摘要:

This paper deals with the problem of parameter estimation in generalized linear mixed models. Gilmour, Anderson and Rae [1] proposed a method of estimation in a probit link model for binomial data. This method follows a marginal approach maximizing the quasi-score function. Foulley and Im [2] adapted it to Poisson data in a log link model. We propose a unifying formal description for these two cases, including also the case of exponential data in a log link model. This approach enables us to consider other cases such as logit link model for binomial data. Numerical examples are given to illustrate the method.

ISSN:0233-1888    

DOI:10.1080/02331880008802697

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor

摘要:

In this paper we show that the maximum likelihood estimators of LD50 and the scale parameter in the logistic case are equivalent to the Spearman-Karber type of estimators, when the subsample sizes at each dose level are equal. We derive a simple expression for the asymptotic variance-covariance matrix of the estimators. We also obtain correction terms to the bias and the variance of the Spearman-Karber estimator of LD50. Using these we construct sequential fixed-width and risk-efficient procedures for LD50. Numerical calculations show that these procedures are simple to carry out and stop at fewer dose levels than those proposed earlier by Nanthakumar and Govindarajulu (1994, 1999).

ISSN:0233-1888    

DOI:10.1080/02331880008802698

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor

摘要:

This paper presents a non-classical decision procedure for a bilinear model with a general error process. This procedure allows us to decide, in a consistent way, between two hypotheses on the model. By establishing the asymptotic separation of the sequences of probability laws defined by each hypothesis, we obtain the consistence of this decision method. Some studies about the rate of convergence are presented and an exponential decay is obtained. A simulation study is done to illustrate the behaviour of the power and level functions in small and moderate samples when this procedure is used as a test.

ISSN:0233-1888    

DOI:10.1080/02331880008802699

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor

摘要:

The accelerated failure time model with time dependent stresses is considered. Plans of experiments with step-stresses for which nonparametric estimation from accelerated life data can be done are proposed. Asymptotic properties of reliability function estimators are investigated.

ISSN:0233-1888    

DOI:10.1080/02331880008802700

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor

摘要:

In the present paper we study the subsampling methodology for approximating the distribution of statistics estimating some unknown parameter associated with the probability distribution of a continuous parameter random field. We first obtain a new Bernstein-type inequality for dependent processes connected with strong mixing coefficients.With the help of the new inequality, we prove that subsampling continuous parameter random fields works under minimal weak dependence assumptions, and relax the (already quite weak) mixing condition that was imposed by Politis and Romano (1994) in order to show the validity of subsampling for discrete parameter random fields.

ISSN:0233-1888    

DOI:10.1080/02331880008802701

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331880008802696

出版商:Gordon & Breach Science Publishers    

年代:2000

数据来源: Taylor