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論文名稱 Title |
雙變量關聯模型下參數估計之D-與Ds-最適設計 D- and Ds-optimal Designs for Estimation of Parameters in Bivariate Copula Models |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
58 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2007-06-29 |
繳交日期 Date of Submission |
2007-07-27 |
關鍵字 Keywords |
二維現時狀態數據、關聯模型、Ds-最適設計、檢測時間、D-最適設計 Ds-optimal design, monitoring time, Bivariate current status data, Copula model, D-optimal design |
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統計 Statistics |
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中文摘要 |
對於現時狀態的數據(current status data),真正的失效時間(failure time)可能無法直接被觀察到,這一類型的資料,我們所能得到的資訊是檢測時間(monitoring time)以及失效時間是發生在檢測時間之前或是之後。因此,若想從這一類型的資料中獲得更多的資訊,則檢測時間是非常重要的。在這篇論文中,我們經由實驗設計的方法,根據D-與Ds-之最適設計準則,去尋找最佳的檢測時 間Ci (i =1, … ,n)使得我們在二維的關聯模型之下,可以獲得最多的資訊。然後在Clayton 關聯模型之下,經由模擬分析,所得之模擬數據,再根據這些最佳檢測時間* D C 和*Ds C ,藉由最大概似函數(maximum likelihood function)估計法,去同時估計這些未知參數的MLE,並比較在D-與Ds-之最適設計下的表現。 |
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. |
目次 Table of Contents |
Abstract List of Tables List of Figures 1 Introduction 2 Preliminaries 2.1 Linear model 2.2 Generalized linear models 2.3 Copula models 2.4 Inferences 3 D- and Ds-optimal designs 3.1 Under independence 3.2 Under association 4 Numerical simulation 4.1 Generating the bivariate current status data based on a copula model 4.2 Simulation Studies 5 Conclusion References Appendix |
參考文獻 References |
[1] Atkinson. A. C. and Donev. A. N. (1992). Optimal Experimental Design. Oxford University Press, New Y ork. [2] Chaudhuri, P. and Mykland, P. A. (1993). Optimal design and inference based on likelihood. Journal of the American Statistical Association, 88, 538-546. [3] Clayton, D. G. (1978). A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence. Biometrika, 65, 141-151. [4] Fedorov, V. V. (1972). Theory of Optimal Experiments. Probability and mathematical statistics. New Y ork, London, Academic Press. [5] Genest, C., Ghoudi, K. and Rivest, L. P.(1995). A semiparametric estimation procedure for dependence parameters in multivariate families of distributions. Biometrika, 82, 543-552. [6] Genest, C. and MacKay, R. J.(1986a). Archimedean copulas and bivarate families with continuous marginals. Canadian Journal of Statistics, 14, 145-159. [7] Genest, C. and MacKay, R. J.(1986b). The joy of copulas: Bivariate distributions with uniform marginals. American Statistician, 40, 280-283. [8] Heise, M. A. and Myers, R. H. (1996). Optimal designs for bivariate logistic regression. Biometrics, 52, 613-624. [9] Li, Y. and Wong, K. F. (2006). A semiparametric method for the analysis of bivariate current status data based on copula model. Technical report, Institute of Statistics National University of Kaohsiung. [10] Nelsen, R. B. (1999). An Introduction to Copulas, Springer Series in Statistics. [11] Oakes, D. (1989). Bivariate survival models induced by frailties. Journal of the American Statistical Association. 84, 487-493. [12] Schweizer, B. and Wol®, E. F. (1981). On nonparametric measure of dependence for random variables. Annals of Statistics. 9, 879-885. [13] Shih, J. H. and Louis, T. A. (1995). Inferences on the association parameter in copula models for bivariate survival data. Biometrics. 51, 1384-1399. [14] Wang, W. and Ding, A. A. (2000). On assessing the association for bivariate current status data. Biometrika, 87, 879-893. [15] Wang, W. (2003). Estimating the association parameter for copula models under dependence censoring. Journal of the Royal Statistical Society, Series B. 65, 257-273. |
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