共查询到18条相似文献,搜索用时 58 毫秒
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设F,G分别表示某寿命随机变量与删失随机变量的分布函数,在不假定F、G连续的情况下该文使用点过程鞅方法证明了Kaplan-Meier估计的一类泛函的渐近正态性,并建立了一个均方误差不等式和一个概率不等式. 相似文献
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对数正态分布场合的BAYES分析和大样本的后验分布 总被引:2,自引:1,他引:1
本文绘出了对数正态分布场合中的两参数μ,σ2均未知时的Bayes分析,并给出相应的例子.讨论了大样本的后验分布,推广了[2]中的结果. 相似文献
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在响应变量满足MAR缺失机制下,我们分别研究了基于观察到的完全样本数据对、基于固定补足后的“完全洋本”和基于分数线性回归填补后的“完全洋本”得到的回归系数的最小二乘估计的弱相合性、强相合性及渐近正态性,我们还通过数值模拟,比较了基于上述估计得到的β的置信区间的优劣。 相似文献
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非平稳NA序列中心极限定理的一些结果 总被引:8,自引:0,他引:8
本文讨论了非平稳同分布NA序列的渐近正态问题,给出了两个中心极限定理,以往的文献在讨论NA序列的这些问题时,多加有强平稳的限制;但是大量问题所出现的NA序列却多为非平稳的,因此有开展研究的必要。本文在寻求摆脱平稳性限制的途径方面作了有益的尝试,所得的定理不仅可解决一大类非平稳NA序列的渐近正态问题,而且将以往的强平稳场合的结果包含为特例,具有一定的理论意义与应用价值。 相似文献
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对一维一阶一个门限的TAR模型,通过模型所构成的Markov链的遍历性,得到了其核密度估计的渐近无偏性,均方相容性和渐近正态性 相似文献
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本文在NA样本下,讨论了平均剩余寿命函数和有效函数的非参数递归型估计的相合性和渐近正态性. 相似文献
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构造了有重复观测的部分线性EV模型中的诸多参数估计, 包括回归系数、回归误差方差以及非参数函数估计, 去除了有关经典文献中关于测量误差方差已知的假设. 在一些正则条件下, 证明了所有这些估计都是强相合的, 同时获得了回归系数估计的渐近正态性、非参数函数估计的最优收敛速度. 模拟计算表明这些估计的效果优良. 相似文献
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考虑纵向数据下混合效应EV模型。对带有惩罚项的Profile广义最小二乘方法进行了修正。利用矩估计法和ML-based EM算法给出了固定效应,随机效应以及协方差阵的估计。在一般的条件下,给出了固定效应估计的强相合性和渐近正态性,并对所提出的各种估计进行了模拟研究。模拟效果不错。 相似文献
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We study the large-sample properties of a class of parametric mixture models with covariates for competing risks. The models allow general distributions for the survival times and incorporate the idea of long-term survivors. Asymptotic results are obtained under a commonly assumed independent censoring mechanism and some modest regularity conditions on the survival distributions. The existence, consistency, and asymptotic normality of maximum likelihood estimators for the parameters of the model are rigorously derived under general sufficient conditions. Specific conditions for particular models can be derived from the general conditions for ready check. In addition, a likelihood-ratio statistic is proposed to test various hypotheses of practical interest, and its asymptotic distribution is provided. 相似文献
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本文构造了竞争风险场合分布函数的乘积极限(PL)型估计,运用经验过程的强逼近理论及Toylor展开方法,给出了PL型估计在全直线上的强一致收敛速度及其充分必要条件。 相似文献
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本文构造了竞争风险场合分布函数的乘积极限(PL)型估计,运用经验过程的逼近理论及Taylor展开方法,给出了PL型估计在全直线上的弱一致收敛速度及其充分必要条件。 相似文献
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In this paper we are concerned with a model of a Walrasian exchange economy in which the preferences and endowments of the agents are random. Stochastic interaction among the agents is formally described in terms of dependency neighborhoods. The main result concerns a characterization of the distribution of market-clearing equilibrium prices in a large economy. The paper establishes conditions for asymptotic normality of appropriately normalized equilibrium prices. 相似文献
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Linear mixed models (LMMs) have become an important statistical method for analyzing cluster or longitudinal data. In most cases, it is assumed that the distributions of the random effects and the errors are normal. This paper removes this restrictions and replace them by the moment conditions. We show that the least square estimators of fixed effects are consistent and asymptotically normal in general LMMs. A closed-form estimator of the covariance matrix for the random effect is constructed and its consistent is shown. Based on this, the consistent estimate for the error variance is also obtained. A simulation study and a real data analysis show that the procedure is effective. 相似文献
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In this paper, we give a definition of the alternating iterative maximum likelihood estimator (AIMLE) which is a biased estimator. Furthermore we adjust the AIMLE to result in asymptotically unbiased and consistent estimators by using a bootstrap iterative bias correction method as in Kuk (1995). Two examples and simulation results reported illustrate the performance of the bias correction for AIMLE. 相似文献