Papers by Wilfried Seidel
Likelihood ratio tests based on subglobal optimization: A power comparison in exponential mixture models
Statistical papers, 2000
The paper compares several versions of the likelihood ratio test for exponential homogeneity agai... more The paper compares several versions of the likelihood ratio test for exponential homogeneity against mixtures of two exponentials. They are based on different implementations of the likelihood maximization algorithm. We show that global maximization of the likelihood is not appropriate to obtain a good power of the LR test. A simple starting strategy for the EM algorithm, which under the
Annals of the Institute of Statistical Mathematics, Sep 1, 2000
RePEc: Research Papers in Economics, 1997
Control Charts for the Number of Children Injured in Traffic Accidents
Quality Engineering, 1992
We are interested in tolerance intervals for X or in the probability that X takes values in some ... more We are interested in tolerance intervals for X or in the probability that X takes values in some interval L Simple inequalities are proved, which permit the estimation of lower bounds for the desired probabilities. In a typical application in statistical quality control, prior information on the fraction defective may be obtained from repeated inspection of lots of the same production. Zusammenfassung. X sei eine Zufallsvariable mit unbekannter Verteilungsfunktion F. Gegeben sei eine Stichprobe zl .... , z~ aus den Faltungen F* G1 ..... F* Gn von F mit bekannten Verteilungsfunktionen G1,...,Gn. Gesucht sind Toleranzintervalle ffir X bzw. Schgtzwerte f~r P(XEI) zu vorgegebenen Intervallen L Es werden einfache Ungleichungen bewiesen, die die Schfitzung unterer Schranken ffir die gewtinschten Wahrscheinlichkeiten erm6glichen. Eine typische Anwendung in der statistischen Qualitfitskontrolle ist die Gewinnung von Vorinformationen fiber den Ausschuganteil aus der laufenden Prtifung von Losen derselben Produktion.
On the Power of Different Versions of the Likelihood Ratio Test for Homogeneity in an Exponential Mixture Model
In a model of mixtures of exponentials, we consider the likelihood ration test for homogeneity ag... more In a model of mixtures of exponentials, we consider the likelihood ration test for homogeneity against the alternative that there are two mixture components. As the likelihood function under the alternative is not unimodal, different choices of starting values for likelihood maximization yield different tests. We simulate the power of several versions of these tests for a variety of alternatives and sample sizes. The ranking of the tests is the same in all instances; in particular, a multistart version that comes near to global maximization never yields the the largest power. The largest power is always achieved by two simple strategies each of which starts from one single initial value.
Moments of Mixing Distributions: Applications and Estimation in Mixture Models
Operations Research Proceedings 1993, 1994
Knowledge about generalized moments of mixing distributions is often useful. For example, in deci... more Knowledge about generalized moments of mixing distributions is often useful. For example, in decision making, partial prior information can be modelled in this way. Applications in Quality Control are discussed. Estimators from observations of a mixture may be constructed in various situations by a general approach.
аспирант, ФГОБУ ВО «Финансовый университет при Правительстве Российской Федерации» (Финансовый ун... more аспирант, ФГОБУ ВО «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет). Zabaluev Y.I. Научный руководитель: Чуб А. А., д.э.н., профессор кафедры «Стратегический и антикризисный менеджмент» Финансового университета при Правительстве Российской Федерации Chub A.A. The formation of anti-crisis strategy of the industrial complex of Russia in conditions of the unstable business environment Аннотация: В статье рассмотрена проблема формирования антикризисной стратегии развития промышленного комплекса Российской Федерации в условиях санкционных ограничений и нестабильной деловой среды. На основе анализа теоретического материала по проблемам воздействия санкций на национальную экономику, исследования опыта Советского Союза по преодолению экономических блокад, а также изучения работ отечественных специалистов, концентрирующих внимание на оценке современной ситуации вокруг России, сделан вывод о возможности использования санкций в качестве механизма, стимулирующего процессы развития отечественной промышленности и импортозамещения. Предложены дополнительные меры по формированию антикризисной стратегии промышленного комплекса и адаптации действующих инструментов промышленной политики к условиям изменяющейся деловой среды. Ключевые слова: антикризисная стратегия, промышленный комплекс, промышленная политика, нестабильная деловая среда, санкции, инструменты и механизмы реализации промышленной политики, адаптация.
On EM versions with gradient function update for finite mixtures
In finite mixture models, the likelihood function is in general not unimodal and the EM algorithm... more In finite mixture models, the likelihood function is in general not unimodal and the EM algorithm usually converges only to a local maximum. Recently, Dankmar Bohning proposed a gradient function update (EMGFU) to improve the behavior of the EM. We show that in combination with a special strategy for choosing the starting value, EMGFU is an excellent approximation to global optimization. On the other hand, it does not always converge to the global maximum. We give a deeper analysis of the behavior of EMGFU and suggest an improved version.
A Relaxation Procedure For Solving Minimax Problems
On resampling approaches for identifying statistically meaningful maxima of likelihood functions in mixture models
Prior Information in Sampling Schemes
Encyclopedia of Statistics in Quality and Reliability, 2008
Data Analysis, Data Handling and Business Intelligence
Computational Statistics & Data Analysis, 2003
Recent developments in the area of mixture models are introduced, reviewed and discussed. The pap... more Recent developments in the area of mixture models are introduced, reviewed and discussed. The paper introduces this special issue on mixture models, which touches upon a diversity of developments which were the topic of a recent conference on mixture models, taken place in Hamburg, July 2001. These developments include issues in nonparametric maximum likelihood theory, the number of components problem, the non-standard distribution of the likelihood ratio for mixture models, computational issues connected with the EM algorithm, several special mixture models and application studies.
Computational Statistics & Data Analysis, 2007
International Encyclopedia of Statistical Science, 2011
The empirical power of several test procedures is studied which test for homogeneity against mixt... more The empirical power of several test procedures is studied which test for homogeneity against mixtures of exponential distributions. AMS 1991 subject classifications. Primary 62G10; secondary 62N05. Key words and phrases. Mixture components, mixture diagnosis, survival analysis, hazard models, overdispersion, goodness-of-fit, likelihood ratio tests. 1 Seminar fur Wirtschafts-- und Sozialstatistik, Universitat zu Koln, D-50923 Koln 2 Institut fur Statistik und Quantitative Okonomik, Universitat der Bundeswehr Hamburg D-22039 Hamburg 1 Homogeneity Tests in Mixtures of Exponentials In survival analysis the distribution of a lifetime Y can often be modeled by a mixture of exponential distributions; for some theory and applications see the recent survey by McLachlan (1995). Then, with some unknown mixing distribution on IR + , the survival function reads S(y) = P [Y ? y] = Z IR+ e \Gamma y u d(u); y 0: (1) We assume that has finite fourth moment and R IR + ud(u) ? 0. An ...
Data Analysis, Data Handling and Business Intelligence are research areas at the intersection of ... more Data Analysis, Data Handling and Business Intelligence are research areas at the intersection of computer science, artificial intelligence, mathematics, and statistics. They cover general methods and techniques that can be applied to a vast set of applications such as in marketing, finance, economics, engineering, linguistics, archaeology, musicology, medical science, and biology. This volume contains the revised versions of selected papers presented during the 32nd Annual Conference of the German Classification Society (Gesellschaft fr Klassifikation, GfKl). The conference, which was organized in cooperation with the British Classification Society (BCS) and the Dutch/Flemish Classification Society (VOC), was hosted by Helmut-Schmidt-University, Hamburg, Germany, in July 2008.
Tools for analyzing and maximizing likelihood functions in mixture models
An analysis of tests against nonparametric alternatives in exponential mixture models
Http Edoc Sub Uni Hamburg De Hsu Volltexte 2005 558 Pdf Sta_109 Pdf, 2003
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Papers by Wilfried Seidel