Practical considerations of the jackknife estimator of variance for generalized estimating equationsStatistische Hefte - - 1997
Andreas Ziegler
Lipsitz, Dear and Zhao (1994) proposed a “one-step” Jackknife estimator of the variance based on Wu's (1986) jackknife and showed its asymptotic equivalence to the robust variance estimator of White (1982) and Liang and Zeger (1986). In this paper an asymptotically equivalent estimator is proposed which avoids the Newton-Raphson or Fisher scoring step of the estimator proposed by Lipsitz, Dear and...... hiện toàn bộ
BuchbesprechungenStatistische Hefte - Tập 28 - Trang 159-161 - 1987
H. Rieder, A. Ungerer
A multilateral index number system based on the factorial approachStatistische Hefte - Tập 27 - Trang 297-313 - 1986
D. S. Prasada Rao, K. S. Banerjee
This paper examines the multilateral index number system proposed in Banerjee (1980). It is shown that the Banerjee multilateral system is consistent but not base invariant. An alternative multilateral system, consistent and base invariant, is proposed in this paper which utilizes the factorial index number formula for pairwise comparisons.
On proportional odds modelsStatistische Hefte - Tập 49 - Trang 779-789 - 2007
P. G. Sankaran, K. Jayakumar
Recently, Marshall and Olkin (Biometrika 84(3):641–652 1997) introduced a family of distributions by adding a new parameter to a survival function. In this paper, we give physical interpretation of the family using odds function. It is shown that the family of distributions satisfies the property of proportional odds function. We, then, develop a generalized family and study its properties. Furthe...... hiện toàn bộ
Moment inequalities for m-negatively associated random variables and their applicationsStatistische Hefte - Tập 58 - Trang 911-928 - 2015
Aiting Shen, Yu Zhang, Benqiong Xiao, Andrei Volodin
The moment inequalities for m-NA random variables, especially the Marcinkiewicz–Zygmund type inequality and Rosenthal type inequality are established and the Khintchine–Kolmogorov convergence theorem and the three series theorem for m-NA random variables are also obtained. As one application of the moment inequalities, we study the large deviation for least squares estimator in nonlinear regressio...... hiện toàn bộ
Extremes of nonexchangeabilityStatistische Hefte - Tập 48 - Trang 329-336 - 2007
Roger B. Nelson
For identically distributed random variables X and Y with joint distribution function H, we show that the supremum of |H(x,y)-H(y,x)| is 1/3. Using copulas, we define a measure of nonexchangeability, and study maximally nonexchangeable random variables and copulas. In particular, we show that maximally nonexchangeable random variables are negatively correlated in the sense of Spearman's rho.