This paper discusses the estimation of parameters in the zero-inflated Poisson (ZIP) model by the method of moments. The method of moments estimators (MMEs) are analytically compared with the maximum likelihood estima...This paper discusses the estimation of parameters in the zero-inflated Poisson (ZIP) model by the method of moments. The method of moments estimators (MMEs) are analytically compared with the maximum likelihood estimators (MLEs). The results of a modest simulation study are presented.展开更多
Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. Th...Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.展开更多
The change-point hazards model has received much attention, since it can not only display the impacts of treatments or medical breakthroughs more directly, but also provide the time point when those impacts occur. In ...The change-point hazards model has received much attention, since it can not only display the impacts of treatments or medical breakthroughs more directly, but also provide the time point when those impacts occur. In this paper, we propose the single change-point hazards model for current status survival data with long-term survivors and investigate the estimation for the proposed model. Large-sample properties of the estimators are established. Simulation studies are carried out to evaluate the finite-sample performance of the estimation.展开更多
The paper discusses the statistical inference problem of the compound Poisson vector process(CPVP)in the domain of attraction of normal law but with infinite covariance matrix.The empirical likelihood(EL)method to con...The paper discusses the statistical inference problem of the compound Poisson vector process(CPVP)in the domain of attraction of normal law but with infinite covariance matrix.The empirical likelihood(EL)method to construct confidence regions for the mean vector has been proposed.It is a generalization from the finite second-order moments to the infinite second-order moments in the domain of attraction of normal law.The log-empirical likelihood ratio statistic for the average number of the CPVP converges to F distribution in distribution when the population is in the domain of attraction of normal law but has infinite covariance matrix.Some simulation results are proposed to illustrate the method of the paper.展开更多
In this paper, we consider the simultaneous estimation of the pa rameters (means) of the independent Poisson distribution by using the following loss functions:L0(θ,T)=ni=1(Ti-θi)2, L1(θ,T)=ni=1(Ti-θi)2/θiWe ...In this paper, we consider the simultaneous estimation of the pa rameters (means) of the independent Poisson distribution by using the following loss functions:L0(θ,T)=ni=1(Ti-θi)2, L1(θ,T)=ni=1(Ti-θi)2/θiWe develop an estimator which is better than the maximum likelihood estimator X simultaneously under L0(θ,T) and L1(θ,T). Our estimator possesses substantially smaller risk than the usual estimator X to estimate the param eters (means) of the independent Poisson distribution.展开更多
The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation st...The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation study to assess the performance of a suggested estimator compared to the maximum likelihood estimator and some robust methods. The result shows that, in general, all robust methods in this paper perform better than the classical maximum likelihood estimators when the model contains outliers. The proposed estimators showed the best performance compared to other robust estimators.展开更多
文摘This paper discusses the estimation of parameters in the zero-inflated Poisson (ZIP) model by the method of moments. The method of moments estimators (MMEs) are analytically compared with the maximum likelihood estimators (MLEs). The results of a modest simulation study are presented.
基金National CNC Special Project,China(No.2010ZX04001-032)the Youth Science and Technology Foundation of Gansu Province,China(No.145RJYA307)
文摘Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.
基金the National Natural Sciences Foundation of China(Grant No.11471065).
文摘The change-point hazards model has received much attention, since it can not only display the impacts of treatments or medical breakthroughs more directly, but also provide the time point when those impacts occur. In this paper, we propose the single change-point hazards model for current status survival data with long-term survivors and investigate the estimation for the proposed model. Large-sample properties of the estimators are established. Simulation studies are carried out to evaluate the finite-sample performance of the estimation.
基金Characteristic Innovation Projects of Ordinary Universities of Guangdong Province,China(No.2022KTSCX150)Zhaoqing Education Development Institute Project,China(No.ZQJYY2021144)Zhaoqing College Quality Project and Teaching Reform Project,China(Nos.zlgc202003 and zlgc202112)。
文摘The paper discusses the statistical inference problem of the compound Poisson vector process(CPVP)in the domain of attraction of normal law but with infinite covariance matrix.The empirical likelihood(EL)method to construct confidence regions for the mean vector has been proposed.It is a generalization from the finite second-order moments to the infinite second-order moments in the domain of attraction of normal law.The log-empirical likelihood ratio statistic for the average number of the CPVP converges to F distribution in distribution when the population is in the domain of attraction of normal law but has infinite covariance matrix.Some simulation results are proposed to illustrate the method of the paper.
文摘In this paper, we consider the simultaneous estimation of the pa rameters (means) of the independent Poisson distribution by using the following loss functions:L0(θ,T)=ni=1(Ti-θi)2, L1(θ,T)=ni=1(Ti-θi)2/θiWe develop an estimator which is better than the maximum likelihood estimator X simultaneously under L0(θ,T) and L1(θ,T). Our estimator possesses substantially smaller risk than the usual estimator X to estimate the param eters (means) of the independent Poisson distribution.
文摘The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation study to assess the performance of a suggested estimator compared to the maximum likelihood estimator and some robust methods. The result shows that, in general, all robust methods in this paper perform better than the classical maximum likelihood estimators when the model contains outliers. The proposed estimators showed the best performance compared to other robust estimators.
