日期精度：到日 2575 篇 · 到月 3 篇 · 到年 0 篇
条件渐近正态性的应用
Summary Methods for obtaining the limiting distribution of a complicated statistic which depends on another auxiliary statistic are discussed. Examples are given in which a general conditional approach due to Sethuraman is found to be extremely fruitful in solving this type of problem.
用于贝叶斯推断的参考后验分布
Summary A procedure is proposed to derive reference posterior distributions which approximately describe the inferential content of the data without incorporating any other information. More explicitly, operational priors, derived from information-theoretical considerations, are used to obtain reference posteriors which may be expected to approximate the posteriors which would have been obtained with the use of proper priors describing vague initial states of knowledge. The…
正态离散矩阵的贝叶斯推断及其在随机多元回归中的应用
Summary This paper discusses Bayesian inference procedures for a normal dispersion matrix. Structural information for the prior mean of the dispersion matrix is incorporated into the analysis through a Normal-Wishart prior distribution. Many of the resulting Bayes estimates are invariant, consistent and asymptotically efficient. Using this procedure, a coherent Bayesian argument for stochastic multiple regression analysis is developed, where dependent and independent…
自回归模型阶数的确定
Summary It is shown that a strongly consistent estimation procedure for the order of an autoregression can be based on the law of the iterated logarithm for the partial autocorrelations. As compared to other strongly consistent procedures this procedure will underestimate the order to a lesser degree.
混合生成的离散时间序列（一）：相关与游程性质
Summary A broad but parametrically simple model for a stationary sequence of dependent discrete random variables is given and several submodels are discussed. The structure of the model is specified by the marginal distribution of the random variables and several other parameters. The sequence of random variables is formed by a probabilistic linear combination of i.i.d. discrete random variables and is in general not Markovian. Second-order joint moments and spectra are…
识别具有重要影响的离群观测
Summary A method is proposed for examining a linear model for the presence of one or more important outliers—deviant observations which have a potentially large influence on the resulting parameter estimates. For this purpose, a new statistic is proposed and its distributional properties are discussed. The method itself is exploratory in nature, but exact significance tests are available. Several examples illustrate the method. Computational aspects are discussed.
关于拟合优度检验的半样本方法
Summary Two interesting processes, related to the empirical distribution function, have been pointed out by Rao (1972) and by Durbin (1973). The second, in particular, leads to the half-sample method, an elegant and simple technique for dealing with unknown parameters in goodness-of-fit testing, without the necessity of new tables of percentage points for each distribution tested. to those who have spent some effort in producing such tables, it is natural to wonder whether…
基于秩序统计量的两样本问题贝叶斯分析
Summary A Bayesian analysis of the two-sample, location-shift problem based on the rank order statistic is described. It is assumed that the data available can only at best be considered as being on the ordinal scale. Exact and simplified approximate procedures are suggested. These are not distribution-free since the underlying population distributions need to be specified.
一类收缩估计量
Summary In this paper we define a class of shrinkage estimators, all of whose members have a mean square error matrix which is less than that of the ordinary least squares estimator by a positive semidefinite matrix if (β-b *)T X T X (β-b *) ≤ σ2. The ridge regression, principal component and minimum conditional mean square error estimators are members of this class.
混合概率下的贝叶斯因子
Summary A new expression for a Bayes factor as a weighted average of conditional Bayes factors is given, resembling the familiar relation for a marginal probability as a weighted average of conditional probabilities. Interpretations are given for the three contexts of (i) the use of a non-sufficient statistic, (ii) inference for a simple hypothesis versus a vague alternative in terms of inference for a dichotomy and (iii) opinion pooling before sampling.
Summary In this paper we establish that recursive residuals have been known since 1891.
基于 Gini 统计量的指数分布尺度无关拟合优度检验
Summary The sample Gini index is shown to be a powerful scale-free test of exponentiality against a variety of alternatives. Compared to the maximum likelihood test, the asymptotic relative efficiency of the Gini statistic is 0·69 against gamma and 0·88 against Weibull alternatives. Exact and asymptotic distribution theory is developed. On the basis of good power compared to competing tests, ease of computation, availability of exact critical values and robustness to…
自回归时间序列拟合优度统计量渐近分布的统一推导
Summary The portmanteau and Quenouille goodness-of-fit tests for an ar(p) model are derived as likelihood-ratio tests against particular alternative hypotheses, and their asymptotic distributions are thereby obtained.
不相关残差变换的不变性
Summary The problem of obtaining an uncorrelated residual in the general linear model of full rank which is orthogonal to the design matrix has been discussed by Theil (1965), Brown et al. (1975) and others. In this paper it is shown that the problem is equivalent to stipulating an invariance requirement for the corresponding residual sum of squares, thus implying that alternative uncorrelated residuals are necessarily related by an orthogonal transformation. The set of…
列联表典型相关的分布展开
Summary The asymptotic distribution of the canonical correlations from contingency tables was investigated by the author (1978) for a general theoretical correlation structure. In this paper, the structure examined is one in which all theoretical, non-zero correlations are different. For the observed canonical correlations corresponding to non-zeros, an analytic expansion is obtained enabling not only the asymptotic distributions to be obtained, but also a correction for…
Box–Jenkins模型残差自相关的分布
Summary The large sample distribution of the residual autocorrelations in the arma model is derived. The main advantage of this derivation over that of Box and Pierce (1970) is that it extends directly to more general situations. Generalizations of the derived distribution are presented for the residual autocorrelations in the multiplicative seasonal arma model and for the autocorrelations of a subseries of the residuals.
检测移动平均模型系数空缺的大样本检验
Summary A procedure is given in the paper for testing the hypothesis that a specified set of parameters in a moving average process assumes the value zero. In particular, the method is applicable for detecting whether a moving average process is seasonal or not. This large-sample test, which operates entirely in the time domain, is based on the estimated asymptotic covariance matrix of improved estimates of the autocorrelation function and is derived from the results of…
非正常先验、样条平滑与回归模型误差防范
Summary Spline and generalized spline smoothing is shown to be equivalent to Bayesian estimation with a partially improper prior. This result supports the idea that spline smoothing is a natural solution to the regression problem when one is given a set of regression functions but one also wants to hedge against the possibility that the true model is not exactly in the span of the given regression functions. A natural measure of the deviation of the true model from the span…
逆高斯分布及其统计应用综述
Summary This paper reviews the development of the inverse Gaussian distribution and of statistical methods based upon it from the paper of Schrödinger (1915) to the present (1978). After summarizing the properties of the distribution, the paper presents tests of hypotheses, estimation, confidence intervals, regression and “analysis of variance” based upon the inverse Gaussian. its potential role in reliability work is discussed and work on Bayesian statistics is reviewed…
比较两个相依分布的非参数检验
Summary Using a sample from an unknown bivariate distribution, we propose a test for the hypothesis that one marginal distribution is stochastically larger than the other. We show that the test statistic has an asymptotic normal distribution, and that the proposed test is asymptotically non-parametric. This test is compared to the paired t-test for large samples in terms of asymptotic relative efficiency and for samples of size 20 by simulation estimates of size and power.…
有限总体分位数的置信区间：简单随机抽样与分层简单随机抽样
Summary Given a finite population consisting of N units, it is desired to have a confidence interval for the (t/N)th quantile, Y (t), of the population. Assuming simple random sampling, a confidence interval procedure is suggested and several expressions for the associated confidence coefficient are given. With stratified simple random sampling, for L = 2 strata, three confidence interval procedures are suggested. The associated confidence coefficients are derived under each…
圆柱面变量模型及其应用
Summary A suitable model when two random variables take values on a cylinder is proposed and its main properties are discussed. The maximum likelihood estimators for the parameters of the model are obtained and a likelihood ratio test of independence is derived. A numerical example is given.
混合生成的离散时间序列（二）：渐近性质
Summary The darma (discrete mixed autoregressive-moving average) processes are a broad but parametrically simple class of models for a stationary sequence of dependent discrete random variables. A darma process is formed as a random linear combination of independent identically distributed discrete random variables. The process is specified by the distribution of the independent variables, which is also the marginal distribution of the random process, and several other…
生存时间数据的非参数贝叶斯分析
Summary A Bayesian analysis of the semi-parametric regression and life model of Cox (1972) is given. The cumulative hazard function is modelled as a gamma process. Both estimation of the regression parameters and of the underlying survival distribution are considered. The results are compared to the results obtained by other approaches.