日期精度：到日 2575 篇 · 到月 3 篇 · 到年 0 篇
Summary We present a class of simple estimates of an exponent of regular variation. Unlike those proposed recently by de Haan and Resnick (1980), ours converge at an algebraic rather than a logarithmic rate, and unlike those considered by Teugels (1980), their form does not depend on the unknown exponent.
回归诊断、变换与构造变量
Summary Two diagnostic displays for outlying and influential observations in multiple regression are reviewed. In some examples apparent outliers vanish after transformation of the data. Interpretation of the score statistic for transformations as regression on a constructed variable leads to partial residual plots for transformations and makes the two diagnostic displays available for detection of the influence of individual observations on the evidence for a…
双变量生存数据的关联模型
Summary A reparameterization of a model introduced by D. G. Clayton for association in bivariate life-tables is discussed. Inference for the parameter governing the association is considered when the marginal distributions are specified up to Lehmann alternatives. The information matrix is derived explicitly and it is shown that the parameterization is moderately successful in introducing orthogonality between the association parameter and the two scale parameters. The…
多类型点的空间过程分析方法
Summary Two approaches are described to the analysis of spatial patterns consisting of several types of points. The first approach uses a method of asymptotically unbiased estimation of the second moment distribution; the second uses methods based on regions of empty space in the patterns. Some distributional results are given in each case, and a method of Monte Carlo testing conditional on the marginal structure is described. The methods are illustrated by being applied to…
间断泊松过程的瞬态行为
Summary Kuczura (1973) introduced the use of the Interrupted Poisson Process (IPP) as a simplified model for overflow telephone traffic, and derived some of its equilibrium properties. This paper presents the time-dependent factorial-moment generating function for the IPP. From this function are derived the joint moments of the numbers of calls in progress at any number of instants in time. In particular, the covariance of the numbers of calls in progress at any two instants…
二次回归的精确 D 最优设计
Summary It is shown that for quadratic regression on an interval a D-optimum design has its spectrum in the end- and mid-points of the interval with frequencies as equal as possible.
有限总体样本的非参数贝叶斯模型
Summary Using Ferguson's (1973) non-parametric priors in a Bayesian analysis of finite populations, we show that asymptotically, at least, the usual estimates and confidence intervals for the population mean in simple and stratified random samples can be justified in Bayesian terms. We then apply these models for estimating population percentiles, and a new procedure for interval estimates in stratified sampling is developed.
季节移动平均模型中缺项检验的一则札记
A. C. Harvey, J. Tomenson; A Note on Testing for Gaps in Seasonal Moving Average Models, Journal of the Royal Statistical Society Series B: Statistical Met
不连续分布下 Smirnov 型两样本秩检验的分布
Summary An important area of application for rank tests occurs when there are ties in the data which may happen when the observations are drawn from a discrete population or are grouped. The standard theory for the two-sample Smirnov test as to whether two samples have been drawn from the same population assumes continuous distributions in which case ties only arise with probability zero. The null distribution of the test statistic for large sample sizes is obtained here for…
分布刻画与拟合优度检验
Summary In this article a systematic approach to providing goodness of fit tests is discussed, for the composite goodness of fit problem of testing that the distribution F of a random sample comes from a parametric family F o. Characterization procedures are emphasized, and it is shown that, at least for the exponential case, invariant characterizations appear to be better than those which are not invariant. A general technique is developed for producing invariant…
多元校准
Summary A set of q responses Y = (Y 1 ,…, Yq)T are determined by a set of p explanatory variables x = (X 1,…, Xp)T. A set of l observed vectors Y are available at a single unknown x and it is desired to draw inferences about this unknown vector X. In order to do this calibrating data is available jointly on (Y, X) where two situations are distinguished (i), x is controlled, (ii) x is random. Using orthodox sampling theory on the one hand and Bayesian methods on the other…
模糊先验信息下线性与对数线性模型的贝叶斯因子
Summary The Bayes factor, or integrated likelihood ratio, provides a possible Bayesian alternative to the standard F ‐test procedure for comparing two linear models. However, if vague prior information for the model parameters is represented by limiting improper prior forms, it is well known that the resulting Bayes factor involves an arbitrary, unspecified constant, and is thus not well defined. A method of assigning this constant is proposed and illustrated for a number of…
两种 Mann–Whitney 型秩检验
Summary Two Mann-Whitney type rank tests are introduced and their test statistics related to the test statistics of the Smirnov tests. The null distributions of the test statistics are studied both for small sample sizes and in terms of limiting distributions. A lower bound for the power of these tests is obtained. Monte Carlo methods are employed to assess the power of the tests against competitors; the Mann-Whitney type tests perform well. Bahadur efficiency is also used…
非递减 Lévy 过程的非参数估计
Summary Three non-parametric estimates of the measure corresponding to a non-decreasing Lévy process are discussed. Consistency and the limit distributions of the estimates are studied. The empirical process corresponding to one of the estimates is briefly discussed with an anticipation of an application to goodness-of-fit tests.
非线性模型的参数化
summary in the literature there have been many suggestions on how to parametrize models. some properties you can seek are (1) stability of variance of the mle; (2) normal likelihood; (3) zero asymptotic skewness of the mle; (4) asymptotic unbiasedness of the mle. the parametrizations corresponding to these demands are found in the one-dimensional curved exponential family. they all belong to a general class of transformations, but they are in general not identical. the…
使用秩似然进行线性模型推断
Summary An approximation to the marginal likelihood of the ranks of a set of observations is used to analyse data. The observations, after some arbitrary monotone transformation, are assumed to be independently normally distributed with means related by a linear model. An approximate posterior distribution for the parameters of the linear model is given and used to find predictive distributions for the ordering of future observations. A numerical example is given. Appendices…
新观测属于两个多元正态总体之一的概率可信区间
Summary The moments of the logarithm of the likelihood ratio of a new observation, drawn from one of two multivariate normal populations, are obtained from the posterior moment generating function. The distribution of the logarithm of the likelihood ratio is approximated using Pearson curves. The distribution of the probability p that a new observation belongs to one of the two populations can be obtained by transformation. The relationship between the expected value of this…
随机完全区组设计中处理差异的渐近分布无关同时置信域
Summary For a randomized complete block design with additive block effects, an asymptotically distribution-free simultaneous confidence region of pairwise treatment differences is presented. The corresponding confidence bound has an explicit form and is easily obtained. Asymptotic relative efficiency comparisons with other known confidence regions are made to show the advantage of the proposed procedure. The case of treatment against control is also discussed.
不完整数据问题中的近似后验分布
Summary We consider the problem of developing a simple approximation to a posterior distribution arising from incomplete data sampling. We compare approximations based on the normal distribution and upon conjugate distributions, theoretically where feasible and in some numerical examples. Two general conclusions can be made on the basis of our numerical work. First, when there is missing data, approximations which fail to take loss of information into account give overly…
最小距离估计与拟合优度统计量的分量
Summary The relationship of minimum distance (MD) estimation to components of goodness-of-fit statistics is considered. M-estimation is viewed as a special case, with interesting interpretations in terms of the defining Ψ-function as related to linear combinations of the components and modified Fourier approximations to the efficient score. The essence of the competition between efficiency and robustness is the determination of the magnitudes of the coefficients of the high…
使用 EM 算法时的观测信息矩阵计算
Summary A procedure is derived for extracting the observed information matrix when the EM algorithm is used to find maximum likelihood estimates in incomplete data problems. The technique requires computation of a complete-data gradient vector or second derivative matrix, but not those associated with the incomplete data likelihood. In addition, a method useful in speeding up the convergence of the EM algorithm is developed. Two examples are presented.
组成数据的统计分析
Summary The simplex plays an important role as sample space in many practical situations where compositional data, in the form of proportions of some whole, require interpretation. It is argued that the statistical analysis of such data has proved difficult because of a lack both of concepts of independence and of rich enough parametric classes of distributions in the simplex. A variety of independence hypotheses are introduced and interrelated, and new classes of…
均方误差的推广及其在岭回归中的应用
There is a typographical error in equation (5.3) on p~67.The correct version of (5.3) is:This error does not affect the rest of the paper. Generalizations of Mean Square Error Applied to Ridge Regression