日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
受限无偏迭代广义最小二乘估计
It is shown that the iterative least-squares procedure for estimating the parameters in a general multilevel random coefficients linear model can be modified to produce unbiased estimates of the random parameters. In the multivariate normal case these are equivalent to restricted maximum likelihood estimates.
高效自助法模拟
It is shown that three new, efficient bootstrap algorithms are asymptotically equivalent. This is done in two ways. First, asymptotic formulae for variances and mean squared errors are derived, and shown to be identical. Secondly, it is demonstrated that two of the methods may be viewed as approximations to the third. The three algorithms considered are the balanced bootstrap and the linear approximation method proposed by Davison, Hinkley & Schechtman (1986), and a centring…
尺度参数限于有限范围时的位置估计与广义辅助统计量
The estimation of the location parameter θ in a location-scale model is considered when the scale parameter σ is confined to a finite range. The application to robustness considerations and some implications for conditional inference are discussed.
二元二项分布的贝叶斯推断
A bivariate distribution is investigated in connection with an application in microbiology. It has binomial marginal and conditional distributions. The parameter structure is examined, and it is shown that a conjugate Bayesian prior distribution arises from prior independence specifications. Under these specifications the usual limiting conjugate prior can be obtained via invariance considerations.
基于稳定化概率图的双参数 Weibull 分布拟合优度检验
Michael's statistic Dsp, based on the stabilized probability plot, is considered for the assessment of goodness of fit of a two-parameter Weibull distribution. This statistic is shown to have high power when the parameters are estimated using a procedure due to Blom (1958). The correlation coefficient of the stabilized plot, Rsp, is also proposed as a test statistic for this situation. Finally a family of transformations is obtained to reduce the null distribution of Rsp to…
自回归频率估计
Presume that an autoregressive model of given order is fitted to data obtained from a realization of a sinusoidal signal embedded in white noise. This paper investigates the statistical properties of the estimate of the frequency of the signal obtained by minimizing the transfer function of the autoregression. Strong consistency and convergence in distribution of the estimate are established when the order of the autoregression is allowed to increase with sample size at an…
二维列联表潜类别分析的贝叶斯方法
Latent class analysis in two-way contingency tables usually suffers from unidentifiability problems. These an be overcome by using Bayesian techniques in which prior distributions are assumed on the latent parameters. Application of these techniques, however, involves some unusual computational difficulties. Bayesian techniques suitable for latent class analyses together with a remedy to the computational difficulties are discussed in this paper.
混合图交互模型中的极大似然分解
We show how decompositions of marked graphs induce corresponding decompositions of maximum likelihood estimates in mixed graphical interaction models. We use this result to obtain explicit formulae for the estimates in decomposable models and to obtain factorizations of likelihood ratio statistics.
剖面似然的调整
Conditional and marginal likelihoods constructed from parameter-dependent functions of the data have an additional parameter dependence that changes with the choice of supporting metric for the corresponding densities. We consider constructing marginal and conditional likelihoods by using densities expressed in terms of an instrinsic choice of support measure, based on either Euclidean metric or the constant information metric. Barndorff-Nielsen's (1983) approximation to the…
凸到达率的最大似然估计
It is commonly believed that failures of a repairable system follow a time dependent Poisson process with ‘bathtub-shaped’ arrival rate. A natural problem then is maximum likelihood estimation of arrival rate subject to the constraint that it be convex. This paper employs theoretical considerations to reduce that task to a finite dimensional nonlinear programming problem and completes the solution by computer. The resulting estimates are interesting graphical presentations…
典型相关与冗余最大化产生相同结果的条件
Redundancy analysis was proposed as an alternative to canonical correlation (van den Wollen-berg, 1977). The following paper examines the conditions under which canonical correlation and redundancy analysis produce identical solutions. It is shown that identical results are possible when all nonzero eigenvalues of the correlation matrix of the criterion variables are equal. As a special case, when there is only one canonical root or when all criterion variables are…
In this paper we study a broad class of nonparametric statistics for comparing two diagnostic markers. One can compare the sensitivities of these diagnostic markers over restricted ranges of specificity by selecting an appropriate statistic from this class. As special cases, one can compare the entire area under the receiver-operator curve (Hanley & McNeil, 1982), or one can compare the sensitivities at a fixed common specificity. Usually we would recommend a comparison…
重要性抽样与嵌套 bootstrap
The nested bootstrap is a computer-intensive technique for reducing the statistical error in the ordinary bootstrap. We show how the Monte Carlo technique of importance sampling can be used to substantially reduce the amount of computation needed in a simple double bootstrap confidence limit method.
《马氏距离与椭圆分布》的修订与勘误
On page 518 the expressions for u2 and v2 should be U2= S2 _ (n3/N2), v2=t72-(m3/2N2). In view of the complexity of the formula (3d 1), it is worth noting that it gives the same numerical results, in a number of examples, as the subsequent formula of Mielke & Berry (1985). It also agrees numerically in these examples with the exact third central moment calculated using the enumeration algorithm of Saunders referred to in our paper.
回归问题中强一致的模型选择程序
We consider the multiple regression model Yn= Xnβ+ En, where Yn and En are n-vector random variables, Xn is an n×m matrix and β is an m-vector of unknown regression parameters. Each component of β may be zero or nonzero, which gives rise to 2m possible models for multiple regression. We provide a decision rule for the choice of a model which is strongly consistent for the true model as n →∞. The result is proved under certain mild conditions, for instance without assuming…
竞争风险模型的可识别性
This paper considers the consequences for identifiability of introducing regressors into the competing risks model of multistate duration analysis. We establish conditions under which access to regressors overturns the nonidentification theorem of Cox and Tsiatis for both proportional and accelerated failure time models.
啮齿动物致瘤实验中效率稳健的得分检验
The standard statistical test for assessing adverse effects in rodent tumourigenicity experiments is based on a time-adjusted analysis of lethal and incidental tumours. This test is shown to arise as the sum of two score statistics for fatal and incidental lesions respectively, the former optimal against extreme value hazard alternatives and the latter optimal against logistic prevalence alternatives in terms of asymptotic relative efficiency in the Pitman sense. An…