Browsing by Subject "Consistency"
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Item Open Access A comparison of hazard rate estimators for left truncated and right censored data(1992) Uzunoğulları, Ü.; Wang, J.-L.SUMMARY: Left truncation and right censoring arise frequently in practice for life data. This paper is concerned with the estimation of the hazard rate function for such data. Two types of nonparametric estimators based on kernel smoothing methods are considered. The first one is obtained by convolving a kernel with a cumulative hazard estimator. The second one is in the form of a ratio of two statistics. Local properties including consistency, asymptotic normality and mean squared error expressions are presented for both estimators. These properties facilitate locally adaptive bandwidth choice. The two types of estimators are then compared based on their theoretical and empirical performances. The effect of overlooking the truncation factor is demonstrated through the Channing House data.Item Open Access Consistency and population monotonicity in social and economic networks(Bilkent University, 1999) Yılmaz, ÖzgürIn this study, we analyze consistency and population monotonicity principles focusing on the pairwise stability solution in social and economic networks. First, it is examined which allocation rules and value functions lead to the consistent pairwise stable graphs. Second, population monotonic allocation rules with respect to the pairwise stability solution are analyzed.Item Open Access Effects of trend strength and direction on performance and consistency in judgmental exchange rate forecasting(Elsevier, 2013) Thomson, M. E.; Pollock, A. C.; Gönül, M. S.; Önkal D.Using real financial data, this study examines the influence of trend direction and strength on judgmental exchange rate forecasting performance and consistency. Participants generated forecasts for each of 20 series. Half of the participants also answered two additional questions regarding their perceptions about the strength and direction of the trend present in each of the series under consideration. The performance on ascending trends was found to be superior to that on descending trends, and the performance on intermediate trends was found to be superior to that on strong trends. Furthermore, the group whose attention was drawn to the direction and strength of each trend via the additional questions performed better on some aspects of the task than did their “no-additional questions” counterparts. Consistency was generally poor, with ascending trends being perceived as being stronger than descending trends. The results are discussed in terms of their implications for the use and design of forecasting support systems.Item Open Access Nonparametric estimation of hazard functions and their derivatives under truncation model(Kluwer Academic Publishers, 1993) Gürler, Ü.; Wang, J. -L.Nonparametric kernel estimators for hazard functions and their derivatives are considered under the random left truncation model. The estimator is of the form of sum of identically distributed but dependent random variables. Exact and asymptotic expressions for the biases and variances of the estimators are derived. Mean square consistency and local asymptotic normality of the estimators are established. Adaptive local bandwidths are obtained by estimating the optimal bandwidths consistently. © 1993 The Institute of Statistical Mathematics.Item Open Access On the consistency of a two-sample matching test(Taylor & Francis, 1996) Gürler, Ülkü; Siddiqui, M. M.Let {X k} and {Y k}, 1 ≤ k ≤n be the order statistics of independent random samples from continuous distribution function F and G respectively. To test the null hypothesis H 0 : G = F, known, against the alternative H 1 : G ≠ F, a test S n, based on the number of matches between the two samples was suggested by Siddiqui and Gürler (1992). In this note the asymptotic distribution of S n under the null hypothesis is obtained and its consistency against a fixed alternative is shown.Item Open Access Z-theorems: Limits of stochastic equations(International Statistical Institute, 2000) Anisimov, V. V.; Pflug, G. Ch.Let fn(è, ù) be a sequence of stochastic processes which converge weakly to a limit process f 0(è, ù). We show under some assumptions the weak inclusion of the solution sets èn(ù) fè : fn(è, ù) 0g in the limiting solution set è0(ù) fè : f 0(è, ù) 0g. If the limiting solutions are almost surely singletons, then weak convergence holds. Results of this type are called Z-theorems (zero-theorems). Moreover, we give various more speci®c convergence results, which have applications for stochastic equations, statistical estimation and stochastic optimization.