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方差比原假设检验的稳健性与功效AI 解读

A locally optimal test for a null variance ratio is considered in the context of the one-way random effects model, when normality is assumed. Using an asymptotic design sequence with an increasing number of groups with bounded but unequal sizes, this test has the correct asymptotic level of significance for nonnormal data, a property which is not shared by the competing Wald test. Asymptotic power calculations demonstrate that the locally optimal test may be more powerful…

多重保序回归问题的一种检验AI 解读

A new procedure for testing the homogeneity of normal mean vectors versus order restricted alternatives is proposed and its performance discussed.

调查抽样中的渐近设计无偏预测量AI 解读

A probability sampling plan is suggested in this paper for drawing the sample so that the linear least-squares predictor of the total of a finite population is made asymptotically design-unbiased. Conditions are given for the sampling plan to reduce to the more familiar sample designs discussed in the literature.

协变量变化时的重复测量设计分析AI 解读

A model proposed by Patel (1986) is re-examined. It is shown that the model can be written as seemingly unrelated regressions and estimation can be carried out simply. Estimation under constraints given by the general linear hypothesis is also discussed and a two-stage procedure proposed. Connexions with seemingly unrelated regressions with constraints between the regression parameters and the sum of profiles model of Verbyla & Venables (1988) are also given.

非高斯平稳时间序列的时间可逆性与移动平均表示唯一性AI 解读

A recent result by Findley (1986) on the uniqueness of moving average representations for non-Gaussian time series is shown to establish a conjecture by Weiss (1975) on the time-reversibility of general linear processes.

比例风险回归中协变量误设造成的效率损失AI 解读

This note considers partial likelihood score tests for association between a covariate process and survival time based on a proportional hazards regression model. We derive the asymptotic efficiency of the test based on a misspecified form of the covariate process relative to the test based on the correct form. The results can be used to assess the consequences of various types of misspecification.

二项分布参数估计量的损失估计AI 解读

A loss function is introduced, which combines the estimation error of a statistical procedure with a measure of its accuracy. The properties of this loss function are illustrated by the estimator of a binomial parameter. The choice of a conjugate prior distribution is discussed from this point of view. It is shown that there exists a unique beta prior with a conservatively biased accuracy estimate.

大量小样本中的序列相关检验AI 解读

Methods are outlined for testing for serial correlation in large numbers of small samples, emphasis being placed on samples of size three. Some data on pulse rates are analysed in illustration.

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相对风险回归的残差AI 解读

Several possible definitions of residuals are given for relative risk regression with time-varying covariates. Each such residual has a representation as an estimator of a stochastic integral with respect to the martingale arising from a subject's failure time counting process. Previously proposed residuals for individual study subjects and for specific time points are shown to be special cases of this definition, as are previously derived regression diagnostics. An…

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线性回归模型的似然推断AI 解读

Approximate conditional inference based on large-sample likelihood ratio methods is considered for the parameters of linear regression models. Mean and variance adjustments that improve the standard normal approximation to the conditional distribution of the signed square root of the log-likelihood-ratio statistic for a scalar parameter of interest are given. A Bartlett adjustment factor that improves the chi-squared approximation to the conditional distribution of the…

基于剖面似然的区间估计：强拉格朗日理论及判别分析应用AI 解读

Strong Lagrangian theory is used to illuminate the properties of the profile log likelihood. General conditions are given which lead to a simplification of the computations required to plot this function or calculate interval estimates based upon it. The results presented are rather general with a variety of possible applications. In particular, it is shown that they provide a simple solution to the important practical problem of obtaining an interval estimate for the…

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利用专家判断估计稀有误差AI 解读

Cox & Snell (1979) investigate inference about the total population error when most observations are zero. Their approach is parametric and assumes that errors are positive. Empirical evidence indicates, however, that negative errors are not uncommon and that the error distribution is unlikely to be modelled by any standard parametric distribution. We propose a more general nonparametric approach that uses Ferguson's Dirichlet process. Our model allows the investigator to…

用 Edgeworth 级数表示密度的条件AI 解读

The conditions for the correct approximation of a density by the truncated Edgeworth series for a random variable given in a finite interval are found. These conditions restrict the values of skewness and kurtosis to achieve a positive approximating function.

有限封闭总体规模精确最大似然估计的说明AI 解读

Using data obtained by the general capture-recapture sequential sampling process, an analytical expression for the maximum likelihood estimate of the population size is introduced. It is shown that the bounded likelihood functions have at most two maxima. For the simple one-to-one case the estimate is unique.

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比较异方差回归的保守检验与置信域AI 解读

The problem of comparing two regression planes without the assumption of equal variances is considered. A natural analogue of the Behrens-Fisher statistic is proposed and its distribution bounded in terms of the studentized maximum and minimum chi-squared distributions. The results are used to construct conservative tests and confidence regions for comparing the regression parameters. Numerical comparisons with more specialized bounds due to Hsu (1938), Hájek (1962) and…

封闭序贯检验后估计的改进近似AI 解读

Siegmund (1978) has developed a procedure for estimation following a closed sequential test, known as the repeated significance tests. Here a more elaborate approximation is proposed for a wider class of closed sequential tests. The major goal is to account for the excess over boundary in addition to the stopping time when the sequential test is terminated. Some hypothetical examples are used for comparing the two approximations. To investigate the properties of these…

生物测定效力曲线的线性贝叶斯估计量AI 解读

The prior distribution on the class of potency curves in quantal bioassay is assumed to be Ferguson's Dirichlet distribution. Given integrated squared error loss and quantal response data, we derive the Bayes estimator in a linear space generated by the data. Some numerical examples and asymptotic results are also given.

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非标准条件下非正则广义极大似然估计的渐近行为AI 解读

In this paper we generalize Huber's (1967) results to include the nonregular case. Resistant estimators which turn out to be asymptotically unbiased in a neighbourhood of the model are given for some univariate models. Their order of consistency achieves the rate of the maximum likelihood estimates. Moreover, some of the estimates are asymptotically efficient under the central model, in the sense that they have the same asymptotic distribution as the maximum likelihood…