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离散马尔可夫场推断：最简单的非平凡情形AI 解读

Markov fields provide a general context for describing the strength and structure of spatial interactions. The Gibbs—Markov equivalence theorem (Preston 1974) parameterizes Markov fields via their neighborhood structures, yielding exponential families in canonical form. Likelihood inference is, therefore, apparently straightforward. The requisite normalizing constants, however, are obstreperous. Even when asymptotic characterizations can be obtained, substantial location…

用于劳动力流动分析的多项分类回答误差模型AI 解读

A model for the response error associated with reported categorical data is developed. The model is used to construct estimators for the interior cells of a two-way table with marginals subject to independent response error. The estimation procedure is applied to the month-to-month table of employment status obtained from the U.S. Current Population Survey.

发现新物种概率的非参数估计AI 解读

A random sample is taken from a population consisting of an unknown number of distinct species. A quantity of interest is the probability of discovering a new species when an additional draw from the population is made. An estimator of this quantity was introduced by Starr (1979). We prove a conjecture of Starr's that the estimator is uniformly minimum variance unbiased and give various asymptotic properties of the estimator. A nonparametric maximum likelihood estimator that…

多样本问题中模式化备择的检验AI 解读

This article suggests nonparametric methods of testing for a patterned alternative. As an example, suppose that we suspect that with increasing age, one's ability to perform a certain job tends to improve, but that after some point advancing age tends to mean diminishing performance. Suppose that N employees are grouped by age into k groups and employees' job performances are ranked from 1 to N. Viewing performance as the dependent variable, the particular pattern of…

季节时间序列的趋势与增长率估计AI 解读

We consider the problem of trend estimation from an ARIMA-model-based perspective. Given that the time series of interest is well represented by a multiplicative seasonal ARIMA model (Box and Jenkins 1970), a method is presented for estimating the trend of this series as a component of the model's forecast function. This method is applied to the “airline model,” a commonly occurring model form for economic and social time series. For those numerous series that are rendered…

二维凸密度轮廓的估计AI 解读

If a density in two dimensions has a convex contour containing probability α, the contour may be estimated from a sample by finding the convex polygon of smallest area containing a proportion α of the sample points. An algorithm for finding a particular contour is given that takes O(n 2) space and O(n 3) time for n sample points.

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非线性回归中参数函数的近似置信限AI 解读

On propose une methode a deux etapes, la premiere utilisant une transformation des parametres simples pour definir de nouveaux parametres, la seconde necessitant l'utilisation d'une region de confiance ellipsoidale pour obtenir un intervalle de confiance

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利用预测变量约束构造多元回归同时置信界AI 解读

This article presents a method for approximating the coverage probability of simultaneous confidence bounds for multiple regression functions when the vector of predictor variables is constrained to lie in a polyhedral convex set. The method is useful because it allows one to construct simultaneous confidence intervals with prescribed coverage probability for the regression function evaluated at various settings of the predictor variables, which are narrower than bounds…

大型模型族的快速模型选择程序AI 解读

An efficient procedure for model selection from large families of models is described. It is closely related to the all possible models approach but is considerably faster. It is based on two principles: first, if a model is accepted, then all models that include it are considered to be accepted; second, if a model is rejected, then all of its submodels are considered to be rejected. Application of the procedure to variable selection in multiple regression is illustrated.…

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改进的 Bootstrap 置信区间AI 解读

We consider the problem of setting approximate confidence intervals for a single parameter θ in a multiparameter family. The standard approximate intervals based on maximum likelihood theory, , can be quite misleading. In practice, tricks based on transformations, bias corrections, and so forth, are often used to improve their accuracy. The bootstrap confidence intervals discussed in this article automatically incorporate such tricks without requiring the statistician to…

Bootstrap 置信区间与 Bootstrap 近似AI 解读

The BCa bootstrap procedure (Efron 1987) for constructing parametric and nonparametric confidence intervals is considered. Like the bootstrap, this procedure can be applied to complicated problems in a wide range of situations. For models indexed by a scalar parameter θ with efficient estimator , the BCa procedure relies on the existence of a transformation g(·) such that () is approximately normally distributed with standard deviation 1 + ag(θ), although explicit knowledge…

重复测量的最大似然计算：EM 算法的应用AI 解读

The purpose of this article is to consider the use of the EM algorithm (Dempster, Laird, and Rubin 1977) for both maximum likelihood (ML) and restricted maximum likelihood (REML) estimation in a general repeated measures setting using a multivariate normal data model with linear mean and covariance structure (Anderson 1973). Several models and methods of analysis have been proposed in recent years for repeated measures data; Ware (1985) presented an overview. Because the EM…

估计资本支出的目的抽样与随机抽样方案比较AI 解读

This article reports results of a large-scale study of various sampling strategies. Conventional sampling strategies are compared with model-based strategies on data from over 12,000 businesses included in the annual Manufacturing Census of the Australian Bureau of Statistics. The study has been designed to replicate the quarterly Survey of Capital Expenditure. The results show that for the given data a stratified sample consisting of units with the largest values of the…

共同相对风险的估计：平等就业中的应用AI 解读

To analyze hiring data in equal employment cases, the available positions should be stratified in accordance with the qualifications needed for the jobs. It is then necessary to combine the results of each stratum to obtain an overall test of equal hiring rates. Furthermore, a summary measure, which compares the hiring rate of a minority applicant to that of a majority one, is then estimated. Indeed, the relative risk measure is used by the government in assessing an…

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非参数密度估计：L1 视角AI 解读

Differentiation of Integrals Consistency Lower Bounds for Rates of Convergence Rates of Convergence in L1 The Automatic Kernel Estimate: L1 and Pointwise Convergence Estimates Related to the Kernel Estimate and the Histogram Estimate Simulation, Inequalities, and Random Variate Generation The Transformed Kernel Estimate Applications in Discrimination Operations on Density Estimates Estimators Based on Orthogonal Series Index.

季节性时间序列的趋势与增长率估计AI 解读

We consider the problem of trend estimation from an ARIMA-model-based perspective. Given that the time series of interest is well represented by a multiplicative seasonal ARIMA model (Box and Jenkins 1970), a method is presented for estimating the trend of this series as a component of the model's forecast function. This method is applied to the “airline model,” a commonly occurring model form for economic and social time series. For those numerous series that are rendered…