The SEVERITY Procedure
- Overview
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Getting Started
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Syntax
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Details
Predefined Distributions Censoring and Truncation Parameter Estimation Method Parameter Initialization Estimating Regression Effects Empirical Distribution Function Estimation Methods Statistics of Fit Defining a Distribution Model with the FCMP Procedure Predefined Utility Functions Custom Objective Functions Input Data Sets Output Data Sets Displayed Output ODS Graphics
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Examples
Defining a Model for Gaussian Distribution Defining a Model for Gaussian Distribution with a Scale Parameter Defining a Model for Mixed-Tail Distributions Estimating Parameters Using Cramér-von Mises Estimator Fitting a Scaled Tweedie Model with Regressors Fitting Distributions to Interval-Censored Data
- References
References
D’Agostino, R. and Stephens, M. (1986), Goodness-of-Fit Techniques, New York: Marcel Dekker, Inc.
Danielsson, J., De Haan, L., Peng, L., and de Vries, C. G. (2001), "Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation," Journal of Multivariate Analysis, 76, 226–248.
Dunn, P. K. and Smyth, G. K. (2005), "Series Evaluation of Tweedie Exponential Dispersion Model Densities," Statistics and Computing, 15(4), 267–280.
Frydman, H. (1994), "A Note on Nonparametric Estimation of the Distribution Function from Interval-Censored and Truncated Observations," Journal of Royal Statistical Society, Series B, 56(1), 71–74.
Gentleman, R. and Geyer, C. J. (1994), "Maximum Likelihood for Interval Censored Data: Consistency and Computation," Biometrika, 81(3), 618–623.
Hill, B. M. (1975), "A Simple General Approach to Inference about the Tail of a Distribution," Annals of Statistics, 3(5), 1163–1174.
Jørgensen, B. (1987), "Exponential Dispersion Models (with discussion)," Journal of Royal Statistical Society, Series B, 49(2), 127–162.
Kaplan, E. L. and Meier, P. (1958), "Nonparametric Estimation from Incomplete Observations," Journal of American Statistical Association, 53, 457–481.
Klein, J. P. and Moeschberger, M. L. (1997), Survival Analysis: Techniques for Censored and Truncated Data, New York: Springer-Verlag.
Klugman, S. A., Panjer, H. H., Willmot, G. E. (1998), Loss Models: From Data to Decisions, New York: John Wiley & Sons.
Koziol, J. A. and Green, S. B. (1976), "A Cramér-von Mises Statistic for Randomly Censored Data," Biometrika, 63, 466–474.
Lai, T. L. and Ying, Z. (1991), "Estimating A Distribution Function with Truncated and Censored Data," Annals of Statistics, 19(1), 417–442.
Lynden-Bell, D. (1971), "A Method of Allowing for Known Observational Selection in Small Samples Applied to 3CR Quasars," Monthly Notices of the Royal Astronomical Society, 155, 95–118.
Turnbull, B. W. (1976), "The Empirical Distribution Function with Arbitrarily Grouped, Censored, and Truncated Data," Journal of Royal Statistical Society, Series B, 38, 290–295.
Tweedie, M. C. K. (1984), "An Index Which Distinguishes between Some Important Exponential Families," Statistics: Applications and New Directions, Proceedings of the Indian Statistical Institute Golden Jubilee International Conference, J. K. Ghosh and J. Roy (Eds.), 579–604.