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含缺失数据的不平衡设计中的Friedman型统计量与一致多重比较AI 解读

A generalization of the Friedman test using the marginal likelihood principle (Kalbfleisch and Prentice 1973) is presented and its asymptotic power given. It allows use of a variety of score functions and handles ties and unbalanced designs. Some well-known statistics [including the tests of Kruskal and Wallis (1952), Prentice (1979), and Rinaman (1983)] are proven to be special cases, whereas others (e.g., Klotz 1980; Groggel and Skillings 1986; Rai 1987; Skillings and Mack…

人口再生产率与开放人口中人均预期事件总数的估计AI 解读

Demographers conventionally estimate the mean number of children ever born to a woman who reaches a given age by adding age-specific fertility rates for her cohort up to that age. If the age selected is at the end of the childbearing period, the result is the cohort's total fertility rate (TFR); if only female babies are counted, the result is the gross reproduction rate (GRR). If births were generated by an age-dependent Poisson process, cumulative fertility rates give…

网格粒度与估计效率AI 解读

Hammersley (1950) considered, among other matters, the asymptotic relative efficiency (ARE) of the rounded sample median M ε with respect to the rounded sample mean as estimate of a Normal population mean restricted to a uniform grid of mesh size 2ε. This article extends Hammersley's work to a certain class of two-sided extended increasing failure rate (TEIFR) distributions for which the (grid-valued) population mean and median coincide, their common value designated as μ.…

何时应停止软件测试？AI 解读

We derive an optimal rule for stopping the testing of a module of software prior to release, based on the trade-off between the cost of continued testing and the expected losses due to any bugs that remain in the released code. Our economic assumptions are that testing costs are perfectly predictable, but of arbitrary form f(t), and that the costs of fixing a bug, both during testing and subsequent to release, are known constants. Our stochastic assumptions are as follows:…

多期条件矩限制所蕴含的效率界AI 解读

In this article we study a class of econometric models that imply a set of multiperiod conditional moment restrictions. These restrictions depend on an unknown parameter vector. We construct an extensive class of consistent, asymptotically normal estimators of this parameter vector and calculate the greatest lower bound for the asymptotic covariance matrices of estimators in this class. In so doing, we extend results reported by Hansen (1985) and Stoica, Söderström, and…

抽样设计与响应机制对多元回归预测量的影响AI 解读

A general regression procedure for the prediction of a vector of population means in situations of nonresponse is proposed. The multivariate treatment of the prediction problem is not computationally complicated and allows the borrowing of information from one target variable to the other even when both variables are subject to nonresponse. The predictors are optimal under a general model that specifies the first and second moments of the joint distribution of the survey…

Mallows型有界影响回归修剪均值AI 解读

The influence functions of the regression trimmed-mean estimators proposed by Koenker and Bassett (1978) and Welsh (1987) are bounded in the dependent-variable space but not in the independent-variable space. This article follows the approach of Mallows (1973, 1975) and modifies these estimators so that the resulting estimators have bounded-influence functions. The large-sample behavior of these estimators is studied, and it is shown that they have the same asymptotic…

线性回归模型的同时容忍区间AI 解读

Statistical tolerance intervals are developed for the normal regression model. These intervals are constructed to guarantee at least P content for all possible values of the predictor variates. The confidence-set approach suggested by Wilson (1967) is used. Wilson used an ellipsoidal confidence set for the regression coefficients, β, and standard deviation of the residuals, σ, which imposes an unnecessary lower bound on σ. By modifying the ellipsoidal confidence set to…

截断回归问题的非参数方法AI 解读

A description is given of a new method of estimating the regression parameters in the linear regression model from data where the dependent variable is subject to truncation. The residual distribution is allowed to be unspecified. The method is iterative and involves estimation of the residual distribution under the truncated sampling scheme. The technique can be interpreted as an iterative bias adjustment of the observations in order to correct the regression relationship…

两样本广义优势率模型的估计与检验AI 解读

The generalized odds ratio for a survival variable T is defined as Λ T (t | c) = c -1[1 - Sc (t)]/Sc (t) for c > 0 and -log S(t) for c = 0, where S(t) = Pr(T > t). This ratio coincides with the integrated hazard for c = 0 and the odds ratio for c = 1. When the distribution of T depends on a covariate vector, we assume that conditionally on the covariates, log Λ T (t | c) is linear in the covariates. This model is a generalization of the proportional hazard model (PHM), which…

二元回归中的变量测量误差：Berkson情形AI 解读

In binary regression, the predictor variables may be measured with error. The Berkson case of the errors-in-variables problem is considered, under which the values of the predictor variables are set by the experimenter but not achieved exactly. A particular model for this case is considered, with probit regression and normally distributed errors of observation. The regression parameters for intercept and slope are to be estimated. Two estimators are studied, the maximum…

通过广义判别分析构建树形分类器AI 解读

The problem of constructing classification rules that can be represented as decision trees is considered. Each object to be classified has an associated x vector containing possibly incomplete covariate information. Tree construction is based on the information provided in a “learning sample” of objects with known class identities. The x vectors in the learning sample may have missing values as well. Procedures are proposed for each of the components of classifier…

摘要暂缺

平衡的同时置信集AI 解读

Suppose that T(θ) = {Tu (θ)} is a family of parametric functions indexed by the variable u. For each u, an approximate confidence set Cn,u for Tu (θ) may be obtained by referring a function of Tu (θ) and the sample to an estimated quantile dn,u of that function's sampling distribution. This approach is sometimes called the pivotal method for constructing a confidence set, even when it is not based on a true pivot. A simultaneous confidence set Cn for T(θ) is then obtained by…

动物致瘤性数据的简单参数分析AI 解读

The usual onset/death model for tumorigenicity data can be characterized by the tumor incidence rate and the conditional death rates for tumor-free and tumor-bearing animals. If the tumor is unobservable in live animals, however, these rates are difficult to estimate without cause-of-death data or numerous sacrifices. This article proposes simple but flexible parametric models for another set of functions that can be estimated directly from survival/sacrifice data. These…

随机拨号电话调查中分类题目的访员效应估计AI 解读

The loss of precision in estimates of means due to variability among interviewers can be substantial for some questionnaire items and survey designs. The most commonly used methods for estimating the magnitude of this loss are inappropriate for binary items in complex surveys. This article shows how parameters from a model for variance components in binary variables (Anderson and Aitkin 1985) are related to the increased variance of population estimates. It is suggested that…

一个考古年代推断问题AI 解读

An archaeological dating problem is presented and analyzed. The analysis is based on a data-generating model, which takes careful account of the various kinds of uncertainty involved in relating observed radiocarbon dates of artifacts to successive chronological beginning and ending dates of significant archaeological phases. In addition to its intrinsic interest as a possible model for many kinds of archaeological data of this type, the model poses some challenging…

近非平稳时间序列的参数推断AI 解读

A first-order autoregressive (AR) time series Yt = βY t-1 + εt is said to be nearly nonstationary if β is close to 1. For a nearly nonstationary AR(1) model, it is shown that the limiting distribution of the least squares estimate of β obtained by Chan and Wei (1987) can be expressed as a functional of the Ornstein-Uhlenbeck process. This alternative expression provides a simple and efficient means to tabulate the percentiles of the limiting distribution that furnishes a…

摘要暂缺

自回归系数估计量的偏差AI 解读

This article presents simple expressions for the bias of estimators of the coefficients of an autoregressive model of arbitrary, but known, finite order. The results include models both with and without a constant term. The effects of overspecification of the model order on the bias are described. The emphasis is on least-squares and Yule-Walker estimators, but the methods extend to other estimators of similar design. Although only the order T -1 component of the bias is…

多元分布族AI 解读

For many years there has been an interest in families of bivariate distributions with marginals as parameters. Genest and MacKay (1986a,b) showed that several such families that appear in the literature can be derived by a unified method. A similar conclusion is obtained in this article through the use of mixture models. These models might be regarded as multivariate proportional hazards models with random constants of proportionality. The mixture models are useful for two…

一般嵌套裂区协方差分析AI 解读

We present a general split-plot analysis of covariance (ANOCOVA) model for unbalanced data. The imbalance arises from assigning a different number of experimental units to the levels of the whole-plot factor A. The values of the covariable measurements on each experimental unit are allowed to vary across the levels of the split-plot factor B. Exact test statistics and confidence intervals are derived. Exact F test statistics for the A and B main effects and the A × B…

比较异方差回归模型的近似检验AI 解读

This article addresses the problem of testing whether the vectors of regression coefficients are equal for two independent regression models when the error variances are unequal. The usual Chow statistic, appropriate when equality of variances can be assumed, is modified by replacing the pooled residual variance in the denominator with a weighted average of the residual variances from each data set. The weights are functions of the mean of the eigenvalues of W = X′ 1 X 1(X′…

密度与强度估计中平滑参数选择器的等价性AI 解读

Kernel smoothing is an attractive method for the nonparametric estimation of either a probability density function or the intensity function of a nonstationary Poisson process. In each case the amount of smoothing, controlled by the bandwidth, that is, smoothing parameter, is crucial to the performance of the estimator. Bandwidth selection by cross-validation has been widely studied in the context of density estimation. A bandwidth selector in the intensity estimation case…