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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…

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…

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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便渐近最优检验：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…

按规模成比例的不放回抽样下有限总体性质的估计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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分位数过程及其统计应用AI 解读

A Preliminary Study of Quantile Processes A Weak Convergence of the Normed Sample Quantile Process Strong Approximations of the Normed Quantile Process Two Approaches to Constructing Simultaneous Confidence Bounds for Quantiles Weak Convergence of Quantile Processes in Weighted Sup-Norm Metrics and Further Strong Approximations On Bahadur's Representation of Sample Quantiles and on Kiefer's Theory of Deviations Between the Sample Quantile and Empirical Processes Quadratic…

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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.

两阶段抽样中子样本容量的选择AI 解读

This article presents a simple method for choosing the subsample size m in two-stage sampling when the values of the relevant design parameters, the variance ratio and the cost ratio, are not known exactly but can only be assumed to lie within some specific range. Measuring the efficiency of a choice of m by its precision relative to the optimum choice, which depends on the parameters, it is proposed to choose m so that its minimum efficiency, over the specified range of…

时间序列确定性线性趋势的检验AI 解读

Most powerful tests are derived for the hypothesis that deterministic linear trend occurs in time series against the alternative that trend consists of random walk subject to drift. Comparisons of these tests and of the tests suggested by LaMotte and McWhorter (1978) are made in terms of exact powers and Pitman asymptotic relative efficiencies.

利用互相关模式检验两条时间序列的独立性AI 解读

The Haugh (1976) test for independence employs the univariate residual cross-correlation function. However, it ignores information about a possible pattern in successive cross-correlation coefficients. An asymptotic test is developed that incorporates this information and includes the Haugh test as a special case. A Monte Carlo study indicates that the proposed test is more powerful than the Haugh s and regression F tests for certain models. Two empirical examples are…

位置参数的稳健置信区间：构型方法AI 解读

A conditional approach to robustness is described and applied to interval estimation for a location parameter. Two new types of confidence interval estimators using two-dimensional numerical integrations within location-and-scale configurations emerge. Strong confidence intervals have robust conditional coverage probabilities. Bioptimal confidence intervals are as short as possible and have robust overall coverage probabilities. Robust intervals compromising the Gaussian and…

扰动方差不等时两组线性回归系数相等性的界限检验AI 解读

This article considers the Wald test statistic for testing equality between sets of coefficients in two linear regressions when the disturbance variances are unequal. It is shown that the distribution of the test statistic under the null hypothesis is bounded, asymptotically up to the second order, by the distributions of two F variates multiplied by the number of the regressors.

异方差判别分析中的变量选择AI 解读

The likelihood ratio test statistic for the identity in means and covariance matrices of k normal populations has a well-known step-down decomposition measuring the contribution of each component of the vector observation. This decomposition in turn gives rise to three components testing the residual homo-scedasticity of each variable, the parallelism of its regression on its predecessors, and the identity of location. A variety of uses of this decomposition in selecting…

期望频数受线性约束时对数线性模型的最大似然方法AI 解读

Hypotheses relating to log-linear models may be defined in terms of constraints on the frequencies or on the logarithms of the frequencies. A two-step algorithm is developed to allow fitting models containing constraints of both types. This algorithm is shown to yield maximum likelihood estimates of the log-linear parameters. Three examples are presented to illustrate cases in which these models are of interest.

逻辑回归中推断充分性的诊断AI 解读

Inference for logistic regression based on the information matrix may be poor. This is noted in two examples in which confidence regions are examined. A measure to detect such inadequacies is presented; it judges the quadratic approximation to the likelihood surface, which justifies the usual procedure.