日期精度：到日 2273 篇 · 到月 7743 篇 · 到年 0 篇
广义岭估计量的均方误差性质
Mean squared errors are derived and examined for a number of generalized ridge (GR) regression estimators, and the estimators are compared in a number of specific regression models. The potential of GR estimators is discussed.
利用置信界选择岭回归的偏置参数
Consider the multiple linear regression model Y = Xβ + ∈, ∈ ∼ Ň(0, σ2 I) where the matrix S = X' X is ill conditioned. A confidence bound approach is developed for choosing k in the ridge estimator β*(k) = (S + kI)–1 X' Y as follows: A parameter is defined that is essentially the largest (constant) k one could use and still have β*(k)'s mean squared error (MSE) be less than MSE (where is the usual estimate of β). A procedure is then developed to obtain a lower confidence…
非线性回归模型误设的后果与检测
Under general conditions given here, the least squares estimator for the parameters of a misspecified nonlinear model converge strongly to the parameters of a (weighted) least squares approximation to the true model. With additional conditions, the least squares estimator is asymptotically normal. A new, specification-robust estimator of the covariance matrix is obtained, which simplifies to the usual estimator when the model is correct up to an independent additive error.…
以二元问题代替精确观测的样本划分
The problem is to search for the t largest observations in a random sample of size n by asking binary-type questions of the people (or items) in the sample without collecting any exact data whatever. The unordered and ordered cases are both considered; in the latter case the complete ranking is of special interest. Two different criteria of optimality are considered: (a) to minimize the expected number of questions required and (b) to maximize the probability of terminating…
单链接聚类对高密度簇的一致性
High-density clusters are defined on a population with density f in r dimensions to be the maximal connected sets of form {x | f(x) ≥ c}. Single-linkage clustering is evaluated for consistency in detecting such high-density clusters—other standard hierarchical techniques, such as average and complete linkage, are hopelessly inconsistent for these clusters. The asymptotic consistency of single linkage closely depends on the percolation problem of Broadbent and Hammersley—if…
季节调整原则及由此导出的调整方法
The decomposition of a given time series into trend, seasonal component, and irregular component is formulated as a minimization problem. The trend is chosen such that it is as smooth as possible; the seasonal component is chosen such that it exhibits a seasonal pattern as stable as possible; and the trend and seasonal components are jointly chosen such that the given time series is explained as well as possible by these two components; that is, the irregular component is…
两个协方差平稳时间序列独立性检验的比较
The approximate slopes of several tests of the independence of two covariance stationary time series are derived and compared. It is shown that the approximate slopes of regression tests are at least as great as those based on the residuals of univariate ARIMA models, and that there are cases in which the former are arbitrarily great while the latter are arbitrarily small. These analytical findings are supported by a Monte Carlo study that shows that in samples of size 100…
协方差分量模型中的估计
Estimation techniques for linear covariance components models are developed and illustrated with special emphasis on explaining computational processes. The estimation of fixed and random effects when the variances and covariances are known is presented in Bayesian terms, Point estimates of the unknown variances and covariances are computed using the EM algorithm for maximum likelihood estimation from incomplete data. The techniques are illustrated with data on law schools,…
有序类别交叉分类分析中的关联模型与典型相关
The association models considered in Goodman (1979a) for the analysis of cross-classifications having ordered categories are presented in a somewhat different form in the present article to facilitate comparison of the results obtained using these models with those obtained using the earlier canonical correlation approach. Both the association models and the canonical correlation approach can provide meaningful scores for the row and column categories, and these scores can…
删失数据与 Bootstrap
This article concerns setting standard errors and confidence intervals for the parameters of an unknown distribution when the data is subject to right censoring. The bootstrap, which is an elaboration of the jackknife, provides a general method for answering such questions. The validity of bootstrap methods is investigated using real data, computer simulations, and, in the final section, brief theoretical considerations.
重新审视数据变换分析
Following Box and Cox (1964), we assume that a transform Z i = h(Yi , λ) of our original data {Yi } satisfies a linear model. Consistency properties of the Box-Cox estimates (MLE's) of λ and the parameters in the linear model, as well as the asymptotic variances of these estimates, are considered. We find that in some structured models such as transformed linear regression with small to moderate error variances, the asymptotic variances of the estimates of the parameters in…
时间序列分析：理论与实践
To Liz Alice sighed wearily.'I think you might do something better with the time,' she said, 'than waste it in asking riddles that have no answers.''If you knew Time as well as 1 do,' said the Hatter, 'you wouldn't talk about wasting it.It's him.' 'I don't know what you mean,' said Alice.'Of course you don't!' the Hatter said, tossing his head contemptuously.'I dare say you never even spoke to Time!' 'Perhaps not,' Alice cautiously replied: 'but 1 know 1 have to beat time…
改进有限信息极大似然估计量分布的渐近展开
An improvement of the limited information maximum likelihood (LIML) estimator was proposed by Morimune (1978). In this note two asymptotic expansions of the distribution of the improved estimator are derived, both for large sample size and for large values of the noncentrality parameter. The improved estimator uniformly dominates the LIML estimator in terms of the probability of concentration around the true coefficient for both the parameter sequences. The distributions of…
基于有序观测的指数平均寿命不变序贯估计
This paper derives the best invariant sequential estimate of exponential mean life for the situation where observations become available sequentially. If a cost function proportional to the observed time and relative squared error loss are adopted, it turns out that the best invariant rule is a fixed sample size rule.
九种有限总体均值两阶段比率估计量的效率
Nine two-phase ratio estimators for the mean of a finite population are presented. Assuming a linear model, exact expressions for their biases and mean squared errors are derived. Then the nine estimators are compared as to bias and mean squared error. The list of estimators includes the Jackknife estimator and four modifications; two of the proposed modifications are implemented by first expressing the classical estimator in the form of a regression estimator.
以二元问题代替精确观测的样本划分
The problem is to search for the t largest observations in a random sample of size n by asking binary-type questions of the people (or items) in the sample without collecting any exact data whatever. The unordered and ordered cases are both considered; in the latter case the complete ranking is of special interest. Two different criteria of optimality are considered: (a) to minimize the expected number of questions required and (b) to maximize the probability of terminating…
计算机生成随机变量的接受—拒绝法变体
A variant of the common acceptance-rejection method for generating random variables guarantees that steps are not repeated. This approach affords considerable flexibility in tailoring the method efficiently to the specified density. An algorithm for generating Cauchy random variables illustrates the use of this approach.
伞形备择下的多样本秩检验
Distribution-free test procedures are proposed for the k-sample problem, where the alternatives of interest are of the form F 1 (x) ≥ ··· ≥ Fℓ(x) ≤ ··· ≤ Fk (x) for all x, with at least one strict inequality. These are referred to as umbrella alternatives, and both the ℓ (point of umbrella) known and ℓ unknown settings are considered. Small sample null distributions are discussed, and the results of a Monte Carlo power study are presented. A detailed example illustrating the…
具有药物试验应用的非参数多变量单调趋势检验
During a drug trial, each subject may have many blood constituents measured at regular time intervals. The traditional method of evaluating such data using normal ranges has undergone much controversy in the clinical chemistry literature. We propose a new multivariate test for monotone trend based on Kendall's τ statistic as a way to test for change in blood constituents over the course of a drug experiment. The new test avoids the unrealistic assumptions and repeated…