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因子设计中的秩方法：关于非参数处理效应的假设检验AI 解读

Summary Existing tests for factorial designs in the non-parametric case are based on hypotheses formulated in terms of distribution functions. Typical null hypotheses, however, are formulated in terms of some parameters or effect measures, particularly in heteroscedastic settings. Here this idea is extended to non-parametric models by introducing a novel non-parametric analysis-of-variance type of statistic based on ranks or pseudoranks which is suitable for testing…

平稳过程谱参数最小对比估计量的高阶渐近理论AI 解读

Let g(λ) be the spectral density of a stationary process and let fθ(λ), θ ∈ Θ, be a fitted spectral model for g(λ). A minimum contrast estimator of θ is defined that minimizes a distance between , where is a nonparametric spectral density estimator based on n observations. It is known that is asymptotically Gaussian efficient if g(λ) = fθ(λ). Because there are infinitely many candidates for the distance function , this paper discusses higher order asymptotic theory for in…

弱相依误差回归模型中 M 估计量的有效 Edgeworth 展开AI 解读

Consider a linear regression model y 1 = x 1 β + u 1 , where the u 1 'S afe weakly dependent random variables, the x 1 's are known design nonrandom variables, and β is an unknown parameter. We define an M-estimator β n of) β corresponding to a smooth score function. Then, the second-order Edgeworth expansion for β n is derived. Here we do not assume the normality of (u 1 ), and (u 1 ) includes the usual ARMA processes. Second, we give the second-order Edgeworth expansion…

分层两样本设计的非参数方法及多中心临床试验应用AI 解读

Motivated by some problems arising from multiclinic trials, we consider stratified two-sample designs. Nonparametric effects are defined and nonparametric hypotheses are formulated in a design where treatment, centers (strata), and interactions are assumed to be fixed factors. The interpretation of the nonparametric effects and hypotheses is analyzed in two classes of semiparametric models: the linear models and models with Lehmann alternatives. The case where centers and…

时间序列分析的最优秩方法：检验 ARMA 模型AI 解读

The problem of testing a given ARMA model (in which the density of the generating white noise is unspecified) against other ARMA models is considered. A distribution-free asymptotically most powerful test, based on a generalized linear serial rank statistic, is provided against contiguous ARMA alternatives with specified coefficients. In the case when the ARMA model in the alternative has unspecified coefficients, the asymptotic sufficiency (in the sense of Le Cam) of a…

非高斯平稳时间序列的时间可逆性与移动平均表示唯一性AI 解读

A recent result by Findley (1986) on the uniqueness of moving average representations for non-Gaussian time series is shown to establish a conjecture by Weiss (1975) on the time-reversibility of general linear processes.

非高斯平稳时间序列的时间可逆性与移动平均表示唯一性AI 解读

A recent result by Findley (1986) on the uniqueness of moving average representations for non-Gaussian time series is shown to establish a conjecture by Weiss (1975) on the time-reversibility of general linear processes.

摘要暂缺

一类非参数统计量的渐近正态性AI 解读

Asymptotic normality is established for a class of statistics which includes as special cases weighted sum of independent and identically distributed (i.i.d.) random variables, unsigned linear rank statistics, signed rank statistics, linear combination of functions of order statistics, and linear function of concomitants of order statistics. The results obtained unify as well as extend a number of known results.

针对 ARMA 备择的随机性线性序列秩检验AI 解读

In this paper we introduce a class of linear serial rank statistics for the problem of testing white noise against alternatives of ARMA serial dependence. The asymptotic normality of the proposed statistics is established, both under the null as well as alternative hypotheses, using LeCam's notion of contiguity. The efficiency properties of the proposed statistics are investigated, and an explicit formulation of the asymptotically most efficient score-generating functions is…

摘要暂缺

椭圆总体下协方差矩阵特征根与特征向量检验的渐近分布AI 解读

The asymptotic expansion under an elliptical population is obtained for the probability density function of the sample covariance matrix and for the power functions of the likelihood ratio criteria for testing latent roots and latent vectors appropriate to a normal population.

对尺度具有稳健性的球面相关系数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…

线性秩统计量的收敛与余项AI 解读

A new approach to the asymptotic normality of simple linear rank statistics for the regression case studied earlier by Hajek (1968) is provided along with the estimation of the remainder term in the approximation to normality.