DiscussionAnnals of the Institute of Statistical Mathematics - Tập 43 - Trang 21-45 - 1991
Change point estimation in non-monotonic aging modelsAnnals of the Institute of Statistical Mathematics - Tập 47 - Trang 483-491 - 1995
Murari Mitra, Sujit K. Basu
The problem of estimating change points in various non-monotonic aging models is
considered. A general methodology for consistent estimation of the change point
is developed and applied to non-monotonic aging models based on the hazard rate
function as well as on the mean residual life function.
Density Estimation with Replicate Heteroscedastic MeasurementsAnnals of the Institute of Statistical Mathematics - Tập 63 - Trang 81-99 - 2009
Julie McIntyre, Leonard A. Stefanski
We present a deconvolution estimator for the density function of a random
variable from a set of independent replicate measurements. We assume that
measurements are made with normally distributed errors having unknown and
possibly heterogeneous variances. The estimator generalizes well-known
deconvoluting kernel density estimators, with error variances estimated from the
replicate observations. We... hiện toàn bộ
On Some Tests of the Covariance Matrix Under General ConditionsAnnals of the Institute of Statistical Mathematics - Tập 58 - Trang 101-114 - 2006
Arjun K. Gupta, Jin Xu
We consider the problem of testing the hypothesis about the covariance matrix of
random vectors under the assumptions that the underlying distributions are
nonnormal and the sample size is moderate. The asymptotic expansions of the null
distributions are obtained up to n −1/2. It is found that in most cases the null
statistics are distributed as a mixture of independent chi-square random
variables... hiện toàn bộ