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
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.
Generalized Mahalanobis depth in the reproducing kernel Hilbert spaceStatistische Hefte - Tập 52 - Trang 511-522 - 2009
Yonggang Hu, Yong Wang, Yi Wu, Qiang Li, Chenping Hou
In this paper, Mahalanobis depth (MHD) in the Reproducing Kernel Hilbert Space
(RKHS) is proposed. First, we extend the notion of MHD to a generalized version,
i.e., the generalized MHD (GHMD), to make it suitable for the small sample with
singular covariance matrix. We prove that GMHD is consistent with MHD when the
sample has a full-rank covariance matrix. Second, we further extend GMHD to
RKHS,... hiện toàn bộ