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线性回归模型中随机游走系数存在性的精确检验
Exact tests of the hypothesis that the mean vector of an observed T-variate random variable follows a conventional fixed-coefficient linear model, against the alternative that the regression parameters vary according to a first-order Markov process, are derived. Power functions of the tests are investigated in order to provide means of choosing a test.
一般线性模型中线性无偏估计量的可容许性与完备性
Admissibility and completeness of linear unbiased estimators in a linear model with general covariance structure are examined. Under rather unrestrictive conditions, a minimal complete class of linear unbiased estimators is described.
一般线性模型中线性无偏估计量的可容许性与完备性
Admissibility and completeness of linear unbiased estimators in a linear model with general covariance structure are examined. Under rather unrestrictive conditions, a minimal complete class of linear unbiased estimators is described.
方差分量的非负二次无偏估计
Linear combinations of variance components for which there exist unbiased, non-negative quadratic estimators are characterized. It is shown that the ‘error’ component in ANOVA models is the only single component which can be so estimated.