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In the paper the problem of testing hypotheses for variance components in mixed linear models is considered. It is assumed that covariance matrices commute after using the usual invariance procedure with respect to the group of translations. The test for vanishing of single variance component is based on the locally best quadratic unbiased estimator of this component and rejects hypothesis if the ratio of positive and negative part of this estimator is sufficiently large. The power of this test with powers of other four tests for two-way classification models corresponding to block design is compared. 相似文献
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Andrzej Kozek 《Revue canadienne de statistique》1987,15(1):77-85
Let Xi, 1 ≤ i ≤ n, be independent identically distributed random variables with a common distribution function F, and let G be a smooth distribution function. We derive the limit distribution of □{ρα(Fn, G) - α(F, G)}, where Fn is the empirical distribution function based on X1,…,Xn and α is a Kolmogorov-Lévy-type metric between distribution functions. For α ≤ 0 and two distribution functions F and G the metric pα is given by pα(F, G) = inf {? ≤ 0: G(x - α?) - ? F(x) ≤ G(x + α?) + ? for all x ?}. 相似文献
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There is a broad consensus that in the long run, privatization offers the best solution to the efficiency problems of state-owned enterprises. However, many observers believe that some form of industrial policy is unavoidable during the transition period in order to stimulate restructuring before privatization has been completed. The main objective of this article is to analyze the compatibility and complementarity between privatization and industrial policy in the context of the systemic transformation in Poland. 相似文献