论文检索

累积生存数据的删失 Wilcoxon 两样本检验中的提前决策AI 解读

For two-sample testing problems, in which observations are collected in order of size, Ailing [1] showed that it is possible to determine the outcome of an uncensored Wilcoxon test well before data collection is complete. This article studies a similar problem for a censoring scheme terminating the experiment when a specified percentage of events has occurred in either group. The asymptotic distributions (null and nonnull) of the test statistic (of Wilcoxon type) and of the…

利用秩检验比较失效率AI 解读

This article deals with tests of the hypothesis that the failure rates of two products are equal, against the alternative hypothesis that one failure rate dominates the other. The hypotheses are tested using the locally most powerful rank tests based on samples from the two products. Practical implications of such tests, with regard to used products, are discussed. Some numerical aspects of the use of the asymptotic results on small samples are also presented.

影响曲线及其在稳健估计中的作用AI 解读

This paper treats essentially the first derivative of an estimator viewed as functional and the ways in which it can be used to study local robustness properties. A theory of robust estimation “near” strict parametric models is briefly sketched and applied to some classical situations. Relations between von Mises functionals, the jackknife and U-statistics are indicated. A number of classical and new estimators are discussed, including trimmed and Winsorized means,…

方差相等性的稳健检验AI 解读

Alternative formulations of Levene's test statistic for equality of variances are found to be robust under nonnormality. These statistics use more robust estimators of central location in place of the mean. They are compared with the unmodified Levene's statistic, a jackknife procedure, and a χ2 test suggested by Layard which are all found to be less robust under nonnormality.

收入与受教育年限关系函数形式的经验证据AI 解读

This article presents empirical evidence on the correct functional form of the regression relationship between earnings as regressand and schooling and experience as regressors. Evidence from several bodies of data suggests that among simple transformations the natural logarithm of earnings is the correct dependent variable while the best simple specification of the regressors is one advanced by Jacob Mincer on theoretical grounds.

利用主成分检测多元数据中的错误AI 解读

Serious problems arise in the maintenance of reliability in large data bases, since it becomes difficult to verify incoming data manually. This article considers the case in which the base consists of data vectors following a multivariate normal distribution. Five screening procedures are proposed—a “one-at-a-time” test, the standard χ2 test, and three statistics derived from principal component analysis. From analysis of a practical example, it emerges that the statistics…

回归扰动正态性的检验AI 解读

OLS and BLUS residuals in the classical linear regression model are compared with respect to testing the normality of regression disturbances. It is shown that in theory both types of residuals suffer from the common problem of lack of independence under the alternative hypothesis of nonnormal disturbances. Further, Monte Carlo experiments appear to show the superiority of OLS over BLUS residuals, as well as the superiority of the Shapiro-Wilk test over other tests studied,…

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

贝叶斯点估计量的抽样性质AI 解读

The sampling distributions of various Bayesian point estimators are examined and it is shown that by choosing an appropriate prior distribution for the unknown parameter such estimators can be less biased than the maximum likelihood estimator. It is also shown that a pivotal quantity can be developed by a suitable transformation of the unknown parameter.

二元响应模型的置信集AI 解读

Inequalities of Hoeffding are employed to obtain a confidence set for an arbitrary parameterized binary response model. Numerical results are demonstrated for a particular set of experimental data.

含两个内生变量时三种 LIML 结构方差估计量精确矩的存在性AI 解读

This article derives the exact finite sample density functions of three alternative LIML estimators of the variance of the error term in a structural equation containing two endogenous (GΔ = 2) variables contained in a system of G(G ≥ 2) nondynamic structural equations. For the case considered, none of the density functions of the three LIML structural variance estimators define finite moments of positive integer order. It is also demonstrated that, corresponding to a fixed…

摘要暂缺

随机参数估计的递归解AI 解读

Some applications of the Wiener-Kolmogorov and Bayes approaches are discussed with regard to the construction of recursive equations for the best linear estimator of a stochastic parameter. Solutions are given for the prediction, filtering and smoothing cases when the parameter follows a vector Markov process and is observed with error. The Bayes solution is used to generate a canonical factorization of the autocovariance generating function of the observed series.…

双因素方差分析中交互作用的同时统计推断AI 解读

Three statistics for testing additivity and making detailed inferences on interactions in a two-way setup are considered. The first method uses the well-known sum of squares for testing and yields Scheffé bounds for all contrasts; the second introduces a maximum characteristic root statistic and Roy bounds, but is restricted to product-type contrasts; the last is limited to tetrad differences and its statistic is the maximum of all such differences. Bounds on percentage…

成对比较试验的局部渐近最严检验AI 解读

Following the results of Bhat and Nagnur [2], the locally asymptotically most stringent test of the hypothesis of no preference in paired comparison experiments is derived for the models of Rao and Kupper [9] and Davidson [3]. It is shown that the asymptotic relative efficiency of these tests when compared to the test based on the likelihood ratio statistic is unity.

由离散观测建立连续随机过程模型：太阳黑子数据应用AI 解读

Discretization of a continuous autoregressive moving average process at an equispaced sampling interval results in a discrete autoregressive moving average process. The relationship between the continuous and the discrete parameters yields a simple method of maximum likelihood estimation of the continuous parameters from a discretely sampled data. A technique is described for modeling of continuous processes from discrete observations and is illustrated with analysis of the…

摘要暂缺

经济变量时间序列缺失观测的预测AI 解读

A least squares predictor is derived to interpolate missing observations of an economic time series in which the recording interval has been shortened. This predictor uses all the available information, but depends on the unknown autocovariance structure of the series. A much simpler predictor, not involving the autocovariances, is shown to be almost optimal whenever the process has the typical economic spectral shape, and simulation experiments indicate that it is superior…

摘要暂缺

广义不完全修正贝塞尔分布的性质及可靠性应用AI 解读

In B. Harris [8], a family of distributions useful in statistical inference on the reliability of systems of independent parallel components was introduced. In the present article properties of this family of distributions are explored. The moments are obtained and asymptotic expressions for the mean and variance are given. Asymptotic normality is exhibited and relations to a number of special functions are indicated. Various asymptotic results and limit theorems are…

逆高斯分布函数的估计AI 解读

Minimum variance unbiased estimates of the inverse Gaussian distribution function for all possible cases are given. A direct relationship is established between its density function and the normal density function, which throws more light on its salient features and possibly on its application in statistical inference. It is shown that the estimates are very similar in nature to those of the normal distribution and can be evaluated from the normal and Student's t…