日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
重抽样方法中的鞍点近似
Saddlepoint approximations are shown to be easy to use and accurate in a variety of simple bootstrap and randomization applications. Examples include mean estimation, ratio estimation, two-sample comparisons, and autoregressive estimation.
状态空间模型中平滑估计的协方差
Ansley & Kohn (1982) presented a novel proof of the fixed interval smoothing algorithm for state space models. In this note the ideas of their proof are used to provide a new formula for the covariance between smoothed estimates at any two points in time. This equation is substantially simpler than existing special cases.
测定分析中的方差函数与最低可检测浓度
Assay data are often fitted by a nonlinear heteroscedastic regression model with the standard deviation of the response typically taken to be proportional to a power θ of the mean. For many assays, how one estimates θ does not greatly affect estimates of the mean regression function. Assay analysis also involves estimation of auxiliary calibration constructs such as minimum detectable concentration. An asymptotic theory is developed to show that standard methods for…
相关二元数据的条件Logistic回归模型
A class of conditional logistic regression models for clustered binary data is considered. This includes the polychotomous logistic model of Rosner (1984) as a special case. Properties such as the joint distribution and pairwise odds ratio are investigated. A class of easily computed estimating functions is introduced which is shown to have high efficiency compared to the computationally intensive maximum likelihood approach. An example on chronic obstructive pulmonary…
简单随机传染病模型感染率极大似然估计的近似
Hill & Severo (1969) and Kryscio (1972) present approximations to the maximum likelihood estimator of the infection rate of the simple stochastic epidemic model. These approximations, valid under some restrictions on the data set, use a table published by Hill & Severo (1969). We give here an algebraically simpler approximation, which does not use an auxiliary table and may be applied to all data sets.
Bartlett 校正后似然比统计量的检验水平误差
It is well that Bartlett adjustment reduces level-error of the likelihood ratio statistic from order n−1 to order n−3/2. In the present note we show that level-error of the adjusted statistic is actually order n−2.
关于相关系数自助法的说明
Smoothed bootstrap estimation of the sampling standard deviation of the variance-stabilized correlation coefficient is reconsidered. An approximation to the mean squared error of the bootstrap estimator is obtained and an empirical procedure for choosing the degree of smoothing in the bootstrap estimation is presented. Performance of the procedure is examined in a simulation study.
关于回归变换得分检验的进一步研究
Lawrance's (1987) results concerning tests for transformation in regression are extended to models where response and mean may both be transformed. It is also suggested (i) that the methods of Lawrance and of Atkinson (1982) lead to statistics with near-perfect correlation, and (ii) that observed and expected informations may have considerably different effects as standardizations of the score statistic.
The problem of testing the adequacy of a time series model in the presence of outliers is considered. The classical portmanteau statistic is generalized to an important class of robust estimators. Some Monte Carlo results suggest that the proposed generalization possesses good robustness properties over the classical statistic. A robustified version of a result of Newbold (1980) is also obtained.
鱼类标记实验中自然死亡率估计方法的比较
Tagging experiments in which recaptures have to be made by professional fishermen are considered. The methods put forward are shown to be maximum likelihood solutions, and expressions are derived for the variances of the estimators. Optimal conditions for the experiment are found, and cases of questionable behaviour are identified.
具有重复测量的临床试验序贯检验
In some clinical trials, the number of subjects on each treatment is fixed and at successive equally-spaced time points each subject yields a measurement which reflects response to treatment. A model is presented for such repeated measurements data. A sequential procedure is proposed for testing the null hypothesis of no difference in mean effect between two treatments. In this procedure, the maximum number of measurements per subject and absorption probabilities for…
The paper presents general second-order approximate formulae for the Fisher information of asymptotically normal statistics, and applies the formulae to a stationary time-series model as well as to an econometric simultaneous equation model. Also the second-order conditional information is evaluated for the exponential family and the location family. Conditioned on a second-order ancillary statistic, the second-order information loss of the maximum likelihood estimate is…
实参数的条件推断：样本空间上的微分方法
A one-dimensional conditional procedure defines a partition of the sample space into curves which can be represented by means of a unit vector field. A formula is given for the conditional distribution in terms of local properties of the vector field. Conditions are developed for reducing the first-order effects of nuisance parameters and reproducing to higher order the likelihood change for the parameter of interest. The emphasis is on extending exponential family methods…
负二项变异下计数数据的单因素组间分析
Two C(α) statistics (Neyman, 1959) for testing the equality of the means of several groups of count data in the presence of a common dispersion parameter are derived. The performance of the two C(α) statistics, the likelihood ratio statistic and two more statistics based on transformed data (Anscombe, 1948) is then compared in terms of size and power by using Monte Carlo simulations. The C(α) statistics are recommended. The C(α) statistics for testing the equality of the…
非参数回归中的残差方差估计
A wide class of estimators of the residual variance in nonparametric regression is considered, namely those that are quadratic in the data, unbiased for linear regression, and always nonnegative. The minimax mean squared error estimator over a natural class of regression functions is derived. This optimal estimator has an interesting structure and is closely related to a minimax estimator of the regression curve itself.
计量型一次抽样方案的贝叶斯方法
In this paper, we develop a model of sampling plans for variables with a polynomial loss function, in which the decision function is either one-sided or two-sided. Based on a Bayesian approach, we suggest a simple finite algorithm for the determination of the optimal single sampling plan. Furthermore, for the case of a symmetric two-sided decision function, we propose an approximate method for determining its optimal single sampling plan.
随机删失下二元分布函数的估计
Estimators are proposed of the underlying distribution function of independent bivariate ran vectors which are subject to random right censorship in each coordinate. The estimators satisy the monotonicity requirements of a distribution function, are uniformly strongly consistent rate equal to that of the empirical distribution function and are fairly simple to compute.
调查抽样中基于模型推断的条件化问题
A ‘discontinuity’ of sampling distribution inference between a prediction problem and an estimation problem in model-based survey sampling is discussed. The problem is resolved by conditioning on an appropriate ancillary within a curved exponential family framework. The ignorability of the sampling design for inference is discussed.
两组数据的共同主成分子空间
One important practical application of principal component analysis is to reduce a large number of variables, say p, to a smaller number, m, by making use of the first m principal components. This technique can easily be extended to two or more groups if the subspaces spanned by the first m principal components are the same for all groups. In this paper we develop an approximate procedure for testing such a hypothesis of common subspaces when two groups are involved. The…