• 제목/요약/키워드: Order Statistics

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Influence diagnostics for skew-t censored linear regression models

  • Marcos S Oliveira;Daniela CR Oliveira;Victor H Lachos
    • Communications for Statistical Applications and Methods
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    • 제30권6호
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    • pp.605-629
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    • 2023
  • This paper proposes some diagnostics procedures for the skew-t linear regression model with censored response. The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and student's-t distributions as special cases. Inspired by the power and wide applicability of the EM-type algorithm, local and global influence analysis, based on the conditional expectation of the complete-data log-likelihood function are developed, following Zhu and Lee's approach. For the local influence analysis, four specific perturbation schemes are discussed. Two real data sets, from education and economics, which are right and left censoring, respectively, are analyzed in order to illustrate the usefulness of the proposed methodology.

Some Properties of Sequential Point Estimation of the Mean

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • 제16권3호
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    • pp.657-663
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    • 2005
  • Under the minimum risk point estimation formulation of Robbins(1959), we consider the sequential point estimation problem for normal population $N({\theta},\;{\theta})$ with unknown parameter ${\theta}$. In the case of completely unknown ${\theta}$, Stein's(1945) two-stage procedure is known to enjoy the consistency property, but it is not even first-order efficient. In the case when ${\theta}>{\theta}_L\;where\;{\theta}_L(>0)$ is known, the revised two-stage procedure is shown to enjoy all the usual second-order properties.

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Minimax Average MSE Designs for Estimating Mean Responses

  • Joong-Yang Park
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.93-101
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    • 1996
  • The unknown response function is usually approximated by a low order polynomial model. Such an approximation always accompanies bias due to model departure. The minimax Average MSE (AMSE) designs are suggested for estimating mean responses. A class of first order minimax AMSE designs is derived and a specific first order minimax AMSE design is selected from the class by optimizing the secondary criterion related to the power of the lack of fit test.

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Construction of Second Order Slope Rotatable Designs Using Symmetrical Unequal Block Arrangements with Two Unequal Block Sizes

  • Babu, B.Re.Victor
    • Journal of the Korean Statistical Society
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    • 제31권2호
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    • pp.153-161
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    • 2002
  • A new method of construction of second order slope rotatable designs (SOSRD) using symmetrical unequal block arrangements (SUBA) with two unequal block sizes is suggested. The proposed method may sometimes lead to designs with less number of design points than those available in the literature. Further, bounds for the parameters of SOSRD are also obtained.

RADIAL OSCILLATION OF LINEAR DIFFERENTIAL EQUATION

  • Wu, Zhaojun
    • 대한수학회보
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    • 제49권5호
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    • pp.911-921
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    • 2012
  • In this paper, the radial oscillation of the solutions of higher order homogeneous linear differential equation $$f^{(k)}+A_{n-2}(z)f^{(k-2)}+{\cdots}+A_1(z)f^{\prime}+A_0(z)f=0$$ with transcendental entire function coefficients is studied. Results are obtained to extend some results in [Z. Wu and D. Sun, Angular distribution of solutions of higher order linear differential equations, J. Korean Math. Soc. 44 (2007), no. 6, 1329-1338].

Higber Order Expansions of the Cumulants and the Modified Normalizing Process of Multi-dimensional Maximum Likelihood Estimator

  • Jonghwa Na
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.305-318
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    • 1999
  • In this paper we derive the higher order expansions of the first four cumulants of multi-dimensional Maximum Likelihood Estimator (MLE) under the general parametric model up to and including terms of order O({{{{ {n }^{-1 } }}}}) Also we obtain the explicit form of the expansion of the normalizing trans formation of multi-dimensional MLE and show that the suggested normalizing process is much better than the normal approximation based on central limit theorem through example.

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고차스펙트럼을 이용한 비선형 시스템의 해석에 관한 연구 (A Study on the Analysis of Non linear system using Higher order spectrum)

  • 이민호
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 1998년도 춘계학술대회 논문집
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    • pp.245-250
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    • 1998
  • This thesis is concerned with the development of useful engineering techniques to detect and analyze nonlinearities in mechanical systems. The methods developed are based on the concepts of higher order spectra, in particular the bispectrum and trispectrum, and the Volterra series. The study of higher order statistics has been dominated by work on the bispectrum. The bispectrum can be viewed as a decomposition of the third moment(skewness) of a signal over frequency and as such is blind to symmetric nonlinearities.

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EXISTENCE OF PERIODIC SOLUTIONS WITH PRESCRIBED MINIMAL PERIOD FOR A FOURTH ORDER NONLINEAR DIFFERENCE SYSTEM

  • LIU, XIA;ZHOU, TAO;SHI, HAIPING
    • Journal of applied mathematics & informatics
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    • 제36권5_6호
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    • pp.491-504
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    • 2018
  • In this article, we consider a fourth order nonlinear difference system. By making use of the critical point theory, we obtain some new existence theorems of at least one periodic solution with minimal period. Our main approach used in this article is the variational technique and the Saddle Point Theorem.

On Second Order Probability Matching Criterion in the One-Way Random Effect Model

  • Kim, Dal Ho;Kang, Sang Gil;Lee, Woo Dong
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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    • pp.29-37
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    • 2001
  • In this paper, we consider the second order probability matching criterion for the ratio of the variance components under the one-way random effect model. It turns out that among all of the reference priors given in Ye(1994), the only one reference prior satisfies the second order matching criterion. Similar results are also obtained for the intraclass correlation as well.

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