论文检索

Bootstrap 与置换检验如何起作用？AI 解读

Resampling methods are frequently used in practice to adjust critical values of nonparametric tests. In the present paper a comprehensive and unified approach for the conditional and unconditional analysis of linear resampling statistics is presented. Under fairly mild assumptions we prove tightness and an asymptotic series representation for their weak accumulation points. From this series it becomes clear which part of the resampling statistic is responsible for asymptotic…

拟合优度检验的全局功效函数AI 解读

It is shown that the global power function of any nonparametric test is flat on balls of alternatives except for alternatives coming from a finite dimensional subspace. The present benchmark is here the upper one-sided (or two-sided) envelope power function. Every choice of a test fixes a priori a finite dimensional region with high power. It turns out that also the level points are far away from the corresponding Neyman–Pearson test level points except for a finite number…

摘要暂缺

随机删失数据的条件秩检验AI 解读

The present paper derives various survival tests and their optimality results for randomly censored lifetime data by an extension of familiar rank tests arguments. The approach is based on local asymptotic normal models which have a natural interpretation in terms of hazard rates. In particular, the description of classical rank tests by hazard rates may be of separate interest. As an application of the new methods, a justification of conditional survival tests is given also…

KL 信息无穷时 Neyman–Pearson 检验的渐近性质AI 解读

In the present paper we will improve the results concerning the rate of convergence of the error of second kind of the Neyman-Pearson test if the Kullback-Leibler information $K(P_0,P_1)$ is infinite. It is pointed out that in certain cases the sequence $exp(-q_\infty,n)$ is the correct rate of convergence if $-q_\infty,n$ denotes the logarithm of the critical value of the Neyman-Pearson test of level and sample size n. Therefore we generalize the classical results of Stein,…