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一种更锐利的多重显著性检验 Bonferroni 程序AI 解读

A simple procedure for multiple tests of significance based on individual p-values is derived. This simple procedure is sharper than Holm's (1979) sequentially rejective procedure. Both procedures contrast the ordered p- values with the same set of critical values. Holm's procedure rejects an hypothesis only if its p-value and each of the smaller p-values are less than their corresponding critical-values. The new procedure rejects all hypotheses with smaller or equal…

检验相关矩阵最小特征根的相等性AI 解读

The asymptotic variance of a statistic used to test the equality of the smallest latent roots of a correlation matrix is computed. This permits an approximation to its null distribution suggested by Lawley (1956). A simulation is used to compare the performance of this approximation with others currently in use.

分析多维列联表独立性与频数拟合优度的累积量方法AI 解读

Cumulant methods for analysisng the independence of r-way contingency tables and goodness-of-fit frequency data are presented. These methods are based on the exact first three cumulants of both the classical Pearson chi-squared statistic and a recent advantageous modification of this statistic. These approximate methods provide major distributional improvements over existing asymptotic methods

非高斯时间序列的相位滞后估计AI 解读

An important problem in the physical sciences is estimation of the innovations of a noninvertible linear process. Here the problem of deconvolving such a time series containing a phase-lead is investigated. A compensating phase-lag filter is sought, and is estimated by maximization of a chosen statistic or projection index. It is demonstrated by simulation that a statistic which is superior to another in the ideal case of a full-band time series can be substantially inferior…

总体身份不明的配对数据：总体差异检验与误识别概率估计AI 解读

A modified Mann-Whitney statistic is used to construct a permutation test for comparing samples of paired data from two populations when the population identities of each pair are uncertain. An estimator of the probability of population misidentification within a pair is also proposed. This is based on the Lehmann family of distributions. Simulation results show the new methods are generally as or more effective than existing normal theory methods unless there is strong…

具有对数伽马残差的秩回归AI 解读

A robust analysis for field data is proposed using a stratified rank regression model. That analysis follows Pettitt (1982). Alternatively, a new technique is described where residuals are log gamma random variables. The log gamma distribution is approximately normal when the shape parameter is large and this parameter is taken as an integer which is either preselected or estimated by a simple grid search. Algorithms for estimating location parameters by maximizing the…

类间相关系数的估计AI 解读

A noniterative method for estimating the interclass correlation coefficient is derived from the technique of weighted sums of squares. The asymptotic variance of this estimator is derived under the assumption of normality. Through extensive Monte Carlo simulations, the sample variance of this estimator is found not to differ greatly from that of the maximum likelihood estimator.

组序贯试验结束后的精确置信区间：方法比较AI 解读

With interest in designing group sequential clinical trials increasing, methodology for analysing the data arising in such trials is needed. We discuss several approaches to constructing confidence intervals for the parameter of interest in a group sequential trial after the trial has ended. We compare these methods to one already in the literature and point out interesting differences.

随机复杂度与非参数密度估计AI 解读

We use the concepts of stochastic complexity, description length, and model selection to develop data-based methods for choosing smoothing parameters in nonparametric density estimation. In the case of histogram estimators, we derive a simple, exact formula for stochastic complexity when the prior distribution of cell probabilities is uniform over the class of all possible choices. The formula depends only on the data and the smoothing parameter, which is readily chosen…

带有偏置扰动的多过程动态线性模型：生长激素水平的实时建模AI 解读

This paper introduces biased perturbation distributions into the multiprocess dynamic linear model in order to represent growth hormone levels in animals, which are characteristically noisy pulsatile time series. The use of biased perturbation distributions allows a pulse to be detected on the first observation immediately after it occurs, thus allowing the process to be modelled in real time. This approach is found to be quite effective at detecting the occurrence of a…

Bootstrap 重抽样与迭代AI 解读

We propose a single unifying approach to bootstrap resampling, applicable to a very wide range of statistical problems. It enables attention to be focused sharply on one or more characteristics which are of major importance in any particular problem, such as coverage error or length for confidence intervals, or bias for point estimation. Our approach leads easily and directly to a very general form of bootstrap iteration, unifying and generalizing present disparate accounts…

异常值检测与残差分析的贝叶斯方法AI 解读

An approach to detecting outliers in a linear model is developed. An outlier is defined to be an observation with a large random error, generated by the linear model under consideration. Outliers are detected by examining the posterior distribution of the random errors. An augmented residual plot is also suggested as a graphical aid in finding outliers.

平滑回归模型中的依赖性检测AI 解读

A class of simple estimators for the correlation of the errors in nonparametric regression models is proposed for the fixed design case. These estimators are based on squared differences of various spans of the data and are consistent so long as the regression function is Lipschitz continuous. The limiting distribution is established and applied to derive asymptotic ‘global’ and ‘local’ tests for different null hypotheses of uncorrelatedness. The finite sample behaviour of…

啮齿动物生物测定与筛查实验中的协变量使用AI 解读

Consider a three-state compartmental model with an initial, an absorbing and an intermediate state which may or may not be entered before absorption. Observable data are time to absorption and an indication of whether the intermediate state was entered, but not the time of transition. The transition rates characterizing the process are nonidentifiable without simplifying assumptions or additional information on the prevalence function, defined as the time specific proportion…

This paper discusses a model-based finite population correction term for estimating the model and design variances of the Horvitz-Thompson estimator under the usual model.

Jacobi 定理及其推广AI 解读

A theorem of Jacobi (1841), which shows how the ordinary least-squares estimator from a linear regression can be represented as the weighted sum of ‘elementary’ estimators of the parameters, is extended to the generalized least-squares estimator. The generalization is applied to a problem in microwave engineering.

M 分位数AI 解读

It is well known that a M-estimator of the centre of symmetry Θ of a symmetric distribution can be defined in terms of either a continuous symmetric loss function ρ or the associated influence functionψ. This estimator is robust if ψ is bounded. In this paper, we develop a generalization of the M-concept to estimation of a quantile analogue of Θ, called a M-quantile, by introducing a particular kind of asymmetry into ψ. A natural consequence is that the M- quantile parameter…

贝叶斯自助法的直方样条平滑AI 解读

This paper describes a version of the Bayesian bootstrap that assigns random Dirichlet mass uniformly across statistically equivalent blocks. The method requires prior knowledge that the underlying distribution is continuous with known compact support. Under these conditions, the resulting analysis has three advantages over traditional bootstrap competitors. First, it takes account of the probability integral transformation. Secondly, it often enables exact expressions for…

计数时间序列的回归模型AI 解读

This paper discusses a model for regression analysis with a time series of counts. Correlation is assumed to arise from an unobservable process added to the linear predictor in a log linear model. An estimating equation approach used for parameter estimation leads to an iterative weighted and filtered least-squares algorithm. Asymptotic properties for the regression coefficients are presented. We illustrate the technique with an analysis of trends in U.S. polio incidence…

重复测量模型中的顺序约束推断AI 解读

There is an extensive literature on inferences from independent random samples about several normal means under order restrictions. The purpose of this note is to point out these results have very simple generalizations to one repeated measures model.

多元假设检验中的对偶性AI 解读

This paper derives a duality result for a general class of hypothesis testing problems in multivariate analysis utilizing the relationship between convex cones and their polar cones together with the properties of minimum norm problems between points and cones in Euclidian space. Special cases of this result yield generalizations of a well-known duality relation in multivariate equality constraints testing. For example, any multivariate inequality constraints test on the…

删失数据非参数假设检验的时间序贯方案AI 解读

A sequential plan with censored data for nonparametric testing of a hypothesis H0: F(t) = F0(t) against H: F(t) ≤ F0(t), where the inequality holds strictly for some t, is discussed. A large-sample theorem due to Gill (1983) is used and a Kolmogorov-type test is established.

状态空间模型中平滑估计的协方差AI 解读

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.