摘要:

In this paper, the importance sampling filter proposed by Mariano and Tanizaki (1995), Tanizaki (1996), Tanizaki and Mariano (1994) is extended using the antithetic Monte Carlo method to reduce the simulation errors. By Monte Carlo studies, the importance sampling filter with the antithetic Monte Carlo method is compared with the importance sampling filter without the antithetic Monte Carlo method. It is shown that for all the simulation studies the former is clearly superior to the latter especially when number of random draws is small

ISSN:0361-0918    

DOI:10.1080/03610919908813560

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

The theory of simulating multivariate gamma data with exponential marginals is presented, using multivariate normal data to generate a Wishart matrix, and then extracting the multivariate gamma vector. Only the correlation structure of the multivariate normal data must be specified in order to generate a multivariate gamma vector with the desired mean and variance ‐ covariance structure. A vector of such data is generated for a single group, and then for multiple, independent groups that may or may not be identically distributed. This method simulates positively correlated data due the fact that the correlation is a function of variance components. An example for failure time data in survival analysis is presented, including censoring and discrete covariates, and where each independent vector of multivariate gamma data has an exchangeable correlation structure

ISSN:0361-0918    

DOI:10.1080/03610919908813561

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

The hybrid spline method (H‐spline) introduced by Dias (1994) is a hybrid method of curve estimation which combines ideas of regression spline and smoothing spline methods. In the context of nonparametric regression and by using basis functions (B‐splines), this method is much faster than smoothing spline methods (e.g. (Wahba, 1990)). The H‐spline algorithm is designed to compute a solution of the penalized least square problem, where the smoothing parameter is updated jointly with the number of basis functions in a performance‐oriented iteration. The algorithm increases the number of basis functions by one until the partial affinity between two consecutive estimates satisfies a constant determined empirically

ISSN:0361-0918    

DOI:10.1080/03610919908813562

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

In this article the problem of the optimal selection and allocation of time points in repeated measures experiments is considered.D‐optimal designs for linear regression models with a random intercept and first order auto‐regressive serial correlations are computed numerically and compared with designs having equally spaced time points. When the order of the polynomial is known and the serial correlations are not too small, the comparison shows that for any fixed number of repeated measures, a design with equally spaced time points is almost as efficient as theD‐optimal design. When, however, there is no prior knowledge about the order of the underlying polynomial, the best choice in terms of efficiency is aD‐optimal design for the highest possible relevant order of the polynomial. A design with equally‐spaced time points is the second best choice

ISSN:0361-0918    

DOI:10.1080/03610919908813563

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

The problem of the entropy estimation is discussed. Modifications of the well‐known Vasicek's estimator and Correa's estimator are considered. An extensive simulation study for the comparison of all estimators under study is performed. It appears that the new estimators based on the bias correction and Jackknife behave better than the traditional ones.

ISSN:0361-0918    

DOI:10.1080/03610919908813564

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610919908813549

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor