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961.
Estimation of a characteristic based on surveys repeated at regular intervals is considered. A state space formulation is given for the problem and the Kalman Filter is used to obtain an estimate and its variance. Some examples are also given to illustrate the methodology. 相似文献
962.
A multiparameter extension is made to modified two stage shrinkage estimator proposed by Handa andKambo (1990), For aparticular class of shrinkage estimator, the local optimality of the extended modified estimator is shown over the two stage shrinkage estimator defined by Bhattacharya and Prakasa Rao(1990) in terms of quadratic loss. 相似文献
963.
Neerchal K. Nagaraj 《统计学通讯:模拟与计算》2013,42(3):869-878
The classical change point problem is considered, from the invariance point of view. Locally optimal invariant tests are derived for the change in level, when the initial level and the common variance are assumed to be unknown. The tests derived by Chernoff and Zacks (1964) and Gardner (1969), for the change in level, when variance is known, are shown to be locally optimal invariant tests. 相似文献
964.
This note provides an alternative proof of consistency of the normal equations by appealing to well-known results in linear programming. 相似文献
965.
Recently, the concept of reversed mean residual life order based on the mean of the random variable X t = (t ? X | X ≤ t), t > 0, called the reversed residual life, defined for the nonnegative random variable X, has been introduced in the literature. In this paper, a stochastic order based on the shifted version of the reversed mean residual life is proposed, based on the reversed mean residual life function for a random variable X with support (l X , ∞), where l X may be negative infinity, and its properties are studied. Closure under the Poisson shock model and properties for spare allocation are also discussed. 相似文献
966.
Bayes Prediction for a Heteroscedastic Regression Superpopulation Model Using Balanced Loss Function
Ashok K. Bansal 《统计学通讯:理论与方法》2013,42(8):1565-1575
We consider Prais–Houthakker heteroscedastic normal regression model having variance of the dependent variable same as square of its expectation. Bayes predictors for the regression coefficient and the mean of a finite population are derived using Zellner's balanced loss function. Bayes predictive expected losses are obtained and compared with those of classical predictors and Bayes predictors under squared error loss function to examine their loss robustness. 相似文献
967.
J. Armando Domínguez-Molina Graciela González-Farías Rogelio Ramos-Quiroga Arjun K. Gupta 《统计学通讯:理论与方法》2013,42(9):1691-1703
In this article, we introduce the matrix extension of the closed skew-normal distribution and give two constructions for it: a marginal one and another based on hidden truncation. Important basic properties of the distribution are presented such as its closure under linear transformation and moment generating function. We also give distributional results for quadratic forms involving random matrices distributed according to two particular cases of it. Using an additive construction, we derive a submodel which can be employed to describe the compound error structure of a very general multivariate stochastic frontier model. Finally, we consider the skew-elliptical extension of the proposed distribution. 相似文献
968.
Analytical properties of regression and the variance–covariance matrix of asymmetric generalized scale mixture of multivariate Gaussian variables are presented. The analysis includes an in-depth analytical investigation of the first two conditional moments of the mixing variable. Exact computable expressions for the prediction and the conditional variance are presented for the generalized hyperbolic distribution using the inversion theorem for Fourier transforms. An application to financial log returns is demonstrated via the classical Euler approximation. The methodology is illustrated by analyzing the regression of intraday log returns for CISCO against the corresponding data from S&P 500. 相似文献
969.
970.
An important step in the statistical problem-solving process is the selection of the appropriate statistical procedure for the real-world situation under analysis. A decision-tree term project has been found to be an effective teaching device to help MBA students understand this step. The project requires the students to construct a decision-tree structure, which, through a series of questions and responses, will lead from the statement of a statistical question to the appropriate sampling distribution to use in addressing the question. 相似文献