共查询到20条相似文献,搜索用时 31 毫秒
1.
Rebecca Graves 《Serials Review》2013,39(2):104-108
AbstractForm subdivision may be defined as the extension of a subject heading based on the form or arrangement of the subject matter in the book. In other words, it repre sents what the book is, rather than what it is about, the subject matter being expressed by the main heading.1 相似文献
2.
Harry P. Hartkemeier 《The American statistician》2013,67(3):8-9
Harold Hotelling, Chairman of the Committee on the Teaching of Statistics* of the Institute of Mathematical Statistics, has prepared this brief-summary of the Committee's report to the Board of Directors of IMS. Professor Hotelling will discuss the subject more fully in “Symposium on Probability and Statistics” to be published by the University of California Press. The Committee's report will be published in full in “The Annals of Mathematical Statistics”. 相似文献
3.
L. Spectrum Han 《统计学通讯:模拟与计算》2015,44(3):647-665
This article presents an analysis of Ontario Fire Weather Index (FWI) data? using the block bootstrap for time series. Confidence intervals for parameters such as the first lag autocorrelation can have low coverage relative to the nominal level. Therefore, adjustments to the confidence intervals are necessary in order to achieve reasonable accuracy. We introduce a confidence interval calibration method in which the length of the confidence interval is adjusted according to an amount determined from a double bootstrap. We compare this method with the α-level adjustment method, and we find that the length-adjustment method is superior under scenarios similar to that of the FWI data: coverage proportions are slightly higher for the length-adjustment approach, and confidence interval widths are markedly smaller. Applying the length-adjustment method to the Ontario FWI data gives different results than would be obtained without adjustment. 相似文献
4.
Govert E. Bijwaard 《Journal of applied statistics》2010,37(11):1931-1945
Most models for purchase-timing behavior of households do not take into account that many households have regular and non-shopping days. We propose a statistical model for purchase timing that exploits information on the shopping days of households. The model is formulated in a counting process framework that counts the recurrent purchases for each household over (calendar) time. In our empirical application of yogurt and detergent purchases from the ERIM1 database, we show that calendar time effects and regular and non-shopping days are important features to include in models for purchase-timing behavior. We find, for instance, that for these product categories the probability of purchasing is 50–60% higher on Saturdays and 70% higher on regular shopping days. We highlight the managerial implications of these model features by simulating some promotional actions. 相似文献
5.
Guillaume Gaetan Martinet 《Econometric Reviews》2018,37(8):824-849
Of the two most widely estimated univariate asymmetric conditional volatility models, the exponential GARCH (or EGARCH) specification is said to be able to capture asymmetry, which refers to the different effects on conditional volatility of positive and negative effects of equal magnitude, and leverage, which refers to the negative correlation between the returns shocks and subsequent shocks to volatility. However, the statistical properties of the (quasi-)maximum likelihood estimator (QMLE) of the EGARCH(p, q) parameters are not available under general conditions, but only for special cases under highly restrictive and unverifiable sufficient conditions, such as EGARCH(1,0) or EGARCH(1,1), and possibly only under simulation. A limitation in the development of asymptotic properties of the QMLE for the EGARCH(p, q) model is the lack of an invertibility condition for the returns shocks underlying the model. It is shown in this article that the EGARCH(p, q) model can be derived from a stochastic process, for which sufficient invertibility conditions can be stated simply and explicitly when the parameters respect a simple condition.1 This will be useful in reinterpreting the existing properties of the QMLE of the EGARCH(p, q) parameters. 相似文献
6.
In Bayesian Inference it is often desirable to have a posterior density reflecting mainly the information from sample data. To achieve this purpose it is important to employ prior densities which add little information to the sample. We have in the literature many such prior densities, for example, Jeffreys (1967), Lindley (1956); (1961), Hartigan (1964), Bernardo (1979), Zellner (1984), Tibshirani (1989), etc. In the present article, we compare the posterior densities of the reliability function by using Jeffreys, the maximal data information (Zellner, 1984), Tibshirani's, and reference priors for the reliability function R(t) in a Weibull distribution. 相似文献
7.
Three-stage and ‘accelerated’ sequential procedures are developed for estimating the mean of a normal population when the population coefficient of variation (CV) is known. In spite of the usual estimator, i.e. the sample mean, Searls' (1964) estimator is utilized for the estimation purpose. It is established that Searls' estimator dominates the sample mean under the two sampling schemes. 相似文献
8.
Fortunato Pesarin 《统计学通讯:理论与方法》2013,42(22):4880-4892
In literature, permutation tests are mostly derived by means of heuristic arguments (Edgington and Onghena, 2007; Good, 2005). In this paper, we derive them within the sufficiency and conditionality principles of inference. Most important of their properties are exposed without formal proofs that can be found in the book by Pesarin and Salmaso (2010). 相似文献
9.
M. A. A. Cox 《统计学通讯:理论与方法》2013,42(20):5050-5057
AbstractThe adoption of control charts can be traced to the classic text by Shewhart (1931) and championed by many writers since then, including Deming (1982). Numerous other texts and publications stress the continuing importance of this area. While tables of key Shewhart control chart parameters are extremely useful they are easily lost or mislaid and can sometimes be difficult to interpret. To address this issue spreadsheet code is implemented to produce all the key control chart factors. 相似文献
10.
S. Sengupta 《统计学通讯:理论与方法》2017,46(3):1456-1461
We consider the problem of unbiased estimation of a finite population proportion and compare the relative efficiency of the unequal probability sampling strategies due to Horvitz and Thompson (1952) and Murthy (1957) under a super-population model. It is shown that the model expected variance is smaller for the Murthy's (1957) strategy both when these two sampling strategies are based on data obtained from (i) a direct survey, and (ii) a randomized response (RR) survey employing some RR technique following a general RR model. 相似文献
11.
Multistratum experiments contain several different sizes of experimental units. Examples include split-plot, strip-plot designs, and randomized block designs. We propose a strategy for constructing a D-optimal multistratum design by improving a randomly generated design through a sequence of whole-plot exchanges. This approach preserves the design structure and simplifies updates to the information and is applicable to any multistratum design where the largest-sized experimental unit is either a whole plot or a block. Two whole-plot exchange algorithms inspired by the point-exchange strategies of Fedorov (1972) and Wynn (1972) are described. The application of the algorithms to several design problems is discussed. 相似文献
12.
P. Błażej 《统计学通讯:理论与方法》2013,42(13):2232-2240
Using Zieliński's (1977) concept of robustness, B?a?ej (2007) obtained the uniformly most bias-robust estimates (UMBREs) of the scale parameter for some statistical models, in a class of linear functions of order statistics. Violations of the models are generated by weight functions. In this article the UMBRE of the scale parameter, based on order statistics, a more general weighted model is derived. Extension of a result of B?a?ej (2007) is given. 相似文献
13.
In this article, we study the complete convergence for non-stationary ?-mixing random variables, especially, we get the Baum-Katz-type Theorem and Hsu-Robbins-type Theorem for ?-mixing random variables. Our result generalizes the corresponding one of Shao (1988) and improves the corresponding one of Peligrad (1985a) and Wang (1987). 相似文献
14.
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
15.
Fuxia Cheng 《统计学通讯:理论与方法》2017,46(14):6803-6807
In this paper we consider the uniform strong consistency, along with a rate, of the cumulative distribution function (CDF) estimator. We extend the extended Glivenko–Cantelli lemma (for empirical distribution function) in Fabian and Hannan (1985, pp. 80–83) to the kernel estimator of the CDF. 相似文献
16.
We propose a new ratio type estimator for estimating the finite population mean using two auxiliary variables in stratified two-phase sampling. Expressions for bias and mean squared error of the proposed estimator are derived up to the first order of approximation. The proposed estimator is more efficient than the usual stratified sample mean estimator, traditional stratified ratio estimator and some other stratified estimators including Bahl and Tuteja (1991), Chami et al. (2012), Chand (1975), Choudhury and Singh (2012), Hamad et al. (2013), Vishwakarma and Gangele (2014), Sanaullah et al. (2014), and Chanu and Singh (2014). 相似文献
17.
The seminal work of Stein (1956) showed that the maximum likelihood estimator (MLE) of the mean vector of a p-dimensional multivariate normal distribution is inadmissible under the squared error loss function when p ? 3 and proposed the Stein estimator that dominates the MLE. Later, James and Stein (1961) proposed the James-Stein estimator for the same problem and received much more attention than the original Stein estimator. We re-examined the Stein estimator and conducted an analytic comparison with the James-Stein estimator. We found that the Stein estimator outperforms the James-Stein estimator under certain scenarios and derived the sufficient conditions. 相似文献
18.
In this article, we study reliability measures such as geometric vitality function and conditional Shannon's measures of uncertainty proposed by Ebrahimi (1996) and Sankaran and Gupta (1999), respectively, for the doubly (interval) truncated random variables. In survival analysis and reliability engineering, these measures play a significant role in studying the various characteristics of a system/component when it fails between two time points. The interrelationships among these uncertainty measures for various distributions are derived and proved characterization theorems arising out of them. 相似文献
19.
Irene Crimaldi 《统计学通讯:理论与方法》2013,42(17):2777-2794
In this article, a new Pólya urn model is introduced and studied; in particular, a strong law of large numbers and two central limit theorems are proved. This urn generalizes a model studied in Berti et al. (2004), May et al. (2005), and in Crimaldi (2007), and it has natural applications in clinical trials. Indeed, the model includes both delayed and missing (or null) responses. Moreover, a connection with the conditional identity in distribution of Berti et al. (2004) is given. 相似文献
20.
In this article, we analyze the performance of five estimation methods for the long memory parameter d. The goal of our article is to construct a wavelet estimate for the fractional differencing parameter in nonstationary long memory processes that dominate the well-known estimate of Shimotsu and Phillips (2005). The simulation results show that the wavelet estimation method of Lee (2005) with several tapering techniques performs better under most cases in nonstationary long memory. The comparison is based on the empirical root mean squared error of each estimate. 相似文献