共查询到7条相似文献,搜索用时 0 毫秒
1.
《Journal of Statistical Computation and Simulation》2012,82(12):1743-1752
In this paper, we propose a new measure of fit which can be used in the case of quantile–quantile plots. This measure, when applied to Small's and Srivastava's graphical methods provides two new tests for assessing multivariate normality. For different sample sizes and numbers of variables, the critical values of these tests were evaluated via simulations. The power of the new tests and its comparison with some other tests for multivariate normality are presented herein. 相似文献
2.
Marco Riani 《Econometric Reviews》2013,32(1-3):262-278
It is well known that transformation of the response may improve the homogeneity and the approximate normality of the errors. Unfortunately, the estimated transformation and related test statistic may be sensitive to the presence of one, or several, atypical observations. In addition, it is important to remark that outliers in one transformed scale may not be atypical in another scale. Therefore, it is important to choose a transformation which does not depend on the presence of particular observations. In this article we suggest an efficient procedure based on a robust score test statistic which quantifies the effect of each observation on the choice of the transformation. 相似文献
3.
Russell F. Kappenman 《统计学通讯:理论与方法》2013,42(10):2983-2996
An estimator of the ratio of scale parameters of the distributions of two positive random variables is developed for the case where the only difference between the distributions is a difference in scale. Simulation studies demonstrate that the estimator performs much better, in terms of mean squared error, than the most popular one among those estimators currently available. 相似文献
4.
S. Velilla 《统计学通讯:理论与方法》2013,42(11):3197-3209
This paper presents a bayesian approach to the problem of detecting influential observations when estimating the Box-Cox transformation. The influence of a group I={i1, …,in} of observations is measured by means of the Kullback-Leibler distance between the marginal posterior; distributions for the transformation parameter which are computed, respectively, without and with the cases indexed by I. A measure is proposed and its properties and relationship to other diagnostic methods are studied. 相似文献
5.
Gemai Chen Richard A. Lockhart Michael A. Stephens 《Revue canadienne de statistique》2002,30(2):177-209
The authors provide a rigorous large sample theory for linear models whose response variable has been subjected to the Box‐Cox transformation. They provide a continuous asymptotic approximation to the distribution of estimators of natural parameters of the model. They show, in particular, that the maximum likelihood estimator of the ratio of slope to residual standard deviation is consistent and relatively stable. The authors further show the importance for inference of normality of the errors and give tests for normality based on the estimated residuals. For non‐normal errors, they give adjustments to the log‐likelihood and to asymptotic standard errors. 相似文献
6.
On the wald,lagrangian multiplier and likelihood ratio tests when the information matrix is singular
Summary Modified formulas for the Wald and Lagrangian multiplier statistics are introduced and considered together with the likelihood
ratio statistics for testing a typical null hypothesisH
0 stated in terms of equality constraints. It is demonstrated, subject to known standard regularity conditions, that each of
these statistics and the known Wald statistic has the asymptotic chi-square distribution with degrees of freedom equal to
the number of equality constraints specified byH
0 whether the information matrix is singular or nonsingular. The results of this paper include a generalization of the results
of Sively (1959) concerning the equivalence of the Wald, Lagrange multiplier and likelihood ratio tests to the case of singular
information matrices. 相似文献
7.
Approximations to the power functions of the likelihood ratio tests of homogeneity of normal means against the simple loop ordering at slippage alternatives are considered. If a researcher knows which mean is smallest and which is largest, but does not know how the other means are ordered, then a simple loop ordering is appropriate. The accuracy of the several moment approximations are studied for the case of known variances and it is found that for powers in the range typically of interest, the two-moment approximation seems quite adequate. Approximations based on mixtures of noncentral F variables are developed for the case of unknown variances. The critical values of the test statistics are also tabulated for selected levels of significance. 相似文献