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81.
M. A. Beg 《统计学通讯:理论与方法》2013,42(7):687-691
In this note a relationship in the treatment of the lower and upper truncations considered in Beg (1980) is pointed out and the minimum variance unbiased estimator of P = Pr{Y<X) for the (upper) truncated exponential distribution is obtained. 相似文献
82.
The problem of selection of the best multivariate population is given a new formulation which does not involve reducing the populations to univariate quantities. This formulation's solution is developed for known, and (using the Heteroscedastic Method) also for unknown, variance-covariance matrices. Preference reversals and arbitrary nonlinear preference functions are explicitly allowed in this new theory 相似文献
83.
Zhijie Xiao 《Econometric Reviews》2013,32(6):643-667
In this paper, we show that the widely used stationarity tests such as the Kwiatkowski Phillips, Schmidt, and Shin (KPSS) test have power close to size in the presence of time-varying unconditional variance. We propose a new test as a complement of the existing tests. Monte Carlo experiments show that the proposed test possesses the following characteristics: (i) in the presence of unit root or a structural change in the mean, the proposed test is as powerful as the KPSS and other tests; (ii) in the presence of a changing variance, the traditional tests perform badly whereas the proposed test has high power comparing to the existing tests; (iii) the proposed test has the same size as traditional stationarity tests under the null hypothesis of stationarity. An application to daily observations of return on U.S. Dollar/Euro exchange rate reveals the existence of instability in the unconditional variance when the entire sample is considered, but stability is found in subsamples. 相似文献
84.
This article develops nonparametric tests of independence between two stochastic processes satisfying β-mixing conditions. The testing strategy boils down to gauging the closeness between the joint and the product of the marginal stationary densities. For that purpose, we take advantage of a generalized entropic measure so as to build a whole family of nonparametric tests of independence. We derive asymptotic normality and local power using the functional delta method for kernels. As a corollary, we also develop a class of entropy-based tests for serial independence. The latter are nuisance parameter free, and hence also qualify for dynamic misspecification analyses. We then investigate the finite-sample properties of our serial independence tests through Monte Carlo simulations. They perform quite well, entailing more power against some nonlinear AR alternatives than two popular nonparametric serial-independence tests. 相似文献
85.
In this paper we consider two-stage estimators of parameters of a structural equation in a model with recursive exclusion restrictions on the instrumental variables equations. The estimations considered are simple OLS and GLS estimators after substitution of estimates of the systematic part of the IV equations for the endogenous variables. It is known in the literature that neither imposing the restrictions in the first stage nor ignoring them will in general be more efficient than the alternative. We introduce a class of mixed instrumental variables estimators (MIV) with these possibilities as special cases which yields an estimator which is not only more efficient than the two stage estimators considered in the literature but as efficient as an efficient system estimator like 3SLS. 相似文献
86.
《统计学通讯:理论与方法》2013,42(11):2157-2168
ABSTRACT In this article we investigate the design of scoring schemes for surveys using the block total response method. This method was first proposed by Raghavarao and Federer (1979) to provide accurate estimates of the base rates of sensitive characteristics using balanced incomplete block designs. The scoring scheme used in Raghavarao and Federer (1979) did not guarantee anonymity of answers and so the possibility of improving on this basic scoring scheme is considered in this article. 相似文献
87.
This paper considers a class of densities formed by taking the product of nonnegative polynomials and normal densities. These densities provide a rich class of distributions that can be used in modelling when faced with non-normal characteristics such as skewness and multimodality. In this paper we address inferential and computational issues arising in the practical implementation of this parametric family in the context of the linear model. Exact results are recorded for the conditional analysis of location-scale models and an importance sampling algorithm is developed for the implementation of a conditional analysis for the general linear model when using polynomial-normal distributions for the error. 相似文献
88.
ABSTRACTA quantile autoregresive model is a useful extension of classical autoregresive models as it can capture the influences of conditioning variables on the location, scale, and shape of the response distribution. However, at the extreme tails, standard quantile autoregression estimator is often unstable due to data sparsity. In this article, assuming quantile autoregresive models, we develop a new estimator for extreme conditional quantiles of time series data based on extreme value theory. We build the connection between the second-order conditions for the autoregression coefficients and for the conditional quantile functions, and establish the asymptotic properties of the proposed estimator. The finite sample performance of the proposed method is illustrated through a simulation study and the analysis of U.S. retail gasoline price. 相似文献
89.
John E. Angus 《统计学通讯:理论与方法》2013,42(5):1979-1982
Following Yang (1988), a simple, more self-contained derivation of the asymptotic normality of the bootstrap mean is presented, as well as other asymptotic results. The derivations are appropriate for beginning graduate students in statistics, relying only on fundamental notions of probability theory and analysis, 相似文献
90.
Balgobin Nandram 《统计学通讯:理论与方法》2013,42(6):2155-2164
An assessment is made of the number of observations on ordinal data necessary for reasonable power in a significance test of the null hypothesis of a logit model versus an alternative of a complementary log-log and vice versa. The conclusion is that quite modest numbers of observations, e.g. 50-100, are adequate provided that the boundaries of the ordinal scale are suitably defined. 相似文献