日期精度：到日 21 篇 · 到月 14 篇 · 到年 2 篇
协方差分析中的回归秩得分估计
In semiparametric ANOCOVA (mixed-effects) models, the role of regression rank scores in robust estimation of fixed-effects parameters as well as covariate regression functionals is critically appraised, and the relevant asymptotic theory is presented.
中位数无偏性与Pitman接近性
Under certain conditions, a median unbiased estimator of a parameter is shown to be the Pitman-closest estimator within a certain class of estimators. For location, scale, or location-scale families of distributions, the class of equivariant estimators possesses some desirable properties; the median-unbiasedness of equivariant estimators is explored in the characterization of the Pitman closeness property. Illustrative examples bear fruitful implications of this…
Pitman 接近性准则意义下的 Stein 悖论
The dominance and related optimality properties of the usual Stein-rule or shrinkage estimators are typically developed for quadratic error loss functions. It is shown that under the classical Pitman closeness criterion the Stein-rule estimators possess a similar dominance property when the "closeness" measure is based on suitable quadratic norms.
泛函刀切法：合理性与一般渐近理论
Though jackknifing serves well the dual purpose of bias reduction and variance estimation, the pseudovariables it generates may not generally preserve robustness for general statistical functionals. These pseudovariables are incorporated in a differentiable functional detour of jackknifing, and along with its rationality, the related asymptotic theory is studied systematically. A two-step jackknifing is considered for the variance estimation. Second-order asymptotic…
线性模型中的预检验与收缩M估计
In a general univariate linear model, $M$-estimation of a subset of parameters is considered when the complementary subset is plausibly redundant. Along with the classical versions, both the preliminary test and shrinkage versions of the usual $M$-estimators are considered and, in the light of their asymptotic distributional risks, the relative asymptotic risk-efficiency results are studied in detail. Though the shrinkage $M$-estimators may dominate their classical versions,…
基尼系数与贫困指数：若干协调关系
Poverty is usually defined as the extent to which individuals in a society or community fall below a minimal acceptable standard of living. An index of poverty is generally based on the proportion (α) of the poor people and their income distribution through the income gap ratio (β) (i.e., the average income gap of the poor people from the poverty line ω, taken as a ratio to ω itself) and other measures of income inequalities. In this context, the well-known Gini coefficient…
基尼系数与贫困指数之间的协调关系
Poverty is usually defined as the extent to which individuals in a society or community fall below a minimal acceptable standard of living. An index of poverty is generally based on the proportion (α) of the poor people and their income distribution through the income gap ratio (β) (i.e., the average income gap of the poor people from the poverty line ω, taken as a ratio to ω itself) and other measures of income inequalities. In this context, the well-known Gini coefficient…
多元位置参数的若干收缩估计量
For a continuous and diagonally symmetric multivariate distribution, incorporating the idea of preliminary test estimators, a variant form of the James-Stein type estimation rule is used to formulate some shrinkage estimators of location based on rank statistics and $U$-statistics. In an asymptotic setup, the relative risks for these shrinkage estimators are shown to be smaller than their classical counterparts.
递归残差的不变原理
A general class of recursive residuals is defined by means of lower-triangular, orthonormal transformations. For these residuals, some weak invariance principles are established under appropriate regularity conditions. The theory is then incorporated in the study of robustness of some tests for change of parameters occurring at unknown time points.
线性模型中的M检验
For subhypothesis testing in some general linear models, some tests based on residuals using M-estimators are considered and their asymptotic properties are studied.
Cox 回归模型：诱导分位数过程的不变性原理与重复显著性检验
For the Cox regression model, the partial likelihood functions involve linear combinations of induced order statistics. Some invariance principles pertaining to such linear combinations of induced order statistics are studied and the theory is incorporated in the formulation of some repeated significance tests (for the hypothesis of no regression) based on these partial likelihoods.
符号秩次序统计量的几乎处处线性定理
Almost sure asymptotic linearity of signed rank order statistic in shift parameter is studied under suitable regularity conditions and the results are extended to stationary $\phi$-mixing processes as well.
基于条件设定的最大似然估计量的渐近性质
Along with the asymptotic distribution, expressions for the asymptotic bias and asymptotic dispersion matrix of the preliminary test maximum likelihood estimator for a general multi-sample parametric model (when the null hypothesis relating to the restraints on the parameters may not hold) are derived and compared with the parallel expressions for the unrestricted and restricted maximum likelihood estimators. This study reveals the robustness property of the preliminary test…
渐进删失检验中若干分位数过程的弱收敛
For progressive censoring schemes pertaining to a general class of (parametric as well as nonparametric) testing situations, one encounters a (partial) sequence of linear combinations of functions of order statistics where the coefficients are themselves stochastic variables. Weak convergence of such a quantile process to an appropriate Gaussian function is studied here, and the same is incorporated in the formulation of suitable (time-) sequential tests based on these…
优惠券收集问题的不变性原理：鞅方法
For the coupon collector's problem, invariance principles for the partial sequence of bonus sums after $n$ coupons as well as the waiting times to obtain the bonus sum $t(\geqslant 0)$ are studied through a construction of a triangular array of martingales related to these sequences and verifying the invariance principles for these martingales.
回归预检验后位置参数的非参数估计
For a simple regression model, the problem of estimating the intercept after a preliminary test on the regression coefficient is considered here. Some nonparametric procedures for this problem are formulated and their various asymptotic properties studied. Comparison with the conventional estimation procedures (for both the situations where the regression coefficient is treated as a nuisance parameter or not) has also been made.
对齐秩次过程的两端固定维纳过程近似及应用
For independent random variables distributed symmetrically around an unknown location parameter, aligned rank order statistics are constructed by using an estimator of the location parameter based on suitable rank statistics. The sequence of these aligned rank order statistics is then incorporated in the construction of suitable stochastic processes which converge weakly to some Gaussian functions, and, in particular, to tied-down Wiener processes in the most typical cases.…
渐进删失似然比统计量的弱收敛及寿命试验应用
Progressive censoring schemes are often adopted in clinical trials and life testing problems with a view to monitoring the experiment from the start with the objective of a possible early termination of the experiment depending on the cumulative evidence at its various stages. Along with a basic martingale property, a Wiener process approximation for progressively censored likelihood ratio statistics is established here and the same is incorporated in the formulation of some…
位置参数的序贯秩检验
In this paper, for the one and two sample location problems, a class of sequential tests based on robust rank order statistics is developed. The proposed tests terminate with probability one for square integrable score functions. Under more stringent regularity conditions and for local alternatives, the OC and ASN of the proposed tests are obtained, and the allied asymptotic relative efficiency results with respect to the sequential probability ratio and likelihood ratio…