Journal of Data Science

Abstract: In this paper the log-exponentiated-Weibull regression model is modified to allow the possibility that long term survivors are present in the data. The modification leads to a log-exponentiated-Weibull regression model with cure rate, encompassing as special cases the log-exponencial regression and log-Weibull regression models with cure rate typically used to model such data. The models attempt to estimate simultaneously the effects of covariates on the acceleration/deceleration of the timing of a given event and the surviving fraction; that is, the proportion of the population for which the event never occurs. Assuming censored data, we consider a classic analysis and Bayesian analysis for the parameters of the proposed model. The normal curvatures of local influence are derived under various perturbation schemes and two deviance-type residuals are proposed to assess departures from the log-exponentiated-Weibull error assumption as well as to detect outlying observations. Finally, a data set from the medical area is analyzed.

Abstract: Although many scoring models have been developed in literature to offer financial institutions guidance in credit granting decision, the pur pose of most scoring models are to improve their discrimination ability, not their explanatory ability. Therefore, the conventional scoring models can only provide limited information in the relationship among customer de mographics, default risk, and credit card attributes, such as APR (annual percentage rate) and credit limits. In this paper, a Bayesian behavior scor ing model is proposed to help financial institutions identify factors which truly reflect customer value and can affect default risk. To illustrate the proposed model, we applied it to the credit cardholder database provided by one major bank in Taiwan. The empirical results show that increasing APR will raise the default probability greatly. Single cardholders are less accountable for credit card repayment. High income, female, or cardholders with higher education are more likely to have good repayment ability.

ABSTRACT：A new distribution called the exponentiated Burr XII Weibull(EBW) distributions is proposed and presented. This distribution contains several new and known distributions such as exponentiated log-logistic Weibull, exponentiated log-logistic Rayleigh, exponentiated log-logistic exponential, exponentiated Lomax Weibull, exponentiated Lomax Rayleigh, exponentiated Lomax Exponential, Lomax Weibull, Lomax Rayleigh Lomax exponential, Weibull, Rayleigh, exponential and log-logistic distributions as special cases. A comprehensive investigation of the properties of this generalized distribution including series expansion of probability density function and cumulative distribution function, hazard and reverse hazard functions, quantile function, moments, conditional moments, mean deviations, Bonferroni and Lorenz curves, R´enyi entropy and distribution of order statistics are presented. Parameters of the model are estimated using maximum likelihood estimation technique and real data sets are used to illustrate the usefulness and applicability of the new generalized distribution compared with other distributions.

Abstract: Let ρj be Pearson’s correlation between Y and Xj (j = 1, 2). A problem that has received considerable attention is testing H0: ρ1 = ρ2. A well-known concern, however, is that Pearson’s correlation is not robust (e.g., Wilcox, 2005), and the usual estimate of ρj , rj has a finite sample breakdown point of only 1/n. The goal in this paper is to consider extensions to situations where Pearson’s correlation is replaced by a particular robust measure of association. Included are results where there are p > 2 predictors and the goal to compare any two subsets of m < p predictors.

Abstract: Random Utility models have been shown useful in scaling choice options, as well as in providing a rich source of information about individual differences and perceived similarity relationships among choice alternatives. Modeling of preference data such as rankings was made easier by representing utilities as latent factors in a structural equation modeling framework. In this paper, we extend such an SEM approach to analyze ranking data and other types of ordinal data simultaneously. This combination of both absolute and relative judgment data can enrich our understanding of individual differences in multiple domains including preference and attitude.

Abstract: High density oligonucleotide arrays have become a standard research tool to monitor the expression of thousands of genes simultaneously. Affymetrix GeneChip arrays are the most popular. They use short oligonucleotides to probe for genes in an RNA sample. However, important challenges remain in estimating expression level from raw hybridization in tensities on the array. In this paper, we deal with the problem of estimating gene expression based on a statistical model. The present method is like Li and Wong model (2001a), but assumes more generality. More precisely, we show how the model introduced by Li and Wong can be generalized to provide new measure of gene expression. Moreover, we provide a comparison between these two models.

Abstract: This paper considers the mixture autoregressive panel (MARP) model. This model can capture the burst and multi-modal phenomenon in some panel data sets. It also enlarges the stationarity region of the traditional AR model. An estimation method based on the EM algorithm is proposed and the assumption required of the model is quite low. To illustrate the method, we fitted the MARP model to the gray-sided voles data. Another MARP model with less restriction is also proposed.