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1.
There have been many alternative strategies for implementing sampling survey on quantitative characteristic of sensitive issues by using randomized response (RR) technique. The efficiency of most of those strategies has been improved by choosing the suitable design parameters of model. However, the two different procedures with pre-assigned design parameter values cannot ensure that they possess the same protection degree to the respondents. Some earlier comparisons of those strategies are inadequate (as in Eichhorn and Hayre, 1983; Gupta et al., 2002). Some literature contains a more comprehensive comparison based on efficiency and protection degree to the respondents among the qualitative characteristic RR techniques (see Bhargava and Singh, 2002; Nayak, 1994; Zaizai and Zankan, 2004). As far as the comparisons are concerned that are based on efficiency and protection degree to the respondents among the quantitative characteristic RR techniques, very few related studies have been found so far. The purpose of this article is to give a more adequate comparison among those earlier quantitative characteristic RR strategies. It is found that several important differences between the results obtained in this article and some known results exist. Therefore, these earlier RR strategies should be reevaluated. 相似文献
2.
A generalization of the Gaver and Lewis (1980) model of first-order autoregressive process with marginals as bivariate Mittag–Leffler distribution is obtained. A necessary and sufficient condition for stationarity of the process is established. Autoregressive process with marginals follow bivariate discrete Mittag–Leffler distribution is also developed. The unknown parameters of the processes are estimated and some numerical results of the estimations are given. 相似文献
3.
《统计学通讯:理论与方法》2012,41(13-14):2602-2615
In this article, we consider the problem of testing a general multivariate linear hypothesis in a multivariate linear model when the N × p observation matrix is normally distributed with unknown covariance matrix, and N ≤ p. This includes the case of testing the equality of several mean vectors. A test is proposed which is a generalized version of the two-sample test proposed by Srivastava and Du (2008). The asymptotic null and nonnull distributions are obtained. The performance of this test is compared, theoretically as well as numerically, with the corresponding generalized version of the two-sample Dempster (1958) test, or more appropriately Bai and Saranadasa (1996) test who gave its asymptotic version. 相似文献
4.
Pao-Sheng Shen 《统计学通讯:模拟与计算》2013,42(10):2295-2307
Cai and Zeng (2011) proposed an additive mixed effect model to analyze clustered right-censored data. In this article, we demonstrate that the approach of Cai and Zeng (2011) can be extended to clustered doubly censored data. Furthermore, when both left- and right-censoring variables are always observed, we propose alternative estimators using the approach of Cai and Cheng (2004). A simulation study is conducted to investigate the performance of the proposed estimators. 相似文献
5.
ABSTRACT This paper reviews and extends the literature on the finite sample behavior of tests for sample selection bias. Monte Carlo results show that, when the “multicollinearity problem” identified by Nawata (1993) is severe, (i) the t-test based on the Heckman–Greene variance estimator can be unreliable, (ii) the Likelihood Ratio test remains powerful, and (iii) nonnormality can be interpreted as severe sample selection bias by Maximum Likelihood methods, leading to negative Wald statistics. We also confirm previous findings (Leung and Yu, 1996) that the standard regression-based t-test (Heckman, 1979) and the asymptotically efficient Lagrange Multiplier test (Melino, 1982), are robust to nonnormality but have very little power. 相似文献
6.
In practice a degree of uncertainty will always exist concerning what specification to adopt for the deterministic trend function when running unit root tests. While most macroeconomic time series appear to display an underlying trend, it is often far from clear whether this component is best modeled as a simple linear trend (so that long-run growth rates are constant) or by a more complicated nonlinear trend function which may, for instance, allow the deterministic trend component to evolve gradually over time. In this article, we consider the effects on unit root testing of allowing for a local quadratic trend, a simple yet very flexible example of the latter. Where a local quadratic trend is present but not modeled, we show that the quasi-differenced detrended Dickey–Fuller-type test of Elliott et al. (1996) has both size and power which tend to zero asymptotically. An extension of the Elliott et al. (1996) approach to allow for a quadratic trend resolves this problem but is shown to result in large power losses relative to the standard detrended test when no quadratic trend is present. We consequently propose a simple and practical approach to dealing with this form of uncertainty based on a union of rejections-based decision rule whereby the unit root is rejected whenever either of the detrended or quadratic detrended unit root tests rejects. A modification of this basic strategy is also suggested which further improves on the properties of the procedure. An application to relative primary commodity price data highlights the empirical relevance of the methods outlined in this article. A by-product of our analysis is the development of a test for the presence of a quadratic trend which is robust to whether the data admit a unit root. 相似文献
7.
Extending the bifurcating autoregressive (BAR) process (cf. Cowan and Staudte, 1986) to multi-casting (multi-splitting) data, Hwang and Choi (2009) introduced multi-casting autoregression (MCAR, for short) defined on multi-casting tree structured data. This article is concerned with the case when the MCAR model is partially specified only through conditional mean and variance without directly imposing autoregressive (AR) structure. The resulting class of models will be referred to as P-MCAR (partially specified MCAR). The P-MCAR considerably enlarges the class of multi-casting models including (as special cases) MCAR, random coefficient MCAR, conditionally heteroscedastic multi-casting models and binomial-thinning processes. Moment structures for this broad P-MCAR class are investigated. Least squares (LS) estimation method is discussed and asymptotic relative efficiency (ARE) of the generalized-LS over ordinary-LS is obtained in a closed form. A simulation study is conducted to illustrate results. 相似文献
8.
Emma M. Iglesias 《统计学通讯:理论与方法》2013,42(14):2584-2600
This article proves that the block-block bootstrap of Andrews (2004) can be helpful to provide asymptotic refinements for the GMM estimator when autocorrelation structures of moment functions are unknown (i.e., incorporating the HAC covariance matrix) and when we allow for statistics that are inefficient. The asymptotic refinements of this block-block bootstrap in the time series context are shown to exist with the use of less restricted kernels than in the block bootstrap in Inoue and Shintani (2006), since they do not require to have a characteristic exponent larger than 2. The procedure allows to apply in practice kernels that guarantee that the HAC covariance matrix estimator is positive semidefinite, and to get asymptotic refinements at the same time. 相似文献
9.
《统计学通讯:理论与方法》2012,41(13-14):2445-2455
In this article, the problem of estimation of the individual weights of three objects using a chemical balance weighing design is considered. We use the criterion of D-optimality. We assume that the covariance matrix of errors is the matrix of first-order autoregressive process. Such problems were discussed in Li and Yang (2005) and also in Yeh and Lo Huang (2005). We present some results of D-optimal designs in certain class of designs with the design matrix X ∈ M n×3(±1) such that each column of matrix X has at least one 1 and one ?1. 相似文献
10.
M. Revan Özkale 《统计学通讯:理论与方法》2013,42(7):1094-1097
In this note, we show that the estimator and the following results given by Zhong and Yang (2007) are the same with that of Groß (2003). 相似文献
11.
Recently, the topic of extreme value under random censoring has been considered. Different estimators for the index have been proposed (see Beirlant et al., 2007). All of them are constructed as the classical estimators (without censoring) divided by the proportion of non censored observations above a certain threshold. Their asymptotic normality was established by Einmahl et al. (2008). An alternative approach consists of using the Peaks-Over-Threshold method (Balkema and de Haan, 1974; Smith, 1987) and to adapt the likelihood to the context of censoring. This leads to ML-estimators whose asymptotic properties are still unknown. The aim of this article is to propose one-step approximations, based on the Newton-Raphson algorithm. Based on a small simulation study, the one-step estimators are shown to be close approximations to the ML-estimators. Also, the asymptotic normality of the one-step estimators has been established, whereas in case of the ML-estimators it is still an open problem. The proof of our result, whose approach is new in the Peaks-Over-Threshold context, is in the spirit of Lehmann's theory (1991). 相似文献
12.
This article is devoted to the study of the periodicity testing problem in a self-exciting threshold autoregressive (SETAR) model. The local asymptotic normality (LAN) property is shown via the adapted sufficient conditions due to Swensen (1985). Moreover, the LAN of the central sequence is established. First, we consider the case where the innovation density is specified and we obtain a parametric local asymptotic test. Second, we construct an adaptive test in the case where this density is unspecified but symmetric. The performances of these established tests are shown via simulation studies. 相似文献
13.
《统计学通讯:理论与方法》2013,42(4):753-766
ABSTRACT A confidence interval and test are obtained for the mean of an asymmetric distribution using a random sample of size n. The method is based on N. J. Johnson's (1978) modified t-test, where terms of Cornish–Fisher expansions involving the third moment are used to adjust the conventional statistic to have more closely a Student's t-distribution with n ? 1 degrees of freedom. Johnson's (1978) test cannot be inverted uniquely, so a corresponding confidence interval for the mean may be disjointed. However, an artificial term of small order can be added to make inversion of the test a uniquely defined operation, which prevents such disjointedness. The resulting one-sided and two-sided intervals perform better than others in the literature with skewed distributions, and have good performance with a normal distribution. The two-sided interval may be recommended for general use if the sample size is 10 or more and the nominal confidence coefficient is 95% or less, or if the sample size is 30 or more and the confidence coefficient is 99% or less. 相似文献
14.
Block and Savits (1980) established a characterization of life distributions using the Laplace transform. In this article, we remark that one of the necessary conditions to be IFRA distribution is equivalent to the star ordering of exponential mixtures. It leads to the definition of two new classes of life distributions, called LIFR and LIFRA, and their dual classes: LDFR and LDFRA. It occurs that these classes have many useful aging properties and preserve known reliability operations. Properties of the classes are studied and relations with known classes are established. 相似文献
15.
Pao-Sheng Shen 《统计学通讯:理论与方法》2013,42(22):4096-4106
In this article, we consider the estimation of distribution function for one modified form of current status data. An inverse-probability-weighted (IPW) estimator and a self-consistent estimator (SCE) are proposed. The asymptotic properties of the IPW estimator are derived. A simulation study is conducted to compare the performances among the IPW estimator, SCE, and the product-limit estimator proposed by Patilea and Rolin (2006). Simulation results indicate that when right censoring is light and left censoring is heavy, both IPW estimator and SCE can outperform the product-limit estimator. The performances of the IPW estimator and SCE are close to each other. 相似文献
16.
Yoshihide Kakizawa 《统计学通讯:理论与方法》2013,42(20):3676-3691
The second-order local powers of a broad class of asymptotic chi-squared tests are considered in a composite case where both the parameter of interest and the nuisance parameter are possibly multidimensional for which no assumption has been made regarding global parametric orthogonality or curved exponentiality. The main result is that the second-order (point-by-point) local power identity holds if approximate third cumulants of a square-root version of the (modified) test statistic in the class vanish up to the second-order, which is an extension of Kakizawa (2010a) in the absence of the nuisance parameter. It is also shown that in the presence of the nuisance parameter, such a third cumulant condition does not always imply the second-order local unbiasedness of the resulting test. Then, the adjusted likelihood ratio test by Mukerjee (1993b) can be interpreted as the second-order local unbiased modification after applying the third cumulant condition. 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.
Zheng Su 《统计学通讯:模拟与计算》2013,42(8):1163-1170
Johns (1988), Davison (1988), and Do and Hall (1991) used importance sampling for calculating bootstrap distributions of one-dimensional statistics. Realizing that their methods can not be extended easily to multi-dimensional statistics, Fuh and Hu (2004) proposed an exponential tilting formula for statistics of multi-dimension, which is optimal in the sense that the asymptotic variance is minimized for estimating tail probabilities of asymptotically normal statistics. For one-dimensional statistics, Hu and Su (2008) proposed a multi-step variance minimization approach that can be viewed as a generalization of the two-step variance minimization approach proposed by Do and Hall (1991). In this article, we generalize the approach of Hu and Su (2008) to multi-dimensional statistics, which applies to general statistics and does not resort to asymptotics. Empirical results on a real survival data set show that the proposed algorithm provides significant computational efficiency gains. 相似文献
19.
Changli He 《Econometric Reviews》2013,32(1):34-59
This article considers tests for logistic smooth transition autoregressive (LSTAR) models accommodating multiple time dependent transitions between regimes when the data generating process is a random walk. The asymptotic null distributions of the tests, in contrast to the standard results in Lin and Teräsvirta (1994), are nonstandard. Monte Carlo experiments reveal that the tests have modest size distortions and satisfactory power against LSTAR models with multiple smooth breaks. The tests are applied to Swedish unemployment rates and the hysteresis hypothesis is over-turned in favour of an LSTAR model with two transitions between extreme regimes. 相似文献
20.
In this article, the problems of testing homogeneity of several exponential location parameters against simple and tree ordered alternatives are considered separately. Test procedures for both the alternatives are proposed using restricted maximum likelihood estimators (RMLE) of exponential location parameters under the respective orderings. Critical constants for the implementation of the proposed procedures are tabulated. Power comparison of the proposed test procedure under the simple ordered alternative with the procedure of Chen (1982) and of Dhawan and Gill (1999) is carried out using Monte-Carlo simulation. 相似文献