摘要:

AbstractThis paper considers extensions of the Daniels generalized measures of association (Daniels 1944) to censored data. A number of existing tests for the detection of association in the presence of right‐censoring (Gehan 1965; Efron 1967; Brown, Hollander and Korwar 1974; Weier and Basu 1980) are seen to be special cases of the Daniels coefficient under particular scoring schemes. The Daniels coefficient provides a very general framework for the construction of tests and a number of other scoring schemes, simplifying to give well known tests in the non‐censored case, are considered. In this paper we focus attention on tests which are, in some sense, non‐parametric with respect to both variables, i.e. the explanatory variable as well as the failure time variable, such a property, though, not necessarily implying rank invariance. Parametric tests can be seen to fit in with the same formulation although no exploration of this approach is given here. Moving away from the null hypothesis of no association, it is also possible to obtain population measures of association applicable to right censored data. These will not in general converge to their non‐censored equivalents although, for a large family of cases studied, they do come very close. We illustrate these findings by some simu

ISSN:8755-0024    

DOI:10.1002/asm.3150110202

出版商:John Wiley&Sons, Ltd.    

年代:1995

数据来源: WILEY

摘要:

AbstractMany biological and medical studies have as a response of interest the time to occurrence of some event, such as the occurrence of a particular symptom or disease, remission, relapse, death due to some specific disease, or simply death. In this paper we study the problem of assessing the effect of potential risk factors on the outcome event of interest through a parametric or semi‐parametric frailty model where the lifetimes have a reason to be considered dependent. This dependence may arise because of multiple endpoints within the same individual or because, when studying a single endpoint, there are natural groupings between study subjects. The objective of this paper is to extend both parametric and semi‐parametric approaches to regression analysis in which the lifetimes of individuals in a group are effected by the same random frailty which follows a positive stable distribution. Some comparisons of the properties of this frailty distribution with other frailty distributions are made and an example which assesses the effect of a treatment in a litter‐matched tumorigenesis study is pres

ISSN:8755-0024    

DOI:10.1002/asm.3150110203

出版商:John Wiley&Sons, Ltd.    

年代:1995

数据来源: WILEY

摘要:

AbstractAn optimal empirical Bayesian stopping rule for the Poisson compounded with the geometric distribution is developed and applied to the problem of the sequential testing of computer software. For each checkpoint in time, either the software satisfies a desired economic criterion, or else the software testing is continued.

ISSN:8755-0024    

DOI:10.1002/asm.3150110204

出版商:John Wiley&Sons, Ltd.    

年代:1995

数据来源: WILEY

摘要:

AbstractThis article presents a non‐parametric estimator of a survival function in a proportional hazard model when some of the data are censored on the left and some are censored on the right. The proposed method generalizes the work of Ebrahimi (1985). Uniformly strong consistency and asymptotic normality of the estimator are proved. A computer simulation study is presented to analyse the behaviour of the estimator when model assumptions fit the data and when they do not fi

ISSN:8755-0024    

DOI:10.1002/asm.3150110205

出版商:John Wiley&Sons, Ltd.    

年代:1995

数据来源: WILEY

摘要:

AbstractA periódic cointegration model is proposed to describe quarterly observed consumption. This model allows the cointegrating vectors and the adjustment parameters to vary with the seasons. Its links are discussed with an often considered standard economic theoretical model for macroeconomic variables like consumption. A simple empirical model specification strategy is given and applied to Austrian consumption and income data

ISSN:8755-0024    

DOI:10.1002/asm.3150110206

出版商:John Wiley&Sons, Ltd.    

年代:1995

数据来源: WILEY

摘要:

AbstractIn this paper the authors introduce and study a model of failures and repairs of units with discrete lifetimes. They suppose that a unit has a sequence of tasks to perform and that its lifetime is measured by the number of tasks performed before its final, fatal failure. Upon a failure the unit may be repaired (with some probability) and then it may attempt again to perform the current task. The unit dies when (with some probability) a repair cannot be completed. We derive some stochastic comparisons of pairs of such models. The stochastic comparisons are then applied for obtaining results regarding the inheritance of several aging properties by the repaired unit. Various examples illustrate the applicability of the model. Some variants of the model of this paper can be viewed as discrete analogues of the notion of imperfect repair.

ISSN:8755-0024    

DOI:10.1002/asm.3150110207

出版商:John Wiley&Sons, Ltd.    

年代:1995

数据来源: WILEY

摘要:

AbstractInsurance companies sell contracts of various types each of them having a specific probability of return. Insurers may also own, at the same time, several insurance contracts which evolve through time. In this context, expectation and variance of the free reserves appear as functions of the number of customers in different classes as well as their evolution. Assuming that the customer system can be formulated as an open Markov one characterized by free entry, it is interesting to seek the optimal new customer distribution over the different customer classesj, which permits the minimization of the variance of free reserves for a desired average level of free reserves at a given time horizon. It is shown that, under some conditions, the customer system converges to an optimal growth steady state.

ISSN:8755-0024    

DOI:10.1002/asm.3150110208

出版商:John Wiley&Sons, Ltd.    

年代:1995

数据来源: WILEY

ISSN:8755-0024    

DOI:10.1002/asm.3150110209

出版商:John Wiley&Sons, Ltd.    

年代:1995

数据来源: WILEY