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单样本寿命表数据的拟合优度检验AI 解读

Grouped censored data are common in life testing, medical trials, and other fields. Individuals, subject to a disease, have their lifetimes recorded as belonging to a certain interval. If the individuals are censored or removed before death, then it is only known that their lifetimes were at least as great as the beginning of the interval in which the individuals were censored. A goodness-of-fit problem is to test the agreement of a hypothesized survival curve with the…

I 型删失下 Weibull 分布参数的估计AI 解读

The authors propose estimators for the shape and the scale parameters in the Weibull distribution under Type I censoring. They derive exact moments of the estimator for the shape parameter and establish the joint asymptotic normality of both estimators. The proposed estimators, compared with the corresponding maximum likelihood estimators, provide a simpler procedure while maintaining high asymptotic relative efficiencies for a wide range of censoring levels. Estimation of…

具有时间序列误差的回归模型AI 解读

The time series regression models in which the errors of regression equations follow stationary or nonstationary autoregressive moving average models are considered. Convergence properties of the sample autocorrelation function of observed series and the least squares estimates of the linear regression parameters are shown. Based upon these results, a procedure for specifying the tentative order of the mixed ARMA errors is proposed. Two examples are given.

平稳与非平稳 ARMA 模型的自回归参数一致估计与扩展样本自相关函数AI 解读

A unified approach for the tentative specification of the order of mixed stationary and nonstationary ARMA models is proposed. For the ARMA models, an iterative regression procedure is given to produce consistent estimates of the autoregressive parameters. An extended sample autocorrelation function based on these consistent estimates is then defined and used for order determination. One of the advantages of this new approach is that it eliminates the need to determine,…

评估 Logistic 回归模型的图形方法AI 解读

In ordinary linear regression, graphical diagnostic displays can be very useful for detecting and examining anomalous features in the fit of a model to data. For logistic regression models, the discreteness of binary data makes it difficult to interpret such displays. Modifications and extensions of linear model displays lead to three methods for diagnostic checking of logistic regression models. Local mean deviance plots are useful for detecting overall lack of fit.…

多元时间序列数据的动态表示AI 解读

In this article we describe a procedure for representing multivariate time series data by means of interactive, computer-generated dynamic imagery with computer-music accompaniment. This innovation conveys the novel insights that dynamic imagery can provide; yet, the imagery is developed from principles that make the representation useful when examined either statically or dynamically. This is because the development of the dynamic representation is guided by the same…

结构的性质与发现AI 解读

Extending principles of experimentation, we discuss conditions under which nonexperimental data allow consistent estimation of effects of the kind revealed by experimentation and relevant to decisions. We show how implications of these conditions are often overlooked and how failure to distinguish between “factors” and “concomitants” makes almost anything said about a model ambiguous if not wrong. The effects to be estimated dictate the factors to be included; consistency…

具有正依赖的多元二元数据建模与推断AI 解读

A model is proposed for multivariate binary data that incorporates positive dependence among components in a natural way. The model is derived from reliability-theoretic concepts, but is regarded as appropriate for analysis of multivariate binary data in any field when positive dependence is an appropriate assumption. Maximum likelihood estimation by iterative solution of likelihood equations is discussed for the general model, and asymptotically efficient estimates are…

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用于 ED50 的高效 R 估计量AI 解读

Analogues of R-estimators are defined for the problem of estimating the median of a symmetric tolerance distribution in quantal bioassay. Asymptotic distributions are derived, and it is shown that the logistic scores estimator is, in a certain sense, asymptotically efficient. A Monte Carlo study is conducted to investigate the small-sample behavior of this estimator in relation to 10 competing estimators. The results suggest that the logistic scores estimator merits further…

Clevenson–Zidek 型估计量的稳健性AI 解读

For estimating the means of several independent Poisson distributions, Clevenson and Zidek (1975) were the first to propose a class of estimators that are better than the usual one under the normalized squared error loss (1.1). This class of estimators was subsequently enlarged by others. This article examines the sensitivity of the superiority of the Clevenson-Zidek (CZ)-type means estimators over the usual one with respect to the exactness of the Poisson distribution…

负方差估计下 Eisenhart II 型模型与混合模型的替代方案AI 解读

An alternative model useful for addressing the problem of negative variance component estimators is proposed. Specifically, it is possible to view certain of the parameters as covariances rather than as variances. Thus, the problems of the negative variance component estimator may be resolved by using a different model. Distributional results relating to both estimation and tests of hypotheses are also given.

经济时间序列中缺失观测的估计AI 解读

Two related problems are considered. The first concerns the maximum likelihood estimation of the parameters in an ARIMA model when some of the observations are missing or subject to temporal aggregation. The second concerns the estimation of the missing observations. Both problems can be solved by setting up the model in state space form and applying the Kalman filter.

自回归依赖模型下核密度估计量的效率AI 解读

The problem of estimating the probability density function of a strictly stationary process is considered. To study the effect of a dependence structure on the efficiency of a kernel density estimator, the mean integrated squared error (MISE) of the Fourier integral estimator (FIE) is derived on the assumption that the observed data are generated by a first-order autoregressive process. Numerical results for the normal and Cauchy densities show that even moderate departures…

回归方程的自助法：若干实证结果AI 解读

The bootstrap, like the jackknife, is a technique for estimating standard errors. The idea is to use Monte Carlo simulation based on a nonparametric estimate of the underlying error distribution. The main object of this article is to present the bootstrap in the context of an econometric equation describing the demand for energy by industry. As it turns out, the conventional asymptotic formulas for estimating standard errors are too optimistic by factors of nearly three,…

观察研究从关联到因果：强可忽略处理分配检验的作用AI 解读

If treatment assignment is strongly ignorable, then adjustment for observed covariates is sufficient to produce consistent estimates of treatment effects in observational studies. A general approach to testing this critical assumption is developed and applied to a study of the effects of nuclear fallout on the risk of childhood leukemia. R.A. Fisher's advice on the interpretation of observational studies was “Make your theories elaborate”; formally, make causal theories…

线性混合：二变量趋势线的新方法AI 解读

This article describes a new, biologically motivated model for bivariate data containing a trend line. The model is characterized by a mixture in which the component means lie on a line. Consistent methods for estimating the parameters of the mixture line are derived, as are procedures for obtaining a confidence interval for the slope. The methods are proved valid within a large class of models for bivariate data, including an errors-invariables model, and are illustrated…

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单样本寿命表数据的拟合优度检验AI 解读

Grouped censored data are common in life testing, medical trials, and other fields. Individuals, subject to a disease, have their lifetimes recorded as belonging to a certain interval. If the individuals are censored or removed before death, then it is only known that their lifetimes were at least as great as the beginning of the interval in which the individuals were censored. A goodness-of-fit problem is to test the agreement of a hypothesized survival curve with the…

具有正相依性的多元二元数据建模与推断AI 解读

A model is proposed for multivariate binary data that incorporates positive dependence among components in a natural way. The model is derived from reliability-theoretic concepts, but is regarded as appropriate for analysis of multivariate binary data in any field when positive dependence is an appropriate assumption. Maximum likelihood estimation by iterative solution of likelihood equations is discussed for the general model, and asymptotically efficient estimates are…

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