Title page for etd-0727107-163046


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URN etd-0727107-163046
Author Hua-Kun Liu
Author's Email Address dd0956164997@yahoo.com.tw
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Department Applied Mathematics
Year 2006
Semester 2
Degree Master
Type of Document
Language English
Title D- and Ds-optimal Designs for Estimation of Parameters in Bivariate Copula Models
Date of Defense 2007-06-29
Page Count 58
Keyword
  • Ds-optimal design
  • monitoring time
  • Bivariate current status data
  • Copula model
  • D-optimal design
  • Abstract For current status data, the failure time of interest may not be observed exactly. The type of this data consists only of a monitoring time and knowledge of whether the failure time occurred before or after the monitoring time. In order to be able to obtain more information from this data, so the monitoring time is very important. In this work, the optimal designs for determining the monitoring times such that maximum information may be obtained in bivariate copula model (Clayton) are investigated. Here, the D-
    optimal criterion is used to decide the best monitoring time Ci (i = 1; ¢ ¢ ¢ ; n), then use these monitoring times Ci to estimate the unknown parameters simultaneously by maximizing the corresponding likelihood function. Ds-optimal designs for estimation
    of association parameter in the copula model are also discussed. Simulation studies are presented to compare the performance of using monitoring time C¤D and C¤Ds to do the estimation.
    Advisory Committee
  • Meihui Guo - chair
  • Fu-Chuen Chang - co-chair
  • Ray-Bing Chen - co-chair
  • Kam-Fai Wong - co-chair
  • Mong-Na Lo Huang - advisor
  • Files
  • etd-0727107-163046.pdf
  • indicate not accessible
    Date of Submission 2007-07-27

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