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991.
Emad Ashtari Nezhad G. R. Mohtashami Borzadaran H. R. Nilli Sani Hadi Alizadeh Noughabi 《统计学通讯:模拟与计算》2013,42(10):2877-2897
AbstractIn time series, it is essential to check the independence of data by means of a proper method or an appropriate statistical test before any further analysis. Therefore, among different independence tests, a powerful and productive test has been introduced by Matilla-García and Marín via m-dimensional vectorial process, in which the value of the process at time t includes m-histories of the primary process. However, this method causes a dependency for the vectors even when the independence assumption of random variables is considered. Considering this dependency, a modified test is obtained in this article through presenting a new asymptotic distribution based on weighted chi-square random variables. Also, some other alterations to the test have been made via bootstrap method and by controlling the overlap. Compared with the primary test, it is obtained that not only the modified test is more accurate but also, it possesses higher power. 相似文献
992.
AbstractGenerating function-based statistical inference is an attractive approach if the probability (density) function is complicated when compared with the generating function. Here, we propose a parameter estimation method that minimizes a probability generating function (pgf)-based power divergence with a tuning parameter to mitigate the impact of data contamination. The proposed estimator is linked to the M-estimators and hence possesses the properties of consistency and asymptotic normality. In terms of parameter biases and mean squared errors from simulations, the proposed estimation method performs better for smaller value of the tuning parameter as data contamination percentage increases. 相似文献
993.
A generalization of the Poisson distribution was defined by Consul and Jain (Ann. Math. Statist., 41, (1970)) and was obtained as a particular family of Lagrange distributions by Consul and Shenton (SIAM. J. Appl. Math., 23, (1972)). The distribution is subsequently named the generalized Poisson distribution (GPD). This GPD reduces to the Poisson distribution for ? = 0. When the data have a one-way layout structure, the asymptotically locally optimal Neyman's C(d) test is constructed and compared with the conditional test on the hypothesis Ho? = 0. Within the framework of the generalized linear models an appropriate link function is given, and the asymptotic distributions of the estimated parameters are derived. 相似文献
994.
995.
Imad H. Khamis 《统计学通讯:模拟与计算》2013,42(4):1301-1313
Most of the available literature on accelerated life testing deals with tests that use only one accelerating variable and no other explanatory variables. Frequently, however, there is a need to use more than one accelerating or other experimental variables. Examples include a test of capacitors at higher than usual levels of temperature and voltage, and a test of circuit boards at higher than usual levels of temperature, humidity, and voltage. M-step, step-stress models are extended to include k stress variables. Optimum M-step, step-stress designs with k stress variables are found. The polynomial model is considered as a special case, and a lack of fit test is discussed. Also a goodness-of-fit test is proposed and the appropriateness of using its asymptotic chi-square distribution for small samples is shown. 相似文献
996.
This paper provides the percentiles obtained by simulation of an informational test statistic. It gives evidence that the widely used chi-square approximation to this test statistic is not suitable. 相似文献
997.
Víctor H. Lachos Heleno Bolfarine Reinaldo B. Arellano-Valle Lourdes C. Montenegro 《统计学通讯:理论与方法》2013,42(9):1769-1786
In this article, we present EM algorithms for performing maximum likelihood estimation for three multivariate skew-normal regression models of considerable practical interest. We also consider the restricted estimation of the parameters of certain important special cases of two models. The methodology developed is applied in the analysis of longitudinal data on dental plaque and cholesterol levels. 相似文献
998.
999.
H. Fairfield Smith 《The American statistician》2013,67(4):29-31
Rao ([1], p. 475, equation 8c.6.10) considers a certain minimization problem in which one is required to minimize a sum of quadratic forms subjected to certain linear restrictions. The proof given by Rao, although elegant, is involved and complicated as he uses N dimensional geometric and regression theory arguments. Perhaps, an alternative simpler and straightforward algebraic proof of this minimization problem might be of interest. 相似文献
1000.