Robust estimation using multivariate t innovations for vector autoregressive models via ECM algorithm [0.03%]
基于ECM算法的向量自回归模型的t分布残差 robust估计方法研究
Uchenna C Nduka,Tobias E Ugah,Chinyeaka H Izunobi
Uchenna C Nduka
This paper considers the vector autoregressive model of order p, VAR(p), with multivariate t error distributions, the latter being more prevalent in real life than the usual multivariate normal distribution. It is believed that the maximum-...
Jamil Ownuk,Hossein Baghishani,Ahmad Nezakati
Jamil Ownuk
While there has been considerable research on the analysis of extreme values and outliers by using heavy-tailed distributions, little is known about the semi-heavy-tailed behaviors of data when there are a few suspicious outliers. To addres...
Joint model for bivariate zero-inflated recurrent event data with terminal events [0.03%]
具有终止事件的二元零膨胀复发性事件数据联合模型
Yang-Jin Kim
Yang-Jin Kim
Bivariate recurrent event data are observed when subjects are at risk of experiencing two different type of recurrent events. In this paper, our interest is to suggest statistical model when there is a substantial portion of subjects not ex...
Analysis of interval-censored competing risks data under missing causes [0.03%]
缺失原因竞争风险区间审查数据的分析方法研究
Debanjan Mitra,Ujjwal Das,Kalyan Das
Debanjan Mitra
In this article, interval-censored competing risks data are analyzed when some of the causes of failure are missing. The vertical modeling approach has been proposed here. This approach utilizes the data to extract information to the maximu...
Navdeep Singh,Parminder Singh
Navdeep Singh
For a sequence of k independent normally distributed random samples from k populations with different means and variances, it is common to know which successive populations differ significantly with respect to a parameter. In this article, ...
The efficiency of run rules schemes for the multivariate coefficient of variation: a Markov chain approach [0.03%]
马尔可夫链在多元系数_of_变异控制图中的应用
XinYing Chew,Khai Wah Khaw,Wai Chung Yeong
XinYing Chew
Control charts are one of the important tools to monitor quality. The coefficient of variation (CV) is a common measure of dispersion in many real-life applications. Recently, CV control charts are proposed to monitor processes which do not...
A mixture model to assess perception of discrimination on grounds of sexual orientation for policy considerations [0.03%]
一种用于评估基于性取向的歧视感知的混合模型以供政策参考
Stefania Capecchi,Maurizio Curtarelli
Stefania Capecchi
The paper explores the relationships between subjective and contextual covariates as determinants of discrimination perception in a large sample survey. A modelling approach is implemented to detect the perception of discrimination on the g...
A descriptive study of variable discretization and cost-sensitive logistic regression on imbalanced credit data [0.03%]
一种基于成本敏感逻辑回归的信用数据处理方法研究
Lili Zhang,Herman Ray,Jennifer Priestley et al.
Lili Zhang et al.
Training classification models on imbalanced data tends to result in bias towards the majority class. In this paper, we demonstrate how variable discretization and cost-sensitive logistic regression help mitigate this bias on an imbalanced ...
On some aspects of a zero-inflated overdispersed model and its applications [0.03%]
关于过度离散数据零膨胀模型的若干问题及其应用研究
C Satheesh Kumar,Rakhi Ramachandran
C Satheesh Kumar
Count data with excess zeros are so common in several areas of scientific research. In particular, the zero-inflated version of count data models has been used for modelling data sets with excessive number of zeros. In this regard, zero-inf...
Analysis of batched service time data using Gaussian and semi-parametric kernel models [0.03%]
基于高斯模型和半参核模型的服务批量时间数据分析
Xueying Wang,Chunxiao Zhou,Kepher Makambi et al.
Xueying Wang et al.
Batched data is a type of data where each observed data value is the sum of a number of grouped (batched) latent ones obtained under different conditions. Batched data arises in various practical backgrounds and is often found in social stu...