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D- and Ds-optimal Designs for Estimation of Parameters in Bivariate Copula Models

For current status data, the failure time of interest may not be observed exactly. The type of this data consists only of a monitoring time and knowledge of whether the failure time occurred before or after the monitoring time. In order to be able to obtain more information from this data, so the monitoring time is very important. In this work, the optimal designs for determining the monitoring times such that maximum information may be obtained in bivariate copula model (Clayton) are investigated. Here, the D-
optimal criterion is used to decide the best monitoring time Ci (i = 1; ¢ ¢ ¢ ; n), then use these monitoring times Ci to estimate the unknown parameters simultaneously by maximizing the corresponding likelihood function. Ds-optimal designs for estimation
of association parameter in the copula model are also discussed. Simulation studies are presented to compare the performance of using monitoring time C¤D and C¤Ds to do the estimation.

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0727107-163046
Date27 July 2007
CreatorsLiu, Hua-Kun
ContributorsRay-Bing Chen, Kam-Fai Wong, Fu-Chuen Chang, Mong-Na Lo Huang, Meihui Guo
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageEnglish
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727107-163046
Rightsnot_available, Copyright information available at source archive

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