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861.
This article considers a nonparametric additive seemingly unrelated regression model with autoregressive errors, and develops estimation and inference procedures for this model. Our proposed method first estimates the unknown functions by combining polynomial spline series approximations with least squares, and then uses the fitted residuals together with the smoothly clipped absolute deviation (SCAD) penalty to identify the error structure and estimate the unknown autoregressive coefficients. Based on the polynomial spline series estimator and the fitted error structure, a two-stage local polynomial improved estimator for the unknown functions of the mean is further developed. Our procedure applies a prewhitening transformation of the dependent variable, and also takes into account the contemporaneous correlations across equations. We show that the resulting estimator possesses an oracle property, and is asymptotically more efficient than estimators that neglect the autocorrelation and/or contemporaneous correlations of errors. We investigate the small sample properties of the proposed procedure in a simulation study. 相似文献
862.
K. Lam 《The American statistician》2013,67(3):213-215
It is important in computing science to estimate the number of data blocks needed to answer a query. Three different answers to this problem emerged respectively in 1975, 1977, and 1982. This article investigates the basic differences of the three models and observes that the same differences were shared a long time ago by the physicists who used different models for the behavior of elementary particles to obtain the Maxwell-Boltzmann statistics, the Bose-Einstein statistics, and the Fermi-Dirac statistics. 相似文献
863.
Arvind K. Shah 《The American statistician》2013,67(1)
A simple approximation for areas under the standard normal curve is presented that is suitable for use when tables and/or calculators are not available or not permitted. 相似文献
864.
Uniform order statistics generated by two simulation methods are compared by means of Pitman’s measure of closeness. This measure, as a probability, is shown to be asymptotically 1/2. Some results are also established for fixed points of the cumulative distribution function (CDF) for a uniform order statistic. These fixed points are important for calculations involving the joint distribution of these order statistics. 相似文献
865.
This article describes estimation and inference procedures for the parameters of the Box-Cox and foided-power transformations in repeated measures and growth curve models. Procedures for computing maximum likelihood estimates of the transformation and covariance parameters under several covanance structures (omnibus sphericity, local sphericity, and unstructured) are described. Lack of fit statistics and hypothesis tests for comparing these structures also are described. The procedures are illustrated on three data sets. Software for performing the analyses in the SAS System is described and is available from the authors. 相似文献
866.
The economics of gay and lesbian couples: Introduction to a special issue on gay and lesbian households 总被引:1,自引:0,他引:1
This article presents a simple conceptual framework integrating three couple-related outcomes analyzed in this volume: wage
differentials in earnings related to couple formation, household formation (including cohabitation and registration as Registered
Domestic Partnership), and intra-household allocation of income. It also discusses some of the articles’ main findings.
相似文献
Lisa K. Jepsen (Corresponding author)Email: |
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