论文检索

对尺度稳健的球面相关系数AI 解读

There are several bidirectional situations where it is required to obtain a measure of correlation. The question has been raised often that the bidirectional correlation coefficients so far known are not scale invariant, even asymptotically in the sense that their asymptotic distributions under the hypothesis of independence with von Mises marginals depend upon concentration parameters. Following a conditional approach of Cox (1975), we introduce a new correlation…

多元线性回归子假设的渐近分布无关检验札记AI 解读

The purpose of this note is to show that asymptotically distribution-free (ADF) rank tests proposed by Koul [Ann. Math. Statist. 41 (1970), 1273-1281] for testing subhypotheses in multiple linear regression when based on symmetric scores are asymptotically totally inefficient and can even be inconsistent for symmetric parent distributions. Also, the condition given in his Theorem 2.4 for a test to be ADF is not necessary.