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二乘二列联表的假设估计与可接受性剖面AI 解读

By estimating, rather than testing, hypotheses regarding the degree of dependence between the factors in 2 × 2 tables, the technical difficulties associated with small sample sizes are avoided. The estimators proposed here attempt to estimate 1 when the alternative hypothesis is true and 0 when the null hypothesis is true, subject to a bound on the squared error loss under the hypothesis. Such estimators provide guarded weights of evidence for the alternative hypothesis.…

Mallows Cp 的稳健版本AI 解读

We present a robust version of Mallows's C P for regression models. It is defined by RC P = W Pσ2 - (U P - V P), where W P = ω i ω2 i r 2 i is a weighted residual sum of squares computed from a robust fit of model P, σ2 is a robust and consistent estimator of σ2 in the full model, and U P and V P are constants depending on the weight function and the number of parameters in model P. Good subset models are those with RC P close to V P or smaller than V P. When the weights are…

迭代重加权最小二乘估计量的影响函数AI 解读

The iteratively reweighted least squares algorithm is routinely employed to evaluate robust regression estimates. The importance of beginning the algorithm with a robust estimator of the unknown parameters is often stressed. The precise influence of the initial estimator on subsequent iterates or the limit of such estimators, however, does not seem to have been calculated previously. Because robust regression involves the downweighting of specific points having large…

稳健估计与检验AI 解读

The Field of Statistics. Estimating Scale----Finite Sample Results. Estimating Scale----Asymptotic Results. Location--Dispersion Estimation. Testing for a Location Parameter. The Two--Sample Problem. Regression. Appendices. References. Author Index. Subject Index.