日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
一种扩展拟似然函数
Wedderburn's original definition of quasi-likelihood for generalized linear models is extended to allow the comparison of variance functions as well as those of linear predictors and link functions. The relationship between generalized linear models and the use of transformations of the response variable is explored, and the ideas are illustrated by three examples.
非线性回归中F统计量的修正因子
Multiplicative correction factors are derived for the limiting F distributions of two test statistics for parameter subsets in nonlinear regression. The factors depend on the first and second derivatives of the model and are related to measures of intrinsic nonlinearity. An example is given for which the correction is substantial. A similar factor is obtained for the lack of fit test in nonlinear regression.
更新过程抽样中的无偏估计：单样本与多样本随机均值情形
Suppose random variables are sampled sequentially until the sum of associated non-negative random variables is greater than or equal to a predetermined constant. When no distributional assumptions are made, we derive uniform minimum variance unbiased estimators for functions which are U-estimable in the fixed sample size case. We also consider estimation for some special cases when distributional assumptions are made. When estimating the mean and variance of random means, it…
用于比较多种处理与对照的交叉设计
We introduce a class of crossover designs with residual effects for experimental situations in which primary interest centres on the comparison of several test treatments to a control treatment rather than on all pairwise comparisons among the treatments. We shall call these designs ‘control balanced residual effects designs’. Their structure is studied in detail, some methods of their construction are given and their relative efficiencies are evaluated.
存在残留效应与自相关误差时比较两种处理的最优交叉设计
A model for responses in a crossover experiment that includes direct and first-order carryover treatment effects, together with an autocorrelated error term, is considered when there are two treatments. A method for generating designs that minimize the variance of the estimated treatment effects is proposed and explicit results are given for the three and four period cases. Efficiencies of some practical designs are calculated.
多分层情形下同质性的局部最强检验
A locally most powerful test is proposed for homogeneity of nuisance parameters from many strata in the mixed model setting. The test is based on the difference between the square of the score and the observed information about the nuisance parameters, all evaluated at the null hypothesis. Several examples including constant normal mean with possibly different variances and matched case-control studies are presented in detail. The relative efficiencies of the unstratified…
变点检验
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…
对称性检验
We introduce the characteristic symmetry function, based on the characteristic function of the underlying distribution, whose behaviour is indicative of symmetry or its absence. A statistic is proposed for testing symmetry about an unspecified centre, derived from the empirical characteristic symmetry function. The statistic is readily computible, it utilizes information in the empirical characteristic function over an interval, and does not require the estimation of the…
适用于高度分层数据的修正对数秩检验
Clinical trials often employ a stratified randomization so that treatment arms are balanced within prognostic factors. In these circumstances the use of the ordinary log rank test for comparing treatment groups with respect to survival is invalid. The stratified log rank test, although valid, loses efficiency as the number of strata increases. This paper proposes a modified log rank test that is fully efficient when there is no strata effect and is more efficient than the…
同期相关的双变量时间序列
Bivariate autoregressive-moving average time series with diagonal parameter matrices for the autoregressive and moving average components exhibit only contemporaneous or instantaneous correlation. In practice, different lengths of each series may be available. An efficient maximum likelihood algorithm for parameter estimation is derived. The statistical efficiency of this new procedure is compared with that of the standard multivariate and univariate procedures which utilize…
抽样调查数据的逻辑回归分析
Standard chi-squared, X2 or likelihood ratio, G2, test statistics for logistic regression analysis, involving a binary response variable, are adjusted to take account of the survey design. These adjustments are based on certain generalized design effects. Logistic regression diagnostics to detect any outlying cell proportions in the table and influential points in the factor space are also developed, taking account of the survey design. Finally, the results are used to…
Hurst 效应的检验
We consider the power of tests for distinguishing between fractional Gaussian noise and white noise of a first-order autoregressive process. Our tests are based on the beta-optimal principle (Davies, 1969), local optimality and the rescaled range test.
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.
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.
干扰参数仅在备择假设下存在时的假设检验
We wish to test a simple hypothesis against a family of alternatives indexed by a one-dimensional parameter, θ. We use a test derived from the corresponding family of test statistics appropriate for the case when θ is given. Davies (1977) introduced this problem when these test statistics had normal distributions. The present paper considers the case when their distribution is chi-squared. The results are applied to the detection of a discrete frequency component of unknown…
依赖数据下的优势比推断：两种程序的关系
Liang (1985) proposed an alternative to the Mantel-Haenszel procedure for testing the significance of an estimated common odds ratio when the binomial assumption for the observed cell frequencies is relaxed. It is shown that this procedure is a form of Fisher's one-sample permutation test.
因变量分层抽样中位置变换对最小二乘估计的影响
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.…
空间中位数与方向数据
We introduce the normalized spatial median as an estimator of location for rotationally symmetric distributions on the hypersphere. We investigate some of its asymptotic properties and use them to obtain confidence regions for the modal direction of a distribution on the hypersphere. These results are then applied to the von Mises-Fisher distribution and to a contamination model. It is seen that the normalized spatial median can perform more efficiently than the normalized…
自回归谱估计中的谱峰丢失
Autoregressive spectral analysis depends on the method used for estimating the autoregressive parameters. It is shown by an asymptotic analysis involving second-order terms that least-squares estimates should be preferred to Yule-Walker estimates, since Yule-Walker estimates may result in loss of spectral peaks and strong bias. The results are confirmed by simulations which include also Burg-type estimates.
优势比贝叶斯推断的最优样本分配
The choice of ratio of sample sizes of two groups of binary observations for comparing two proportions is studied using a Bayesian approach. Prior uncertainty about the unknown proportions thus enters the design calculations.
状态空间模型的高效广义交叉验证
For a signal plus noise model with a state space representation, an efficient procedure is given for obtaining the trace of the influence matrix, where the influence matrix expresses the estimated signal vector as a linear combination of the observed data. This allows an O(n) evaluation of the generalized cross-validation criterion function. Our approach is very efficient, requiring the addition of only one equation to the ordinary Kalman filter, and extends to models with…
匹配观察性研究中部分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…