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月度时间序列的日历效应：建模与调整AI 解读

Most monthly time series that represent a total of some variable for each month contain calendar effects due to changing month length, day-of-the-week effects, and holidays. It is important to remove the calendar variation to allow an effective assessment of the variation due to important factors. New procedures for calendar adjustment are presented in this article. A plausible model for the daily data is used to derive a model for the monthly data in which the power…

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相关与谱分析的工程应用AI 解读

Discusses engineering applications and recent developments based upon correlation and spectral analysis. Illustrations deal with applications to acoustics, mechanical vibrations, system identification, and fluid dynamics problems in aerospace, automotive, industrial noise control, civil engineering and oceanographic fields, as well as similar problems in other fields. Tackles problems and solutions, assuming reader has required hardware and software to compute estimates of…

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指数分布部件寿命下高可靠相干系统的置信限AI 解读

A method for constructing upper confidence limits (UCL's) for parametric functions of type g(λ) = Σ j Π i∈Ij λ i is considered. It is based on maximization of g(λ) over a confidence set of type {λ | Σ λiTi ≤ Λα & λ i ≥ 0} obtained by pooling statistical data received from separate testing of system components. An asymptotic representation of the reliability function of an arbitrary coherent system is given assuming that the element failure rates are low. It has the form R(t)…

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具有相关残差的多项式趋势分类：贝叶斯方法AI 解读

Three procedures for the classification of multivariate time-dependent data are examined. Two are shown to be Bayes procedures assuming that the time dependence of the data can be described by polynomial regression functions and that the relation among successive residuals is described by a stationary and invertible ARMA process. Relative advantages of these procedures in practical applications and limitations of the model are discussed.

两个指数分布联合Ⅱ型删失样本的置信区间AI 解读

Strong consistency and asymptotic normality of the maximum likelihood estimators are established in the context of jointly type-II censored samples from two exponential populations. Large-sample confidence intervals are derived for the individual scale parameters as well as their ratio, and some applications to series and parallel systems are discussed. For the ratio of the scale parameters, an exact confidence procedure is developed on the basis of the failure counts in the…

二维列联表的简单交互模型AI 解读

A model specifying independence within each of two disjoint groups of rows is presented as an alternative to complete independence in a two-dimensional contingency table with r rows and two columns. If the measure used to assess the improvement in fit is a member of a class of order-producing (OP) functions, then the partition that maximizes the measure can be located after checking only (r − 1 of the (2 r − 1 − 1 possible partitions. The likelihood ratio statistic and…

调查抽样中的估计：稳健性与最优性AI 解读

It is shown how the criteria of efficiency and robustness can be integrated fruitfully in a single optimality criterion within the framework of the Unified Theory (Godambe 1955). This is achieved by extending the scope of the usual model-based estimation using appropriate sampling designs. Some situations of common occurrence in survey practice are discussed with a numerical study.

移动平均过程估计所用准则函数的比较AI 解读

It is well known that unconditional and conditional least squares estimators are asymptotically maximum likelihood for invertible moving average (MA) processes. By writing the criteria functions for these three estimators in comparable form, we establish simple inequalities between them and also between the corresponding disturbance variance estimates. Further analysis is carried out by examining the expected values of the criteria functions for given (true) coefficients in…

历史身高的估计AI 解读

Historical samples of military, naval, and merchant marine heights suffer from undercounts of short people, undercounts highly irregular compared to the truncated distributions for which standard methods are available. Our knowledge is too imprecise for parametric models of the undercount process but it suffices for intuitive description of the deviations from normality with which estimators should cope. Two new estimators are developed. The first adapts maximum likelihood…

含缺失数据列联表的最大似然估计与模型选择AI 解读

In many studies the values of one or more variables are missing for subsets of the original sample. This article focuses on the problem of obtaining maximum likelihood estimates (MLE) for the parameters of log-linear models under this type of incomplete data. The appropriate systems of equations are presented and the expectation-maximization (EM) algorithm (Dempster, Laird, and Rubin 1977) is suggested as one of the possible methods for solving them. The algorithm has…

检测二元总体的边际尺度差异AI 解读

A conditional test is proposed that uses the null hypothesis of bivariate symmetry to detect unequal marginal scales in a bivariate population. The asymptotic normality of the test statistic and the consistency of the test are established. Asymptotic relative efficiency comparisons are made with the standard parametric test in both the bivariate normal case and in a trivariate reduction model case and with two of Sen's (1967) tests in the bivariate normal case. The good…

依赖情形下 Friedman 检验的效率AI 解读

Efficiencies of Friedman's χ2 r test are studied when observations within blocks are independent and when they are exchangeably dependent. At local alternatives the limiting power is found to increase monotonically with (a) the canonical correlations of distributions having expansions in canonical form, (b) the stochastically decreasing character of the mixing distributions in certain exchangeable sequences, and (c) an index of peakedness in a class of distributions…

区组设计中相对于最佳处理的同时推断AI 解读

In many practical situations, only inference concerning the unknown best treatment and comparisons of the individual treatments with respect to the best treatment are of primary interest. We give an explicit formulation of this problem in the framework of randomized complete block designs. A procedure based on sample means and two procedures based on signed ranks are proposed. It is seen that, for the problem considered, these procedures have a substantial advantage over…

构造同时置信区间的一般方法AI 解读

A general method is proposed for constructing simultaneous confidence intervals that gives special emphasis to any preselected finite spanning subset in a linear space of estimable functions. The method has a wide range of application, including regression analysis. The length of a confidence interval is determined as the solution to a linear programming problem. The studentized maximum modulus distribution can be used to choose critical values for conservative control of…

基于二元与连续变量的判别分析AI 解读

An observation consisting of both binary and continuous variables may be classified into one of two populations by the double-discriminant function based on the point-biserial model. When the parameters are unknown or partially known, a sample double-discriminant function is obtained by replacing the unknown parameters by their sample estimates. A sampling scheme referred to as the double inverse sampling is proposed to ensure nonsingularity of the sample covariance…

删失数据的多样本中位数检验AI 解读

A k-sample median test for censored data is proposed. The test is more sensitive to differences in median survival times than to differences in shape of the survival curves. The asymptotic distribution of the test statistic is derived under both the null and the alternative hypotheses and its variance is shown to take a simple form. The median test is compared to several other tests for censored data by computing asymptotic relative efficiencies and performing a Monte Carlo…

单样本问题的双权方法AI 解读

A “t”-like statistic, replacing the classical mean by a biweight location estimator in the numerator and the sample variance by a corresponding variance term in the denominator, is proposed as a modification to that used by Gross (1976) and is evaluated for its efficiency in constructing confidence intervals in symmetric, stretched-tailed situations. The one-sample biweight “t” is shown, via Monte Carlo simulations, to be efficient for samples of moderate sizes (in terms of…

独立同分布误差线性模型的经验分位数函数AI 解读

The regression quantile statistics of Koenker and Bassett (1978) are employed to construct an estimate of the error quantile function in linear models with iid errors. Some finite sample properties and the asymptotic behavior of the proposed estimator are derived. Comparisons with procedures based on residuals are made. The stackloss data of Brownlee (1965) is reanalyzed to illustrate the technique

时间序列中三角函数成分的估计AI 解读

Estimation in time series with an unknown number of deterministic trigonometric components with unknown amplitudes and frequencies is considered. A stepwise procedure is used. At each step the frequency of the largest term in the periodogram of the residual series is used as a starting value for finding the best frequency in the least squares sense. The procedure is stopped when there are no further significant harmonic components, when tested by a multiple-test procedure.…

利用横截面数据刻画宏观函数AI 解读

This article investigates the use of individual cross-section data to describe macro functions. Necessary and sufficient conditions (denoted by AS) are found for ordinary least squares (OLS) slope coefficients from a cross section to consistently estimate the first derivatives of the macro function. AS embodies both sets of aggregation assumptions known; linear aggregation and sufficient statistics, and thus represents generalized aggregation conditions. A methodology is…