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91.
We propose new dependence measures for two real random variables not necessarily linearly related. Covariance and linear correlation
are expressed in terms of principal components and are generalized for variables distributed along a curve. Properties of
these measures are discussed. The new measures are estimated using principal curves and are computed for simulated and real
data sets. Finally, we present several statistical applications for the new dependence measures. 相似文献
92.
M. Schemper 《统计学通讯:理论与方法》2013,42(13):1655-1665
The present paper surveys tests with censored sur-vival data for 2-and k-samples and for association by a framework which classifies them into complete or restric-ted permutation tests and into tests based on U-or Savage-scores. The formulae of the resulting twelve tests are briefly described for quick reference. Some of the tests have been applied frequently in the past as the tests by Mantel, Breslow or Gehan; others have been developed rather recently, partly by the author. The concluding discussion presents the results of a simulation study, clarifying similarities and differences of the restricted and complete permutation approach, and deals with rela-tive efficiencies of the two scoring systems. 相似文献
93.
Hideyuki Douke 《统计学通讯:理论与方法》2013,42(12):3015-3029
In this study we discuss the group sequential procedures for comparing two treatments based on multivariate observations in clinical trials. Also we suppose that a response vector on each of two treatments has a multivariate normal distribution with unknown covariance matrix. Then we propose a group sequential x2 statistic in order to carry out repeated significance test for hypothesis of no difference between two population mean vectors. In order to realize the group sequential test where average sample number is reduced, we propose another modified group sequential x2 statistic by extension of Jennison and Turnbull ( 1991 ). After construction of repeated confidence boundaries for making the repeated significance test, we compare two group sequential procedures based on two statistics regarding the average sample number and the power of the test in the simulations. 相似文献
94.
In comparing several regressions E(yij) =αi + βixij i = 1, 2, ..., k, j = 1,2, ..., ni, researchers are generally interested in the following five problems: whether they have (1) equal slope, (2) equal intercept, (3) coincidence, (4) common intersection on X-axis, and (5) common intersection on (X,Y) - plane. Problems (1) - (3) can be put into the framework of the general linear hypothesis and the F-test can be used. However, problems (4) and (5) cannot be put into the general linear hypothesis because they are ratios of parameters. Hence, in this paper we consider the generalized likelihood ratio test for hypothesis testing. An application to an enzyme kinetics problem in Aniline Metabolism is demonstrated 相似文献
95.
Thomas W. O'Gorman 《Revue canadienne de statistique》2001,29(3):459-471
The author proposes an adaptive method which produces confidence intervals that are often narrower than those obtained by the traditional procedures. The proposed methods use both a weighted least squares approach to reduce the length of the confidence interval and a permutation technique to insure that its coverage probability is near the nominal level. The author reports simulations comparing the adaptive intervals to the traditional ones for the difference between two population means, for the slope in a simple linear regression, and for the slope in a multiple linear regression having two correlated exogenous variables. He is led to recommend adaptive intervals for sample sizes superior to 40 when the error distribution is not known to be Gaussian. 相似文献
96.
J. N. Adichie 《统计学通讯:理论与方法》2013,42(11):985-997
For the problem of testing the equality of slopes of several regression lines against the alternative that the slopes are in increasing (decreasing) order of magnitude, two types of tests are proposed. These are the likelihood ratio test and a test that depends on suitable linear combination of one group statistics. Rank analogues of the two tests are also examined. 相似文献
97.
Oscar Kempthore 《统计学通讯:理论与方法》2013,42(8):763-777
This paper discusses the role of significance testing, in contrast to hypothesis testing. It takes the view that the two processes must be differentiated because they are in fact different even though they possess some common mathematical features. A supporting view of significance testing is presented. Difficulties and obscurities are discussed. 相似文献
98.
Allan W. Gregory 《商业与经济统计学杂志》2013,31(1):107-115
In this article we propose a nonparametric test for autoregressive conditional heteroscedasticity based on finite-state Markov chains. A simple Monte Carlo experiment suggests that in finite samples it performs comparably to the Lagrange multiplier test under conditional normality and is superior for the t, lognormal, and exponential distributions. As an illustration, we apply both tests to Canadian/U.S. forward foreign exchange data. 相似文献
99.
In this article power divergences statistics based on sample quantiles are transformed in order to introduce new goodness-of-fit tests. Quantiles of the distribution of proposed statistics are calculated under uniformity, normality, and exponentiality. Several power comparisons are performed to show that the new tests are generally more powerful than the original ones. 相似文献
100.
Four generic means of conducting randomization tests in the context of multiple regression are analysed. Based on their performance in traditional repeated samples, three of these are shown to be inappropriate or applicable only in special circumstances; their shortcomings are illustrated via Monte Carlo studies 相似文献