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- ETD (3)
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- Correlated recurrent event (1)
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- F test (1)
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- Generalized Inverse Weibull Distribution (1)
- Keywords: variance (1)
- Kumaraswamy Distribution; Dagum Distribution; McDonald Distribution; Log-logistic Distribution; Gamma Distribution (1)
- Linear regression (1)
- Massive cancellation in alternating sums (1)
- New modified Wiebull distribution (1)
- Proportional Inverse Weibull Distribution (1)
- Sensitivity (1)
- Shared frailty model (1)
- Stock market (1)
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Articles 1 - 5 of 5
Full-Text Articles in Physical Sciences and Mathematics
Analyses Of 2002-2013 China’S Stock Market Using The Shared Frailty Model, Chao Tang
Analyses Of 2002-2013 China’S Stock Market Using The Shared Frailty Model, Chao Tang
Electronic Theses and Dissertations
This thesis adopts a survival model to analyze China’s stock market. The data used are the capitalization-weighted stock market index (CSI 300) and the 300 stocks for creating the index. We define the recurrent events using the daily return of the selected stocks and the index. A shared frailty model which incorporates the random effects is then used for analyses since the survival times of individual stocks are correlated. Maximization of penalized likelihood is presented to estimate the parameters in the model. The covariates are selected using the Akaike information criterion (AIC) and the variance inflation factor (VIF) to avoid …
Are Highly Dispersed Variables More Extreme? The Case Of Distributions With Compact Support, Benedict E. Adjogah
Are Highly Dispersed Variables More Extreme? The Case Of Distributions With Compact Support, Benedict E. Adjogah
Electronic Theses and Dissertations
We consider discrete and continuous symmetric random variables X taking values in [0; 1], and thus having expected value 1/2. The main thrust of this investigation is to study the correlation between the variance, Var(X) of X and the value of the expected maximum E(Mn) = E(X1,...,Xn) of n independent and identically distributed random variables X1,X2,...,Xn, each distributed as X. Many special cases are studied, some leading to very interesting alternating sums, and some progress is made towards a general theory.
Generalized Weibull And Inverse Weibull Distributions With Applications, Valeriia Sherina
Generalized Weibull And Inverse Weibull Distributions With Applications, Valeriia Sherina
Electronic Theses and Dissertations
In this thesis, new classes of Weibull and inverse Weibull distributions including the generalized new modified Weibull (GNMW), gamma-generalized inverse Weibull (GGIW), the weighted proportional inverse Weibull (WPIW) and inverse new modified Weibull (INMW) distributions are introduced. The GNMW contains several sub-models including the new modified Weibull (NMW), generalized modified Weibull (GMW), modified Weibull (MW), Weibull (W) and exponential (E) distributions, just to mention a few. The class of WPIW distributions contains several models such as: length-biased, hazard and reverse hazard proportional inverse Weibull, proportional inverse Weibull, inverse Weibull, inverse exponential, inverse Rayleigh, and Frechet distributions as special cases. Included …
An Investigation Of Sensitivity Of An F Test In Locating Change Points In Linear Regression, Jing Sun
An Investigation Of Sensitivity Of An F Test In Locating Change Points In Linear Regression, Jing Sun
Electronic Theses and Dissertations
Change point is a statistic phenomenon, which has many direct applications in climatology, bioinformatics, finance, oceanography and medical imaging. In this thesis, we investigate the sensitivity of the F-test for detecting change points in linear regression, using a two-phase linear regression model. it offers an effective method to detect "undocumented" change points using a form of an F-test. Using simulated data, we explore its sensitivity and accuracy with respect t different parameters in the model.
Generalized Classes Of Distributions With Applications To Income And Lifetime Data, Shujiao Huang
Generalized Classes Of Distributions With Applications To Income And Lifetime Data, Shujiao Huang
Electronic Theses and Dissertations
In this thesis, new classes of distributions namely: exponentiated Kumaraswamy-Dagum (EKD), Log-exponentiated Kumaraswamy-Dagum (Log-EKD), McDonald Log-logistic (McLLog) and Gamma-Dagum (GD) distributions are presented. A thorough and comprehensive investigation of these classes of distributions is conducted. Mathematical properties of these classes of distributions including series expansion, hazard and reverse hazard functions, moments, generating functions, mean and median deviations, Bonferroni and Lorenz curves, distribution of order statistics, moments of order statistics and entropies are presented. Estimation of parameters of these distributions via maximum likelihood technique, Fisher information and asymptotic confidence intervals are given. Maximum likelihood estimation of the parameters of the exponentiated …