日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
变点问题的秩检验
We consider procedures based on quadratic form rank statistics to test for one or more changepoints in a series of independent observations. Models incorporating both smooth and abrupt changes are introduced. Various test statistics are suggested, their asymptotic null distributions are derived and tables of significance points are given. A Monte Carlo study shows that the asymptotic significance points are applicable to moderately sized samples.
配对设计中以中位数进行重新随机化推断
When a rerandomization or permutation test is applied to a matched-pairs design, the observed mean difference is typically compared with the null distribution of means that would have occurred under all possible randomizations. It is shown that rerandomizing the median instead of the mean transforms a formidable computational problem into one amenable to a hand calculator. Moreover, the robustness derived from rerandomizing the median rather than the mean is illustrated with…
多元岭回归
A multivariate linear regression model with q responses as a linear function of p independent variables is considered with a p × q parameter matrix B. The least-squares or normal-theory maximum likelihood estimate of B is deficient in that it takes no account of the ‘across regression’ correlations, and ignores the Stein effect. A remedy was offered by Brown & Zidek (1980) in the form of a multivariate ridge estimator. A richer class of estimators is obtained here by casting…
Frank 二元分布族
This paper examines the properties of a new class of bivariate distributions whose members are stochastically ordered and likelihood ratio dependent. The proposed class can be used to construct bivariate families of distributions whose marginals are arbitrary and which include the Fréchet bounds as well as the distribution corresponding to independent variables. Three nonparametric estimators of the association parameter are suggested and Monte Carlo experiments are used to…
含噪信号的可变潜伏期：脑电位数据的估计与检验
The electric response of the brain related to some event, i.e. stimulus, is usually estimated by repeated stimulation and subsequent averaging of the activity recorded time-locked to the stimulus. The present paper deals with the model that the single responses may have varying latency, i.e. arrival time, after stimulus onset. For estimating the single latencies, a maximum likelihood approach employing iterative Fisher-scoring is developed. Further a statistic for testing on…
二维格点上的内蕴自回归及相关模型
Stationary autoregressions on a two-dimensional lattice are generalized to intrinsic models where only increments are assumed to be stationary.Prediction formulae and the asymptotic behaviour of the semivariogram are derived.For parameter estimation we propose an approximate maximum likelihood estimator, a generalization of Whittle's estimator; it is derived also for general intrinsic models.
二元数据逻辑回归中解释变量的变换
Some results are presented on improving the fit of the logistic regression model for binary data by transforming the vector of explanatory variables. The methods are based on consideration of the distributions of these variables conditional on outcome group. The transformations required are the functions of the explanatory variables which appear in the log density ratio of the conditional distributions.
自助法与基于似然的置信域
We describe a method for constructing likelihood-based confidence regions for a vector parameter, using the bootstrap and nonparametric density estimation. The technique is illustrated by application to a numerical example, and its theoretical properties are elucidated. It is argued that likelihood-based regions should not be approximated by ellipses, if we are to have any hope of capturing first-order departures from normality. Bootstrap algorithms for constructing…
检验独立性对正象限依赖：Kendall tau 检验的竞争方法
A class of distribution-free tests has been proposed for testing independence against positive quadrant dependence. The Kendall-tau test belongs to this class and the newly proposed tests are seen to be quite efficient.
列联表单元近似均值的两种修正之间的等价性
Stevens (1951) gives approximate expressions for the conditional mean and variance of an entry in a contingency table with fixed marginals. Cornfield (1956) shows these to be the moments of the asymptotic normal approximation to the noncentral hypergeometric distribution. McCullagh (1984) and Levin (1984) suggest corrections to the expression for the mean. We show that the bias correction preferred by Levin for the conditional case is virtually identical to that derived by…
一阶自回归参数的渐消加权估计
In the estimation of autoregressive parameters, biases from ordinary least-squares or maximum likelihood estimator are big even for moderately large sample sizes. A new tapering estimation technique is developed to reduce the bias. Monte Carlo experiments show that the tapering estimation in the time domain yields a substantial reduction in the bias when autoregressive parameters are positive and not very near unity, over a wide range of sample sizes.
检测疾病空间聚集的检验
A test is given to detect clustering in disease incidence or mortality data The test statistic is the mean distance between all pairs of disease cases. Its null mean and variance and its asymptotic normality are derived under assumptions that accommodate differences in population distribution among demographic subgroups at different disease risk. The test is illustrated on 63 cases of anal and rectal squamous cell carcinoma in San Francisco during 1973–1981.
迈向自回归模型的统一渐近理论
This paper develops an asymptotic theory for a first order autoregression with a root near unity. Deviations from the unit root theory are measured through a noncentrality parameter. When this parameter is negative we have a local alternative that is stationary; when it is positive, the local alternative is explosive; and when it is zero we have the standard unit root theory. Our asymptotic theory accommodates these alternatives and helps to unify earlier theory in which the…
通过预枢轴化降低置信集的覆盖水平误差
Approximate confidence sets for a parameter θ may be obtained by referring a function of θ and of the sample to an estimated quantile of that function's sampling distribution. We call this function the root of the confidence set. Either asymptotic theory or bootstrap methods can be used to estimate the desired quantile. When the root is not a pivot, in the sense of classical statistics, the actual level of the approximate confidence set may differ substantially from the…
随机截断数据的影响曲线
Under a random truncation model, observations (X, Y) are lost if X < Y. Properties of the maximum likelihood estimators for the distributions F, G of X and Y and the truncation proportion a have been treated by various authors, for example, Lynden-Bell (1971), and more recently Woodroofe (1985). Asymptotic variances of various estimates, including the mean, the median, the L- and the M-estimates and â, if they can be expressed as functionals of ^ and Ĝ, are obtained through…
有限观测下非平稳时间序列的信号提取
For a signal plus noise model, where both signal and noise are generated by nonstation ary ARIMA, autoregressive integrated moving average, models, we use the transformation approach of Ansley & Kohn (1985) to construct an estimate of the signal and obtain its mean squared error given a finite number of observations. A method for efficient computation of the signal estimate and its mean squared error is also presented.