相关论文: Censored EM algorithm for Weibull mixtures: applic…

In this paper, we consider survival analysis with right-censored data which is a common situation in predictive maintenance and health field. We propose a model based on the estimation of two-parameter Weibull distribution conditionally to…

In this article, we consider the estimation of unknown parameters of Weibull distribution when the lifetime data are observed in the presence of progressively type-I hybrid censoring scheme. The Newton-Raphson algorithm,…

Handling missing values plays an important role in the analysis of survival data, especially, the ones marked by cure fraction. In this paper, we discuss the properties and implementation of stochastic approximations to the…

We analyze waiting times for price changes in a foreign currency exchange rate. Recent empirical studies of high frequency financial data support that trades in financial markets do not follow a Poisson process and the waiting times between…

In this paper we investigate the estimation of the unknown parameters of a competing risk model based on a Weibull distributed decreasing failure rate and an exponentially distributed constant failure rate, under right censored…

The analysis of progressively censored data has received considerable attention in the last few years. In this paper we consider the joint progressive censoring scheme for two populations. It is assumed that the lifetime distribution of the…

Under adaptive progressive Type-II censoring schemes, order restricted inference based on competing risks data is discussed in this article. The latent failure lifetimes for the competing causes are assumed to follow Weibull distributions,…

The hybrid censoring is a mixture of Type I and Type II censoring schemes. This paper presents the statistical inferences of the Inverse Weibull distribution when the data are Type-I hybrid censored. First we consider the maximum likelihood…

Improved EM strategies, based on the idea of efficient data augmentation (Meng and van Dyk 1997, 1998), are presented for ML estimation of mixture proportions. The resulting algorithms inherit the simplicity, ease of implementation, and…

We study a class of weakly identifiable location-scale mixture models for which the maximum likelihood estimates based on $n$ i.i.d. samples are known to have lower accuracy than the classical $n^{- \frac{1}{2}}$ error. We investigate…

We consider the problem of inference in a linear regression model in which the relative ordering of the input features and output labels is not known. Such datasets naturally arise from experiments in which the samples are shuffled or…

The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole…

A method that uses order statistics to construct multivariate distributions with fixed marginals and which utilizes a representation of the Bernstein copula in terms of a finite mixture distribution is proposed. Expectation-maximization…

Mixture model-based clustering, usually applied to multidimensional data, has become a popular approach in many data analysis problems, both for its good statistical properties and for the simplicity of implementation of the…

In this article, bootstrap and Shewhart type process control monitoring schemes are proposed for the quantiles of generalized Weibull distribution under hybrid censoring. Monitoring schemes for the quantiles of Weibull, generalized…

Zero-inflated count data arise in various fields, including health, biology, economics, and the social sciences. These data are often modelled using probabilistic distributions such as zero-inflated Poisson (ZIP), zero-inflated negative…

Estimators derived from an EM algorithm are not robust since they are based on the maximization of the likelihood function. We propose a proximal-point algorithm based on the EM algorithm which aim to minimize a divergence criterion.…

The statistics of edge-localised plasma instabilities (ELMs) in toroidal magnetically confined fusion plasmas are considered. From first principles, standard experimentally motivated assumptions are shown to determine a specific probability…

Standard models in economics stress the role of intelligent agents who maximize utility. However, there may be situations where, for some purposes, constraints imposed by market institutions dominate intelligent agent behavior. We use data…

In transportation, Weigh-in motion (WIM) stations, Electronic Toll Collection (ETC) systems, Closed-circuit Television (CCTV) are widely deployed to collect data at different locations. Vehicle re-identification, by matching the same…