献
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The MTD (mixture transition distribution) model based on Weibull distribution (WMTD model) is proposed in this paper, which is aimed at its parameter estimation. An EM algorithm for estimation is given and shown to work well by some simulations. And bootstrap method is used to obtain confidence regions for the parameters. Finally, the results of a real example--predicting stock prices--show that the WMTD model proposed is able to capture the features of the data from thick-tailed distribution better than GMTD (mixture transition distribution) model. 相似文献