日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
单一变点的检验
The problem considered is that of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests, such as those based on the likelihood ratio and recursive residuals, are studied. Power approximations are developed by integrating approximations for conditional boundary crossing probabilities. A comparison of several tests is made.
共同主成分模型的两种推广
Under the common principal component model the covariance matrices Ψi, of k populations are assumed to have identical eigenvectors, that is, the same orthogonal matrix diagonalizes all Ψi, simultaneously. This paper modifies the common principal component model by assuming that only q out of p eigenvectors are common to all Ψi, while the remaining p–q elgenvectors are specific in each group. This is called a partial common principal component model. A related modification…
典范似然：处理干扰参数的新似然方法
A new approach to the likelihood analysis of models with nuisance parameters is proposed, based on a singular value decomposition of the likelihood function, and is applied to several two-parameter models. The invariance of the approach under reparameterization is demonstrated, and the paper concludes with comments on multiparameter models.
因变量分层抽样中位置变换对最小二乘估计量的影响
The consistent least-squares estimator, proposed by Jewell (1985) for linear regression with data arising from stratified samples, lacks invariance with respect to a change of location of the dependent variable. Simulation suggests that its efficiency is reduced when the origin of the dependent variable is far from its mean. This estimator can be made invariant to a change of location by specifying that the dependent variable is measured from the estimated population mean.…
均值突变模型中的条件自助法
Bootstrap methods are not inherently conditional, but they can be made so by appropriate stratification of the simulated samples which bootstrap produces. We show how stratification can work in a bootstrap analysis of mean-shift in Nile river flow data. The results are compared with both parametric and semiparametric likelihood analyses. The paper ends with some general remarks on conditional bootstraps.
匹配观察研究中若干置换推断的敏感性分析
In observational studies, treatments are not randomly assigned to experimental units, so that randomization tests and their associated interval estimates are not generally applicable. In an effort to compensate for the lack of randomization, treated and control units are often matched on the basis of observed covariates; however, the possibility remains of bias due to residual imbalances in unobserved covariates. A general though simple method is proposed for displaying the…
随机向量或方向数据的非参数相关系数与双样本检验
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…
平稳随机场参数有效估计中的边界效应
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.
比例风险模型中生存时间中位数与均值的估计及置信区间
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.
混合 ARMA 阶数确定的修正 Hannan—Rissanen 策略
A modification to the model selection strategy for mixed autoregressive-moving average order determination suggested by Hannan & Rissanen (1982) is proposed. The modification is designed to eliminate the bias discussed by Hannan & Kavalieris (1984) and involves the use of an alternative model selection criterion. Asymptotic properties of the modified procedure are established and some simulation evidence on the finite sample performance is provided.
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
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.
含噪数据导数估计的带宽选择与置信区间
We propose a method for automatic bandwidth selection for kernel estimators of derivatives of a regression function. The finite sample behaviour of this new method is compared with that of other methods in a Monte Carlo Study. The automatic estimation of derivatives can be employed for the construction of asymptotic local confidence intervals for the nonparametric estimate of the regression function and its first derivatives.
各层初级抽样单位数不等时用于方差估计的混合正交表
For estimating the variance of nonlinear statistics in large-scale complex surveys, the method of balanced repeated replications has received special attention. The method at present is useful in stratified clustered designs with equal number of primary selections from each stratum. This paper extends the method to general sample designs with arbitrary number of selections from each stratum. It is shown that mixed orthogonal arrays of strength two, or equivalently, equal…
非线性回归估计量的非对称性
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…
非线性回归中的参数图
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.
In many applications involving follow-up studies, individuals' lifetimes may be subject to left truncation in addition to the usual right censoring. Here we consider the product-limit estimator of the survival curve S or an appropriate conditional version of S. The asymptotic behaviour of the estimator is briefly described together with an example.
估计总体规模与词汇量的多项分布贝叶斯方法
We approach estimation of the size of a population or a vocabulary through a Bayesian analysis of the multinomial distribution. We view the sample as being generated from such a distribution with an unknown number of cells and unknown cell probabilities, and develop a Bayesian procedure to estimate the number of cells and the coverage of the sample. The prior distribution of the number of cells is arbitrary. Given that number, the cell probabilities are assumed to follow a…
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…