Odolinski, R. Teunissen, P. J. G.
Published in
Journal of Geodesy
The best integer equivariant (BIE) estimator for the multivariate t-distribution was introduced in Teunissen (J Geod, 2020. https://doi.org/10.1007/s00190-020-01407-2), where it was shown that the BIE-weights will be different from that of the normal distribution. In this contribution, we analyze these BIE estimators while making use of multi globa...
Quintero, Adrian Lesaffre, Emmanuel
Published in
Biometrical journal. Biometrische Zeitschrift
Multivariate regression methods generally assume a constant covariance matrix for the observations. In case a heteroscedastic model is needed, the parametric and nonparametric covariance regression approaches can be restrictive in the literature. We propose a multilevel regression model for the mean and covariance structure, including random interc...
Gong, Chao Xu, Chunhui Wang, Ji
Published in
Computational Economics
Cumulative prospect theory (CPT) has become one of the most popular approaches for evaluating the behavior of decision makers under conditions of uncertainty. Substantial experimental evidence suggests that human behavior may significantly deviate from the traditional expected utility maximization framework when faced with uncertainty. The problem ...
Chaumette, Eric Vincent, François Besson, Olivier
The ordered values of a sample of observations are called the order statistics of the sample and are among the most important functions of a set of random variables in probability and statistics. However the study of ordered estimates seems to have been overlooked in maximum-likelihood estimation. Therefore it is the aim of this communication to gi...
Chaumette, Eric Vincent, François Besson, Olivier
The ordered values of a sample of observations are called the order statistics of the sample and are among the most important functions of a set of random variables in probability and statistics. However the study of ordered estimates seems to have been overlooked in maximum-likelihood estimation. Therefore it is the aim of this communication to gi...
Bodnar, Taras Dickhaus, Thorsten
Published in
Annals of the Institute of Statistical Mathematics
We provide some necessary and some sufficient conditions for the validity of the inequality of Simes in models with elliptical dependencies. Necessary conditions are presented in terms of sufficient conditions for the reverse Simes inequality. One application of our main results concerns the problem of model misspecification, in particular the case...
Ganji, Z. Abbasi Gildeh, B. Sadeghpour
Published in
The International Journal of Advanced Manufacturing Technology
Process capability indices have been widely used in industries to assess the performance of the manufacturing processes. Various different multivariate capability indices have been introduced. In this paper, a new multivariate capability vector is proposed under the assumption of multivariate normality, to assess the production capability of the pr...
Ching, J. Phoon, K.-K. Chen, C.-H.
10.1139/cgj-2012-0259 / Canadian Geotechnical Journal / 51 / 1 / 77-91 / CGJOA
Xie, Changchun
Published in
Journal of statistical computation and simulation
Multiple endpoints in clinical trials are usually correlated. To control the family-wise type I error rate, both Huque and Alosh's flexible fixed-sequence (FFS) testing method and Li and Mehrotra's adaptive alpha allocation approach (4A) have taken into account correlations among endpoints. I suggested a weighted multiple testing correction (WMTC) ...
Li, J. Chow, Y. Wong, W.K. Wong, T.Y.
10.3109/1354750X.2013.868516 / Biomarkers / 19 / 1 / 1-8 / BIOMF
