日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
偏群时延的估计
The partial group delay between two channels of a multiple time series has an interpretation as the time lag between frequency components of the two channels after adjustments have been made for the influence of the remaining channels. A procedure for estimating partial group delay is proposed, and conditions for consistency and asymptotic normality of the estimating sequence are obtained.
带随机干扰参数的信号估计
We describe two models in which n records of a signal in white noise are taken. In the first model the signal parameters of interest do not change between records, but the amplitude varies in a random way. In the second model, the location is the random nuisance parameter. We describe an efficient estimator for the first model. For the second model an estimator is described which is n½ consistent, invariant to the distribution of the location and efficient for a particular…
平稳时间序列上叠加单调趋势的一致检测
Consider a time series made up of a signal and a stationary autocorrelated error series. A statistic is proposed for examining the hypothesis that the signal term is constant versus the hypothesis that it is monotonic in time. The statistic is the ratio of a linear combination of the time series values, with coefficients introduced by Abelson & Tukey (1963), to an estimate of the standard error of the linear combination. The statistic has asymptotic power 1 for a broad class…
Durbin–Watson检验的三次样条扩展
We propose a new test for model misspecification in linear regression, based on a measure of ‘smoothness’ of the regression residuals. This ‘curvature statistic’ is related to a property of cubic splines and leads to a convenient, powerful test for patterns. The distribution of the curvature statistic may be derived from assumptions of normality. For equally spaced data, the calculations are simplified and a table of significance points of the distribution is given.…
利用非参数回归检查模型
The use of nonparametric regression is explored to check the fit of a parametric regression model. The principal aim is to check the validity of the regression curve rather than necessarily to detect outliers. A pseudo likelihood ratio test is developed to provide a global assessment of fit and simulation bands are used to indicate the nature of departures from the model. The types of data considered include discrete response variables, where standard diagnostic techniques…
缺失观测与 Durbin–Watson 统计量的使用
This paper recommends the use of the usual Durbin–Watson test for the serial independence of errors on a classical regression equation in the presence of occasional gaps in the data.
一种新的预测型乘积估计量
A product estimator of the population mean which is predictive in character is proposed. Although optimal in the sense of unbiasedness and minimum mean squared error under a certain superpopulation model, the estimator is frequently less biased than its competitors under a sampling theoretic approach.
马尔可夫依赖伯努利试验的比例检验
For testing stationary state distribution of positive recurrent Markov dependent Bernoulli trials, Tavaré & Altham (1983) proposed a scale-corrected statistic, XXTA2 which has a X2 limiting distribution. In this paper, we establish the asymptotic optimality of XXTA2 by showing that it is asymptotically equivalent to the optimal test XXTA2 obtained under the modified likelihood approach of Billingsley (1961). Some simulation results are also given to examine finite sample…
病例对照研究中的假设检验
SUMMARY Prentice & Pyke (1979) have shown that valid estimators of the odds-ratio parameters in a logistic regression model may be obtained from case-control data by fitting the model as if the data had been obtained in a prospective study. The resulting estimates of standard errors are also valid asymptotically. We extend the Prentice-Pyke result to likelihood ratio tests obtained from fitting a prospective model. These tests are asymptotically exact if the hypothesis…
基于等重叠样本的估计
A model describing overlapping samples is proposed. Estimators of the expectation of underlying random variables are compared by the criterion of relative efficiency. Mallows & Vardi (1982) derived inequalities for the variances of these estimators in a general model of overlapping samples, which lead to a lower bound for the relative efficiencies considered. These are analysed as functions of certain problem parameters.
时间序列配对比较中差值的序列相关
If observations are taken at the same set of time points on each of two time series whose nonnegative trends are proportional, the F statistic based on the differences of the two series at the time points may be used to test equality of trends against inequality of trends provided the paired differences are independently and identically distributed normal random variables. The present paper investigates the effect on the F test when the paired differences follow a stationary…
CUSUM运行长度分布的几何近似
It has long been known that at larger run lengths, the distribution of cusum run length, T, converges to the geometric form cλT. Currently, the only approximation to c is 1 and one approximation is available for λ which goes back to Page (1954). The usefulness of these approximations has never been tested. Two new approximations for c and three for λ are derived. All are compared to numerically-derived values c and λ for a small but diverse set of cusums whose increments are…
Bootstrap的对偶重抽样
An antithetic variates method for the bootstrap is proposed and discussed. It is applicable quite generally, to bias estimation, distribution function estimation and quantile estimation, for example. It is based on an ‘antithetic permutation’ of the sample, which amounts to ranking values of a certain function of the data. Once this has been done B uniform resampling operations may be immediately converted into 2B ‘effective’ resampling operations, yielding greater…
核密度估计中平滑参数的Bootstrap选择
Cross-validation based on integrated squared error has already been applied to the choice of smoothing parameter in the kernel method of density estimation. In this paper, an alternative resampling plan, based on the bootstrap, is proposed in an attempt to estimate mean integrated squared error. This leads to a further data-based choice of smoothing parameter. The two methods are compared and some simulations and examples demonstrate the relative merits. For large samples,…
通过投影提高敏感性并消除干扰参数
This paper examines statistical methods based upon estimating functions, i.e. functions of both the parameter and data that are designed to permit inference about an unknown parameter in a statistical model. We explore reductions of such estimating functions by projection. This reduction, analogous to the process of Rao–Blackwellization, may be used either to increase the power of a test, the efficiency of a point estimator, or alternatively to render an inference function…
贝叶斯分析中影响与敏感性评估的近似方法
We use asymptotic approximations to posterior expectations in deriving diagnostics for case influence and prior sensitivity. We obtain an easily-interpreted expression for the change in posterior expectation following perturbation of the problem, which also produces a useful interpretation of the likelihood displacement discussed by Cook & Weisberg (1982). In addition, we propose two simple diagnostics of posterior nonnor mality. The leukaemia data analysed by Feigl & Zelen…
多变量时间序列中序列相关的渐近协方差结构
A simple proof of the asymptotic joint normality of any finite set of serial correlations of a general multivariate second-order stationary time series is presented and an explicit formula for the asymptotic covariance between two serial correlations is derived. The latter extends Bartlett's formula for the asymptotic covariance between two sample cross-correlations.
调查抽样中按规模成比例概率选择的两阶段抽样
Särndal & Swensson (1987) have given a general framework of estimation in two-phase sampling assuming arbitrary probability by sampling designs in both the phases where the selections are without replacement. This note discusses a specific with replacement version of the scheme where a ratio of two variables is suggested as a measure of size of the units and a mean of the ratios-type estimator is proposed. A comparison is made with the Raj (1965) scheme employing the…
存在左截断和不确定起点的艾滋病发病时间混合模型
The use of a mixture model to estimate the probability of developing AIDS after HIV infection and the distribution of incubation time is investigated. The possibility of left truncation and an uncertain time of infection is incorporated into the analysis. The efficiency losses associated with uncertain infection times are investigated. An example is given.
关于自然死亡率半参数估计量的一则札记
A semiparametric estimator of natural mortality, introduced by Hearn, Sandland & Hampton (1987), was studied by Leigh (1988), who noted that its asymptotic variance may sometimes be infinite. We discuss the nonnorrnal asymptotic behaviour that can occur in this case, and remark on difficulties that it causes in practice.
多种疾病的优势比相等性检验
We present a test for the hypothesis that odds-ratios are constant across two or more diseases, using matched case-control data. The test requires less computing than the usual conditional likelihood score test (Prentice, 1979) because it excludes the control covariates. We give a practical algorithm to compute the test statistic and discuss its power.
一般相关模型下有限总体总量的最优估计
Restricting attention to fixed size sampling designs and linear unbiased estimators of a finite population total, we give methods for finding estimators with minimum model expected variance and the optimal strategy under a general correlated superpopulation model. Some techniques popular in the theory of optimal experiments help in the derivation. Several earlier optimality results are deduced as special cases.