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经验鞍点近似的性质AI 解读

SUMMARY The properties of the saddlepoint approximation are investigated when the required cumulant generating function is obtained empirically. Properties of the empirical moment generating function and empirical cumulant generating function and derivatives of these processes which are needed for this study are derived first, in particular their uniform consistency, moment structure, and weak convergence to normality are established. A numerical investigation exploring use…

基于经验似然比统计量带符号平方根的调整AI 解读

The standard multivariate normal approximation to the distribution of the signed root of the empirical likelihood ratio statistic is considered in cases where inference is required for a smooth function of the mean of the distribution from which the sample is drawn. The error in this approximation is of order O(n−½) where n is the sample size, and it is shown that the error can be reduced to order O(n−1) by using a mean adjustment. When a scalar parameter is of interest, use…

简单线性回归变点的似然比检验AI 解读

We consider likelihood ratio tests to detect a change-point in simple linear regression (a) when the alternative specifies that only the intercept changes and (b) when the alternative permits the intercept and the slope to change. Approximations for the significance level are obtained under reasonably general assumptions about the empirical distribution of the independent variable. The approximations are compared with simulations in order to assess their accuracy. For the…

两组中的共同主成分子空间AI 解读

E. Keramidas has brought to my attention some related work by Keramidas, Devlin & Gnanadesikan (1987), who compared principal components of several covariance matrices by using a graphical procedure.

啮齿动物生物测定与筛查实验中协变量的使用AI 解读

Equation (6) represents only an approximation to the maximum likelihood estimator, whose actual form satisfies where Our reason for presenting (6) is its generalizability to the closed form, consistent prevalence estimator, (8).

参数经估计时使用 Moran 统计量的拟合优度检验AI 解读

Moran's log spacings statistic for testing goodness of fit is shown to have the same asymptotic distribution when parameters must be estimated from the sample as it does when parameters are known, provided the estimation is done efficiently. For small samples, a chi-squared approximation is given and shown to be accurate when estimation is carried out by minimizing Mdran's statistic itself regarded as a function of the unknown par ameters. A numerical example is given to…

混合模型的似然推断：单调步长算法的几何及其他构造AI 解读

This paper considers algorithms for the maximum likelihood estimator of the mixing distribution of a family of parametric densities. Specific interest is devoted to the monotonicity of the step-length of the solution. In ξ 2 we introduce the idea of estimating the area above the second derivative curve, and in Theorem 1 we relate area-overestimation to the monotonicity of the associated algorithm. In ξ 3 we apply Theorem 1 to the monotonicity analysis of well-known…

回归模型选择的一种强一致程序AI 解读

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…

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最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…

竞争风险模型的可识别性AI 解读

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.

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.

空间线性模型中似然的多峰性AI 解读

A popular covariance scheme used for the spatial linear model in geostatistics has spherical form. However, the likelihood is not twice differentiable with respect to the range parameter, and this raises some questions regarding the unimodality of the likelihood. We compare the likelihoods of the spatial linear model for small samples under this scheme and the doubly geometric scheme. Also, a power covariance with range parameter is proposed. In view of potential multimodal…

自相关误差回归模型的大样本推断AI 解读

SUMMARY 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. Basawa, Billard & Srinivasan (1984) discussed testing the…

序列相关缓慢衰减数据的位置参数检验AI 解读

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.

田间小区实验中 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.

序列相关观测下的稳健实验设计AI 解读

The presence of serial correlation affects the design strategy of a statistical experiment. It is the object of this paper to construct robust and efficient designs under such conditions. Special consideration is given to the two-level factorial designs and weighing designs.

近似条件似然的一个时间序列示例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…

回归响应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…

非参数回归残差方差估计的图形方法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…

《缺失数据问题的递归估计程序》勘误AI 解读

We are grateful to a colleague for pointing out that the asymptotic normality property (4) cannot hold and that its statement is a misquotation from Fabian (1968). Property (4) is not used in the rest of the paper.

关于二维列联表 Pearson 卡方统计量矩与最小期望频数的更正说明AI 解读

On page 518 the expressions for u2 and v2 should be In view of the complexity of the formula (3·1), 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.

R 估计量的刀切法方差估计AI 解读

Sufficient conditions are given for the consistency of the jackknife variance estimator for R-estimators of location in the one- and two-sample problems. In particular, the jackknife is shown to produce strongly consistent estimates of the variance of the Hodges–Lehmann estimator. An efficient algorithm for computing the variance estimator is presented. For the two sample sizes considered in this paper, calculations for the jackknife estimator of the variance of the…