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基于秩的高效估计快速计算方法的渐近效率AI 解读

A class of simple methods of computing asymptotically efficient estimates which are asymptotically equivalent to centers of the confidence intervals from rank tests for a location parameter is described. Values of the asymptotic efficiencies are given for populations other than that used for construction of a particular estimate.

多个分布中最大 α 分位数的无分布区间估计AI 解读

A procedure based on order statistics is given for the interval estimation of the largest α-quantile of several continuous distributions. Results on infimum of coverage probability are obtained for one-sided and two-sided intervals. An optimality criterion is proposed and an algorithm is given for two-sided intervals. Large sample approximations are also considered.

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小扰动下联立方程模型的扰动方差估计AI 解读

Employing the small-disturbance approach, I study the bias and mean squared error of a class of estimators of the variance of the disturbances in a simultaneous linear stochastic equation model. The estimator considered is the residual sum of squares after estimation of the structural parameters by a k-class estimator, divided by an arbitrary scalar. The scalar which minimizes the mean squared error is (T—n+2), regardless of which k-class estimator is used, where T is the…

含两个内生变量时有限信息最大似然估计量的精确有限样本分布AI 解读

This article is concerned with the exact finite-sample distribution of the limited-information maximum likelihood estimator when the structural equation being estimated contains two endogenous variables and is identifiable in a complete system of linear stochastic equations. The density function derived, which is represented as a doubly infinite series of a complicated form, reveals the important fact that for arbitrary values of the parameters in the model, the LIML…

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限制贝叶斯与经验贝叶斯估计量的风险：第二部分，经验贝叶斯情形AI 解读

We discuss compromises between Stein's estimator and the MLE which limit the risk to individual components of the estimation problem while sacrificing only a small fraction of the savings in total squared error loss given by Stein's rule. The compromise estimators “limit translation” away from the MLE. The calculations are pursued in an empirical Bayesian manner by considering their performance against an entire family of prior distributions on the unknown parameters.

线性模型中方差与协方差分量的估计AI 解读

We write a linear model in the form , where is an unknown parameter and ξ is a hypothetical random variable with a given dispersion structure but containing unknown parameters called variance and covariance components. A new method of estimation called MINQUE (Minimum Norm Quadratic Unbiased Estimation) developed in a previous article [5] is extended for the estimation of variance and covariance components.

调查数据处理单次抽样检验方案中的核验误差AI 解读

This article deals with measurement error in single sampling inspection plans of the attributes type. Formulas are provided to assess the effect of inefficient inspection and correction on the power of the sampling plan to distinguish between acceptable and unacceptable quality levels, on average outgoing quality, and on costs. Emphasis is placed on the error of classifying defectives as nondefectives (Type II) made by both inspectors (called “verifiers”) of sample items and…

系统可靠性的近似置信限AI 解读

A method is presented for obtaining system confidence limits based on component test results. The technique consists of estimating the asymptotic variance of the maximum likelihood estimate of system reliability, equating this to the estimate of the variance in binomial sampling, and solving for and , the pseudo-numbers of system tests and successes. These are then substituted into the incomplete beta function and confidence limits obtained in the usual way for binomial…

预测变量不可控且样本较小时线性回归方程的替代方法AI 解读

The prediction line proposed as an alternative for the linear regression equation is where is the traditional estimator of β. Monte Carlo results indicate that if the population is bivariate normal and the sample size is small, this new prediction line yields a smaller mean square error of prediction than the linear regression equation over a large portion of the parameter space.

用于正态性检验的近似方差分析检验AI 解读

This article presents a modification of the Shapiro-Wilk W statistic for testing normality which can be used with large samples. Shapiro and Wilk gave coefficients and percentage points for sample sizes up to 50. These coefficients required obtaining an approximation to the covariance matrix of the normal order statistics. The proposed test uses coefficients which depend only on the expected values of the normal order statistics which are generally available. Results of an…

区间估计的决策论方法AI 解读

Under an appropriate loss function, interval estimation may be regarded as a Bayesian decision-making procedure in which the objective is to find an interval that minimizes expected loss. For various loss functions, the behavior of the optimal interval is investigated, a comparison is made with the usual non-decision-theoretic interval estimates, and applications and examples are discussed.

模型设定误差检验若干小样本性质的蒙特卡洛研究AI 解读

Some tests for the specification errors of omitted variables, incorrect functional form, simultaneous equation problems, and heteroskedasticity previously developed by the author are further considered in this article. Monte Carlo methods are used to examine the statistical independence of the test statistics, the small sample power of the tests under various alternatives, and the effect on the tests of using ordinary least squares instead of Theil residuals.

Theil 混合回归估计量的若干有限样本结果AI 解读

Finite sample properties of Theil's mixed regression estimator and test statistic for checking the compatibility of prior and sample information, are studied via Monte Carlo sampling experiments.

数据矩阵的直接聚类AI 解读

Clustering algorithms are now in widespread use for sorting heterogeneous data into homogeneous blocks. If the data consist of a number of variables taking values over a number of cases, these algorithms may be used either to construct clusters of variables (using, say, correlation as a measure of distance between variables) or clusters of cases. This article presents a model, and a technique, for clustering cases and variables simultaneously. The principal advantage in this…

由密度估计导出的样本分类程序AI 解读

Parametric or nonparametric density estimators from a mixture of K distributions can be used to estimate the non-error rate of an arbitrary classification rule—and to construct a rule which maximizes estimated probability of correct classification. (For two multivariate normal distributions with common covariance matrix, this general criterion yields the usual linear discriminant.) Such a sample-based rule is asymptotically optimal under very general conditions. Often its…

分组与未分组数据的对数正态参数估计：若干结果AI 解读

Two and three parameter lognormal distributions were fitted to the distributions of certain types of automobile insurance claim payments. Maximum likelihood estimates of the parameters were obtained using both grouped and ungrouped data; for the three parameter cases and the two parameter grouped data cases, the method of scoring worked well. Comparison of the efficiencies of the estimates using grouped data showed that logarithmic grouping was substantially better than…

Scheffé 混合模型下方差分析与竞争秩检验的蒙特卡洛研究AI 解读

Monte Carlo estimates are obtained of the small sample power of the classical F test and three competing rank tests for detecting two forms of treatment shift alternatives. These results were computed under Scheffé's mixed model for the case of one observation per cell using several variance-covariance matrices. Some small sample null distributions, empirical efficiencies, and robustness computations are also given.

分布滞后模型中参数的近似分布AI 解读

In the construction of econometric models, the need frequently arises to test the significance of coefficients whose distribution is a ratio of two normal random variables for which no statistical tables exist. In this article the distribution of such a ratio, emanating from a partial adjustment model, is empirically approximated by utilizing Monte Carlo experiments with various sample sizes. The results indicate that the standardized distribution of the ratio is positively…

利用一般线性统计模型对经济数据进行季节调整AI 解读

This article presents a technique of seasonal adjustment of economic time series within the framework of the general linear statistical model. The technique is designed to be flexible enough to be applicable to varying types of economic time series. The first goal of the technique is the development of a specification that allows adequate flexibility in the estimation of the trend-cycle component of a time series. The second goal is the development of a method of handling…

利用回归模型估计苏联的预期寿命AI 解读

In this study the Soviet Union serves as a prototype to demonstrate that basic demographic measures can be reconstructed from scanty data. Analytical tools designed for estimating such measures are important in both applied as well as theoretical demography. Regression models are proposed to ascertain the level of births and deaths from scanty information available in the official Soviet government publications.

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