论文检索

列联表单元格近似均值的两种修正之等价性AI 解读

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…

随机删失下预期寿命估计量的一则注记AI 解读

Yang (1977) proposed an estimator of life expectancy based on the Kaplan—Meier estimator under a random censorship model. This note shows that this estimator, considered as a function of age, converges weakly to a Gaussian process on the whole line. A consistent estimator of the variance function of this limiting process is given and asymptotic confidence bands for the life expectancy are discussed.

变点问题的秩检验AI 解读

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.

球面角中心高斯分布的统计分析AI 解读

The angular central Gaussian distribution is an alternative to the Bingham distribution for modeling antipodal symmetric directional data. In this paper the statistical theory for the angular central Gaussian model is presented. Some topics treated are maximum likelihood estimation of the parameters, testing for uniformity and circularity, and principal components analysis. Comparisons to methods based upon the sample second moments are made via an example.

Frank 二元分布族AI 解读

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…

迈向统一的自回归渐近理论AI 解读

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 possibilities and helps to unify earlier theory in which the…

含噪信号的可变潜伏期：脑电位数据中的估计与检验AI 解读

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…

Bootstrap：是否应当平滑？AI 解读

The bootstrap and smoothed bootstrap are considered as alternative methods of estimating properties of unknown distributions such as the sampling error of parameter estimates. Criteria are developed for determining whether it is advantageous to use the smoothed bootstrap rather than the standard bootstrap. Key steps in the argument leading to these criteria include the study of the estimation of linear functionals of distributions and the approximation of general functionals…

可忽略缺失数据生成过程的替代条件AI 解读

It is demonstrated that, when a complete sufficient statistic exists, weaker conditions than those of Rubin (1976) are sufficient to allow one to make inferences about the sampling distribution in the case of missing data, where the process that causes missing data is not independent of the data. An example from breeding is presented.

多层协方差分量模型AI 解读

A straightforward extension to the multilevel linear model with nested covariance components is described. This allows the specification and efficient estimation of a very general mixed linear model with both crossed and nested covariance components.

随机截断数据的影响曲线AI 解读

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…

三维列联表的贝叶斯对数线性估计AI 解读

This paper presents a Bayesian method to estimate the expected proportions in a three-way contingency table appropriate when prior knowledge about the main, first and second-order interaction effects can be described by a particular kind of exchange ability assumption. The proposed Bayes estimates are calculated by finding those values of the effects which maximize the resulting posterior distribution and can be used to explore the possibility that a nonsaturated submodel,…

广义线性模型中的协变量测量误差AI 解读

The EM algorithm is used to obtain estimators of regression coefficients for generalized linear models with canonical link when normally distributed covariates are masked by normally distributed measurement errors. By casting the true covariates as ‘missing data’, the EM procedure suggests an iterative scheme in which each cycle consists of an E-step, requiring the computation of approximate first and second conditional moments of the true covariates given the observed data,…

因子分析及相关模型中统计推断的稳健性AI 解读

A class of latent variable models which includes the unrestricted factor analysis model is considered. It is shown that minimum discrepancy test statistics and estimators derived under normality assumptions retain their asymptotic properties when the common factors are not normally distributed but the unique factors do have a multivariate normal distribution. The minimum discrepancy test statistics and estimators considered include the usual likelihood ratio test statistic…

摘要暂缺

N 个观测最大值的分位数估计AI 解读

Given independent and identically distributed random variables from an unknown distribution F, we want to estimate quantiles of FN. Using asymptotic extreme-value theory, two parametric approximations to FN are considered and approximate maximum likelihood estimates are obtained. Conditions for consistency and asymptotic normality of these estimates are given, and properties of the estimates are obtained through a small simulation study.

调查抽样中的最优性准则AI 解读

SUMMARY This paper attempts to fill the gap between some different and conflicting approaches in survey sampling. Based on a fixed population regression-type model, a class of optimality criteria similar to those well accepted in optimal experimental design theory is introduced. The minimax and superpopulation approaches in survey sampling turn out to correspond to two extreme criteria in the proposed class. This helps understand the role of randomization. The strategy of…

线性模型、随机删失与合成数据AI 解读

Estimators for the linear model in the presence of censoring are available. A new extension of the least-squares estimator to censored data is equivalent to applying the ordinary least-squares estimator to synthetic times, time constructed by magnifying the gaps between successive order statistics. Under suitable regularity conditions, the synthetic data estimator is Fisher consistent and asymptotically normal. Examples facilitate com parison of the synthetic data estimator…

比例风险假设的一个简单检验AI 解读

A new test of the proportional hazards assumption for two-sample censored data is presented. The test is based on a comparison of different generalized rank estimators of the relative risk. Asymptotic normality and consistency against alternatives with monotone hazard ratio are shown and relationships to other proposals are pointed out. A related graphical method is presented and recommendations for the choice of appropriate weight functions are given. The strengths and…

平衡状态下循环半马尔可夫过程的驻留时间分布估计AI 解读

The EM algorithm is used to develop procedures for estimating the interoccurrence distributions when n independent and identically distributed cyclic semi-Markov processes, each being ergodic, irreducible and in equilibrium, are observed over finite windows. This work is an extension of Vardi (1982a, b) who considers a similar problem for renewal processes and develops the RT algorithm for estimation of the common interoccurrence distribution. The results are illustrated…

回归变换的得分统计量AI 解读

The score statistic for regression transformation using a parametric family is developed further; a simple formula for the approximate variance matrix of score statistics, based on asymptotic theory, is applied to yield the score statistic TS for regression transforma tion. This is compared to Atkinson's TD statistic for the same problem, and yields an improvement to its standardization. Simulations indicate that the significance levels of the proposed score statistic TS are…

似然比统计量的修正AI 解读

Hayakawa's (1977) null asymptotic expansion of the likelihood ratio criterion for testing a composite null hypothesis against a composite alternative hypothesis appears to be in conflict with Lawley (1956) if and only if a certain coefficient is nonzero. It is shown that this coefficient vanishes for all regular problems. Correction factors are derived for generalized linear models when the scale factor is assumed unknown. The present paper generalizes also some results by…

具有嵌套层级额外泊松变异的广义线性模型AI 解读

We consider a scaled Poisson generalized linear model with random multiplicative errors associated with each stratum of a nested block structure. The normal equations are obtained. The quasi-likelihood is shown to be the product of a sequence of negative binomial quasi-likelihoods using weighted totals and correcting for margins. This is achieved by extending the definition of the quasi-likelihood which now includes a vector of weights. The usual asymptotic results still…

拟似然估计的效率AI 解读

A quasi-likelihood method has been proposed by Wedderburn (1974) for the estimation of parameters in regression models when there is some assumed relationship between the mean and variance of each observation but not necessarily a fully specified likelihood. If the underlying distribution comes from a natural exponential family the quasi-likelihood estimates maximize the likelihood and so have full asymptotic efficiency; under more general distributions there is some loss of…