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1.
《统计学通讯:理论与方法》2012,41(13-14):2356-2366
In this article, the optimal design problem in a fixed effects interference model with left-neighbor effects is studied. It is known (Druilhet, 1999) that circular neighbor balanced designs (CNBDs) are universally optimal in such a model. We prove the universal optimality of circular weakly neighbor balanced designs (CWNBDs), which require a smaller number of blocks than CNBDs. CWNBDs with the number of blocks smaller than the number of treatments belong to the class of partially neighbor balanced designs (PNBDs) defined by Wilkinson et al. (1983). We give a construction method for some CWNBDs, with examples. 相似文献
2.
Sharma (1977) and Aggarwal et al. (2006) considered non circular construction of first- and second-order balanced repeated measurements designs. Sharma et al. (2002) constructed circular first- and second-order balanced repeated measurements designs only for a class with parameters (v, p = 3n, n = v 2) and also showed its universal optimality. In this article, we consider circular construction of first- and second-order balanced repeated measurements designs and strongly balanced repeated measurements designs by using the method of cyclic shifts. Some new circular designs with parameters (v, p, n) for cases p = v, p < v and p > v are given. 相似文献
3.
The cost and time consumption of many industrial experimentations can be reduced using the class of supersaturated designs since this can be used for screening out the important factors from a large set of potentially active variables. A supersaturated design is a design for which there are fewer runs than effects to be estimated. Although there exists a wide study of construction methods for supersaturated designs, their analysis methods are yet in an early research stage. In this article, we propose a method for analyzing data using a correlation-based measure, named as symmetrical uncertainty. This method combines measures from the information theory field and is used as the main idea of variable selection algorithms developed in data mining. In this work, the symmetrical uncertainty is used from another viewpoint in order to determine more directly the important factors. The specific method enables us to use supersaturated designs for analyzing data of generalized linear models for a Bernoulli response. We evaluate our method by using some of the existing supersaturated designs, obtained according to methods proposed by Tang and Wu (1997) as well as by Koukouvinos et al. (2008). The comparison is performed by some simulating experiments and the Type I and Type II error rates are calculated. Additionally, Receiver Operating Characteristics (ROC) curves methodology is applied as an additional statistical tool for performance evaluation. 相似文献
4.
We consider non-parametric estimation of a continuous cdf of a random vector (X 1, X 2). With bivariate RC data, it is stated in van der Laan (1996, p. 59810, Ann. Statist.), Quale et al. (2006, JASA) etc. that “it is well known that the NPMLE for continuous data is inconsistent (Tsai et al. (1986)).” The claim is based on a result in Tsai et al. (1986, p.1352, Ann. Statist.) that if X 1 is right censored but not X 2, then common ways for defining one NPMLE lead to inconsistency. If X 1 is right censored and X 2 is type I right-censored (which includes the case in Tsai et al.), we present a consistent NPMLE. The result corrects a common misinterpretation of Tsai's example (Tsai et al., 1986, Ann. Statist.). 相似文献
5.
N. K. Mandal 《统计学通讯:理论与方法》2013,42(10):1565-1575
In a mixture experiment the measured response is assumed to depend only on the relative proportion of ingredients or components present in the mixture. Scheffe (1958, 1963) first systematically considered this problem and introduced different models and designs suitable in such situations. Optimum designs for the estimation of parameters of different mixture models are available in the literature. The problem of estimating the optimum proportion of mixture components is of great practical importance. Pal and Mandal (2006, 2007) attempted to find a solution to this problem by adopting a pseudo-Bayesian approach and using the trace criterion. Subsequently, Pal and Mandal (2008) solved the problem using minimax criterion. In this article, the deficiency criterion due to Chatterjee and Mandal (1981) has been used as a measure for comparing the performance of competing designs. 相似文献
6.
Supersaturated designs is a large class of factorial designs which can be used for screening out the important factors from a large set of potentially active variables. The huge advantage of these designs is that they reduce the experimental cost drastically, but their critical disadvantage is the confounding involved in the statistical analysis. In this article, we propose a method for analyzing data using a specific type of supersaturated designs. This method heavily uses the special block orthogonal structure of the supersaturated designs given by Tang and Wu (1997). Also, we compare our method with several known statistical analysis methods by using some of the existing supersaturated designs. The comparison is performed by some simulating experiments and the Type I and Type II error rates are calculated. The results are presented in tables and the discussion to follow. 相似文献
7.
Barbora Arendacká 《统计学通讯:理论与方法》2014,43(5):975-988
This article addresses derivation and existence of quadratic forms that were suggested by Burch (2007) for procedures for inference on variance components in mixed linear models in combination with generalized fiducial inference. A relatively simple algorithm leading to the required quadratic forms in a general 3-variance-component model is stated and designs for two-way ANOVA models without interactions that permit Burch's procedure are characterized. This complements developments in the original article by Burch. 相似文献
8.
Luigi Greco 《统计学通讯:理论与方法》2013,42(5):1039-1048
In some real situations the population of interest is divided into two groups, of which one contains only a few units. In other cases, the population may be considered as subdivided into two group', for example, if only a few units display a value of the variable of interest which is highly different from zero, while all the other units show a value equal to or near zero. In both cases, inverse sampling is more efficient than classical fixed sample-size designs to obtain the parameter estimators for the whole population as well as for its groups (e.g., Salehi and Seber, 2004). In fact, in this design the procedure selection continues until a prefixed number of units with the characteristic of interest is sampled. Since it is not known a priori to which group the population units belong, the sample size is a random variable. Christman and Lan (2001) and Salehi and Seber (2001 2004) considered inverse sampling designs when all the population units have equal selection probabilities. In this article, we consider the general case in which the units may have unequal probabilities of being included in the sample. In fact, in many real situations different units may have different selection probabilities because of some inherent features of the sampling procedure, or in order to obtain better estimates. We derive unbiased estimators of the totals of the two groups, their variance and the corresponding unbiased variance estimators in inverse sampling with replacement. Finally, we derive similar results for more complex designs, where the selection procedure stops before observing the prefixed number of units from the rare group. 相似文献
9.
Magda (1980) and Hedayat (1981) first considered the construction of circular strongly balanced repeated measurements designs. Sen and Mukerjee (1987) and Roy (1988) considered the optimality and existence of circular strongly balanced repeated measurements designs based on the method of differences and Hamiltonian decomposition of lexicographic product of two graphs. In this article, we consider the construction of circular strongly balanced repeated measurements designs using the newly proposed method called cyclic shifts, and propose some new designs for p < v. 相似文献
10.
Housila P. Singh 《统计学通讯:理论与方法》2013,42(6):1008-1023
This paper suggests an efficient class of ratio and product estimators for estimating the population mean in stratified random sampling using auxiliary information. It is interesting to mention that, in addition to many, Koyuncu and Kadilar (2009), Kadilar and Cingi (2003, 2005), and Singh and Vishwakarma (2007) estimators are identified as members of the proposed class of estimators. The expressions of bias and mean square error (MSE) of the proposed estimators are derived under large sample approximation in general form. Asymptotically optimum estimator (AOE) in the class is identified alongwith its MSE formula. It has been shown that the proposed class of estimators is more efficient than combined regression estimator and Koyuncu and Kadilar (2009) estimator. Moreover, theoretical findings are supported through a numerical example. 相似文献
11.
Barreto and Maharry (2006) showed that PROGRESS algorithm fails to find a correct minimum “Least Median of Squares/LMS” estimate for bivariate regression models which have no intercept. Kayhan and Gunay (2008) presented a different approach for the regression models through the origin which includes at most two unknown parameters. However, LMS estimate for multiple linear regression models still remains an open issue. The aim of this study is to show that finding true LMS estimate for zero intercept multiple linear regression models can be treated as a convex optimization problem and to provide a more general algorithm for any dimensional linear regression models. 相似文献
12.
This article considers the problem of estimating the population mean using information on two auxiliary variables in the presence of non response under two-phase sampling. Some improved ratio-in-regression type estimators have been proposed in four different situations of non response along with their properties under large sample approximation. Efficiency comparisons of the proposed estimators with the usual unbiased estimator by Hansen and Hurwitz (1946), conventional ratio and regression estimators using single auxiliary variable and Singh and Kumar (2010b) estimators using two auxiliary variables have been made. Finally, these theoretical findings are illustrated by a numerical example. 相似文献
13.
Heng Lian 《统计学通讯:理论与方法》2013,42(11):1893-1900
We extend the approach of Walker (2003); (2004) to the case of misspecified models. A sufficient condition for establishing rates of convergence is given based on a key identity involving martingales, which does not require construction of tests. We also show roughly that the result obtained by using tests can also be obtained by our approach, which demonstrates the potential wider applicability of this method. 相似文献
14.
Javid Shabbir 《统计学通讯:理论与方法》2013,42(7):1201-1209
Kadilar and Cingi (2005) have suggested a new ratio estimator in stratified sampling. The efficiency of this estimator is compared with the traditional combined ratio estimator on the basis of mean square error (MSE). We propose another estimator by utilizing a simple transformation introduced by Bedi (1996). The proposed estimator is found to be more efficient than the traditional combined ratio estimator as well as the Kadilar and Cingi (2005) ratio estimator. 相似文献
15.
Consider a skewed population. Suppose an intelligent guess could be made about an interval that contains the population mean. There may exist biased estimators with smaller mean squared error than the arithmetic mean within such an interval. This article indicates when it is advisable to shrink the arithmetic mean towards a guessed interval using root estimators. The goal is to obtain an estimator that is better near the average of natural origins. An estimator proposed. This estimator contains the Thompson (1968) ordinary shrinkage estimator, the Jenkins et al. (1973) square-root estimator, and the arithmetic sample mean as special cases. The bias and the mean squared error of the proposed more general estimator is compared with the three special cases. Shrinkage coefficients that yield minimum mean squared error estimators are obtained. The proposed estimator is considerably more efficient than the three special cases. This remains true for highly skewed populations. The merits of the proposed shrinkage square-root estimator are supported by the results of numerical and simulation studies. 相似文献
16.
Hu Yang 《统计学通讯:理论与方法》2013,42(1):70-80
Sakall?oglu et al. (2001) dealt with the comparisons among the ridge estimator, Liu estimator, and iteration estimator. Akdeniz and Erol (2003) have compared the (almost unbiased) generalized ridge regression estimator with the (almost unbiased) generalized Liu estimator in the matrix mean squared error sense. In this article, we study the ridge estimator and Liu estimator with respect to linear equality restriction, and establish some sufficient conditions for the superiority of the restricted ridge estimator over the restricted Liu estimator and the superiority of the restricted Liu estimator over the restricted ridge estimator under mean squared error matrix, respectively. Furthermore, we give a numerical example. 相似文献
17.
In this article, we find designs insensitive to the presence of an outlier in a diallel cross design setup for estimating a complete set of orthonormal contrasts among the effects of the general combining abilities of a set of parental lines. The criterion of robustness, suggested by Mandal (1989) in block design setup and used by Biswas (2012) in treatment-control setup, is adapted here. Complete diallel cross designs, suggested by Gupta and Kageyama (1994), and partial diallel cross designs, suggested by Gupta et al. (1995) and Mukerjee (1997), are found to be robust under certain conditions. 相似文献
18.
Grzegorz Wyłupek 《统计学通讯:理论与方法》2013,42(7):1406-1427
This article proposes a new nonparametric test for the ordered alternatives problem in the k-sample setting for null hypothesis of lack of trend. This article further elaborates upon and extends the results of Ledwina and Wy?upek (2012a) obtained for k = 2. Simulations show that the new test has high and stable power and is able to control the Type I error to satisfactory extent, thus solving the problem posed in Terpstra and Magel (2003). Our theoretical results say that asymptotic errors of both kinds do not exceed significance level, thus implying that the test is asymptotically unbiased. 相似文献
19.
Mi-Hwa Ko 《统计学通讯:理论与方法》2013,42(8):1553-1562
In this article, the asymmetric Marcinkiewicz-Zygmund strong law of large numbers for linear random field under negative association is obtained. Our result generalizes a result in Gut and Studtmüller (2009). An asymmetric Marcinkiewicz-Zygmund LLN for random fields to the linear random field by using the Beverige-Nelson decomposition. 相似文献
20.
《Econometric Reviews》2013,32(2):219-241
ABSTRACT In the presence of heteroskedasticity of unknown form, the Ordinary Least Squares parameter estimator becomes inefficient, and its covariance matrix estimator inconsistent. Eicker (1963) and White (1980) were the first to propose a robust consistent covariance matrix estimator, that permits asymptotically correct inference. This estimator is widely used in practice. Cragg (1983) proposed a more efficient estimator, but concluded that tests basd on it are unreliable. Thus, this last estimator has not been used in practice. This article is concerned with finite sample properties of tests robust to heteroskedasticity of unknown form. Our results suggest that reliable and more efficient tests can be obtained with the Cragg estimators in small samples. 相似文献