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寿命试验中时间截断指数分布参数的估计AI 解读

This article proves the asymptotic unbiasedness and consistency when the sample size of the maximum likelihood estimate of the mean θ of an exponential distribution in a time-truncated experiment is random. Convergence of to with μ and σ2 independent of x is established. Asymptotic normality is the same under both the conditional and the unconditional distribution, but our procedure and normalizing constants differ from those in Bartholomew (1963).

一般线性模型中线性无偏估计量的可容许性与完备性AI 解读

Admissibility and completeness of linear unbiased estimators in a linear model with general covariance structure are examined. Under rather unrestrictive conditions, a minimal complete class of linear unbiased estimators is described.

多维列联表对数线性模型中 û 项的渐近方差AI 解读

Loglinear models are classified as direct or indirect depending on whether the maximum likelihood estimates of cell values are explicit functions of the sufficient statistics or not. For saturated (hence, direct) models, Goodman (1970) and Bishop, Fienberg, and Holland (1975) used the δ method to calculate the asymptotic variances of various û terms in the loglinear models. In the present paper, this approach has been generalized to direct unsaturated hierarchical loglinear…

总体峰度变化下位置估计量的稳健性AI 解读

We investigate the robustness of various estimators of the mean for two families of symmetric distributions (exponential power and t) indexed by the kurtosis γ and Hogg's (1972) measure of tail thickness Q. For fixed γ or Q, the optimal estimator for one family is often inefficient for the other family. Furthermore, over various ranges of γ or Q some common estimators (e.g., the median) are efficient only for one family. However, other estimators (e.g., some trimmed means…

双平方稳健回归估计的置信区间AI 解读

This paper describes the results from a Monte Carlo study of robust regression confidence-interval estimation in the model y = a + bx + ε. Bisquare estimators were studied on samples of 11 and 21 with five design matrices. Four estimators of scale were used to form confidence intervals. Samples were generated from two distributions: normal and slash. For many design matrices, the four scale estimators give almost equally efficient confidence intervals but require different t…

方差分量估计及相关问题的极大似然方法AI 解读

Recent developments promise to increase greatly the popularity of maximum likelihood (ml) as a technique for estimating variance components. Patterson and Thompson (1971) proposed a restricted maximum likelihood (reml) approach which takes into account the loss in degrees of freedom resulting from estimating fixed effects. Miller (1973) developed a satisfactory asymptotic theory for ml estimators of variance components. There are many iterative algorithms that can be…

二维列联表相关性检验的抽样表现AI 解读

In the two-way contingency table with ordered categories, commonly used measures of association include Γ, τ b , τ c , the correlation coefficient, and Spearman's rank correlation. We propose a new formula for the asymptotic standard error (ase) of each statistic, and compare its behavior to that of previous formulas when used in a test of the hypothesis that the measure is zero.

用于出生人数预测的自回归单整移动平均模型AI 解读

Autoregressive integrated moving average (ARIMA) models are developed for birth time series, and their relationship with classical models for population growth is investigated. Parsimonious versions for the ARIMA models are obtained which retain the most important pieces of information including the length of generation of the population. The technique is applied to birth time series data for Norway.

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泊松过程的上、下概率推断AI 解读

A general system of inference which leads to upper and lower posterior distributions has been proposed by Dempster (1966, 1968a, 1968b). This general theory of inference is applied to various estimation problems arising in Poisson processes. In particular, the emphasis is on the estimation of the parameter of the process and on the prediction of the number of future events, given the observed data. In this article, all upper and lower probability inferences are generated by…

奇异协方差一般线性模型中的参数精确线性约束AI 解读

An attempt is made to develop a best linear unbiased estimator of β in the model y = Xβ + u, with known singular covariance matrix V of u and restrictions on β. Two operational criteria for optimality are considered: minimum expected quadratic loss and minimum generalized variance. It is shown that these criteria lead to the same estimator, the well-known least-squares estimator, as developed by Theil (1971).

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总体峰度变化下位置估计量的稳健性AI 解读

We investigate the robustness of various estimators of the mean for two families of symmetric distributions (exponential power and t) indexed by the kurtosis γ and Hogg's (1972) measure of tail thickness Q. For fixed γ or Q, the optimal estimator for one family is often inefficient for the other family. Furthermore, over various ranges of γ or Q some common estimators (e.g., the median) are efficient only for one family. However, other estimators (e.g., some trimmed means…

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用修正 Almon 滞后逼近任意分布滞后结构AI 解读

A uniform approximation of any arbitrary lag structure can be achieved from a distributed lag formulation which is a combination of the Almon and geometric lag formulations.

一般线性模型中线性无偏估计量的可容许性与完备性AI 解读

Admissibility and completeness of linear unbiased estimators in a linear model with general covariance structure are examined. Under rather unrestrictive conditions, a minimal complete class of linear unbiased estimators is described.

住房价值估计中的测量误差AI 解读

Home value plays an important role in a variety of fields of research. In this paper, three commonly used measures of home value are evaluated and compared using a framework developed by Jöreskog and Goldberger (1975) for estimation of causal models containing unobserved variables. The paper extends ideas presented by Kain and Quigley (1972) and Kish and Lansing (1954).

介于 Tukey 与 Scheffé 方法之间的同时推断程序AI 解读

Two well-known simultaneous inference procedures for balanced one-way layout are Tukey's T-method and Scheffé's S-method. The T-method gives short simultaneous confidence intervals for all pair-wise comparisons while paying a high price for high-order comparisons. The S-method is appropriate when one has uniform interest in all contrasts, but gives long confidence intervals for pairwise and other low-order comparisons. In this paper we propose a family of procedures…

大上界下非负有界总和变量的F独立性AI 解读

Consider r ≥ 2 random variables X 1 (t), …, Xτ(t), each taking values in [0, t], but subject to the constraint Ω r j=1 Xj (t) ≤ t. The concept of F-independence for such variables is a modification of the concept of independence, which takes the constraint into account, and is applicable when (X 1 (t), … Xr (t) ∈ {(X 1 (t'), …, X τ (t')); t' ∈ I} for some index set I [2, 3]. We consider F-independence properties as t → ∞. We show that F independence properties become…

正态总体混合下 Stein 两阶段程序的稳健性AI 解读

Explicit expressions for the level of significance and power of Stein's two-stage hypothesis testing procedure are derived when the normal population is mixed with another normal population differing in the mean. Approximate expansions for these expressions have been obtained, and numerical studies of the size have been carried out using the expansions. Some numerical indication of the accuracy of the approximations has also been obtained. Stein's two-stage procedure is…

两阶段最小二乘：应沿哪个方向最小化残差？AI 解读

A structural equation in a complete system may be written with the coefficient of one endogenous variable as unity and the coefficients of the other endogenous variables as parameters. To estimate these parameters two-stage least squares is usually applied by minimizing residuals in the direction of the first variable. In this paper, when there is one such parameter, that procedure is compared with adapting two-stage least squares to minimize residuals in the direction of…

观测序列位置参数突变的检验AI 解读

A possible alternative to the hypothesis that the sequence X 1, X 2, …, Xn are iid N(ξ, σ2) random variables is that at some unknown instant the expectation ξ shifts. The likelihood ratio test for the alternative of a location shift is studied and its distribution under the null hypothesis found. Tables of standard fractiles are given, along with asymptotic results.