论文检索

线性回归模型中百分位数的置信带AI 解读

Simultaneous confidence intervals for percentiles of the normal regression model similar to those given by Steinhorst and Bowden (1971) are considered. Kanofsky's (1968) confidence band for a single normal distribution is modified and extended to the regression model. The confidence bands that are simultaneous in all percentiles provide corresponding confidence bands for the cumulative conditional normal distribution functions. The various procedures are compared with…

分位数过程及其统计应用AI 解读

A Preliminary Study of Quantile Processes A Weak Convergence of the Normed Sample Quantile Process Strong Approximations of the Normed Quantile Process Two Approaches to Constructing Simultaneous Confidence Bounds for Quantiles Weak Convergence of Quantile Processes in Weighted Sup-Norm Metrics and Further Strong Approximations On Bahadur's Representation of Sample Quantiles and on Kiefer's Theory of Deviations Between the Sample Quantile and Empirical Processes Quadratic…

寿命回归模型的一则注记AI 解读

Lifetime regression models that are additive in some transform of either the survivor function or quantile function are considered. Graphical assessment and connections between the two families are discussed.

回归分位数及相关经验过程的强一致性AI 解读

The strong consistency of regression quantile statistics (Koenker and Bassett [4]) in linear models with iid errors is established. Mild regularity conditions on the regression design sequence and the error distribution are required. Strong consistency of the associated empirical quantile process (introduced in Bassett and Koenker [1]) is also established under analogous conditions. However, for the proposed estimate of the conditional distribution function of Y, no…

条件经验过程AI 解读

We prove a Donsker-type invariance principle for a nearest-neighbor-type conditional empirical process. As an application we show asymptotic normality of conditional quantiles and derive large-sample distribution-free tests and confidence bands for a conditional distribution function.

随机删失下与V统计量相关的经验过程及一类估计量AI 解读

A class of empirical processes associated with $V$-statistics ($V$-empirical process) under random censoring, and a class of nonparametric estimators based on the corresponding quantile process are defined. The $V$-empirical process is the censored data analogue of the $U$-empirical process considered by Silverman (1976, 1983). The class of estimators is the analogue of the class of generalized $L$-statistics introduced by Serfling (1984) and it includes the results of…

摘要暂缺

分组数据估计的基尼及相关不平等指数界限的大样本理论AI 解读

The joint asymptotic distribution of the upper and lower bounds for the Gini index derived by Gastwirth for grouped data are obtained. From them a conservative asymptotically distribution-free confidence interval for the population Gini index is presented. The methods also yield similar results for other indices of inequality (e.g., Theil's and Atkinson's).

指数分布分位数估计的容许性与极小极大性AI 解读

The estimation problem of the quantiles $\xi + b\sigma$ of an exponential distribution with unknown location-scale parameter $(\xi, \sigma)$ is considered. We establish the admissibility of the traditional (best equivariant) estimator for quadratic loss when $n^{-1} \leq b \leq 1 + n^{-1}$ where $n$ is the sample size. For $b > 1 + n^{-1}$ a class of minimax procedures is found. This class contains generalized Bayes rules and one of them is shown to be admissible within the…

右删失数据分位数函数的核型估计量AI 解读

Based on right-censored data from a lifetime distribution F 0, a kernel-type estimator of the quantile function Qo (p) = inf{t: F 0(t) ≧ p}, 0 ≦ p ≦ 1, is proposed. The estimator is defined by , which is smoother than the usual product-limit quantile function , where denotes the product-limit estimator of F 0 from the censored sample. Under the random censorship model and general conditions on hn, K, and F 0, it is shown that Qn (p) is strongly consistent. In addition, an…

摘要暂缺

利用调查数据估计分布函数AI 解读

A simple method for estimating population distribution functions and associated quantiles from sample survey data is described and some asymptotic theory for it presented. The method assumes a model-based approach to survey estimation and allows auxiliary population information to be directly incorporated into the estimation process. Monte Carlo results comparing the proposed method with conventional design-based methods are given. These suggest that the model-based approach…

椭圆伽马分布诱导的广义非中心卡方分布AI 解读

Certain important statistical inference and classification problems lead to the consideration of quadratic forms in rotationally invariant random variables. In this paper noncentral probabilities under a multivariate elliptical gamma distribution are studied. The density and cumulative distribution function of the squared noncentral radii are expressed in a Laguerre series form and certain recurrences are derived. Finally, two numerical approximations are discussed.

寿命回归模型札记AI 解读

Lifetime regression models that are additive in some transform of either the survivor function or quantile function are considered. Graphical assessment and connections between the two families are discussed.

中位数的贝叶斯非参数估计：第二部分，估计量的渐近性质AI 解读

For data $\theta + \varepsilon_i, i = 1, \ldots, n$ where $\varepsilon_i$ are i.i.d. $\sim F$ with the median of $F$ equal to $0$ but $F$ otherwise unknown, it is desired to estimate $\theta$. In Doss (1985) priors are put on the pair $(F, \theta)$, the marginal posterior distribution of $\theta$ is computed, and the mean of the posterior is taken as the estimate of $\theta$. In the present paper a frequentist point of view is adopted. The consistency properties of the Bayes…

基于自洽性的不完整数据广义最大似然估计的大样本研究AI 解读

Self-consistent estimators for estimating distribution functions from incomplete data are presented. In many cases these estimators are also generalized maximum likelihood estimators. In this paper we discuss the theoretical properties of such estimators: existence, uniform consistency, law of the iterated logarithm, and weak convergence. Applications to the product limit estimator for right-censored data and to the estimator proposed by Turnbull (1974, 1976) for doubly…

分位数函数的平滑非参数估计AI 解读

A smooth alternative to the conventional sample quantile function as a nonparametric estimator of a population quantile function is proposed. The proposed estimator is essentially a kernel type of estimator and has the same asymptotic distribution as the conventional sample quantile. The mean squared convergence rate of the proposed estimator is also estimated. Monte Carlo studies are conducted to compare the proposed estimator with the sample quantile and the estimator…

不连续分布下 Kolmogorov 型拟合优度检验的精确功效AI 解读

Goodness-of-fit tests of Kolmogorov type reject a null hypothesis H 0 : F(x) = F*(x) whenever the graph of the sample cumulative distribution function crosses one of two boundary functions, G 1(x), G 2(x). The best-known example of a test of this type is the Kolmogorov—Smirnov test D. When the true cumulative distribution function F(x) is continuous, a number of algorithms are available for calculating the exact powers of such tests. In this article it is shown that such…

不连续分布下 Kolmogorov 型拟合优度检验的精确功效AI 解读

Goodness-of-fit tests of Kolmogorov type reject a null hypothesis H 0 : F(x) = F*(x) whenever the graph of the sample cumulative distribution function crosses one of two boundary functions, G 1(x), G 2(x). The best-known example of a test of this type is the Kolmogorov—Smirnov test D. When the true cumulative distribution function F(x) is continuous, a number of algorithms are available for calculating the exact powers of such tests. In this article it is shown that such…

短评：评 Vinod《黑人与白人经济距离的测量》AI 解读

Vinod ( 1 985) recently noted that there was room for additional measures to compare two distribution funcLl [F(,x-) G(x)] day tions and introduced a new concept-economic advantage-that could be defined over either a small range of the income curve or the whole range (the + 1 G ) ) 1 F ) ] d (2) overall economic advantage; OEA). He then developed a statistical methodology for estimating these measures which from ParZen (1960, p. 21 1) is and applied them to U.S. income data.…

特定固定删失模型下Kaplan–Meier估计量及其分位数的方差AI 解读

For fixed censoring models that contain at most one intermediate censoring point, we obtain exact algebraic expressions for the asymptotic variances of (i) the quantiles of the Kaplan-Meier (KM, 1958) survival estimator and (ii) the KM estimator itself at fixed time points. The relationship between (i) and (ii) is found to be the same as the one derived by Sander (1975) and Reid (1981b) for the random censorship model. Confidence intervals for the quantiles based on (i) are…

对称分布的分位数估计AI 解读

The problem is to estimate a quantile of a symmetric distribution. The cases of known and unknown center are studied for small and large samples. The estimators for known center are the sample quantile, the symmetrized sample quantile, the sample quantile from flipped over data, the Rao-Blackwellized sample quantile, and a Bayes estimator using a Dirichlet prior. For center unknown, we study the analogues of the first four estimators listed above. For small samples and…

分布尾指数的核估计AI 解读

We introduce a new estimate of the exponent of a distribution whose tail varies regularly at infinity. This estimate is expressed as the convolution of a kernel with the logarithm of the quantile function, and includes as particular cases the estimates introduced by Hill and by De Haan. Under very weak conditions, we prove asymptotic normality, consistency and discuss the optimal choices of the kernel and of the bandwidth parameter.

一类最小分位数距离估计量的渐近性质AI 解读

A family of estimators based upon M specified quantiles is defined. These procedures take as the estimate the vector that minimizes a quadratic distance measure between M sample quantiles and a parametric family of quantile functions. Under regularity conditions these estimators are consistent, asymptotically normal, and robust. For a specific quadratic form the estimator is optimal among a class of asymptotically normal estimators, and it approaches full efficiency as M…