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On optimal allocation problem in multi-group extreme value regression under censoring.

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

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325508
Date January 2006
ContributorsKa, Cheuk Yin Timothy., Chinese University of Hong Kong Graduate School. Division of Statistics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, viii, 74 leaves ; 30 cm.
RightsUse 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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