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1.
Łukasz Smaga 《统计学通讯:模拟与计算》2017,46(10):7654-7667
The nonparametric and parametric bootstrap methods for multivariate hypothesis testing are developed. They are used to approximate the null distribution of the test statistics proposed by Duchesne and Francq (2015), resulting in bootstrap testing procedures. In the problem of testing for the mean vector of a multivariate distribution, the asymptotic validity of the bootstrap methods is proved. The finite sample performance of the new solutions is demonstrated by means of Monte Carlo simulation studies. They indicate that for small-sample size, the bootstrap tests provide a better finite sample properties than the asymptotic tests considered by Duchesne and Francq (2015). 相似文献
2.
Junyong Park Jayson D. Wilbur Jayanta K. Ghosh Cindy H. Nakatsu Corinne Ackerman 《统计学通讯:模拟与计算》2013,42(4):855-869
We adopt boosting for classification and selection of high-dimensional binary variables for which classical methods based on normality and non singular sample dispersion are inapplicable. Boosting seems particularly well suited for binary variables. We present three methods of which two combine boosting with the relatively classical variable selection methods developed in Wilbur et al. (2002). Our primary interest is variable selection in classification with small misclassification error being used as validation of proposed method for variable selection. Two of the new methods perform uniformly better than Wilbur et al. (2002) in one set of simulated and three real life examples. 相似文献
3.
ABSTRACTIn this work, we proposed an adaptive multivariate cumulative sum (CUSUM) statistical process control chart for signaling a range of location shifts. This method was based on the multivariate CUSUM control chart proposed by Pignatiello and Runger (1990), but we adopted the adaptive approach similar to that discussed by Dai et al. (2011), which was based on a different CUSUM method introduced by Crosier (1988). The reference value in this proposed procedure was changed adaptively in each run, with the current mean shift estimated by exponentially weighted moving average (EWMA) statistic. By specifying the minimal magnitude of the mean shift, our proposed control chart achieved a good overall performance for detecting a range of shifts rather than a single value. We compared our adaptive multivariate CUSUM method with that of Dai et al. (2001) and the non adaptive versions of these two methods, by evaluating both the steady state and zero state average run length (ARL) values. The detection efficiency of our method showed improvements over the comparative methods when the location shift is unknown but falls within an expected range. 相似文献
4.
The problem of optimum allocation in stratified sampling and its solution is well known in sampling literature for univariate populations (see Cochran, 1977; Sukhatme et al., 1984). In multivariate populations where more than one characteristics are to be studied on every selected unit of the population the problem of finding an optimum allocation becomes more complex due to conflicting behaviour of characteristics. Various authors such as Dalenius (1953, 1957), Ghosh (1958), Yates (1960), Aoyama (1963), Gren (1964, 1966), Folks and Antle (1965), Hartley (1965), Kokan and Khan (1967), Chatterjee (1972), Ahsan and Khan (1977, 1982), Chromy (1987), Wywial (1988), Bethel (1989), Kreienbrock (1993), Jahan et al. (1994), Khan et al. (1997), Khan et al. (2003), Ahsan et al. (2005), Díaz-García and Ulloa (2006, 2008), Ahsan et al. (2009) etc. used different compromise criteria to work out a compromise allocation that is optimum for all characteristics in some sense. Almost all the previous authors used some function of the sampling variances of the estimators of various characteristics to be measured as an objective that is to be minimized for a fixed cost given as a linear function of sample allocations. Because the variances are not unit free it is more logical to consider the minimization of some function of squared coefficient of variations as an objective. Previously this concept was used by Kozok (2006). Furthermore, investigators have to approach the sampled units in order to get the observations. This involves some travel cost. Usually this cost is neglected while constructing a cost function. This travel cost may be significant in some surveys. For example if the strata consist of some geographically difficult-to-approach areas. The authors problem of optimum allocation in multivariate stratified sampling is discussed with an objective to minimize simultaneously the coefficients of variation of the estimators of various characteristics under a cost constraint that includes the measurement as well as travel cost. The formulated problem of obtaining an optimum compromise allocation turns out to be a multiobjective all-integer nonlinear programming problem. Three different approaches are considered: the value function approach, ∈ –constraint method, and Distance–based method, to obtain compromise allocations. The cost function considered also includes the travel cost within stratum to reach the selected units. Additional restrictions are placed on the sample sizes to avoid oversampling and ensure the availability of the estimates of the strata variances. Numerical examples are also presented to illustrate the computational details of the proposed methods. 相似文献
5.
《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
6.
Guoyi Zhang 《统计学通讯:模拟与计算》2015,44(4):827-832
This research is to provide a solution of one-way ANOVA without using transformation when variances are heteroscedastic and group sizes are unequal. Parametric bootstrap test (Krishnamoorthy et al., 2007) has been shown to be competitive with many other methods when testing the equality of group means. We extend the parametric bootstrap algorithm to a multiple comparison procedure. Simulation results show that the parametric bootstrap approach works well for one-way ANOVA. 相似文献
7.
Soltani and Mohammadpour (2006) observed that in general the backward and forward moving average coefficients, correspondingly, for the multivariate stationary processes, unlike the univariate processes, are different. This has stimulated researches concerning derivations of forward moving average coefficients in terms of the backward moving average coefficients. In this article we develop a practical procedure whenever the underlying process is a multivariate moving average (or univariate periodically correlated) process of finite order. Our procedure is based on two key observations: order reduction (Li, 2005) and first-order analysis (Mohammadpour and Soltani, 2010). 相似文献
8.
In this article, we have evaluated the performance of different forecasters and tested association between their performances for different pairs of variables. We have used three data sets of track records of professional U.S. economic forecasters participating in the Blue Chip consensus forecasting service (the data sets contain the root mean square errors (RMSE) of different forecasters for different years). To evaluate the performance of forecasters we have covered three well-known tests, namely the usual F test (cf. Fisher (1923)), Kruskal Wallis test (cf. Kruskal and Wallis (1952)), and Extension of Median test (cf. Daniel (1990)). To test the association between the forecaster's performances for different pairs of variables, we have considered Gini mean correlation coefficient rg1 (cf. Yitzhaki, S., and Olkin, I. (1991) and Yitzhaki (2003)), Modified rank correlation coefficient (cf. Zimmerman (1994)) and three modifications of Spearman rank correlation coefficient. We have observed that different forecasters do not necessarily offer same average performance. Moreover, an evidence of association between two criteria does not always lead us reaching at the same decision. The outcomes of the study may help the practitioners in selecting the best forecaster(s) for policymaking purposes. 相似文献
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Based on the recursions in Huffer (1988) and Huffer and Lin (2001), we present a two-stage algorithm and two specialized methods for evaluating the probabilities involving linear combination of spacings of special forms. The two-stage algorithm combines the advantages of marking algorithm in Huffer and Lin (1997) and general algorithm in Huffer and Lin (2001). The proposed methods can analytically derive the exact expressions for some specific problems, and efficiently handle problems such as the distribution of the circular scan statistic and multiple coverage probabilities. 相似文献
11.
Mi-Hwa Ko 《统计学通讯:理论与方法》2018,47(3):671-680
In this article, we study the complete convergence for sequences of coordinatewise asymptotically negatively associated random vectors in Hilbert spaces. We also investigate that some related results for coordinatewise negatively associated random vectors in Huan, Quang, and Thuan (2014) still hold under this concept. 相似文献
12.
When a sufficient correlation between the study variable and the auxiliary variable exists, the ranks of the auxiliary variable are also correlated with the study variable, and thus, these ranks can be used as an effective tool in increasing the precision of an estimator. In this paper, we propose a new improved estimator of the finite population mean that incorporates the supplementary information in forms of: (i) the auxiliary variable and (ii) ranks of the auxiliary variable. Mathematical expressions for the bias and the mean-squared error of the proposed estimator are derived under the first order of approximation. The theoretical and empirical studies reveal that the proposed estimator always performs better than the usual mean, ratio, product, exponential-ratio and -product, classical regression estimators, and Rao (1991), Singh et al. (2009), Shabbir and Gupta (2010), Grover and Kaur (2011, 2014) estimators. 相似文献
13.
In this paper, we propose an asymmetric class of bivariate copulas. This class is obtained through limiting properties of the extended copula introduced by Bekrizadeh, et al. (2015), and includes some of known copulas. Some general formulas for well-known association measures and concepts of dependence of the proposed model are obtained. This paper highlights the usefulness of this new bivariate copula for modeling the interested variables whose marginal distribution effect on joint distribution isn't identical. We apply some subfamilies of this new class to model a dataset of medical science to show the superiority of presented model in comparison with the known copulas. These results will be investigated using simulation. 相似文献
14.
T. Imada 《统计学通讯:理论与方法》2017,46(7):3186-3199
In this study we discuss multiple comparison procedures for checking differences among a sequence of normal means with ordered restriction. Lee and Spurrier (1995) proposed a multiple comparison procedure which tests the difference between two adjacent means using the difference of sample means. In this study we propose a multiple comparison procedure modifying Lee and Spurrier's (1995) procedure using isotonic regression estimators instead of sample means. We determine the critical value for pairwise comparisons for a specified significance level. Furthermore, we formulate the power of the test. Finally, we give some numerical examples regarding critical values and power of the test intended to compare our procedure with Lee and Spurrier's (1995) procedure. 相似文献
15.
Guangyu Mao 《Econometric Reviews》2018,37(5):491-506
This article is concerned with sphericity test for the two-way error components panel data model. It is found that the John statistic and the bias-corrected LM statistic recently developed by Baltagi et al. (2011)Baltagi et al. (2012, which are based on the within residuals, are not helpful under the present circumstances even though they are in the one-way fixed effects model. However, we prove that when the within residuals are properly transformed, the resulting residuals can serve to construct useful statistics that are similar to those of Baltagi et al. (2011)Baltagi et al. (2012). Simulation results show that the newly proposed statistics perform well under the null hypothesis and several typical alternatives. 相似文献
16.
In this work, we propose the construction of a chi-squared goodness-of-fit test in censored data case, for Bertholon model which can analyse various competing risks of failure or death. This test is based on a modification of the Nikulin-Rao-Robson (NRR) statistic proposed by Bagdonavicius and Nikulin (2011a, 2011b) for censored data. We applied this test to numerical examples from simulated samples and real data. 相似文献
17.
《统计学通讯:理论与方法》2013,42(9):1725-1735
Abstract The study of multivariate distributions of order k, two of which are the multivariate negative binomial of order k and the multinomial of the same order, was introduced in Philippou et al. (Philippou, A. N., Antzoulakos, D. L., Tripsiannis, G. A. (1988). Multivariate distributions of order k. Statistics and Probability Letters 7(3):207–216.), and Philippou et al. (Philippou, A. N., Antzoulakos, D. L., Tripsiannis, G. A. (1990). Multivariate distributions of order k, part II. Statistics and Probability Letters 10(1):29–35.). Recently, an order k (or cluster) generalized negative binomial distribution and a multivariate negative binomial distribution were derived in Sen and Jain (Sen, K., Jain, R. (1996). Cluster generalized negative binomial distribution. In: Borthakur et al. A. C., Eds.; Probability Models and Statistics Medhi Festschrift, A. J., on the Occasion of his 70th Birthday. New Age International Publishers: New Delhi, 227–241.) and Sen and Jain (Sen, K., Jain, R. (1997). A multivariate generalized Polya-Eggenberger probability model-first passage approach. Communications in Statistics-Theory and Methods 26:871–884.), respectively. In this paper, all four distributions are generalized to a multivariate generalized negative binomial distribution of order k by means of an appropriate sampling scheme and a first passage event. This new distribution includes as special cases several known and new multivariate distributions of order k, and gives rise in the limit to multivariate generalized logarithmic, Poisson and Borel-Tanner distributions of the same order. Applications are indicated. 相似文献
18.
Viswanathan Ramakrishnan 《统计学通讯:模拟与计算》2013,42(3):405-418
In many genetic analyses of dichotomous twin data, odds ratios have been used to test hypotheses on heritability and shared common environment effects of a given disease (Lichtenstein et al., 2000; Ahlbom et al., 1997; Ramakrishnan et al., 1992, 4). However, estimates of these two effects have not been dealt with in the literature. In epidemiology, the attributable fraction (AF), a function of the odds ratio and the prevalence of the risk factor has been used to describe the contribution of a risk factor to a disease in a given population (Leviton, 1973). In this article, we adapt the AF to quantify the heritability and the shared common environment. Twin data on cancer, gallstone disease and phobia are used to illustrate the applicability of the AF estimate as a measure of heritability. 相似文献
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Considering the Wald, score, and likelihood ratio asymptotic test statistics, we analyze a multivariate null intercept errors-in-variables regression model, where the explanatory and the response variables are subject to measurement errors, and a possible structure of dependency between the measurements taken within the same individual are incorporated, representing a longitudinal structure. This model was proposed by Aoki et al. (2003b) and analyzed under the bayesian approach. In this article, considering the classical approach, we analyze asymptotic test statistics and present a simulation study to compare the behavior of the three test statistics for different sample sizes, parameter values and nominal levels of the test. Also, closed form expressions for the score function and the Fisher information matrix are presented. We consider two real numerical illustrations, the odontological data set from Hadgu and Koch (1999), and a quality control data set. 相似文献