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941.
Bingrui Sun 《Journal of Statistical Computation and Simulation》2013,83(3):568-580
In the econometrics literature, it is standard practice to use the existing instrumental variables as well as generalized method of moments approaches for the estimation of the parameters of a linear dynamic mixed model for panel data. In this paper, we introduce a generalized quasi-likelihood estimation approach that produces estimates with smaller mean squared errors when compared with the aforementioned and other existing approaches. 相似文献
942.
A robust procedure is developed for testing the equality of means in the two sample normal model. This is based on the weighted likelihood estimators of Basu et al. (1993). When the normal model is true the tests proposed have the same asymptotic power as the two sample Student's t-statistic in the equal variance case. However, when the normality assumptions are only approximately true the proposed tests can be substantially more powerful than the classical tests. In a Monte Carlo study for the equal variance case under various outlier models the proposed test using Hellinger distance based weighted likelihood estimator compared favorably with the classical test as well as the robust test proposed by Tiku (1980). 相似文献
943.
Toshiyuki Sato Yoshihide Kakizawa & Masanobu Taniguchi 《Australian & New Zealand Journal of Statistics》1998,40(1):17-29
This paper discusses the large deviation principle of several important statistics for short- and long-memory Gaussian processes. First, large deviation theorems for the log-likelihood ratio and quadratic forms for a short-memory Gaussian process with mean function are proved. Their asymptotics are described by the large deviation rate functions. Since they are complicated, they are numerically evaluated and illustrated using the Maple V system (Char et al ., 1991a,b). Second, the large deviation theorem of the log-likelihood ratio statistic for a long-memory Gaussian process with constant mean is proved. The asymptotics of the long-memory case differ greatly from those of the short-memory case. The maximum likelihood estimator of a spectral parameter for a short-memory Gaussian stationary process is asymptotically efficient in the sense of Bahadur. 相似文献
944.
改革开放30年,大批早前创业成功的家族企业面临着接班传承的问题。而对于前辈企业家创业精神的传承,比企业所有权和控制权的继承更重要。企业家是市场经济的主角,创业精神则是企业家的灵魂,创业精神的继承和发扬,直接影响着家族企业的可持续发展。创业意图是创业精神的原始体现,先有创业意图才会激发创业行为,创业意图是所有创业活动的根本基础和出发点,也是企业家创业精神及其传承的研究切入点。中国大量的家族企业准接班人目前都处于大学教育阶段,文章以其为研究对象,运用并扩展了计划行为理论模型,通过实证数据深入辨析了各种相关因素对家族企业后代创业意图所产生的不同影响。研究结论为家族企业传承以及创业学研究都提供了有益参考,另外文章中所运用的Smartpls软件在进行探索性研究时具有强大的功能,值得引起各位学者的重视。 相似文献
945.
This note investigates the efficiency of using near-best or approximate L1 estimators as starting values in L1 linear programming procedures. In particular, it is shown that the total computer time can often be reduced if one first computes the least squares estimator, β, and then adjust y to y - Xβ in Barrodale and Roberts’ improved algorithm. 相似文献
946.
Jun-mo Nam 《统计学通讯:理论与方法》2013,42(9):1053-1068
Various methods for estimating the parameters of the simple harmonic curve and corresponding statistics for testing the significance of the sinusoidal trend are investigated. The locally reasonable method is almost fully efficient when the size of the trend is very small; however, the maximum likelihood method is preferred generally, especially when the trend is not very small. The log likelihood ratio test is more powerful than the R test which is based on locally reasonable estimates. The efficient method and the log likelihood ratio or equivalent tests are the best statistical techniques for identifying the cyclical trend. Thus they are the methods of choice when adequate computing facilities are available. 相似文献
947.
Quade (1972,1979) proposed a family of nonparametric tests based on a method of weighted within-block rankings, for testing the hypothesis of no treatment effects in a complete randomized blocks layout. In this paper we obtain an expression for the Pitman asymp-totic relative efficiency of these tests with respect to the Friedman test. 相似文献
948.
Tanan Kumar Nayak 《统计学通讯:理论与方法》2013,42(3):807-820
For the models given V = v (a common random stress), X and Y are independently exponentially distributed with failure rates λ1and λ2v, testing H0λ1λ2using a random ‘paired’ sample is considered. It is shown that a uniformly most powerful invariant test does not exist even for one sided alternatives; locally most powerful invariant tests are derived and compared with existing procedures. The method is illustrated with reliability data. Finally, the robustness of the tests when the relationships of the failure rates to V is more complex are established. 相似文献
949.
《Comparative American Studies》2013,11(1):45-62
AbstractThis article explores the parallels between the narrative tropes of Moby-Dick and the conduct of the Mexican War of 1846–48. Drawing on the theories of Austin and Butler, the article develops an account of the performative speech acts deployed by President James K. Polk in order to secure Congressional support for the war, and the rhetorical power exercised by Ahab on the Pequod. It also examines in detail Melville’s use of the Biblical figures of King Ahab and Belshazzar, showing how the novel turns the Biblical-republican typology used in the American Revolution against the British to indict America’s own practice of imperialism. The article concludes by reflecting on both the vision of perpetual war which Melville presents as the consequence of Polk’s assumption of imperial power, and the parallels between Polk’s prosecution of the war with Mexico and the US invasion of Iraq. 相似文献
950.
In today’s competitive context, the paradigm of sustainable development is becoming more and more significant, also in warehousing. Managers are progressively considering not only purely economic aspects but also environmental concerns. Despite such consciousness, the selection of automated warehousing solutions has been mainly based on operational and economic performance in both practice and theory so far, whereas energy consumption and environmental performance have not been adequately taken into account. To fill this lack, a model is proposed to evaluate the energy consumption and environmental impact of automated warehousing solutions. The model has been used to investigate whether and how the selection of automated solutions changes depending on the dimensions involved in the analysis (i.e. only economic, only environmental or both). The analysis has been performed considering autonomous vehicle storage and retrieval systems (AVS/RSs) and its natural alternative, i.e. automated storage and retrieval systems (AS/RSs). Results confirm the importance of considering both dimensions in the assessment of automated warehouses, as depending on the scenario, the technology selection shifts from AS/RS to AVS/RS when considering not only the economic but also the environmental impact. Additionally, this study provides new insights on the suitability areas of AVS/RSs. 相似文献