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形状数据的统计分析AI 解读

The paper deals with the statistical shape analysis of landmark data. Bookstein (1986) introduced a plausible model and obtained a useful normal approximation for three landmarks. We use exact distribution theory and a normal approximation to consider maximum likelihood estimation. The Fisher information matrix for the normal approximation is given and we consider the hypothesis of shape change. Using these results, we analyse a practical example based on digitized shapes.…

Slowly decaying serial correlations have, if ignored, disastrous effects on classical tests and confidence intervals. We propose a modified t test for the location parameter which takes into account such correlations. An approximate distribution function of the test statistic is given under the assumption of fractional Gaussian noise. The results are generalized to prediction intervals for a future average. An example is given to illustrate the methods.

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近似条件似然的一个时间序列例证AI 解读

We consider the calculation of confidence intervals for the correlation parameter, based on observations of a large number of short Gaussian first-order autoregressive processes with different means but common correlation and variance. Ordinary profile likelihood gives very misleading answers. The approximate conditional likelihood of Cox & Reid (1987) is calculated and shown to lead to consistent estimation of the correlation. Simulations verify that the usual asymptotic…

回归变换中渐近等价检验统计量的比较AI 解读

A simulation comparison is made of six asymptotically equivalent test statistics for transformation of the response in regression; the tests typically have observed sizes up to twice the nominal size. A likelihood ratio statistic, a score statistic, and a Wald statistic behave very similarly, both at the null hypothesis and in terms of power. Values of all the statistics are highly positively correlated. The greater part of any differences between the statistics is…

偏差残差与正态分数图AI 解读

We discuss the use of normal order statistics plots, based on deviance residuals, to check distributional assumptions in regression models. Continuous and discrete error distributions are considered, as are censored data. Misspecified error distributions and discrimination between competing models are discussed, with an example.

非参数回归中残差方差估计的图方法AI 解读

If one wishes to make inferences about a regression, then an accurate estimator of the residual variance is required. However, except in the simplest cases, all estimators of variance are biased by an amount which depends on the unknown regression. Here, a graphical procedure is proposed which indicates whether the bias in a particular estimate is small. This procedure is studied in some detail for estimators which are weighted sums of squares of divided differences of the…

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修订与更正：二维列联表中 Pearson 卡方统计量的矩与最小期望值AI 解读

T. Lewis, I. W. Saunders, M. Westcott, Amendments and Corrections: The Moments of the Pearson Chi-Squared Statistic and the Minimum Expected Value in Two-Way Tables, Biometrika, Vol. 76, No. 2 (Jun., 1989), p. 407

受限随机分配规则下的区间估计AI 解读

In comparing two treatments in a clinical trial, suppose that patients are assigned sequentially to treatments by a restricted randomization rule. Exact and approximate confidence intervals for treatment difference are derived without assuming that the study subjects were obtained by random sampling from a well-defined population. We show that, if there is a time trend among the responses of study subjects, one should not ignore the design in the analysis. All the procedures…

论参数密度估计AI 解读

The paper makes a critical assessment of Aitchison's criterion of density estimation. It seems not to satisfy certain intuitive requirements. A new criterion based on decisions theoretic considerations is introduced. It is shown through examples that the judgement about the choice of density estimates is seriously dependent on the criterion chosen. Some other density estimates are introduced which look similar to Bayesian predictive density estimates without using a prior…

一般随机序约束下生存函数的非参数极大似然估计及其对偶AI 解读

This paper discusses estimation of survival functions under an arbitrary partial stochastic ordering of the underlying populations. This technique is especially useful when data are not easily acquired from one or more of the populations, but data from the other populations are available. Estimation of the ordered survival functions entails use of a Fenchel duality theorem that results in an algorithm to identify and resolve violations of the underlying ordering. The…

多元时间序列的稳健建模AI 解读

A robust estimation procedure for multiple time series is proposed based on robustifying the residual autocovariances in the estimating equation. The asymptotic distribution of these estimators is derived. A robustified multivariate portmanteau statistic is also obtained which can be useful in model diagnostic checking. An illustrative example based on the mink-muskrat data is presented.

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自相关误差回归模型的大样本推断AI 解读

Based on intermittent observations from several independent regression models with autocorrelated errors, we derive tests of homogeneity, and the maximum likelihood estimate of the common regression parameter. The estimate for the regression parameter is based on aggregated data in the form of sample means at each time point. The limit distributions of the test statistics, and the estimate are considered.

田间小区试验中 Papadakis 及其他非线性处理对比估计量的无偏性AI 解读

Spatial methods for the analysis of field-plot experiments are considered. Estimators of treatment contrasts obtained by these methods are generally complicated nonlinear functions of the observations. Sufficient conditions for these estimators to be unbiased under a postulated true model are obtained.

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系数恒定性检验统计量的分布AI 解读

This paper investigates the distribution of the locally best invariant test for coefficient constancy, against the random walk alternative, in a regression model which may contain nonvarying coefficients. Unfortunately, the distribution of the locally best invariant test depends critically on the exogenous variables of the model, even asymptotically. A modification is suggested which has a known asymptotic distribution regardless of the regression effect.

典型变量分析中的置信区域AI 解读

It is argued that confidence circles as traditionally drawn on canonical variate diagrams are incorrect, because no allowance is made in their construction for the sampling variability of the canonical variate axes. A series of approximations is employed to obtain tractable expressions for the correct regions. Despite the rather broad approximations involved, empirical assessment via bootstrapping shows the new regions to have much more accurate probability content than the…

指数回归模型使用非正常先验的若干讨论AI 解读

We consider Bayesian inference on the exponential regression model. It is known that standard improper priors on the parameters of this model lead to marginal posterior distributions on one of the parameters involved which are also improper on the interval (0, 1). This has sometimes been interpreted as meaning that the observations are irrelevant. We re-analyse this problem using a finitely-additive approach and show that the above conclusion is not generally correct. This…

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状态空间模型中信号提取、影响分析与交叉验证的快速算法AI 解读

A fast algorithm is developed for computing the conditional mean and variance of the signal given the observations in a signal plus noise model. The resulting recursions can be applied immediately to provide new and efficient formulae for smoothing part or all of the state vector. The ideas of studentized residuals and leverage from regression analysis are generalized to state space models, and the new algorithm is used to compute the various measures. The results are also…