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dc.contributor.author林建威en_US
dc.contributor.authorChien-Wei Linen_US
dc.contributor.author王維菁en_US
dc.date.accessioned2014-12-12T03:07:15Z-
dc.date.available2014-12-12T03:07:15Z-
dc.date.issued2006en_US
dc.identifier.urihttp://140.113.39.130/cdrfb3/record/nctu/#GT009426502en_US
dc.identifier.urihttp://hdl.handle.net/11536/81443-
dc.description.abstract在本論文中,我們針對右設限的資料提出了Archimedean Copula(AC)模型的模式檢驗法。我們拓展了Shih(Biometrika,1998) 的想法,Shih只針對Clayton模型作推論,而我們將之延伸到更大的集合,AC家族。我們也針對AC家族提出了新的資料生成演算法。我們提供模擬分析以佐證在有限樣本下,我們所提出的方法之效能。zh_TW
dc.description.abstractIn the thesis, we propose a model diagnostic approach to selecting an Archimedean Copula (AC) model based on right censored data. The proposed method extends the idea of Shih (Biometrika, 1998), who considered the Clayton model, to a larger class of models, namely the AC family. We also propose a new algorithm for generating a model from the AC family. Simulation results are provided to examine finite-sample performances of the proposed method.en_US
dc.language.isoen_USen_US
dc.subjectArchimedean Copulazh_TW
dc.subjectClayton模型zh_TW
dc.subjectConcordance估計量zh_TW
dc.subjectFrailty模型zh_TW
dc.subjectGumbel模型zh_TW
dc.subjectArchimedean Copulaen_US
dc.subjectClayton modelen_US
dc.subjectConcordance estimatoren_US
dc.subjectFrailty modelen_US
dc.subjectGumbel modelen_US
dc.title二維存活資料之模式檢驗zh_TW
dc.titleModel Diagnostics for Archimedean Copula Modelsen_US
dc.typeThesisen_US
dc.contributor.department統計學研究所zh_TW
Appears in Collections:Thesis


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