日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
von Mises 分布平均方向的近似置信区间
Simple formulae are suggested that provide accurate confidence bounds for the mean direction of a sample from a von Mises distribution. These formulae obviate the need for calculating an estimate of the second trigonometric moment, and dispense with nomograms.
非高斯平稳时间序列的独立同分布创新移动平均表示唯一性
Full-spectrum, non-Gaussian stationary series can have at most one representation as a moving average of independent and identically distributed random variables having finite moments of all orders.
有限总体系统抽样与分层抽样的若干渐近结果
A sample mean has an asymptotically insignificant model bias under a broad set of functional relationships between the parameter of interest and an auxiliary size variable given a systematic sample from a size ordered list. When based on randomly drawn samples within size strata, this estimator of the population mean not only has an asymptotically insignificant model bias but is design consistent as well. In addition, there are more efficient estimation strategies that have…
异方差一阶自回归模型的得分检验
A score test is proposed for simultaneous testing of independence and homoscedasticity in the first-order autoregressive model with nonconstant variance. The relationships between the score test statistic and the local influence of minor perturbations on a statistical model are examined.
二项随机变量对数的偏差与高阶累积量
The bias and first four cumulants of the distribution of the logarithm of a binomial variate are studied by means of asymptotic expansions and exact computation. A new estimator of the variance is derived and evaluated. The asymptotic skewness is found to differ from the result of Walter (1975). Applications to point estimation of the one-hit curve and the interval estimation and testing of the ratio of binomial parameters are considered. Because of the bias and nonnormality…
离散判别分析中核密度估计的另一种平滑选择
The kernel method of estimating the cell probabilities of a multivariate categorical distribution, due to Aitchison & Aitken (1976), depends crucially on an unknown smoothing parameter λ. A method of estimating A is introduced which is explicitly connected to multivariate discrimination. The method, based on maximization of the leaving-one-out estimator of the nonerror rate, is shown to be Bayes risk strongly consistent. An example is given to illustrate the application.
判别问题的似然方法
Suppose independent observations are drawn such that k have a known density g(x) and n – k have a known density f(x). We consider the discrimination problem of allocating observations to their parent densities. The rule minimizing the expected number of misclassifications is written as a function of k and estimators of k are investigated. Properties of the likelihood function of k based upon the order statistics are studied. We conclude that a mixture model analysis performs…
部分删失数据的半马尔可夫模型札记
A recharacterization of the semi-Markov model described by Lagakos, Sommer & Zelen (1978) permits the nonparametric maximum likelihood estimators to be expressed in terms of familiar and easily computable quantities, such as event-specific hazard estimators and Kaplan & Meier (1958) survival estimators. In addition to simplifying the calculation and clarifying the interpretation of the previously derived estimators, this reformulation also facilitates the estimation of…
基于信息增益的正态模型与指数模型依赖度量
The principle of obtaining a measure of dependence based on the notion of information gain is examined for normal models and for several bivariate exponential models. It is shown that, under normal models, the principle usually gives good measures. It is also shown that it gives interesting measures for some exponential models.
非嵌套假设检验的内在结构
A comparison between fitted and observed log likelihoods is used to study likelihood ratio statistics for both nested and nonnested hypothesis tests. A study of the geometry involved in the nonnested case clarifies the relationship between Cox's likelihood ratio test and the complete parametric Wald encompassing test of Mizon and Richard. Further it is shown why the asymptotic distribution of these test statistics is sometimes degenerate. Also, a new test statistic is…
近似预测似然
A predictive likelihood is given which approximates both Bayes and maximum likelihood predictive inference by expansion of a posterior likelihood. This synthesizes and extends previous results and is widely applicable. The approximation usually differs from exact Bayes posterior predictive density by Op(n–2), and from exact predictive likelihood by Op(n–2) but does not depend on the availability of prior information and is applicable when exact predictive likelihood cannot…
季节性移动平均模型的快速滤波
Pearlman (1980) gives a fast filtering algorithm for an ARMA, i.e. autoregressive-moving average, model. When the algorithm is applied to a seasonal moving average model significant computational savings can be obtained by taking advantage of the structural zeros noted by Kohn & Ansley (1984) and Melard (1984). In this paper we identify a second set of structural zeros which leads to further significant computational savings. Our results can be applied to produce a fast…
辅助统计量阶数的逐次改进
It is shown by an argument similar to one of Welch (1947) that it is, under usual regularity conditions, in general possible to improve the order of ancillarity successively. This means that when an asymptotic ancillary has been constructed, such that its distribution is independent of the parameter apart from terms of order Othen a new ancillary may be constructed with a distribution which depends on the parameter only through terms of order O. It is shown how the new…
寿命回归模型的一则注记
Lifetime regression models that are additive in some transform of either the survivor function or quantile function are considered. Graphical assessment and connections between the two families are discussed.
若干序列结构协方差矩阵的分解
Serially-structured variance matrices which can be decomposed into lower-triangular band matrices are defined. These may be thought of as the variance matrices of finite realizations of generalized autoregressive-moving average processes. A large number of serially-generated stochastic processes are shown to be of this type.
修订与更正：《非正态条件下样本根分布的渐近展开》
'Effect of misspecification of regression models in the analysis of survival data' BY P. J. SOLOMON Biometrika (1984), 71, 291-8 I am very grateful to C. A. Struthers and J. D. Kalbfleisch for pointing out that the second term in the defining equation for /B* in the case of random censoring should be i0 yTZf yTZ) ? (Z)} Oi*ff e P*TZ .o (te TZ) go (teaTZ)} 0 &le 0(t 90(te eefl *TZ o(te yTZ) '9Vo (teaTZ )} t Then the solution to first order is given by f, a(fs)yj (j = 1., q),…
线性模型中两个离群值的检验
The detection of two outliers in a linear model is considered. The case of two outliers in the same direction is studied in detail. The first Bonferroni inequality is used to obtain nominal upper percentage points. For a random sample from a normal distribution, the proposed statistic reduces to the well known Murphy's test statistic. Similarly, for two outliers on either direction, our statistic reduces to the studentized range statistic. An approximate relationship between…
二元泊松分布的偶点估计
Estimation of the parameters in the bivariate Poisson distribution by the methods of maximum likelihood, moments and double zero proportion was considered by Holgate (1964). An alternative estimation procedure, the even points method, is studied, asymptotic efficiencies are examined and comparisons with moment estimators are given.