跳到正文
收录说明
收录范围
保留计量方法研究、相关统计基础,以及实质涉及计量方法的应用、教程、比较和综述。书评、刊务及明确无关内容不公开;身份或相关性证据不足的记录保留待核,补充可靠材料后可重新判断。
当前期刊来源见下方官网链接及期刊目录。综合经济学与金融期刊逐篇筛查计量方向,证据不足时暂不公开。正刊、在线优先论文和已核实接收稿合并展示;按标题、可靠摘要、目录及身份匹配的出版社 JEL 分类核验相关性;计量类 JEL 与摘要相互印证,无 JEL 不直接排除。历史回补以可取得的注册题录和目录为准,不等于覆盖全部纸本。
日期与排序
默认按最近发表排序:正刊使用刊期,待刊使用上线日期;缺少上线日期时,排序参考登记或首次收录时间,并在卡片注明。更多筛选可选择出版状态和日期口径;卷期依据出版社元数据,不因待刊时间较长而推定已编入正刊。仅有月份或年份时,日期区间相交也会纳入。

日期精度:到日 9 篇 · 到月 3 篇 · 到年 2 篇

分类与引用
领域和方法依据题名、摘要初步分类,可人工修正;分类不代表论文质量。引用数采用 OpenAlex 单条关联记录,不合计版本。
更新与 AI 解读
正常题录、可靠摘要与引用同步继续;日、周、月简报按核实的发表与修订日期汇总,历史补录保留在文献库。AI 解读依据可靠摘要或已核实原文片段,已有解读保留供阅读参考;缺少可靠材料的条目保持待解读,浏览页面不会触发生成。
14 篇论文
导出

Inference about a secondary process following a sequential trial

序贯试验停止后次级过程的推断

We consider the following sequential testing problem. A group‐sequential or fully‐sequential test is carried out for a primary parameter, using a score process or an effective score process to eliminate nuisance parameters. After stopping, the possibility of additional parameters is considered, and appropriate tests and estimators are desired that recognise the sequential stopping rule. We formulate an asymptotic multi‐dimensional Gaussian process form of such problems, and…

AI 解读阅读原文 ↗BibTeX ↓

Sequential tests and estimators after overrunning based on maximum-likelihood ordering

基于最大似然排序的停止后追加数据序贯检验与估计

SUMMARY Often in sequential trials some additional data become available after a stopping boundary has been reached. A method for incorporating such information from overrunning is developed, based on a maximum-likelihood ordering of the sample space after overrunning. This yields a p-value for the primary test and a median-unbiased estimator and confidence intervals for the parameter under test. The context is that of observing a Brownian motion with drift, with either…

AI 解读阅读原文 ↗BibTeX ↓

Confidence Intervals for Secondary Parameters Following a Sequential Test

序贯检验后次要参数的置信区间

Summary In sequential studies, formal interim analyses are usually restricted to a consideration of a single null hypothesis concerning a single parameter of interest. Valid frequentist methods of hypothesis testing and of point and interval estimation for the primary parameter have already been devised for use at the end of such a study. However, the completed data set may warrant a more detailed analysis, involving the estimation of parameters corresponding to effects that…

AI 解读阅读原文 ↗BibTeX ↓

Asymptotically uniformly most powerful tests in parametric and semiparametric models

参数与半参数模型中的渐近一致最强检验

Tests of hypotheses about finite-dimensional parameters in a semiparametric model are studied from Pitman's moving alternative (or local) approach using Le Cam's local asymptotic normality concept. For the case of a real parameter being tested, asymptotically uniformly most powerful (AUMP) tests are characterized for one-sided hypotheses, and AUMP unbiased tests for two-sided ones. An asymptotic invariance principle is introduced for multidimensional hypotheses, and AUMP…

AI 解读阅读原文 ↗BibTeX ↓

Maximization of the marginal likelihood of grouped survival data

分组生存数据边际似然的最大化

Grouped failure time data occur in studies where subjects are monitored periodically to determine whether failure has occurred in the intervening interval. Here the model under consideration is Cox's (1972, 1975) proportional hazards model, but the commonly used method of partial likelihood needs modification with grouped data due to a potentially large number of ties. This paper demonstrates how the Monte Carlo em algorithm (Wei & Tanner, 1990) can be used on grouped data…

AI 解读阅读原文 ↗BibTeX ↓

Maximization of the Marginal Likelihood of Grouped Survival Data

分组生存数据边际似然的最大化

Grouped failure time data occur in studies where subjects are monitored periodically to determine whether failure has occurred in the intervening interval. Here the model under consideration is Cox's (1972, 1975) proportional hazards model, but the commonly used method of partial likelihood needs modification with grouped data due to a potentially large number of ties. This paper demonstrates how the Monte Carlo em algorithm (Wei & Tanner, 1990) can be used on grouped data…

AI 解读阅读原文 ↗BibTeX ↓

Rerandomization Inference on Regression and Shift Effects: Computationally Feasible Methods

回归与位移效应的再随机化推断:计算可行的方法

An idea due to Quade (1973) is used to develop a method that reduces the computational load for rerandomization inferences in certain situations, and, for experiments carried out with a sufficiently small reference set of randomizations, makes computations entirely feasible. Consider an experimental design for N units for which an experimental plan E is to be chosen randomly from a set of K plans. Plan E will assign treatment dosage dE,u to unit u with postulated additive…

AI 解读阅读原文 ↗BibTeX ↓

Information and Asymptotic Efficiency in Parametric-Nonparametric Models

参数—非参数模型中的信息与渐近效率

Asymptotic lower bounds for estimation of the parameters of models with both parametric and nonparametric components are given in the form of representation theorems (for regular estimates) and asymptotic minimax bounds. The methods used involve: (i) the notion of a "Hellinger-differentiable (root-) density", where part of the differentiation is with respect to the nonparametric part of the model, to obtain appropriate scores; and (ii) calculation of the "effective score"…

AI 解读阅读原文 ↗BibTeX ↓

Asymptotic Lognormality of $P$-Values

P值的渐近对数正态性

Sufficient conditions for asymptotic lognormality of exact and approximate, unconditional and conditional $P$-values are established. It is pointed out that the mean, which is half the Bahadur slope, and the standard deviation of the asymptotic distribution of the log transformed $P$-value together, but not the mean alone, permit approximation of both the level and power of the test. This provides a method of discriminating between tests that have Bahadur efficiency one. The…

AI 解读阅读原文 ↗BibTeX ↓

Confidence bands for a survival curve from censored data

删失数据下生存曲线的置信带

For arbitrarily right-censored data, the Kaplan-Meier product-limit estimator Ŝ 0N provides a nonparametric estimate of the survival function S 0 = 1 − F 0 . We provide large-sample simultaneous confidence bands for S 0 , centred at Ŝ 0N . The derivation uses the weak convergence of N½ { Ŝ 0N ( t ) − S 0 ( t )}, on a finite interval, to a Gaussian process, a theorem of Breslow & Crowley (1974), and transforms both the time and space axes of the limiting process to achieve a…

AI 解读阅读原文 ↗BibTeX ↓

Most Economical Robust Selection Procedures for Location Parameters

位置参数的最节省样本稳健选择程序

Consider samples of size $n$ from each of $k$ symmetric populations, differing only in their location parameters. The decision problem is to select the best population--the one with the largest location parameter--with control on the probability of correct selection (PCS) whenever the largest parameter is at least $\Delta$ units larger than all others, and whenever the common error distribution belongs to a specified neighborhood of the standard normal. It is shown that, if…

AI 解读阅读原文 ↗BibTeX ↓

Weak Convergence of Processes Related to Likelihood Ratios

与似然比有关的过程的弱收敛

Material in Chapter VI of Hajek and Sidak's book is extended to a sequential analysis setting: conditions are given under which a sequence of log-likelihood-ratio processes (log-likelihood-ratios for sequential sampling, represented as jump processes in continuous time) converges weakly to a Wiener process with drift, the drift parameter depending on which hypothesis, in a suitable neighborhood of a null hypothesis, prevails. Conditions for convergence of other "test…

AI 解读阅读原文 ↗BibTeX ↓

A Bayesian Indifference Procedure

一种贝叶斯无差别先验构造程序

In a logical probability approach to inference, distributions on a parameter space are interpretable as representing states of knowledge, and any prevailing state of knowledge may be taken to have been arrived at from a previous state of ignorance (indifference) followed by an accumulation of prior data. In this paper an indifference procedure is introduced that requires postulating what size and what kind of samples will and will not (in a special sense) permit statistical…

AI 解读阅读原文 ↗BibTeX ↓

Some sequential analogs of Stein's two-stage test

Stein 两阶段检验的若干序贯对应方法

This paper presents several sequential analogs of Stein's two-stage test procedure for testing hypotheses about the mean of a normal population with unknown variance and with specified bounds on the error probabilities. These procedures are modifications of a procedure due to A. G. Baker (1950). When sequential experimentation is feasible, they provide alternatives to the sequential normal test (variance known) or the sequential t -test. If the variance is assumed known, the…

AI 解读阅读原文 ↗BibTeX ↓