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231.
232.
P. Kabaila 《Acta Appl Math》2003,78(1-3):185-192
We consider the problem of constructing a 1– upper confidence limit for the scalar parameter 0 in the presence of the nuisance parameter vector 0, when the data are discrete. The 'profile plug-in' upper confidence limit is introduced by Kabaila and Lloyd. This confidence limit is based on computing a P-value
from an estimator
of 0, replacing the nuisance parameter by the profile maximum likelihood estimate
for known, and equating to . Theoretical and numerical evidence for the good coverage properties of this confidence limit is presented by Kabaila and Lloyd. An upper confidence limit should be assessed not only by its coverage properties but also by how large this confidence limit is. We measure how large the profile plug-in upper limit is by using a large sample approximation to it. This large sample approximation is used to delineate further the good properties of this confidence limit. 相似文献
233.
A new a posteriori L2 norm error estimator is proposed for thePoisson equation. The error estimator can be applied to anisotropictetrahedral or triangular finite element meshes. The estimatoris rigorously analysed for Dirichlet and Neumann boundary conditions. The lower error bound relies on specifically designed anisotropicbubble functions and the corresponding inverse inequalities.The upper error bound utilizes non-standard anisotropic interpolationestimates. Its proof requires H2 regularity of the Poisson problem,and its quality depends on how good the anisotropic mesh resolvesthe anisotropy of the problem. This is measured by a so-calledmatching function. A numerical example supports the anisotropic error analysis. 相似文献
234.
The Bootstrap Methodology in Statistics of Extremes—Choice of the Optimal Sample Fraction 总被引:2,自引:0,他引:2
The main objective of statistics of extremes is the prediction of rare events, and its primary problem has been the estimation of the tail index , usually performed on the basis of the largest k order statistics in the sample or on the excesses over a high level u. The question that has been often addressed in practical applications of extreme value theory is the choice of either k or u, and an adaptive estimation of . We shall be here mainly interested in the use of the bootstrap methodology to estimate adaptively, and although the methods provided may be applied, with adequate modifications, to the general domain of attraction of G, , we shall here illustrate the methods for heavy right tails, i.e. for > 0. Special relevance will be given to the use of an auxiliary statistic that is merely the difference of two estimators with the same functional form as the estimator under study, computed at two different levels. We shall also compare, through Monte Carlo simulation, these bootstrap methodologies with other data-driven choices of the optimal sample fraction available in the literature. 相似文献
235.
The problem of estimating of the law
(in the space
of the paths) and the common marginal distribution for a strictly stationary ergodic process X is discussed. We show, in particular, that:(1) The empirical measure
with probability 1 converges weakly in
to
.(2) The empirical measure
corresponding to the path
, converges a.s. when T in total variation to the marginal law if and only if the local time for X exists. (3) The L
p-convergence of the empirical densities f
T to the marginal one is studied.(4) A version of the CLT for empirical densities f
T provided both the mixing properties and the local time of the underlying process are good enough is given. 相似文献
236.
Consider the stochastic partial differential equationdu
(t,x) = (t)u
(t, x)dt + dW
Q(t,x), 0 t T
where = 2/x
2, and is a class of positive valued functions. We obtain an estimator for the linear multiplier (t) and establish the consistency, rate of convergence and asymptotic normality of this estimator as 0. 相似文献
237.
Liu Huimei 《Annals of the Institute of Statistical Mathematics》2000,52(1):15-27
Let Xhave a multivariate, p-dimensional normal distribution (p 2) with unknown mean and known, nonsingular covariance . Consider testing H
0 : b
i 0, for some i = 1,..., k, and b
i 0, for some i = 1,..., k, versus H
1 : b
i < 0, for all i = 1,..., k, or b
i
< 0, for all i = 1,..., k, where b
1,..., b
k
, k 2, are known vectors that define the hypotheses and suppose that for each i = 1,..., k there is an j {1,..., k} (j will depend on i) such that b
i b
j 0. For any 0 < < 1/2. We construct a test that has the same size as the likelihood ratio test (LRT) and is uniformly more powerful than the LRT. The proposed test is an intersection-union test. We apply the result to compare linear regression functions. 相似文献
238.
Shunpu Zhang Rohana J. Karunamuni 《Annals of the Institute of Statistical Mathematics》2000,52(4):612-629
In this paper we consider the deconvolution problem in nonparametric density estimation. That is, one wishes to estimate the unknown density of a random variable X, say f
X
, based on the observed variables Y's, where Y = X + with being the error. Previous results on this problem have considered the estimation of f
X
at interior points. Here we study the deconvolution problem for boundary points. A kernel-type estimator is proposed, and its mean squared error properties, including the rates of convergence, are investigated for supersmooth and ordinary smooth error distributions. Results of a simulation study are also presented. 相似文献
239.
Simulation optimization of buffer allocations in production lines with unreliable machines 总被引:3,自引:0,他引:3
Gül Gürkan 《Annals of Operations Research》2000,93(1-4):177-216
We use a recent simulationbased optimization method, sample path optimization, to find optimal buffer allocations in tandem production lines where machines are subject to random breakdowns and repairs, and the product is fluidtype. We explore some of the functional properties of throughput of such systems and exploit these properties to prove the almost sure convergence of our optimization technique, under a regularity condition on the steady state. Utilizing a generalized semiMarkov process (GSMP) representation of the system, we derive recursive expressions to compute onesided directional derivatives of throughput, from a single simulation run. Finally, we give computational results for lines with up to 50 machines. We also compare results for smaller lines with the results from a more conventional method, stochastic approximation, whenever applicable. In these numerical studies, our method performed quite well on problems that are considered difficult by current computational standards. 相似文献
240.
G. Oppenheim M. Ould Haye M.-C. Viano 《Statistical Inference for Stochastic Processes》2000,3(1-2):53-68
This review is devoted to stationary discrete time second order processes whose covariance asymptotically behaves like an hyperbolically damped oscillating sequence. We present the two main ways of generating parametric models of this type. Then we gather some results concerning the influence of seasonality on the classical limit theorems. Finally, we present a simulation method which we use to try a semi parametric estimation procedure adapted from the non seasonal situation. 相似文献