论文检索

摘要暂缺

因变量分层抽样数据的最小二乘回归AI 解读

A description is given of a method of estimating parameters in the linear regression model from data collected from stratified samples of the dependent variable. The residual distribution is allowed to be unspecified. The method is iterative and involves estimates of the residual distribution under the given sampling scheme.

摘要暂缺

失效率相等的检验AI 解读

A new statistic is proposed for testing the hypothesis Ho that two failure rates are equal against the alternative hypothesis Ha that one failure rate dominates the other. Unbiasedness, asymptotic normality and consistency of the test against Ha are shown. Empirical power comparisons under small-sample size situation are given to demonstrate that the new test is significantly better than previous tests.

响应面斜率估计的二阶与三阶极小极大设计AI 解读

Designs for estimating the slope of a response surface are considered. Minimization of the variance of the estimated slope maximized over all points in the factor space is taken as the optimality criterion. Optimal designs under the minimax criterion are derived for second- and third-order polynomial regression over spherical regions.

相关变量的方差齐性检验AI 解读

Four large-sample methods are proposed for testing the equality of the variances of a p-variate normal population. Two of the methods are asymptotically distribution robust against departures from the multinormality assumption of the parent population. In applying the tests no restrictive assumptions are made about the off-diagonal structure of the covariance matrics and no random splitting of the sample into subsamples is required. An example of the use of the tests is…

基于有效得分的异质性检验AI 解读

For cases in which a parameter may be estimated from several independent data sets, Mather (1935) proposed a heterogeneity test based on the efficient scores for the individual data sets evaluated at the overall maximum likelihood estimator. Following Fisher (1946), a modification of the heterogeneity score test is presented wherein a consistent but inefficient estimator of the parameter of interest is substituted for the overall maximum likelihood estimator. The modified…

一类参数问题的 Bootstrap 置信区间AI 解读

We consider the following class of problems: having observed a multivariate normal data vector y with unknown mean vector η, covariance matrix the identity, find an approximate confidence interval for ø = t(η), a real-valued function of η. A simple geometric construction is given which leads to highly accurate solutions. This construction shows that the standard approximation based on maximum likelihood theory, ø7plusmn;σz(α), can be quite misleading when ø is nonlinear in…

时间序列回归模型中的高效估计与预测AI 解读

For a time series regression model with correlated residuals we show how to compute efficiently the likelihood, predict future values and interpolate missing values. As an illustration we consider a regression model with autoregressive moving average residuals.

多元自回归指数模型中残差自相关的分布AI 解读

The asymptotic distribution of residual autocorrelations in multivariate autoregressive index models is derived. Generalization of the classical portmanteau statistic for checking model adequacy is discussed.

存在观测延迟时的随机逼近AI 解读

The Robbins-Monro stochastic approximation procedure is modified so as to be applicable in the presence of delayed observations; asymptotic properties of the modified procedure are investigated.

多个二乘二列联表共同相对风险的近似检验与区间估计AI 解读

Consider I pairs of mutually independent binomial variates xoi and x1i, with corresponding parameters poi and p1i and sample sizes, noi and n1,, where i = 1, ..., I. We assume that the relative risk is constant, that is, b = Pt /izpoi (i = 1, ..., I). Further let qji = 1-pji, and we assume throughout that 0 < pji, qji < 1 for i = 1, ..., I and j = 0,1. We consider asymptotic results as noi's and n1j's become large, but I is fixed. Extending the results of Cochran (1954) for…

从最大化似然函数获取信息AI 解读

A method is described for determining, from the maximized likelihood function, the asymptotic variance-covariance matrix of a subset of parameters. The technique is applied to the slope of a bivariate linear structural relationship.

基于稳定化概率图的指数、威布尔与甘贝尔分布检验AI 解读

Goodness-of-fit procedures for composite testing of the exponential, Weibull and Gumbel distributions are investigated. These procedures are such that they can be used graphically with, and to aid interpretation of, probability plots. In the situations of interest here, the new procedure is generally more powerful than the Kolmogorov- Smirnov test, which appears to be the only other readily available goodness-of-fit procedure that can be used graphically with probability…

冯·米塞斯分布的拟合检验AI 解读

Critical points for the asymptotic distribution of Watson's U2 statistic are given for testing the hypothesis that a sample comes from the two-parameter von Mises distribution on the circle when one or more of the parameters is unknown. Monte Carlo results show that convergence to the asymptotic distribution is quick. Dependence of the points on the shape parameter is discussed and seen not to cause any problems.

主成分分析中的影响诊断AI 解读

In linear regression, the theoretical influence function and the various sample versions of it have an established place as diagnostic tools. These same functions are developed here to provide methods for the detection of influential observations in principal components analysis. The perturbation theory of real symmetric matrices unifies this development. Some interesting points of contrast with the regression case are noted and explained theoretically.

中位生存时间的重复置信区间AI 解读

We describe methods for the construction of a confidence interval for median survival time based on right-censored data. These methods are extended to the construction of repeated confidence intervals for the median, based on accumulating data; here, the overall probability that all intervals contain the true median is guaranteed at a fixed level. The use of repeated confidence intervals for median survival time in post-marketing surveillance is discussed.

随机区组设计中删失数据的对齐秩检验AI 解读

The aligned rank test of Hodges & Lehmann (1962) is extended to censored survival data collected in matched pairs or randomized blocks. The test statistic for matched pairs is a direct extension of the original aligned rank test, whereas the test statistic for use with block size k>2 is constructed from the paired data statistics comparing all possible pairs of treatments. The efficiency of recovery of interblock information with censored matched pairs is examined by…

右删失数据下斜率的区间估计AI 解读

A new method for point and interval estimation of a slope that uses randomly right-censored data is presented. The new method is based on inverting a censored data version of a test for association. A simulation study shows that the new method compares favourably with a method due to Buckley & James (1979)

测量误差对参数估计的影响AI 解读

This paper presents a general formulation of the errors-in-variables problem, which encompasses both linear and nonlinear models, functional and structural cases, and dependent measurement errors. It is assumed that the parameter of interest is estimated by an M-estimator which is consistent in the absence of measurement error, and it is shown how to assess the asymptotic bias in this estimator when error is present, and how to construct an estimator with smaller bias. The…

自回归移动平均过程的 Levinson–Durbin 递推AI 解读

We discuss an algorithm which allows for recursive-in-order calculation of the parameters of autoregressive-moving average processes. The proposed procedure generalizes the recursion of Levinson (1946) and Durbin (1960), which applies in the pure autoregressive case. We use ideas similar to the multivariate autoregressive case. Our results suggest how estimation procedures for autoregressive-moving average parameters, which include an automatic choice of model order, for…

时间序列的稳健检验及其在一阶自回归过程中的应用AI 解读

Robust analogues of the Wald and the Rao score statistics are presented for testing composite hypotheses in time series models involving dependent observations. Asymptotic efficiency and empirical power comparisons using moderate size samples are given for first-order autoregressive processes. Our method of robustifying the estimating equation gives a simple and unified approach which is useful in a large class of problems including regression with dependent errors, and…

非线性情形下序贯设计的渐近推断AI 解读

This document shows that confidence regions constructed by the repeated-sampling principle are asymptotically valid for sequential designs in general linear models and nonlinear parameters. For estimation of parameters in nonlinear models or nonlinear parameters in linear models, sequential design of experiment is often used to best utilize the information. It results in saving the number of runs. After the termination of the experiment with a fixed sample size, inference…

田间试验的线性模型、平滑与交叉验证AI 解读

Spatial methods for the analysis of agricultural field experiments are represented here as smoothing methods applied simultaneously with the estimation of treatment effects. Selection of both the form of the smoother and the degree of smoothing required may be based on cross-validation. Particular emphasis is placed in this paper on generalized least squares estimation in linear models, but the principle applies quite generally.