Tests of fit for the Gumbel distribution: EDF-based tests against entropy-based tests [0.03%]
适合Gumbel分布的拟合优度检验：基于EDF的检验与基于熵的检验
Hadi Alizadeh Noughabi,Jalil Jarrahiferiz
Hadi Alizadeh Noughabi
In this article, we propose some tests of fit based on sample entropy for the composite Gumbel (Extreme Value) hypothesis. The proposed test statistics are constructed using different entropy estimates. Through a Monte Carlo simulation, cri...
Assessing the lifetime performance index with Lomax distribution based on progressive type I interval censored sample [0.03%]
基于逐步一类区间删失样本评估Lomax分布下的生命周期性能指数
Xuehua Hu,Wenhao Gui
Xuehua Hu
In manufacturing industry, the lifetime performance index C L is applied to evaluate the larger-the-better quality features of products. It can quickly show whether the lifetime performance of products meets the desired level. In this arti...
Bivariate negative binomial regression model with excess zeros and right censoring: an application to Indonesian data [0.03%]
具有过多零计数和右删失的负二项回归模型的双变量形式及其在印尼数据中的应用
Seyed Ehsan Saffari,John Carson Allen
Seyed Ehsan Saffari
We propose a bivariate hurdle negative binomial (BHNB) regression model with right censoring to model correlated bivariate count data with excess zeros and few extreme observations. The parameters of the BHNB regression model are obtained u...
Multiple imputation of longitudinal categorical data through bayesian mixture latent Markov models [0.03%]
基于贝叶斯混合潜马克夫模型的纵向类别数据多重插补法
Davide Vidotto,Jeroen K Vermunt,Katrijn Van Deun
Davide Vidotto
Standard latent class modeling has recently been shown to provide a flexible tool for the multiple imputation (MI) of missing categorical covariates in cross-sectional studies. This article introduces an analogous tool for longitudinal stud...
Dynamic Bayesian adjustment of anticipatory covariates in retrospective data: application to the effect of education on divorce risk [0.03%]
动态贝叶斯前瞻性协变量调整在回顾性数据中的应用：对受教育程度与离婚风险关系的估计
Parfait Munezero,Gebrenegus Ghilagaber
Parfait Munezero
We address a problem in inference from retrospective studies where the value of a variable is measured at the date of the survey but is used as covariate to events that have occurred long before the survey. This causes problem because the v...
M Hemavathi,Eldho Varghese,Shashi Shekhar et al.
M Hemavathi et al.
Rotatable designs that are available for process/ product optimization trials are mostly symmetric in nature. In many practical situations, response surface designs (RSDs) with mixed factor (unequal) levels are more suitable as these design...
Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk [0.03%]
巴西股市的风险分析：用于计算价值风险的 copula-APARCH 模型
Marcela de Marillac Carvalho,Thelma Sáfadi
Marcela de Marillac Carvalho
Risk management of stock portfolios is a fundamental problem for the financial analysis since it indicates the potential losses of an investment at any given time. The objective of this study is to use bivariate static conditional copulas t...
The process of transferring negative impulses in capital markets - a wavelet analysis [0.03%]
资本市场负面信息传播的过程——小波分析法
Milda Maria Burzala
Milda Maria Burzala
The empirical research that is presented herein deals with the process of transferring negative impulses in capital markets during the subprime crisis (contagion, comovements, crisis transmission and shocks). A significant and positive cont...
The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change [0.03%]
一种同时检测均值和方差变化的CUSUM和EWMA多图的优化方法研究
Gideon Mensah Engmann,Dong Han
Gideon Mensah Engmann
This article considers the problem of jointly monitoring the mean and variance of a process by multi-chart schemes. Multi-chart is a combination of several single charts which detects changes in a process quickly. Asymptotic analyses and si...
High precision implementation of Steck's recursion method for use in goodness-of-fit tests [0.03%]
Steck拟合优度检验递推计算的高精度实现方法研究
Jiefei Wang,Jeffrey C Miecznikowski
Jiefei Wang
Classical continuous goodness-of-fit (GOF) testing is employed for examining whether the data come from an assumed parametric model. In many cases, GOF tests assume a uniform null distribution and examine extreme values of the order statist...