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991.
In this note we provide a counterexample which resolves conjectures about Hadamard matrices made in this journal. Beder [1998. Conjectures about Hadamard matrices. Journal of Statistical Planning and Inference 72, 7–14] conjectured that if H is a maximal m×n row-Hadamard matrix then m is a multiple of 4; and that if n is a power of 2 then every row-Hadamard matrix can be extended to a Hadamard matrix. Using binary integer programming we obtain a maximal 13×32 row-Hadamard matrix, which disproves both conjectures. Additionally for n being a multiple of 4 up to 64, we tabulate values of m for which we have found a maximal row-Hadamard matrix. Based on the tabulated results we conjecture that a m×n row-Hadamard matrix with m?n-7 can be extended to a Hadamard matrix. 相似文献
992.
In response surface methodology, one is usually interested in estimating the optimal conditions based on a small number of experimental runs which are designed to optimally sample the experimental space. Typically, regression models are constructed from the experimental data and interrogated in order to provide a point estimate of the independent variable settings predicted to optimize the response. Unfortunately, these point estimates are rarely accompanied with uncertainty intervals. Though classical frequentist confidence intervals can be constructed for unconstrained quadratic models, higher order, constrained or nonlinear models are often encountered in practice. Existing techniques for constructing uncertainty estimates in such situations have not been implemented widely, due in part to the need to set adjustable parameters or because of limited or difficult applicability to constrained or nonlinear problems. To address these limitations a Bayesian method of determining credible intervals for response surface optima was developed. The approach shows good coverage probabilities on two test problems, is straightforward to implement and is readily applicable to the kind of constrained and/or nonlinear problems that frequently appear in practice. 相似文献
993.
Classical nondecimated wavelet transforms are attractive for many applications. When the data comes from complex or irregular
designs, the use of second generation wavelets in nonparametric regression has proved superior to that of classical wavelets.
However, the construction of a nondecimated second generation wavelet transform is not obvious. In this paper we propose a
new ‘nondecimated’ lifting transform, based on the lifting algorithm which removes one coefficient at a time, and explore
its behavior. Our approach also allows for embedding adaptivity in the transform, i.e. wavelet functions can be constructed
such that their smoothness adjusts to the local properties of the signal. We address the problem of nonparametric regression
and propose an (averaged) estimator obtained by using our nondecimated lifting technique teamed with empirical Bayes shrinkage.
Simulations show that our proposed method has higher performance than competing techniques able to work on irregular data.
Our construction also opens avenues for generating a ‘best’ representation, which we shall explore. 相似文献
994.
Rosa Arboretti Giancristofaro Stefano Bonnini Fortunato Pesarin 《Statistics and Computing》2009,19(2):209-216
In many sciences researchers often meet the problem of establishing if the distribution of a categorical variable is more
concentrated, or less heterogeneous, in population P
1 than in population P
2. An approximate nonparametric solution to this problem is discussed within the permutation context. Such a solution has similarities
to that of testing for stochastic dominance, that is, of testing under order restrictions, for ordered categorical variables.
Main properties of given solution and a Monte Carlo simulation in order to evaluate its degree of approximation and its power
behaviour are examined. Two application examples are also discussed. 相似文献
995.
The data collection process and the inherent population structure are the main causes for clustered data. The observations in a given cluster are correlated, and the magnitude of such correlation is often measured by the intra-cluster correlation coefficient. The intra-cluster correlation can lead to an inflated size of the standard F test in a linear model. In this paper, we propose a solution to this problem. Unlike previous adjustments, our method does not require estimation of the intra-class correlation, which is problematic especially when the number of clusters is small. Our simulation results show that the new method outperforms the existing methods. 相似文献
996.
Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling 总被引:1,自引:1,他引:0
The maximum likelihood estimator (MLE) and the likelihood ratio test (LRT) will be considered for making inference about the
scale parameter of the exponential distribution in case of moving extreme ranked set sampling (MERSS). The MLE and LRT can
not be written in closed form. Therefore, a modification of the MLE using the technique suggested by Maharota and Nanda (Biometrika
61:601–606, 1974) will be considered and this modified estimator will be used to modify the LRT to get a test in closed form
for testing a simple hypothesis against one sided alternatives. The same idea will be used to modify the most powerful test
(MPT) for testing a simple hypothesis versus a simple hypothesis to get a test in closed form for testing a simple hypothesis
against one sided alternatives. Then it appears that the modified estimator is a good competitor of the MLE and the modified
tests are good competitors of the LRT using MERSS and simple random sampling (SRS). 相似文献
997.
Saralees Nadarajah 《Statistical Papers》2009,50(2):441-443
998.
999.
In this paper, we study the MDPDE (minimizing a density power divergence estimator), proposed by Basu et al. (Biometrika 85:549–559,
1998), for mixing distributions whose component densities are members of some known parametric family. As with the ordinary
MDPDE, we also consider a penalized version of the estimator, and show that they are consistent in the sense of weak convergence.
A simulation result is provided to illustrate the robustness. Finally, we apply the penalized method to analyzing the red
blood cell SLC data presented in Roeder (J Am Stat Assoc 89:487–495, 1994).
This research was supported (in part) by KOSEF through Statistical Research Center for Complex Systems at Seoul National University. 相似文献
1000.
In this note we consider the equality of the ordinary least squares estimator (OLSE) and the best linear unbiased estimator
(BLUE) of the estimable parametric function in the general Gauss–Markov model. Especially we consider the structures of the
covariance matrix V for which the OLSE equals the BLUE. Our results are based on the properties of a particular reparametrized version of the
original Gauss–Markov model.
相似文献