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Asymptotic Theory for Multiple-Sample Semiparametric Density Ratio Models and Its Application to Mortality Forecasting

Lu, Guanhua - 2007

A multiple-sample semiparametric density ratio model, which is equivalent to a generalized logistic regression model, can be constructedby multiplicative exponential distortions of a reference distribution. Distortion functions are assumed to be nonnegative and of a known finite-dimensional...

Persistent link: https://www.econbiz.de/10009450972

Sparse Estimation and Inference for Censored Median Regression

Shows, Justin Hall - 2009

Censored median regression models have been shown to be useful for analyzing a variety of censored survival data with the robustness property. We study sparse estimation and inference of censored median regression. The new method minimizes an inverse censoring probability weighted least absolute...

Persistent link: https://www.econbiz.de/10009431200

Probabilistic Modeling of Variability and Uncertainty in Urban Air Toxics Emissions

Zhao, Yuchao - 2003

Air toxic emission factor data often contain one or more censored points below a single or multiple detection limits. Such data sets are referred to as "censored." Conventional methods used to deal with censored data sets include removing non-detects, or replacing the censored points with zero,...

Persistent link: https://www.econbiz.de/10009431307

Latent Failures and Mixed Distributions: Using Mixed Distributions and Cost Modeling to Optimize the Management of Systems with Weak Latent Defect Subpopulations

Touw, Anduin E - 2008

Under most reliability model assumptions, all failures in a population are considered to come from the same distribution. Each individual failure time is assumed to provide information about the likely failure times of all other devices in the population. However, from time to time, process...

Persistent link: https://www.econbiz.de/10009450744

Limits to Certainty in QoS Pricing and Bandwidth

Camp, L. Jean; Gideon, Carolyn - 2002

This paper explores the relationship between certainty of bandwidth and certainty of pricefor Internet services over a … statistically shared network. Both are important policyobjectives. Certainty of bandwidth is necessary if the Internet is to serve … price is important for universal service. More specifically, weillustrate that certainty of bandwidth and certainty of price …

Persistent link: https://www.econbiz.de/10009432839

Methods for estimating a conditional distribution function

Hall, Peter; Wolff, Rodney C.; Yao, Qiwei - 1999

Motivated by the problem of setting prediction intervals in time series analysis, we suggest two new methods for conditional distribution estimation. The first method is based on locally fitting a logistic model and is in the spirit of recent work on locally parametric techniques in density...

Persistent link: https://www.econbiz.de/10009437734

Nonparametric conditional inference for regression coefficients with application to configural polysampling

Ho, YHS; Lee, SMS - 2008

We consider inference procedures, conditional on an observed ancillary statistic, for regression coefficients under a linear regression setup where the unknown error distribution is specified nonparametrically. We establish conditional asymptotic normality of the regression coefficient...

Persistent link: https://www.econbiz.de/10009471396

Iterated smoothed bootstrap confidence intervals for population quantiles

Ho, YHS; Lee, SMS - 2005

This paper investigates the effects of smoothed bootstrap itera-tions on coverage probabilities of smoothed bootstrap and bootstrap-t confidence intervals for population quantiles, and establishes the opti-mal kernel bandwidths at various stages of the smoothing procedures. The conventional...

Persistent link: https://www.econbiz.de/10009471434

A Bootstrap-Regression Procedure to Capture Unit Specific Effects in Data Envelopment Analysis

Desli, Evangelia; Ray, Subhash - 2004

The Data Envelopment Analysis (DEA) efficiency score obtained for an individual firm is a point estimate without any confidence interval around it. In recent years, researchers have resorted to bootstrapping in order to generate empirical distributions of efficiency scores. This procedure...

Persistent link: https://www.econbiz.de/10009429954

Empirical Likelihood Confidence Intervals for the Ratio and Difference of Two Hazard Functions

Zhao, Meng - 2008

In biomedical research and lifetime data analysis, the comparison of two hazard functions usually plays an important role in practice. In this thesis, we consider the standard independent two-sample framework under right censoring. We construct efficient and useful confidence intervals for the...

Persistent link: https://www.econbiz.de/10009463416