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第二类删失样本的渐近卡方正态性检验AI 解读

A method is proposed for testing normality, in the case of general Type II censored data—that is, data for which only a subset of the order statistics are available. Three test statistics are proposed, which are generalizations of the statistics proposed in LaRiccia (1986), and have many of the same properties. Specifically, they are designed to be asymptotically optimal with respect to specific alternatives and are easily adjusted to be asymptotically optimal with respect…

抽样设计对主成分分析的影响AI 解读

Most sample surveys are multivariate and many lend themselves to multivariate methods of analysis. The most usual mode of such analysis is a standard statistical package, such as BMDP or SPSS, in which the multivariate analyses are based on the underlying assumption that the data are generated as independent observations from a common probability distribution. This assumption ignores the sample selection procedure involved in the survey, which leads to the following basic…

列联表典型分析的最大似然方法AI 解读

Canonical analysis has often been employed instead of log-linear models to analyze the relationship of two polytomous random variables; however, until the last few years, analysis has been informal. In this article, models are examined that place nontrivial restrictions on the values of the canonical parameters so that a parsimonious description of association is obtained. Maximum likelihood is used to obtain parameter estimates for these restricted models. Approximate…

列联表的分组与关联：探索性典型相关方法AI 解读

The criteria of homogeneity and structure were proposed by Goodman (1981a) for determining whether certain rows or columns of a contingency table should be grouped. A data-based procedure (using the canonical form of bivariate distributions) is presented in this article to guide exploratory analysis to determine which rows or columns of a table may be grouped. This procedure facilitates the application of the homogeneity criterion. Relationships between the proposed method…

贝叶斯预测模型的监控与适应AI 解读

Practical aspects of a new technique for monitoring and controlling the predictive performance of Bayesian forecasting models are discussed. The basic features of the approach to model monitoring introduced in a general setting in West (1986) are described and extended to a wide class of dynamic, nonnormal, and nonlinear Bayesian forecasting models. An associated method of automatically detecting and rejecting outliers and adapting models to abrupt structural changes in the…

平稳自回归过程加权平均估计量的效率AI 解读

The criterion of second-order efficiency is used to distinguish among estimators, which have the same asymptotic variance, of the mean of a stationary autoregressive process. The best linear unbiased estimator is typically unknown, since it depends on the parameters of the process. It is demonstrated by second-order efficiency that the sample mean performs poorly under certain conditions, whereas some weighted averages maintain a more consistent performance as the parameters…

删失且自相关数据的回归分析AI 解读

For many studies in which data are collected sequentially in time, the sensitivity of the measurement is limited and an exact value can be recorded only if it falls within a specified range. This gives rise to a censored time series. In this article, we present a methodology for regression analysis of censored time series data. We fit autoregressive models to account for the time dependence. Two numerical methods for full likelihood estimation and an approximate method are…

双指数族及其在广义线性回归中的应用AI 解读

In one-parameter exponential families such as the binomial and Poisson, the variance is a function of the mean. Double exponential families allow the introduction of a second parameter that controls variance independently of the mean. Double families are used as constituent distributions in generalized linear regressions, in which both means and variances are allowed to depend on observed covariates. The theory is applied to two examples—a logistic regression and a large…

线性回归模型中百分位数的置信带AI 解读

Simultaneous confidence intervals for percentiles of the normal regression model similar to those given by Steinhorst and Bowden (1971) are considered. Kanofsky's (1968) confidence band for a single normal distribution is modified and extended to the regression model. The confidence bands that are simultaneous in all percentiles provide corresponding confidence bands for the cumulative conditional normal distribution functions. The various procedures are compared with…

正态总体相等性的简单渐近最优检验：单因素分类的实用方法AI 解读

Snedecor and Cochran (1967, p. 324) observed that an application of different treatments to otherwise homogeneous experimental units often results in groups that are different not only in means but also in variances. The usual one-way classification procedure assumes a priori the homogeneity of variances among different groups and tests the equality of means only. Thus motivated by the problem of simultaneously testing the equality of means and the equality of variances of…

方差分量估计量均方误差的最佳不变无偏估计AI 解读

An unbiased estimator is derived for the mean squared error of any unbiased or biased estimator that is expressible as a linear combination of independent sums of squares. Further, it is shown that, for the classical balanced variance component models, this estimator is the best invariant unbiased estimator for the variance of the ANOVA estimator and for the mean squared error of the nonnegative minimum biased estimator. As an example, the balanced one-way classification…

乘性测量误差模型及其美国能源部数据应用AI 解读

In an errors-in-variables model, the predicting variables are observed with errors. Traditionally, the errors are assumed to be additive. In this article, I consider the case in which the error is multiplicative, a situation that arises when analyzing some recent data released by the U.S. Department of Energy. A consistent estimator is provided for regression coefficients β by correcting the asymptotic bias of the least squares estimate. It is shown that , after being…

抽样调查缺失值插补的贝叶斯程序AI 解读

A new method is proposed for imputation of missing values in sample survey data. The procedure uses standard statistical methodology, permits a general specification of the nonresponse process, and does not impose specific model assumptions. Prior information from past similar surveys or from other sources may be incorporated in a routine manner.

非平稳空间数据的克里金预测AI 解读

Spatial data modeled to have come from a random function with a nonstationary mean are considered. The spatial prediction method known as kriging exploits second-order spatial correlation structure to obtain minimum variance predictions of certain average values of the random function. But to do so, it must be assumed that either the mean function (the drift) is known up to a constant or the second-order structure (the variogram) is known exactly. Knowledge of the drift…

基于最近邻的多元两样本检验AI 解读

A new class of simple tests is proposed for the general multivariate two-sample problem based on the (possibly weighted) proportion of all k nearest neighbor comparisons in which observations and their neighbors belong to the same sample. Large values of the test statistics give evidence against the hypothesis H of equality of the two underlying distributions. Asymptotic null distributions are explicitly determined and shown to involve certain nearest neighbor interaction…

缺失数据下时空 ARMAX 模型的估计与识别AI 解读

A method for modeling and fitting multivariate spatial time series data based on current spatial methodology coupled with the parameterization of the ARMAX model is presented. Because of the physical constraints imposed on multivariate data collection in both space and time, the estimation and identification procedures tolerate general patterns of missing or incomplete data.

含缺失观测的 ARIMA 模型：估计、预测与插值AI 解读

We show how to define and then compute efficiently the marginal likelihood of an ARIMA model with missing observations. The computation is carried out by using the univariate version of the modified Kalman filter introduced by Ansley and Kohn (1985a), which allows a partially diffuse initial state vector. We also show how to predict and interpolate missing observations and obtain the mean squared error of the estimate.

ARIMA 信号提取中的修订AI 解读

The problem of decomposing an observed series, assumed to follow an ARIMA process, into signal plus noise is considered. It is well known that the preliminary estimates of the signal will be subject to revisions as more data become available. For a general ARIMA process, the revision in the concurrent estimate of the signal is seen to follow a stationary ARMA process, easily derived from the overall series model. The results are extended to non-concurrent preliminary…

方差分量比的改进估计量AI 解读

The problem of estimating a ratio of variance components in the balanced one-way random effects model is considered. It is shown that in terms of mean squared error, the ML, REML (or truncated ANOVA), and Bayes modal estimators (using the noninformative prior) are inadmissible. An estimator that dominates all three is derived. Two other estimators that are adaptive in nature are also introduced. The new estimators are shown to possess much-improved mean squared error…

ANOVA 模型中渐近无偏非负二次方差分量估计的存在性AI 解读

Conditions for the existence of asymptotically unbiased, nonnegative quadratic estimates of individual variance components in general ANOVA models are investigated. A simple necessary condition for general models is obtained. Necessary and sufficient conditions are obtained in the case of random, balanced nested classification models and the random unbalanced one-way model. The investigation demonstrates the need for exercising caution when employing nonnegative quadratic…

调查数据回归模型中的区组效应检验AI 解读

This article considers the problem of testing for intrablock or intracluster correlation in regression disturbances that may occur when cluster or two-stage sampling data is used in regression analysis. It points out that the one-sided Lagrange multiplier test is locally best invariant. An empirical power comparison suggests that if the block structure is known this test should be used. Otherwise the Durbin—Watson test provides a useful test, especially in large samples.

不放回且按规模成比例抽样时的有限总体属性估计AI 解读

Geologists often evaluate aggregate volumes of discovered plus undiscovered oil and/or gas in a petroleum basin by use of geologic-volumetric methods. Although sophisticated geological reasoning may be employed, the essential idea behind these methods is simple: estimate (a) the volume of hydrocarbon bearing sediment in the basin, (b) the amount of hydrocarbons present per unit volume of sediment, and (c) the fraction of hydrocarbons present per unit volume that is…

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