论文检索

贝叶斯稳健性与 Stein 效应AI 解读

In simultaneous estimation of normal means, it is shown that through use of the Stein effect surprisingly large gains of a Bayesian nature can be achieved, at little or no cost, if the prior information is misspecified. This provides a justification, in terms of robustness with respect to mis-specification of the prior, for employing the Stein effect, even when combining a priori independent problems (i.e., problems in which no empirical Bayes effects are obtainable). To…

多个时间序列之间线性依赖与反馈的度量AI 解读

Measures of linear dependence and feedback for multiple time series are defined. The measure of linear dependence is the sum of the measure of linear feedback from the first series to the second, linear feedback from the second to the first, and instantaneous linear feedback. The measures are nonnegative, and zero only when feedback (causality) of the relevant type is absent. The measures of linear feedback from one series to another can be additively decomposed by…

油气钻井成本：约束稳健回归的应用AI 解读

The robust regression method of Huber (1973) is used to fit a model to the cost of drilling for petroleum. Because the model includes a categorical variable (well type), a linear constraint is imposed on the parameter estimates Because the model was fit to the logarithm of cost and because it will be used to make repeated predictions of cost, an adjustment that approximately unbiases the predictions is imposed. The numerical values of the estimates are discussed, and a…

回应概率依赖待插补变量时的缺失值插补AI 解读

A method is developed for imputing missing values when the probability of response depends upon the variable being imputed. The missing data problem is viewed as one of parameter estimation in a regression model with stochastic censoring of the dependent variable. The prediction approach to imputation is used to solve this estimation problem. Wages and salaries are imputed to non-respondents in the Current Population Survey and the results are compared to the nonrespondents'…

抽样调查中无应答的模型方法AI 解读

The literature on the analysis of incomplete data using models is reviewed in the context of nonresponse in sample surveys. The modeling approach provides a large body of methods for handling unit and item nonresponse, some of which cannot be derived from the randomization theory of inference for surveys. Key concepts from the literature on incomplete data, such as factorizations of the likelihood for special data patterns, the EM algorithm for general data patterns, and…

摘要暂缺

摘要暂缺

具有相关残差的多元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.

摘要暂缺

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…

摘要暂缺

摘要暂缺

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…

摘要暂缺

移动平均过程估计中的准则函数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…

石油与天然气钻井成本：约束稳健回归的应用AI 解读

The robust regression method of Huber (1973) is used to fit a model to the cost of drilling for petroleum. Because the model includes a categorical variable (well type), a linear constraint is imposed on the parameter estimates Because the model was fit to the logarithm of cost and because it will be used to make repeated predictions of cost, an adjustment that approximately unbiases the predictions is imposed. The numerical values of the estimates are discussed, and a…

具有多元随机效应协方差结构的多元重复测量与增长曲线模型AI 解读

The analysis of multiple-response, repeated-measurement or growth curve models with a multivariate random-effects covariance structure for individuals is considered. Results on estimation, hypothesis testing, and simultaneous confidence bounds for the parameters of the generalized linear model of Potthoff and Roy (1964) are derived for the multiple-response repeated-measurements model under the multivariate random-effects covariance structure. Two numerical examples are…

二元单样本位置问题的非参数检验AI 解读

Many nonparametric competitors to Hotelling's T2 test lack T 2's property of invariance under linear transformations. Such tests have power and efficiency that depend on the direction of shift and the covariance matrix of the alternative distribution. This article modifies a previously proposed bivariate sign test and signed rank test to overcome this difficulty. Asymptotic results and a Monte Carlo study indicate that the efficiency and small-sample power of the new…

指数分布分位数的估计AI 解读

We consider the problem of estimating a quantile ξ + bσ of an exponential distribution on the basis of a random sample of size n ≥ 2. Here ξ and σ are unknown location and scale parameters and b is a given constant. For quadratic loss, it is established that the best equivariant estimator is inadmissible if 0 ≤ b < n-1 or b > 1 + n 1. For b > 1 + n 1 the estimator elsewhere, provides a noticeable improvement over δ0.

多个二乘二列联表共同优势比估计量的有限样本性质AI 解读

A simulation study was used to determine the finite-sample properties of various estimators of a common odds ratio from multiple 2 × 2 tables. The maximum likelihood, Mantel-Haenszel, and Woolf estimators plus four variants of each were considered. The original Woolf estimator and one of its variants are dismissed on the grounds that they often cannot be calculated. In terms of minimum bias, maximum likelihood is the recommended procedure after adding .25 to each cell.

利用广义共轭梯度算法进行非正交方差分析AI 解读

A method is developed that computes an exact nonorthogonal analysis of variance using cell means. The method is iterative and does not require that the non-orthogonal design matrix be stored or formed. At each stage in the process, a balanced analysis of variance problem must be solved. A monotonicity property for the estimates of the regression sum of squares is derived that could be used to minimize iteration in hypothesis testing. An application of the algorithm to the…

回归超总体模型下的调查抽样设计AI 解读

The construction of sample designs and estimators under a linear regression superpopulation model is considered. The anticipated variance, the variance of the predictor computed with respect to the sampling design and the superpopulation model, is used as a criterion for evaluating probability designs and model-unbiased predictors. Regression predictors that are model unbiased and design consistent are constructed.

使用上下概率进行类贝叶斯决策AI 解读

We consider the use of interval-valued probabilities to represent the support lent to the hypothesis that the parameter value θ lies in a subset A of the parameter set Θ when we observe x, know the likelihoods {fΘ: θεΘ}, and have some prior information concerning the parameter. Our model for prior information is that of a salient prior distribution in which we have little confidence, although we have much less confidence in any alternative prior. We consider notions of…