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二项分布参数近似置信区间的准确性AI 解读

This article considers the uniform convergence of the coverage probabilities of some approximate confidence intervals for the binomial parameter p, induced by central limit arguments. A uniform upper bound on the coverage probabilities of any such interval obtained by transformation of the sample proportion [pcirc] n is derived. The coverage probability of the interval induced by the arcsine transformation turns out to be very close to the upper bound. Replacing [pcirc] n by…

有界影响秩回归：基于 Wilcoxon 得分的一步估计量AI 解读

The Krasker-Welsch (1982) approach to bounding influence is merged with rank regression. I propose a one-step estimator that is analogous to Bickel's (1975) one-step M estimator of Type 1 but uses weights that depend on the design vector and the residuals to reduce the influence of outliers. In fact, the standardized sensitivity of the estimator is made equal to a prechosen constant. It is based, however, on a second-derivative approximation to a dispersion surface that is…

观察性研究中双样本置换推断的敏感性AI 解读

In observational studies, subjects are not randomly assigned to treatment or control, so they may differ in their chances of receiving the treatment. A simple method is developed and demonstrated for displaying the sensitivity of conventional two-group permutation inferences to departures from random assignment of treatments. The unmatched case, discussed here, differs in certain technical and computational details from the matched case, discussed previously; however, the…

删失匹配对数据的符号秩检验AI 解读

I consider the problem of testing bivariate symmetry in matched-pair experiments where the observations are subject to univariate censoring. Thus the observable random variables are given by (Y 1, Y 2) and (δ1, δ2), where Y j = min(X j , C) and δ j = I(X j ≤ C) (j = 1, 2). Here (X 1, X 2) is a random pair of partially observable lifetimes and C is a fixed or random censoring variable. The hypothesis to be tested is that (X 1, X 2) and (X 2, X 1) have the same distribution.…

密度估计中的最大平滑原则AI 解读

We propose a widely applicable method for choosing the smoothing parameters for nonparametric density estimators. It has come to be realized in recent years (e.g., see Hall and Marron 1987; Scott and Terrell 1987) that cross-validation methods for finding reasonable smoothing parameters from raw data are of very limited practical value. Their sampling variability is simply too large. The alternative discussed here, the maximal smoothing principle, suggests that we consider…

有序类别列联表的精确推断AI 解读

This article proposes an efficient numerical algorithm for small-sample exact inferences in contingency tables having ordinal classifications. The inferences, which apply conditional on the observed marginal totals, also provide an exact analysis for the log-linear model of linear-by-linear association for cell probabilities. An exact test of independence has a one-sided P value equal to the null probability that model-based maximum likelihood estimates of odds ratios are at…

用于多样本问题的 Pearson φ² 距离分量AI 解读

A general approach to the k-sample problem for continuous random variables, based on a generalization of Pearson's classical φ2 measure, is presented. Tests are developed by considering an analysis of variance type of orthogonal decomposition of a distance measure for a k-population goodness-to-fit hypothesis. Estimates of some of these components are shown to provide test statistics for the hypothesis that the k-populations have a common distribution. Several classical…

小样本置信区间AI 解读

In this article we present a technique for constructing one- or two-sided confidence intervals, which are second-order correct in terms of coverage, for either parametric or nonparametric problems. The construction is valid in the presence of nuisance parameters. The situation we consider is this: there are p parameters and we want a confidence interval for some function of them, possibly one of the parameters itself. The p parameters are estimated by M-estimates, which…

Bootstrap 同时置信集的改进AI 解读

Simultaneous confidence sets for a collection of parametric functions may be constructed in several different ways. These ways include: (a) the exact pivotal method that underlies Tukey's (1953) and Scheffé's (1953) simultaneous confidence intervals for linear parametric functions in the normal linear model; (b) the method of asymptotic pivots, which is an approximate extension of the pivotal method; (c) the method of bootstrapped roots developed in Beran (1988). These three…

核分位数估计量AI 解读

For an estimator of quantiles, the efficiency of the sample quantile can be improved by considering linear combinations of order statistics, that is, L estimators. A variety of such methods have appeared in the literature; an important aspect of this article is that asymptotically several of these are shown to be kernel estimators with a Guassian kernel, and the bandwidths are identified. It is seen that some implicit choices of the smoothing parameter are asymptotically…

利用非参数回归检验线性模型的拟合优度AI 解读

This article investigates the use of nonparametric regression methodology to test the adequacy of a parametric linear model. The large-sample properties of parametric goodness-of-fit tests for linearity are considered. The inadequacies of such tests lead to the proposal of new tests that are constructed from nonparametric regression fits to the residuals from linear regression. Large-sample theory is derived for two variants of this type of statistic. The results demonstrate…

季节分数差分模型在货币总量中的应用AI 解读

In this article, three significant variables used by the U.S. Federal Reserve as targets to shape monetary policy, the monetary aggregates M1, M2, and M3, are examined using a seasonal fractionally differenced model. The sample autocorrelation functions of these monetary variables exhibit a decay pattern at the seasonal lags that is typical of a fractional model. The seasonal fractionally differenced model is found to remove a great deal of the autocorrelation at the…

通过多重插补对粗化数据推断：年龄堆积的应用AI 解读

Multiple imputation is applied to a demographic data set with coarse age measurements for Tanzanian children. The heaped ages are multiply imputed with plausible true ages using (a) a simple naive model and (b) a new, relatively complex model that relates true age to the observed values of heaped age, sex, and anthropometric variables. The imputed true ages are used to create valid inferences under the models and compare inferences across models, thereby revealing…

利用Pitman接近性准则比较线性估计量AI 解读

A method is given for the comparison of two linear forms of a common random vector under the criterion of Pitman's measure of closeness. Assuming multivariate normality of the random vector, one can determine exact expressions for the closeness probabilities. The applicability of the theory is illustrated on the comparison of ridge regression estimators.

单样本多元位置问题的符号秩检验AI 解读

An affine-invariant signed-rank test is proposed for the one-sample multivariate location problem. The test suggested is a modification of Randles's multivariate sign test based on interdirections, which extends Blumen's bivariate procedure to the multidimensional setting. Comparisons are made between the proposed statistic and several competitors via Pitman asymptotic relative efficiencies and Monte Carlo results. The signed-rank statistic appears to be robust. It performs…

非线性回归中的置信曲线AI 解读

Standard Wald confidence regions for parameters in a normal nonlinear regression model often fail to capture accurately the uncertainty of estimation as reflected by the corresponding profile log-likelihood. We present a graphical method, along with a stable computational algorithm, for inference on scalar parameters in a nonlinear regression model.

摘要暂缺

高斯权重积分的计算及其在 Logistic-normal 模型中的应用AI 解读

Logistic-normal distributions and related functions arise in a variety of statistical applications of current interest, including binary measurement-error models and the analysis of teratogenicity experiments. Analytic intractability has led to the development of numerous approximations to the desired forms, often with consequences that have not been well studied. A method is developed to compute these forms to arbitrary accuracy, and comparative calculations are made that…

摘要暂缺

统计检验的崩溃稳健性AI 解读

Power and level breakdown functions of a test statistic are introduced to obtain a unified analysis of local stability (as typified by the influence function) and global stability (as illustrated by the breakdown point). The power breakdown function gives the amount of contamination of each alternative distribution that can carry the test statistic to a null value. The level breakdown function gives the amount of contamination of a null distribution that can carry the test…

通过估计函数扩展 Stein 估计程序AI 解读

This article extends the Stein method through the use of estimating functions (Godambe 1960) to address the simultaneous estimation of k population parameters, θ1, …, θ k , in a mixed model setting. The procedure generalizes the Stein method by (a) allowing us to deal effectively with complications, such as inequality of population variances, that may arise in non-Gaussian mixed models; (b) being appropriate for estimating θ i in populations of varying sizes and, in…

广义线性模型回归系数置信区域的影响诊断AI 解读

Influence on confidence regions has received less attention than the problem of influence on regression coefficients in generalized linear models. Diagnostics are given for examining influence on confidence intervals or the confidence region for all of the regression coefficients. These diagnostics permit one to check whether the standard errors of the coefficients are sensitive to the exact specification of case weights, or the observed values of the explanatory variables…

分位数—分位数图的多元推广AI 解读

In this article we present a multivariate generalization of quantile-quantile (Q-Q) plots. Like univariate Q-Q plots, these plots are useful for examining the distributional shape of multivariate point clouds. These plots are based on finding a matching between the points of the data set whose shape is being examined and a reference sample. Graphical displays of how well the point clouds match are then developed. The reference sample used as the basis for comparison is…

多朋友选择中的同质性与社会距离：条件对称对数双线性关联模型AI 解读

This article presents an analysis of friendship choice data by focusing on homophily (or inbreeding bias) and social distance revealed in the patterns of both association between subjects' and friends' statuses and association among friends' statuses. These two aspects of inbreeding bias and social distance are simultaneously taken into account in modeling the data of friendship choice from subjects with different numbers of friends. The statuses of friends are expressed in…