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111.
A consistent, Markovian family of conditional densities is constructed which is not compatible with any random field. 相似文献
112.
Donald W. K. Andrews Xiaoxia Shi 《Econometrica : journal of the Econometric Society》2013,81(2):609-666
In this paper, we propose an instrumental variable approach to constructing confidence sets (CS's) for the true parameter in models defined by conditional moment inequalities/equalities. We show that by properly choosing instrument functions, one can transform conditional moment inequalities/equalities into unconditional ones without losing identification power. Based on the unconditional moment inequalities/equalities, we construct CS's by inverting Cramér–von Mises‐type or Kolmogorov–Smirnov‐type tests. Critical values are obtained using generalized moment selection (GMS) procedures. We show that the proposed CS's have correct uniform asymptotic coverage probabilities. New methods are required to establish these results because an infinite‐dimensional nuisance parameter affects the asymptotic distributions. We show that the tests considered are consistent against all fixed alternatives and typically have power against n−1/2‐local alternatives to some, but not all, sequences of distributions in the null hypothesis. Monte Carlo simulations for five different models show that the methods perform well in finite samples. 相似文献
113.
114.
Gustavo Guimarães de Castro Amorim 《统计学通讯:理论与方法》2013,42(19):4703-4711
ABSTRACTResearchers are often required to reuse data that have been collected and analyzed for other purposes. Issues may arise if the outcome of this secondary study is related to the outcome of the first study and traditional methods may fail to deliver a consistent estimate. Here we propose a semiparametric approach that takes this correlation into account and produces asymptotically consistent and normally distributed estimates. We discuss its performance through simulations and apply the proposed method to a real dataset. 相似文献
115.
This paper studies the performance of tests which use a null hypothesis of bivariate symmetry and detect the broad class of location and/or scale alternatives . The conditionally distribution-free tests of Sen (1967) and Hollander (1971) and parametric tests related to those of Bell and Haller (1969) are compared in a Monte Carlo study which also includes a new conditionally distribution-free test. 相似文献
116.
We obtain the necessary and sufficient conditions so that any real function (x) is the conditional expectation E(h(X)/X≥x) of a random variable X with continuous distribution function, where h is a given real, continuous and strictly monotonic function. 相似文献
117.
K. Afsarinejad 《统计学通讯:理论与方法》2013,42(11):3985-4028
Any experiment in which one or more of the experimental units is used more than once is called a repeated measurements experiment. The associated design of a repeated measurements experiment is referred to as a repeated measurements design. This review covers some known results on repeated measurements designs. Emphasis is placed on the impact of optimal design theory. Some construction methods for these designs are presented. Hedayat and Afsarinejad (1975) has an extensive bibliography of earlier literature. A bibliography of these designs published after 1974 is provided at the end of this paper. 相似文献
118.
A modified double stage shrinkage estimator has been proposed for the single parameter θ of a distribution function Fθ. It is shown to be locally better in comparison to the usual double stage shrinkage estimator in the sense of smaller mean squared error in a certain neighbourhood of prior estimate θo of θ. 相似文献
119.
From the literature three types of predictors for factor scores are available. These are characterized by the constraints: linear, linear conditionally unbiased, and linear correlation preserving. Each of these constraints generates a class of predictors. Best predictors are defined in terms of Lowner's partial matrix order applied to matrices of mean square error of prediction. It is shown that within the first two classes a best predictor exists and that it does not exist in the third. 相似文献
120.
James L. Norris III 《统计学通讯:理论与方法》2013,42(12):3147-3162
We consider optimal sample designs for observing classes of objects. Suppose we will take a simple random sample of equal-sized sectors from a study population and observe the classes existing on these sectors. The classes might be many different things, for example, herbaceous plant species (in sampling quadrats), microinvertebrate species (in sampling cores), and side effects from a drug (in conducting medical trials). Under a nonparametric mixture model and data from a previous related study, we first estimate the optimal number of sample sectors of a given size. Then for negative binomial dispersions of individuals with a common aggregation parameter k, we consider the optimal size as well as number of sample sectors. A simple test exists to check our common k assumption and our optimal size method requires far less data than would be required by a grid method or other method which utilizes data from sample sectors of several different sizes. 相似文献