日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
检验多个总体斜率的似然比统计量及 Bartlett 校正
Inference about the slopes of two or more populations when the explanatory variables are measured with error is studied. We concentrate on the construction of a likelihood based test statistic and its Bartlett correction factor. The improvement of the chi-squared approximation is appreciable in the unknown variance case.
基于混合正交表的平衡重复复制法
For stratified samples with arbitrary numbers of primary sampling units per stratum, one can divide the units in the stratum into two groups and then apply the balanced half-samples method to the two groups thus formed. The efficiency loss of the grouped balanced half-samples variance estimator can be substantial. Use of a mixed orthogonal array, whose numbers of symbols correspond to the numbers of units per stratum, gives a set of balanced subsamples. Unlike that of Gupta…
估计函数的正交性与干扰参数
Cox & Reid (1987) proposed the technique of orthogonalizing parameters, to deal with the general problem of nuisance parameters, within fully parametric models. They obtained a large-sample approximation to the conditional likelihood. Along the same lines Davison (1988) studied generalized linear models. In the present paper we deal with the problem of nuisance parameters, within a semiparametric setup which includes the class of distributions associated with generalized…
含不完整多元观测的临床试验非参数序贯检验
SUMMARY This paper addresses sequential testing in randomized clinical trials with multiple endpoints. Patients enter treatments serially and are subject to random loss to followup. The endpoints of interest may be time-to-event variables or other quantitative measurements. The proposed test statistic at a given look is a weighted sum of the linear rank statistics with respect to the marginal distributions of the multiple endpoints. The weights can be chosen to maximize…
时间序列中过度影响观测值的识别
The purpose of this paper is to develop a tool for identifying over-influential observations in time series when they are viewed in the time domain. We present a method for obtaining various measures of influence for the autocorrelation function, as well as thresholds for declaring an observation over-influential. An example of the use of these thresholds is also presented.
若干时间序列 Markov 回归模型的适切性检验
The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural extensions of the popular generalized linear models to time series data. The score statistic appears to be somewhat easier to use in practice. Some empirical results are also obtained for the score statistic in some simple cases. A real example is given.
周期函数频率的估计
The problem of estimating the frequency and other parameters of a cyclical oscillation is considered, where the data consists of a periodic function observed subject to stationary additive noise. An estimation procedure is proposed and the asymptotic properties of the estimators established. Tests for unknown frequencies to be harmonics of a fundamental frequency are also developed and their asymptotic properties investigated. The procedures are applied to observations on…
半线性回归中的置信区域
For the simple semilinear regression model.y =βf(θ) +ɛ, we obtain conservative approximations to likelihood ratio confidence regions for 6 and joint regions for (θ,β) which in many cases are essentially exact. To approximate the required probability we adapt the upcrossings approach of Johnstone & Siegmund (1989). In simple examples we compare our regions with two others which have been widely discussed in the literature.
有限总体均值的渐近设计无偏估计量
Certain regression-type estimators of a finite population mean are examined for their asymptotic design properties. A sufficient condition that implies the design-consistency or asymptotic design-unbiasedness is discussed for a general regression estimator. The leading term of its asymptotic bias is explicitly derived when this condition holds as well as when it does not hold.
学生化均值的鞍点近似及其 Bootstrap 应用
A saddlepoint technique is used to approximate to the density and tail probability of the studentized mean of a random sample. The motivation was to replace bootstrapping of the studentized mean in the way Davison & Hinkley (1988) used the saddlepoint approximation for the unstudentized mean. The method involves first obtaining a bivariate saddlepoint approximation, then, after a nonlinear transformation, integrating out an unwanted variable either numerically or by a…
Bootstrap 的重要性重抽样
We introduce an empirical method of importance resampling, which does not require analytical calculation of the resampling probabilities. Our method can easily be used as part of a general algorithm for Monte Carlo calculation of bootstrap confidence intervals and hypothesis tests. It produces consistent, efficient and unbiased Monte Carlo approximations. We also present a very general but elementary account of importance resampling, which shows that even optimal importance…
一种自适应且具有较高功效的随机化检验
Hogg & Lenth (1984) reviewed some adaptive tests.The main problems encountered while using such a procedure are the need for a good selector statistic and the size inflation due to the choice.At present, the solution to the latter problem is to construct a distribution-free procedure (Randies & Hogg, 1973).In this paper we propose a simple adaptive exact procedure.We then use it to construct an adaptive randomization test for matched pairs.This test has exactly size a, the…
利用一阶差分估计非参数回归方差的最优设计
In nonparametric regression, the variance of the response can be estimated by the sum of squares of differences of the observed response. In this paper we obtain the most efficient design for a general variance estimator defined by first order differences. It is found that for this estimator, in the majority of cases, a good approximation to the most efficient design is the uniform design. The least efficient designs are also discussed.
关于环志回收数据Seber模型的一则说明
We provide simple explicit maximum-likelihood estimates for Seber's (1971) model for ring-recovery data, obtaining both the general solution, and the particular estimate satisfying Seber's constraint.
捕获—再捕获实验的Poisson与多项式模型推断
Capture-recapture models have been formulated both as Poisson and as multinomial distributions. Maximum likelihood estimates of parameters under the two models are compared. For parameters which do not involve the population size the asymptotic covariances are shown to be the same.
删失数据线性回归的精确近似条件推断与贝叶斯推断
A method to approximate marginal posterior distribution functions of regression coefficients and scale parameters is presented. It is based on a general asymptotic formula of DiCiccio, Field & Fraser (1990) for approximating marginal tail probabilities. In developing the method, it is shown that the accuracy of the approximation of DiCiccio et al. can be substantially increased in certain cases by using a suitable change of variables, and a general approach to deriving such…
回归模型的鞍点近似
This paper uses the techniques of saddlepoint or tilted-exponential approximation to develop an approximation to the small-sample distribution of estimators defined by a system of estimating equations when observations are independently but not identically distributed. This allows for the explicit treatment of models with explanatory variables. The approximation is applied to L1 regression, and the accuracy of the approximation is demonstrated in a case in which the usual…
最大化似然函数的全局收敛算法
In this paper we show global convergence, under very general assumptions, of iterative maximization procedures with cyclic fixing of groups of parameters, maximizing over the remaining parameters. Further we show that a slightly modified Newton procedure applied to the derivative of the reciprocal likelihood function in a one-dimensional exponential family, is globally convergent. We also prove that if the distribution of the sufficient statistic is infinitely divisible,…
动态线性模型诊断
In time series analysis using dynamic linear models, retrospective analysis involves the calculation of filtered, or smoothed, distributions for state parameters in the past. We develop and illustrate novel results that are useful in retrospective assessment of the influence of individual observations on such distributions. In particular, new and computationally simple filtering equations are derived for past state parameters based on leaving out one observation at a time,…