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Standby system with general repair, reboot delay, switching failure and unreliable repair facility—A statistical standpoint

Hsu, Ying-Lin; Ke, Jau-Chuan; Liu, Tzu-Hsin - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 11, pp. 2400-2413

This study statistically examines an availability system with reboot delay, standby switching failures and an unreliable repair facility, which consists of two active components and one warm standby. The time-to-failure and the reboot time are assumed to be exponentially distributed. The repair...

Persistent link: https://www.econbiz.de/10011050243

Inference in stochastic frontier analysis with dependent error terms

El Mehdi, Rachida; Hafner, Christian M. - In: Mathematics and Computers in Simulation (MATCOM) 102 (2014) C, pp. 104-116

bootstrap algorithm which is suitable for the dependence case. This allows us to estimate the efficiency percentile confidence …

Persistent link: https://www.econbiz.de/10010785223

Inference in stochastic frontier analysis with dependent error terms

El Mehdi, Rachida; Hafner, Christian M. - In: Mathematics and Computers in Simulation (MATCOM) 102 (2014) C, pp. 131-143

bootstrap algorithm which is suitable for the dependence case. This allows us to estimate the efficiency percentile confidence …

Persistent link: https://www.econbiz.de/10010870390

Burbea–Rao divergence based statistics for testing uniform association

Jiménez-Gamero, M.D.; Alba-Fernández, M.V.; … - In: Mathematics and Computers in Simulation (MATCOM) 99 (2014) C, pp. 1-18

distribution of the test statistic are studied: an estimation of the asymptotic null distribution and a bootstrap estimator. The …

Persistent link: https://www.econbiz.de/10011050218

Bootstrapping divergence statistics for testing homogeneity in multinomial populations

Alba-Fernández, V.; Jiménez-Gamero, M.D. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 12, pp. 3375-3384

to approximate it, the bootstrap. We show that the bootstrap yields a consistent distribution estimator. We also study by … simulation the finite sample performance of the bootstrap distribution and compare it with the asymptotic approximation. From the … simulations it can be concluded that it is worth calculating the bootstrap estimator, because it is more accurate than the …

Persistent link: https://www.econbiz.de/10011050843

Comparing distributions with bootstrap techniques: An application to global solar radiation

Mora, Juan; Mora-López, Llanos - In: Mathematics and Computers in Simulation (MATCOM) 81 (2010) 4, pp. 811-819

requires the use of a smooth bootstrap procedure to compute critical values. The application of the similarity test to the …

Persistent link: https://www.econbiz.de/10011050895

Estimating Rao’s statistic distribution for testing uniform association in cross-classifications

Alba-Fernández, V.; Jiménez-Gamero, M.D. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 10, pp. 1978-1990

bootstrapping. We show that the bootstrap yields a consistent null distribution estimator. The finite sample performance of the … bootstrap estimator is studied by simulation. We also compare it empirically with the asymptotic null approximation. From the … simulations it can be concluded that it is worth calculating the bootstrap estimator, because it is more accurate than the …

Persistent link: https://www.econbiz.de/10011051057

Multiple forecasts with autoregressive time series models: case studies

Chan, W.S; Cheung, S.H; Wu, K.H - In: Mathematics and Computers in Simulation (MATCOM) 64 (2004) 3, pp. 421-430

normality which are commonly encountered in business and economic time series. In this article, we explore the bootstrap methods … proposed bootstrap procedures, several macro-economic time series are selected for illustrative purposes. The selected series …

Persistent link: https://www.econbiz.de/10010748479

The mixed trunsored model with applications to SARS

Hirose, Hideo - In: Mathematics and Computers in Simulation (MATCOM) 74 (2007) 6, pp. 443-453

The trunsored model, which is a new incomplete data model regarded as a unified model of the censored and truncated models in lifetime analysis, can not only estimate the ratio of the fragile population to the mixed fragile and durable populations or the cured and fatal mixed populations, but...

Persistent link: https://www.econbiz.de/10010748733

Modified tests for variance changes in autoregressive regression

Jin, Hao; Zhang, Jinsuo - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 6, pp. 1099-1109

residual CUSUM of squares test (RCUSQ) statistic. The RCUSQ test is based on the bootstrap method introduced to eliminate the …

Persistent link: https://www.econbiz.de/10010749105