Showing papers in "Journal of Statistical Planning and Inference in 2009"

TL;DR: In this paper, the distributional transform of a random variable, some of its applications, and some related multivariate distributional transformations are reviewed, as well as the multivariate quantile transform and some of their applications.

TL;DR: The cumulative entropy is introduced and studied, which is a new measure of information alternative to the classical differential entropy and is particularly suitable to describe the information in problems related to ageing properties of reliability theory based on the past and on the inactivity times.

TL;DR: In this article, a first-order integer-valued autoregressive process with geometric marginal distributions is introduced based on negative binomial thinning, and the parameters of the process are obtained using the methods of conditional least squares, Yule-Walker and maximum likelihood.

TL;DR: Graphical methods for evaluating design performance for several important response surface problems are discussed and it is shown how these techniques can be used to compare competing designs.

TL;DR: An approach for linking the behaviour of mathematical models with inferences about the physical systems which the models represent is described, termed reified analysis, based on coherent assessment of the implications of deficiencies in the mathematical model.

TL;DR: In this article, the authors propose new estimators for the parameters of a partial functional linear model which explores the relationship between a scalar response variable and mixed-type predictors, and asymptotic properties of the proposed estimators are established and finite sample behavior is studied through a small simulation experiment.

TL;DR: In this article, the authors consider the class of degradation-threshold-shock models (DTS models) in which failure is due to the competing causes of degradation and trauma, and derive the likelihood function for the joint observation of failure times and degradation data at discrete times.

TL;DR: In this paper, the authors developed a flexible cure rate survival model by assuming the number of competing causes of the event of interest to follow the Conway-Maxwell Poisson distribution, which includes as special cases some of the well-known cure rate models discussed in the literature.

TL;DR: In this article, a general family of estimators for estimating population mean using known value of some population parameter(s) was adapted to the stratified random sampling and motivated by the estimator in Searls [1964], the expressions of bias and MSE of the adapted and proposed families are derived in a general form.

TL;DR: In this paper, the adaptive LASSO estimator has been shown to have non-normal distributions in both finite and large-sample distributions, regardless of the choice of the tuning parameter, and the uniform convergence rate is shown to be slower than n - 1 / 2 in case the estimator is tuned to perform consistent model selection.

TL;DR: In this article, a variable selection method via the Dantzig selector, proposed by Candes and Tao [2007], is studied and compared to existing methods in the literature and is more efficient at estimating the model size.

TL;DR: In this paper, a k-step-stress accelerated life-testing is considered with an equal step duration τ, where censoring is allowed at each point of stress change (viz., i τ, i = 1, 2, …, k ).

TL;DR: In this article, a step stress accelerated life testing model is presented to obtain the optimal hold time at which the stress level is changed, and an experimental test is designed to minimize the asymptotic variance of reliability estimate at time ζ.

TL;DR: In this paper, the authors consider several procedures to detect changes in the mean or the covariance structure of a linear process based on the weighted CUSUM process and derive the limit distributions of the test statistics under the no change null hypothesis.

TL;DR: In this article, the authors apply the stochastic approximation method to construct a large class of recursive kernel estimators of a probability density, including the one introduced by Hall and Patil.

TL;DR: In this paper, a generalization of statistical estimation of the reliability characteristics of real life time data is presented. And the concept of the empirical reliability function as well as Bayesian reliability estimation procedures are generalized.

TL;DR: In this article, an extension of the Gaussian max-stable process is developed, enabling data from a number of locations to be modelled under a more flexible framework than in previous applications.

TL;DR: In this paper, the authors utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm, which is an attractive class of asymmetric heavy-tailed distributions.

TL;DR: In this article, a piecewise deterministic Markov process (PDMP) is used to model the evolution of a degradation mechanism that may arise in various structural components, namely, the fatigue crack growth.

TL;DR: In this article, a semi-parametric class of distributions including exponential, Weibull, Pareto, Burr type XII and so on is considered, and the results are presented under the balanced versions of two well-known loss functions, namely squared error loss (SEL) and Varian's linear-exponential (LINEX) loss.

TL;DR: A covering array CA (N ; t, k, v ) is an N × k array, in which in every N × t subarray, each of the v t possible t-tuples over v symbols occurs at least once as discussed by the authors.

TL;DR: In this article, the authors collected several results about copula-based models, especially concerning regression models, by focusing on some insurance applications, by collecting several results from a review paper.

TL;DR: In this article, the estimation methods of three-dimensional ROC surfaces with nonparametric and semiparametric estimators are provided as a basis for statistical inference, and simulation studies are performed to assess the validity of their proposed methods in finite samples.

TL;DR: In this paper, the authors considered the problem of optimal allocation of K active redundancies to n independent and identical components of a series system with respect to the usual stochastic order and to the hazard rate order.

TL;DR: A new family of copulas is introduced that provides flexible dependence structure while being tractable and simple to use for multivariate discrete data modeling and the cumulative distribution function is simply the product of univariate normal distributions.

TL;DR: In this article, the problem of constructing confidence interval for a Weibull mean and setting prediction limits for future samples is considered, and the proposed methods are conceptually simple and easy to use, and can be easily extended to the type II censored samples, and they can be used to find approximate inferential procedures for type I censored samples.

TL;DR: In this paper, the authors proposed score tests for overdispersion based on the ZIGP model and illustrated that the derived score statistics are exactly the same as the score statistics under the ZINB model.

TL;DR: A linear programming approach which uses the causal risk difference (RD(C)) as the objective function and provides minimum and maximum values that RD(C) can achieve under any set of linear constraints on the potential response type distribution is applied.

TL;DR: The properties of Kendall and Spearman correlation coefficients are studied—which have better properties and are invariant under monotone transformations—used at the place of Pearson coefficients.

TL;DR: A recently introduced measure of divergence, the so-called BHHJ measure, is investigated and a new model selection criterion the divergence information criterion (DIC) based on this measure is proposed.