Pub Date : 2019-04-30DOI: 10.1201/9780203493212.ch9
Rita Aggarwala
In this paper, we derive the maximum likelihood estimators of the location and scale parameters of a Laplace distribution based on progressive Type-II right censored samples. The results obtained here are a generalization of those given in Balakrishnan and Cutler (1995) for one-sided Type-II censoring.
{"title":"Maximum Likelihood Estimation of the Laplace Parameters Based on Progressive Type-II Censored Samples","authors":"Rita Aggarwala","doi":"10.1201/9780203493212.ch9","DOIUrl":"https://doi.org/10.1201/9780203493212.ch9","url":null,"abstract":"In this paper, we derive the maximum likelihood estimators of the location and scale parameters of a Laplace distribution based on progressive Type-II right censored samples. The results obtained here are a generalization of those given in Balakrishnan and Cutler (1995) for one-sided Type-II censoring.","PeriodicalId":113421,"journal":{"name":"Advances on Methodological and Applied Aspects of Probability and Statistics","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128081335","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-04-30DOI: 10.1201/9780203493212-44
A. Huzurbazar
{"title":"Modeling Time-To-Event Data Using Flowgraph Models","authors":"A. Huzurbazar","doi":"10.1201/9780203493212-44","DOIUrl":"https://doi.org/10.1201/9780203493212-44","url":null,"abstract":"","PeriodicalId":113421,"journal":{"name":"Advances on Methodological and Applied Aspects of Probability and Statistics","volume":"33 26","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114046900","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-04-30DOI: 10.1201/9780203493212.ch33
H. Vinod, R. Geddes
Vinod (1997, 1998) discuss the Godambe-Durbin theory of estimating functions (EFs) and its potential in econometrics. Here we consider a popular application of EFs called generalized estimating equations (GEE). It is typically applied to panel data, where the heteroscedasticity is analytically related to , the regression parameter, and where the dependent variable is binary. Geddes (1997) studies panel data on regulated electric utilities with exclusive geographic franchises, and the turnover of the chief executive o cer (CEO) on the job. Our GEE estimates reverse his somewhat counterintuitive result that rm performance variables do not a ect the turnover of the CEO. We test the empirical validity of predictions of (i) regulatory slack, (ii) rent seeking, and (iii) political pressure hypotheses, and reject the rst.
{"title":"Generalized Estimating Equations For Panel Data And Managerial Monitoring In Electric Utilities","authors":"H. Vinod, R. Geddes","doi":"10.1201/9780203493212.ch33","DOIUrl":"https://doi.org/10.1201/9780203493212.ch33","url":null,"abstract":"Vinod (1997, 1998) discuss the Godambe-Durbin theory of estimating functions (EFs) and its potential in econometrics. Here we consider a popular application of EFs called generalized estimating equations (GEE). It is typically applied to panel data, where the heteroscedasticity is analytically related to , the regression parameter, and where the dependent variable is binary. Geddes (1997) studies panel data on regulated electric utilities with exclusive geographic franchises, and the turnover of the chief executive o cer (CEO) on the job. Our GEE estimates reverse his somewhat counterintuitive result that rm performance variables do not a ect the turnover of the CEO. We test the empirical validity of predictions of (i) regulatory slack, (ii) rent seeking, and (iii) political pressure hypotheses, and reject the rst.","PeriodicalId":113421,"journal":{"name":"Advances on Methodological and Applied Aspects of Probability and Statistics","volume":"101 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116761340","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-04-30DOI: 10.1201/9780203493212-32
Anil K. Bera, Naresh C. Mallick
{"title":"Information Matrix Tests for the Composed Error Frontier Model","authors":"Anil K. Bera, Naresh C. Mallick","doi":"10.1201/9780203493212-32","DOIUrl":"https://doi.org/10.1201/9780203493212-32","url":null,"abstract":"","PeriodicalId":113421,"journal":{"name":"Advances on Methodological and Applied Aspects of Probability and Statistics","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126247250","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-04-30DOI: 10.1201/9780203493212.pt5
B. Billah, A. Saleh
{"title":"Performance of the PTE Based on the Conflicting W, Lr and Lm Tests In Regression Model","authors":"B. Billah, A. Saleh","doi":"10.1201/9780203493212.pt5","DOIUrl":"https://doi.org/10.1201/9780203493212.pt5","url":null,"abstract":"","PeriodicalId":113421,"journal":{"name":"Advances on Methodological and Applied Aspects of Probability and Statistics","volume":"55 1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123136449","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-04-30DOI: 10.1201/9780203493212-37
Neerja Wadhwa
{"title":"Defect Rate Estimation Using Imperfect Zero-Defect Sampling With Rectification","authors":"Neerja Wadhwa","doi":"10.1201/9780203493212-37","DOIUrl":"https://doi.org/10.1201/9780203493212-37","url":null,"abstract":"","PeriodicalId":113421,"journal":{"name":"Advances on Methodological and Applied Aspects of Probability and Statistics","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125521980","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2003-04-24DOI: 10.1201/9780203493212.PT7
B. Abraham
{"title":"Implementation of Statistical Methods in Industry","authors":"B. Abraham","doi":"10.1201/9780203493212.PT7","DOIUrl":"https://doi.org/10.1201/9780203493212.PT7","url":null,"abstract":"","PeriodicalId":113421,"journal":{"name":"Advances on Methodological and Applied Aspects of Probability and Statistics","volume":"84 6","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2003-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120835842","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2003-04-24DOI: 10.1201/9780203493212.CH8
S. Basu, S. Jammalamadaka
{"title":"Unimodality in Circular Data: A Bayes Test","authors":"S. Basu, S. Jammalamadaka","doi":"10.1201/9780203493212.CH8","DOIUrl":"https://doi.org/10.1201/9780203493212.CH8","url":null,"abstract":"","PeriodicalId":113421,"journal":{"name":"Advances on Methodological and Applied Aspects of Probability and Statistics","volume":"71 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2003-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126218260","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2003-04-24DOI: 10.1201/9780203493212.CH26
Rekha Agrawal
{"title":"Statistics In The Real World—What I’Ve Learnt In My First Year (And A Half) In Industry","authors":"Rekha Agrawal","doi":"10.1201/9780203493212.CH26","DOIUrl":"https://doi.org/10.1201/9780203493212.CH26","url":null,"abstract":"","PeriodicalId":113421,"journal":{"name":"Advances on Methodological and Applied Aspects of Probability and Statistics","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2003-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115363986","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2003-04-24DOI: 10.1201/9780203493212.PT4
R. Serfling
Generalized L-statistics, i ntroduced in Ser BLOCKINing (1984) and including classical U-statistics and L-statistics, are linear functions based on the ordered evaluations of a kernel over subsets of the sample observations. In particular, generalized median s t a tistics fall within this class and are found to fulll an interesting and potent principle, that smoothing" followed by medianing" yields a very favorable combination of eciency and robustness. Extensive asymptotic theory now available for generalized L-statistics is reviewed, including a s ymptotic normality, strong convergence, large deviation, sequential xed-width condence interval, j a c kknife, and bootstrap results, as well as Glivenko-Cantelli theory for associated empirical processes of U-statistic structure. Illustrative a pplications are treated, including nonparametric and robust location and spread estimation, nonparametric analysis of linear models, nonparametric regression, and robust parametric scale estimation for exponential distributions, equivalently tail index estimation for Pareto distributions.
广义l -统计量,在Ser BLOCKINing(1984)中引入,包括经典的u -统计量和l -统计量,是基于样本观测子集上核的有序评估的线性函数。特别地,广义中位数统计属于这一类,并且被发现实现了一个有趣而有力的原则,即平滑“之后是中位数”,产生了效率和鲁棒性的非常有利的组合。本文综述了目前广义l统计的广泛渐近理论,包括s渐近正态性、强收敛性、大偏差、序列x宽置信区间、j a c刀和自举结果,以及u统计结构相关经验过程的Glivenko-Cantelli理论。本文处理了说明性应用,包括非参数和鲁棒位置和扩展估计、线性模型的非参数分析、非参数回归和指数分布的鲁棒参数尺度估计,即帕累托分布的尾指数估计。
{"title":"Robust Estimation via Generalized L-Statistics: Theory, Applications, and Perspectives","authors":"R. Serfling","doi":"10.1201/9780203493212.PT4","DOIUrl":"https://doi.org/10.1201/9780203493212.PT4","url":null,"abstract":"Generalized L-statistics, i ntroduced in Ser BLOCKINing (1984) and including classical U-statistics and L-statistics, are linear functions based on the ordered evaluations of a kernel over subsets of the sample observations. In particular, generalized median s t a tistics fall within this class and are found to fulll an interesting and potent principle, that smoothing\" followed by medianing\" yields a very favorable combination of eciency and robustness. Extensive asymptotic theory now available for generalized L-statistics is reviewed, including a s ymptotic normality, strong convergence, large deviation, sequential xed-width condence interval, j a c kknife, and bootstrap results, as well as Glivenko-Cantelli theory for associated empirical processes of U-statistic structure. Illustrative a pplications are treated, including nonparametric and robust location and spread estimation, nonparametric analysis of linear models, nonparametric regression, and robust parametric scale estimation for exponential distributions, equivalently tail index estimation for Pareto distributions.","PeriodicalId":113421,"journal":{"name":"Advances on Methodological and Applied Aspects of Probability and Statistics","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2003-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124449428","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}