Ka Cheuk Yin Timothy. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 52-54). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Stress Test --- p.1 / Chapter 1.2 --- Extreme Value Regression --- p.2 / Chapter 1.3 --- Type II Censoring --- p.4 / Chapter 1.4 --- Test Plan --- p.5 / Chapter 1.5 --- The Scope of the Thesis --- p.6 / Chapter 2 --- Extreme Value Regression Model --- p.7 / Chapter 2.1 --- Introduction --- p.7 / Chapter 2.2 --- Maximum Likelihood Estimation --- p.8 / Chapter 2.3 --- Variance-Covariance Matrix --- p.9 / Chapter 3 --- Optimality Criteria and Allocation Methods --- p.15 / Chapter 3.1 --- Introduction --- p.15 / Chapter 3.2 --- Optimality Criteria --- p.16 / Chapter 3.3 --- Allocation Methods --- p.17 / Chapter 4 --- Asymptotic Results --- p.21 / Chapter 4.1 --- Introduction --- p.21 / Chapter 4.2 --- Asymptotic Variance-Covariance Matrix --- p.22 / Chapter 4.3 --- Optimality Criteria --- p.29 / Chapter 5 --- Optimal Allocations --- p.32 / Chapter 5.1 --- Introduction --- p.32 / Chapter 5.2 --- Allocation for small sample size --- p.33 / Chapter 5.2.1 --- 2-stress-level case --- p.33 / Chapter 5.2.2 --- 4-stress-level case --- p.34 / Chapter 5.2.3 --- Suggested Optimal Allocation --- p.39 / Chapter 5.2.4 --- Comparison with the complete sample case --- p.43 / Chapter 5.3 --- Asymptotic Allocations --- p.44 / Chapter 6 --- Conclusions and Further Research --- p.50 / Bibliography --- p.52
Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325508 |
Date | January 2006 |
Contributors | Ka, Cheuk Yin Timothy., Chinese University of Hong Kong Graduate School. Division of Statistics. |
Source Sets | The Chinese University of Hong Kong |
Language | English, Chinese |
Detected Language | English |
Type | Text, bibliography |
Format | print, viii, 74 leaves ; 30 cm. |
Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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