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Persistent link: https://www.econbiz.de/10005708389
In the context of survival analysis it is possible that increasing the value of a covariate "X" has a beneficial effect on a failure time, but this effect is reversed when conditioning on any possible value of another covariate "Y". When studying causal effects and influence of covariates on a...
Persistent link: https://www.econbiz.de/10008537102
Persistent link: https://www.econbiz.de/10005413539
In the context of survival analysis, we define a covariate X as protective (detrimental) for the failure time T if the conditional distribution of [T | X = x] is stochastically increasing (decreasing) as a function of x. In the presence of another covariate Y, there exist situations where [T | X...
Persistent link: https://www.econbiz.de/10005585351
Based on a model introduced by Kaminsky, Luks, and Nelson (1984), we consider a zero-sum allocation game called the Gladiator Game, where two teams of gladiators engage in a sequence of one-to-one fights in which the probability of winning is a function of the gladiators' strengths. Each team's...
Persistent link: https://www.econbiz.de/10009001014
We compare estimators of the (essential) supremum and the integral of a function f defined on a measurable space when f may be observed at a sample of points in its domain, possibly with error. The estimators compared vary in their levels of stratification of the domain, with the result that...
Persistent link: https://www.econbiz.de/10008684440
Unlike the usual stochastic order, total positivity order is closed under conditioning. Here we provide a general formulation of the preservation properties of the order under conditioning; we study certain properties of the order including translation properties and the implications of having...
Persistent link: https://www.econbiz.de/10005199520
Persistent link: https://www.econbiz.de/10010948313
Statistical models in econometrics, biology, and most other areas, are not expected to be correct, and often are not very accurate. The choice of a model for the analysis of data depends on the purpose of the analysis, the relation between the data and the model, and also on the sample or data...
Persistent link: https://www.econbiz.de/10010949111
This paper provides an asymptotic evaluation of the quadrant probability P(Y1[less-than-or-equals, slant]b,...,Yt[less-than-or-equals, slant]b) as t--[infinity], where the Yi's are exchangeable normals with a correlation [rho]. This probability is often represented as , where [Phi] is the...
Persistent link: https://www.econbiz.de/10005313898