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A class of statistical models to weaken independence in two-way contingency tables
Springer Science and Business Media LLC - Tập 73 - Trang 1-22 - 2009
In this paper we study a new class of statistical models for contingency tables. We define this class of models through a subset of the binomial equations of the classical independence model. We prove that they are log-linear and we use some notions from Algebraic Statistics to compute their sufficient statistic and their parametric representation. Moreover, we show how to compute maximum likeliho......
Optimal Designs for Asymmetric Linear Paired Comparisons with a Profile Strength Constraint
Springer Science and Business Media LLC - Tập 64 Số 1 - Trang 109-119 - 2006
Derivation of a joint occupancy distribution via a bivariate inclusion and exclusion formula
Springer Science and Business Media LLC - Tập 62 - Trang 149-160 - 2005
Consider a supply of balls randomly distributed into n distinguishable urns and assume that the number
of balls distributed into any specific urn is a random variable with probability function
. The joint probability function and binomial moments of the number K
i
of urns occupied by i balls......
Limit theorems for the spacings of weak records
Springer Science and Business Media LLC - Tập 75 - Trang 163-180 - 2010
Let W(1), W(2), . . . be weak record values obtained from a sample of independent variables with common discrete distribution. In the present paper, we derive weak and strong limit theorems for the spacings W(n + m) − W(n), m ≥ 1, n → ∞.
CUMIN charts
Springer Science and Business Media LLC - Tập 70 - Trang 111-130 - 2008
Classical control charts are very sensitive to deviations from normality. In this respect, nonparametric charts form an attractive alternative. However, these often require considerably more Phase I observations than are available in practice. This latter problem can be solved by introducing grouping during Phase II. Then each group minimum is compared to a suitable upper limit (in the two-sided c......
Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
Springer Science and Business Media LLC - Tập 84 - Trang 713-750 - 2020
This paper proposes a penalized maximum quasi-likelihood (PMQL) estimation that can solve the problem of order selection and parameter estimation regarding the pth-order integer-valued time series models. The PMQL estimation can effectively delete the insignificant orders in model. By contrast, the significant orders can be retained and their corresponding parameters are estimated, simultaneously.......
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