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通信场景中具有负依赖的混沌映射之统计性质AI 解读

Summary It is shown that a class of tailed shift chaotic maps can be designed with substantial negative dependence, both linear and non-linear, and that extended Perron–Frobenius theory gives their dependence structure. Using a simplified chaos-based communication system, it is shown that chaotic spreading sequences with low kurtosis and negative non-linear mean-centred quadratic autocorrelations can improve bit-received accuracy. This quadratic form of non-linear dependence…

回归中的删除影响与掩蔽AI 解读

SUMMARY The paper is concerned with masking of Cook's distance, the popular deletion measure of influence of individual data cases in linear regression. Masking is broadly concerned with the limitations imposed by the use of individual cases. Two specific views are drawn from quotations: the first is associated with the established idea of joint influence, i.e. the deletion of two or more cases simultaneously, and the second is conditional influence, i.e. the calculation of…

回归变换中渐近等价检验统计量的比较AI 解读

A simulation comparison is made of six asymptotically equivalent test statistics for transformation of the response in regression; the tests typically have observed sizes up to twice the nominal size. A likelihood ratio statistic, a score statistic, and a Wald statistic behave very similarly, both at the null hypothesis and in terms of power. Values of all the statistics are highly positively correlated. The greater part of any differences between the statistics is…

回归响应变换中渐近等价检验统计量的比较AI 解读

A simulation comparison is made of six asymptotically equivalent test statistics for transformation of the response in regression; the tests typically have observed sizes up to twice the nominal size. A likelihood ratio statistic, a score statistic, and a Wald statistic behave very similarly, both at the null hypothesis and in terms of power. Values of all the statistics are highly positively correlated. The greater part of any differences between the statistics is…

回归变换的得分统计量AI 解读

The score statistic for regression transformation using a parametric family is developed further; a simple formula for the approximate variance matrix of score statistics, based on asymptotic theory, is applied to yield the score statistic TS for regression transforma tion. This is compared to Atkinson's TD statistic for the same problem, and yields an improvement to its standardization. Simulations indicate that the significance levels of the proposed score statistic TS are…

指数边际非线性自回归时间序列的建模与残差分析AI 解读

SUMMARY An approach to modelling and residual analysis of nonlinear autoregressive time series in exponential variables is presented; the approach is illustrated by an analysis of a long series of wind velocity data which has first been detrended and then transformed into a stationary series with an exponential marginal distribution. The stationary series is modelled with a newly developed type of second order autoregressive process with random coefficients, called the…

指数边际分布的自回归移动平均 EARMA(p,q) 过程AI 解读

Summary A new model for pth-order autoregressive processes with exponential marginal distributions, ear(p), is developed and an earlier model for first-order moving average exponential processes is extended to qth-order, giving an ema(q) process. The correlation structures of both processes are obtained separately. A mixed process, earma(p,q), incorporating aspects of both ear(p) and ema(q) correlation structures is then developed. The earma(p, q) process is an analog of the…