标题: 二维存活资料之模式检验
Model Diagnostics for Archimedean Copula Models
作者: 林建威
Chien-Wei Lin
王维菁
统计学研究所
关键字: Archimedean Copula;Clayton模型;Concordance估计量;Frailty模型;Gumbel模型;Archimedean Copula;Clayton model;Concordance estimator;Frailty model;Gumbel model
公开日期: 2006
摘要: 在本论文中,我们针对右设限的资料提出了Archimedean Copula(AC)模型的模式检验法。我们拓展了Shih(Biometrika,1998) 的想法,Shih只针对Clayton模型作推论,而我们将之延伸到更大的集合,AC家族。我们也针对AC家族提出了新的资料生成演算法。我们提供模拟分析以佐证在有限样本下,我们所提出的方法之效能。
In 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.
URI: http://140.113.39.130/cdrfb3/record/nctu/#GT009426502
http://hdl.handle.net/11536/81443
显示于类别:Thesis


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