日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
利用似然比检验比较样本协方差矩阵
The standard method for the comparison of two or more sample covariance matrices is the likelihood ratio test. The purpose of the present paper is to show how this test can be made more informative by hierarchically partitioning the test statistic into three components.
线性判别函数的矩与对数优势比的渐近置信区间
A general expression is obtained for the moments of a statistic which contains Anderson's linear discriminant function and the minimum variance unbiased estimator of the log odds ratio as special cases. The result is given in terms of certain invariant polynomials of matrix argument, and is used to derive the first four exact central moments, together with asymptotic expansions of the cumulants. This provides an alternative approach to Okamoto's expansion as an Edgeworth…
插值误差方差与线性确定性指标的估计
The autoregressive and window estimators of the inverse variance, Ri (0), say, are adopted for estimating the interpolation error variance, {Ri (0)}−1, and an index of linear determinism, A, of a stationary process {Xt}. The index A is defined as 1 −{R(0) Ri (0)}−1, where R(0) denotes the variance of Xt; A measures the proportion of total variance explained by the interpolator when interpolating Xt, say, from {Xs, S ≠ t}. Some uses of A and {Ri (0)}−1 are discussed. The…
成对相互作用点过程的非参数估计量
The paper develops a nonparametric estimator for the class of pairwise-interaction point processes. The estimator is based on an approximation in statistical physics due to Percus and Yevick, which relates the interaction function of a pairwise-interaction point process to its second-order statistics via an integral equation. The results of a simulation study are presented.
广义线性测量误差模型的条件得分与最优得分
In this paper we study estimation of the parameters of generalized linear models In canonical form when the explanatory vector is measured with independent normal error.For the functional case, i.e., when the explanatory vectors are fixed constants, unbiased score functions are obtained by conditioning on certain sufficient statistics.This work generalizes results obtained by the authors (Stefanski & Carroll, 1986) for logistic regression.In the case that the explanatory…
估计函数与近似条件似然
The approximate conditional likelihood method proposed by Cox & Reid (1987) is applied to the estimation of a scalar parameter Θ, in the presence of nuisance parameters. The estimating function of Θ based on the approximate conditional likelihood is shown to be preferable to that based on the profile likelihood. A sufficient condition for both approaches to be equivalent is given. The role of parameter orthogonality is emphasized. Several examples including bivariate normal…
非线性回归估计量的不对称性
The least-squares estimators of nonlinear regression parameters are partitioned into three terms. Only the first is symmetrically distributed. Measures of asymmetry are derived from the other two which are valid for any sample size in that, if they are both zero for a given parameter, then its estimator is exactly symmetrically distributed. Asymptotic results are derived and we find that all odd central moments have a common factor when evaluated to first order. This factor…
We propose graphical methods for displaying relevant information on a selected parameter from a normal nonlinear regression model. It is shown that the usual extension of added variable plots from linear to nonlinear regression can fail to reveal important diagnostic information, and that this information can be recovered by using a parameter plot that depends on selected elements of the parameter-effects curvature array.
随机向量或方向数据的非参数相关系数与两样本检验
For multivariate or directional data a nonparametric correlation coefficient and a two-sample statistic are proposed. Both of these statistics are coordinate-free, resistant and unchanged under almost all small perturbations of the data. The correlation coefficient generalizes Kendall's tau and the angular-angular correlation coefficient of Fisher & Lee (1982). The two-sample statistic is related to the Cramér-von Mises statistic and to Watson's (1962) U2. A numerical…
平稳随机场的边缘效应与有效参数估计
We consider the estimation of the parameters of a stationary random field on d-dimensional lattice by minimizing the classical Whittle approximation to the Gaussian log likelihood. If the usual biased sample covariances are used, the estimate is efficient only in one dimension. To remove this edge effect, we introduce data tapers and show that the resulting modified estimate is efficient also in two and three dimensions. This avoids the use of the unbiased sample covariances…
删失生存数据的近似贝叶斯分析
The Bayesian analysis of data arising from a location-scale regression model, and which may include a number of right-censored observations, is considered. The posterior distributions of the suitably normalized precision parameter and regression coefficient vector are shown to be well approximated by X2 and multivariate t distributions respectively. The ideas are illustrated using some clinical survival data.
比例风险模型中中位与平均生存时间的估计及置信区间
Estimation procedures and confidence intervals are given for the median and mean survival time in the proportional hazard regression model. For median survival, the methods apply to censored data. The procedures are based on Cox's partial likelihood estimates of the linear model parameters in the log linear proportional hazard model and on Breslow's estimate of the baseline hazard function. The asymptotic properties of these semiparametric estimates are developed and they…
自回归移动平均参数的稳健一致估计
We aim at estimates of autoregressive-moving average parameters which are simultaneously consistent at the nominal Gaussian model and insensitive to outliers in the data. The estimates may be viewed as a robust version of maximum likelihood estimates of order r and, for purely autoregressive models, reduce to a special case of generalized M-estimates.
球面数据的核密度估计
We study two natural classes of kernel density estimators for use with spherical data. Members of both classes have already been used in practice. The classes have an element in common, but for the most part they are disjoint. However, all members of the first class are asymptotically equivalent to one another, and to a single element of the second class. In this sense the second class ‘contains’ the first. It includes some estimators which out-perform all those in the first…
高斯超总体模型下 Royall 预测量的最优性
This note shows that under the assumption of a Gaussian superpopulation model with a general symmetric and positive-definite covariance matrix, the model-based predictor of Royall (1976) is the unbiased minimum mean squared error predictor of the total of a given finite population. This somewhat anticipated result is a generalization of recent published work in which it was derived under more restrictive assumptions.