日期精度：到日 2575 篇 · 到月 3 篇 · 到年 0 篇
参数需要估计时基于经验特征函数的拟合优度检验
SUMMARY The goodness-of-fit test using the empirical characteristic function proposed by Koutrouvelis (1980) is extended to the case where parameters must be estimated. The proposed test statistic is shown to have an asymptotic chi-squared distribution with degrees of freedom reduced by the number of parameters estimated.
稳健的序贯近似贝叶斯估计
SUMMARY An approximation to the sequential updating of the distribution of location parameters of a linear time series model is developed for non-normal observations. The behaviour of the resulting non-linear recursive filtering algorithm is examined and shown to have certain desirable properties for a variety of non-normal error distributions. Illustrative examples are given and relationships with previous work on robustness and sequential estimation are mentioned.
混合比例的非参数估计
SUMMARY Non-parametric estimates of mixing proportions based on kernel-type density estimators are badly suited to several types of data. They suffer from aberrations due to rounding or truncation of the measurements, and their construction involves the crucial choice of the “window size”, or smoothing parameter. In many circumstances estimators based on the empiric distribution function would be more suitable, and in this paper we investigate their properties. The…
随机游走的首次到达问题及其质量控制应用
SUMMARY This paper is concerned with a first passage problem for a discrete time random walk which arises in a quality control scheme proposed by the author. There are two barriers, one of which is absorbing and the other such that the random walk particle is immediately returned to the origin upon reaching it. An explicit expression is derived for the probability distribution of the time to absorption when the barriers are symmetrically placed on either side of the origin.
圆形结构模型
SUMMARY This paper deals with consistent estimation of the structural parameters of the circular structural model. Identifiability is proved and the difficulties of dealing with the structural model in practice mentioned. A uniform distribution is then assumed for the angular variables and maximum likelihood estimation of the parameters examined. Also discussed are use of an approximation to the ratio of modified Bessel functions, asymptotic behaviour of the estimators as…
生存分析中的若干先验与后验分布：对横截面关系的审视
Summary Many physiological characteristics such as, for example, blood pressure, level of serum cholesterol, vital capacity, may be considered as ageing factors contributing to the overall hazard rate function in an additive fashion (formula (3.2)). If so, the regression function of the characteristic on time, in a population of survivors to time t, depends on t even if the characteristic, itself, does not vary with t, for any one individual. Also, if there is a relationship…
稳定分布指数的简单渐近估计
Summary A simple asymptotic estimate is constructed for the index of a stable distribution based on order statistics from a distribution in its domain of attraction. The asymptotic distribution of the estimate is then found in case the order statistics are taken from the stable distribution itself.
两样本秩检验的影响曲线
Summary An influence curve for two-sample linear rank tests is introduced. This influence curve can be viewed as a derivative of the limiting power and reflects the stability of the power to deviations from the assumed hypothesis testing model. It can also be interpreted in terms of the limit in probability of the test statistic and then it indicates the effect that small changes in the observations have upon the test statistic. The stability properties of several tests are…
Summary This paper presents a method, based on the empirical distribution function, for testing goodness of fit (gf) under composite null hypotheses. After the unknown parameters are estimated from the entire data set, the procedure calls for the transformed sample to be randomly partitioned into a large number of groups, and a gf statistic calculated for each group. These statistics are used to construct a test which can attain, asymptotically, any desired level α, and…
基于 Kalman 滤波的多项式投影预测模型的结构表示
Summary Harrison and Stevens (1976) give a general class of dynamic linear models which incorporates a stochastic structure for describing model components and which utilizes the Kalman filter algorithm to update the system. This paper derives conditions for the dynamic linear models to yield polynomial-projecting predictors which do not have limiting constraints imposed upon them. Some examples of structurally simple models which satisfy these conditions are given, and the…
岭回归系数的若干代数性质
Summary This note is concerned with one parameter ridge estimators in a multiple linear regression context as described by Hoerl and Kennard (Technometrics, 12 (1970), pp. 55-68). These estimators are rational functions of the ridge parameter, and some properties concerning sign changes and asymptotic behaviour are noted. Further properties of these estimators are derived assuming that the x'x matrix possesses intraclass (or uniform) correlation structure. Some of these…
检验近似正态化变换的稳健方法
Summary We propose a competitor to likelihood and significance methods for power transformations to achieve approximate normality in a linear model. The new method is shown in theory and a Monte Carlo experiment to produce more robust inferences than the likelihood method and more powerful (although possibly slightly less robust) inferences than the significance method.
衡量非线性程度的相对曲率指标
Summary Simple relative curvature measures of nonlinearity are developed to measure the extent of the nonlinearity in a model-experimental design-parameterization combination. We review the geometric aspects of linear and nonlinear least squares and, using the geometric concept of curvature, compute the maximum relative intrinsic curvature of the solution locus as well as the maximum relative parameter-effects curvature. The relative curvatures are independent of scale…
若干非负二次型估计量的可容许性札记
Summary A certain estimator of the finite population variance and the Sen—Yates—Grundy variance estimator of the Horvitz—Thompson estimator of total are shown to be admissible in the class of all non-negative unbiased quadratic estimators.
调查设计对回归分析的影响
Summary Data arising from sample surveys are usually the result of complex survey design involving such techniques as stratification, multistage selection and the use of auxiliary information through unequal probability selection. These resulting data are often analysed using regression techniques without further regard to the sample design. This paper shows that, in general, ordinary least squares (OLS) regression will be biased in this situation even for large samples,…
列联表中高阶交互作用的分布
Summary Lancaster's definition of the absence of second-order interactions in contingency tables produces test statistics which have asymptotic ***x 2 distributions under complete independence, but not (in general) otherwise. This paper obtains the asymptotic distributions of all interaction components in the partitioning of Pearson's x 2, and indicates a test procedure for higher-order interactions when lower-order interactions are found to be significant.
截尾刀切法
Summary The jackknifed version of a regular estimate is the average of the sample pseudo-values, which in general are not independent and often have long-tailed distributions. We examine the simple alternative of the trimmed average of the pseudo-values, which is a naive type of robust estimate. The asymptotic theory is developed and two simple examples are discussed.
序贯实验设计中的随机化动态分配指数
Summary In response to a suggestion by Bather, Gittins proposed the adoption of rules for sampling one at a time from several Bernoulli populations which were based on randomized versions of his dynamic allocation indices. Such rules, Gittins conjectured, might sometimes be both asymptotically optimal and also (almost) Bayes with respect to the usual discounted reward criterion. This conjecture is investigated and verified.
使用估计参数的多元自回归模型预测误差之渐近性质
Summary In this paper we consider the asymptotic properties of the prediction errors for the multivariate autoregressive model when estimated coefficient parameters are used. Formulae for the asymptotic covariance matrix of the prediction errors for arbitrary lead times using estimated parameters are derived.
分类数据的因子分析
Summary The method of factor analysis is widely used as an exploratory tool to reduce the dimensionality of multivariate data. The fact that the standard model is strictly applicable only when the manifest variables are scaled is a serious limitation in social science where the variables are often categorical. In this paper we aim to provide a theoretical framework within which methods for the factor analysis of categorical data can be devised and compared. Discussion is…
门限自回归、极限环与周期性数据
Summary The notion of a limit cycle, which can only exist in a non-linear system, plays the key role in the modelling of cyclical data. We have shown that the class of threshold autoregressive models is general enough to capture this notion, a definition of which in discrete time is proposed. The threshold value has an interesting interpretation. Simulation results are presented which demonstrate that this new class of models exhibits some well-known features of non-linear…
非线性回归模型中最小二乘估计量的矩
Summary The least squares estimates of the parameters of a non-linear regression model with normal and independent errors are expanded as a power series in independent standardized normal variables. From this expansion, expressions are derived for the variances and covariances which include one term beyond the usual approximation by the inverse of the information matrix. Similarly, expressions for the biases are found and overall relationships between the biases, variances…
重复调查中的最佳线性无偏估计量
Summary Recent work on the problem of obtaining best linear unbiased estimators from a sample survey which is repeated on several occasions has centred on the effects of extending the model assumptions to allow for stochastic variation in the parameters being estimated. In this paper a unified approach to the problem is given using least squares theory. The results of Blight and Scott (1973) are extended, and the relationships between their results, those of Scott and Smith…
线性模型的贝叶斯因子与选择准则
Summary Global and local Bayes factors are defined and their respective roles examined as choice criteria among alternative linear models. The global Bayes factor is seen to function, in appropriate contexts, as a fully automatic Occam's razor and to be closely related to the Schwarz model choice criterion. The local Bayes factor is shown to have a close relationship with the Akaike Information Criterion.