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Recurrent event data occur in many fields and many approaches have been proposed for their analyses (Andersen et al. (1993) [1]; Cook and Lawless (2007) [3]). However, most of the available methods allow only time-independent covariate effects, and sometimes this may not be true. In this...
Persistent link: https://www.econbiz.de/10008521092
Multivariate panel count data arise in event history studies on recurrent events if there exist several related events and study subjects can be examined or observed only at discrete time points instead of over continuous periods. In these situations, a complicated issue that may arise is that...
Persistent link: https://www.econbiz.de/10010678849
A test to assess if a sample comes from a multivariate skew-normal distribution is proposed. The test statistic is obtained from the canonical form of the multivariate skew-normal distribution and its null distribution is derived. The power of the proposed test is evaluated through Monte Carlo...
Persistent link: https://www.econbiz.de/10010776647
We propose here a robust extension of the bivariate Birnbaum–Saunders (BS) distribution derived recently by Kundu et al. (2010). This extension is based on scale mixtures of normal (SMN) distributions that are used for modeling symmetric data. This type of bivariate Birnbaum–Saunders...
Persistent link: https://www.econbiz.de/10011041898
Nested parameter spaces, either in the null or alternative hypothesis, often enable an improvement in the performance of the tests. In this context, order restricted inference has not been studied in detail. Divergence based measures provide a flexible tool for proposing some useful test...
Persistent link: https://www.econbiz.de/10011041941
In this paper, we compare the largest order statistics arising from independent heterogeneous gamma random variables based on the likelihood ratio order. Let X1,…,Xn be independent gamma random variables with Xi having shape parameter r∈(0,1] and scale parameter λi, i=1,…,n, and let Xn:n...
Persistent link: https://www.econbiz.de/10011041973
A formula for the determinant of a matrix in terms of powers of traces is presented. Then, some expansions for powers of determinants of positive definite matrices in terms of zonal polynomials are derived. By making use of these, the associated elliptical families of matrix-variate...
Persistent link: https://www.econbiz.de/10011041980
Birnbaum and Saunders introduced in 1969 a two-parameter lifetime distribution which has been used quite successfully to model a wide variety of univariate positively skewed data. Diaz-Garcia and Leiva-Sanchez [8] proposed a generalized Birnbaum–Saunders distribution by using an elliptically...
Persistent link: https://www.econbiz.de/10011042008
The Generalized Inverse Gaussian (GIG) distribution has found many interesting applications; see Jørgensen  [24]. This rich family includes some well-known distributions, such as the inverse Gaussian, gamma and exponential, as special cases. These distributions have been used as the mixing...
Persistent link: https://www.econbiz.de/10011042075
We compare the hazard rate functions of the largest order statistic arising from independent heterogeneous gamma random variables and that arising from i.i.d. gamma random variables. Specifically, let X1,…,Xn be independent gamma random variables with Xi having shape parameter 0r≤1 and scale...
Persistent link: https://www.econbiz.de/10011042081