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利用交叉相关函数潜在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…

协方差分析中有序备择的并交秩检验AI 解读

For an analysis of covariance model (pertaining to completely randomized as well as complete block designs) based on the union-intersection principle, a general class of permutationally distribution-free rank tests for the ordered alternative problem is considered. The theory is supplemented by numerical studies.

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…

最小二乘回归缺失数据的诊断图AI 解读

The usual approach to handling missing data in a regression is to assume that the points are missing at random (MAR) and use either a fill-in method to replace the missing points or a method using maximally available pairs in the sample covariance matrix. We derive limits for the values of the least squares estimates of the coefficients (and their associated t statistics) when there are missing observations in one carrier. These limits are derived subject to a constraint on…

汇总数据、生态回归与投票转移AI 解读

Voting data typically comprise the marginal distributions of votes cast at two successive elections. The fact that these obtain separately for many voting precincts or areas enables one to estimate the actual transition probabilities for movements between the options available to the voter at each election. An aggregated compound multinomial model is proposed. This allows log-linear dependence on various covariates and specifies a simple and illuminating structure of random…

使用多重计数规则调查稀有人群的报告偏差与抽样误差AI 解读

This article examines a methodology to improve the efficiency of surveys to locate and estimate characteristics of rare populations. Two multiplicity counting rules are compared with a conventional rule in terms of reporting errors, sample variances, and survey yields. The analysis is based on data from two survey field experiments with diagnosed cancer patients and a subsample of their siblings or children who reside outside their households. The article concludes with a…

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住房单位人口估计法的综述与评估AI 解读

The housing unit (HU) method is used by public and private agencies throughout the United States to make local population estimates. This article describes many of the different types of data and techniques that can be used in applying the HU method, and it discusses the strengths and weaknesses of each. Empirical evidence from four different states is provided, comparing the accuracy of HU population estimates with the accuracy of other commonly used estimation techniques.…

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单侧二项检验的合并AI 解读

Six methods of combining k independent binomial test statistics are compared with respect to their median significance levels, asymptotic relative efficiencies, and accuracy of null distribution approximations. The test statistics considered are the minimum significance level, Fisher's omnibus test, the likelihood ratio, an approximate likelihood ratio, the Mantel-Haenszel statistic, and the sum of chis. Fisher's test and the likelihood ratio perform relatively well for all…

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矩阵秩检验及其在方差分析交互作用中的应用AI 解读

This article develops some general theory for testing the rank of a matrix. Applications include tests of interaction in two-factor experiments that are more powerful than the usual F test for certain reasonable alternatives. The particular tests studied are (a) the likelihood ratio (LR) test of rank(M) = 0 versus rank(M) = r, where M is a matrix of expectations, and (b) the union-intersection (UI) test of rank(M) = 0 versus rank(M) ≥ r. In the two-factor application, M is…

多元位置与协方差的最小 Hellinger 距离估计AI 解读

The Hellinger distance between a nonparametric density estimator and a model family is minimized to produce estimates of location and covariance in multivariate data. With suitable restrictions on the density estimators and the model family, these minimum Hellinger distance estimators (MHDE's) are shown to be affine invariant, consistent, and asymptotically normal. The robustness of the MHDE as measured by the breakdown point compares favorably against the previously studied…

右删失数据分位数函数的核型估计量AI 解读

Based on right-censored data from a lifetime distribution F 0, a kernel-type estimator of the quantile function Qo (p) = inf{t: F 0(t) ≧ p}, 0 ≦ p ≦ 1, is proposed. The estimator is defined by , which is smoother than the usual product-limit quantile function , where denotes the product-limit estimator of F 0 from the censored sample. Under the random censorship model and general conditions on hn, K, and F 0, it is shown that Qn (p) is strongly consistent. In addition, an…

基于时间删失第 r 阶次序统计量的指数分布尺度估计AI 解读

The problem of estimating the mean of an exponential distribution is studied, when the data available are a random sample of time-censored rth-order statistics. Examples for such empirical situations are cited. Maximum likelihood estimators (MLE's) and moment-equation estimators (MEE's) are studied. Theoretical derivations are provided for the large sample variances and distributions of these estimators. The efficiency of the MEE compared to the MLE is studied.

交叉验证、刀切法与自助法：前向逻辑回归的超额误差估计AI 解读

Given a prediction rule based on a set of patients, what is the probability of incorrectly predicting the outcome of a new patient? Call this probability the true error. An optimistic estimate is the apparent error, or the proportion of incorrect predictions on the original set of patients, and it is the goal of this article to study estimates of the excess error, or the difference between the true and apparent errors. I consider three estimates of the excess error:…

离散数据拟合优度统计量的条件分布AI 解读

I consider the distribution of Pearson's statistic and of the likelihood-ratio goodness-of-fit statistic for discrete data in the important case where the data are extensive but sparse. It is argued that the appropriate reference distribution is conditional on the sufficient statistic for the unknown regression parameters, β. The first three conditional asymptotic cumulants are derived by Edgeworth expansion, and these are used for the computation of tail probabilities. The…

广义线性模型中回归函数的自动平滑AI 解读

We consider the penalized likelihood method for estimating nonparametric regression functions in generalized linear models (Nelder and Wedderburn 1972) and present a generalized cross-validation procedure for empirically assessing an appropriate amount of smoothing in these estimates. Asymptotic arguments and numerical simulations are used to show that the generalized cross-validatory procedure preforms well from the point of view of a weighted mean squared error criterion.…

用于刻画老化的一类寿命分布AI 解读

We introduce a new better than used of age t 0 (NBU-t 0) class of life distributions, where the survival probability at age 0 is greater than or equal to the conditional survival probability at specified age t 0 > 0. The dual class of new worse than used of age t 0 (NWU-t 0) life distributions is defined by reversing the direction of inequality. Preservation and nonpreservation properties of the two classes under various reliability operations are presented. We also show how…

后验矩与边际密度的精确近似方法AI 解读

This article describes approximations to the posterior means and variances of positive functions of a real or vector-valued parameter, and to the marginal posterior densities of arbitrary (i.e., not necessarily positive) parameters. These approximations can also be used to compute approximate predictive densities. To apply the proposed method, one only needs to be able to maximize slightly modified likelihood functions and to evaluate the observed information at the maxima.…

存在非应答时利用面板数据估计总流量：加拿大劳动力调查实例AI 解读

This article considers the problem of using categorical data from a panel survey in which there is nonrandom nonresponse to estimate gross flows. The methods are illustrated for the case of estimating gross flows in labor force participation using data from the Canadian Labour Force Survey. Three models are proposed that allow nonresponse to be related to employment classification, time, or both employment classification and time. Maximum likelihood estimation is used to fit…

以平均积分平方误差为准则的抽样AI 解读

Stratified sampling is considered, where (a) the mean integrated squared error (MISE) metric is used in place of the mean squared error (MSE) metric; (b) the entire distribution [i.e., f(x)], rather than a property of the distribution [e.g., E(x)], is used as a target of the procedure; (c) the distribution f(x) is estimated by a truncated series (to counterbalance model complexity with sample size availability); and finally, (d) samples are taken both with and without…