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141.
Ling Leng 《The American statistician》2020,74(3):226-232
AbstractErrors-in-variable (EIV) regression is often used to gauge linear relationship between two variables both suffering from measurement and other errors, such as, the comparison of two measurement platforms (e.g., RNA sequencing vs. microarray). Scientists are often at a loss as to which EIV regression model to use for there are infinite many choices. We provide sound guidelines toward viable solutions to this dilemma by introducing two general nonparametric EIV regression frameworks: the compound regression and the constrained regression. It is shown that these approaches are equivalent to each other and, to the general parametric structural modeling approach. The advantages of these methods lie in their intuitive geometric representations, their distribution free nature, and their ability to offer candidate solutions with various optimal properties when the ratio of the error variances is unknown. Each includes the classic nonparametric regression methods of ordinary least squares, geometric mean regression (GMR), and orthogonal regression as special cases. Under these general frameworks, one can readily uncover some surprising optimal properties of the GMR, and truly comprehend the benefit of data normalization. Supplementary materials for this article are available online. 相似文献
142.
An Ornstein–Uhlenbeck (OU) process is employed as a versatile model to capture the mean-reverting and stochastic evolution of many variables in various fields of applications including finance and economics. Within the OU setting, we develop a new estimation method to determine the unknown change-point location under the assumption that the volatilities before and after the change point in a time series are unequal. Our method hinges on the concept of a weighted least sum of squared errors approach and enhanced by a fusion of an iterative algorithm. The consistency of the change-point estimator is established. This article highlights a numerical implementation on simulated and observed financial market data demonstrating the significant flexibility and accuracy of our proposed modelling and estimation method. The Canadian Journal of Statistics 48: 62–78; 2020 © 2019 Statistical Society of Canada 相似文献
143.
L. G. Godfrey 《Econometric Reviews》1992,11(3):329-336
The asymptotic distribution of the F statistic calculated from instrumental variable'two stage least squares residuals is obtained. 相似文献
144.
There are numerous situations in categorical data analysis where one wishes to test hypotheses involving a set of linear inequality constraints placed upon the cell probabilities. For example, it may be of interest to test for symmetry in k × k contingency tables against one-sided alternatives. In this case, the null hypothesis imposes a set of linear equalities on the cell probabilities (namely pij = Pji ×i > j), whereas the alternative specifies directional inequalities. Another important application (Robertson, Wright, and Dykstra 1988) is testing for or against stochastic ordering between the marginals of a k × k contingency table when the variables are ordinal and independence holds. Here we extend existing likelihood-ratio results to cover more general situations. To be specific, we consider testing Ht,0 against H1 - H0 and H1 against H2 - H 1 when H0:k × i=1 pixji = 0, j = 1,…, s, H1:k × i=1 pixji × 0, j = 1,…, s, and does not impose any restrictions on p. The xji's are known constants, and s × k - 1. We show that the asymptotic distributions of the likelihood-ratio tests are of chi-bar-square type, and provide expressions for the weighting values. 相似文献
145.
介绍了一种激光雷达利用最小二乘曲线拟合来获取目标体速度信息的方法;并分别以常用的幂级数族和构造的正交函数族为基进行了拟合求解,通过这两种情况所造成的测量误差的理论分析,对两者的拟合性能进行了对比,最终确定以幂级数族为基进行曲线拟合来获取目标体的速度信息。 相似文献
146.
J. S. Chawla 《Statistical Papers》1988,29(1):227-230
The necessary and sufficient condition is obtained such that ridge estimator is better than the least squares estimator relative
to the matrix mean square error. 相似文献
147.
This paper explores the asymptotic distribution of the restricted maximum likelihood estimator of the variance components in a general mixed model. Restricting attention to hierarchical models, central limit theorems are obtained using elementary arguments with only mild conditions on the covariates in the fixed part of the model and without having to assume that the data are either normally or spherically symmetrically distributed. Further, the REML and maximum likelihood estimators are shown to be asymptotically equivalent in this general framework, and the asymptotic distribution of the weighted least squares estimator (based on the REML estimator) of the fixed effect parameters is derived. 相似文献
148.
Ramesh C. Gupta 《Statistics》2013,47(4):551-554
Some relations between the exponential, the Pareto and the Power function distributions and their order statistics are given. These relations are employed to obtain some characterization theorems of Pareto and Power distributions. 相似文献
149.
IBRAHIM RAHIMOV 《Mathematical Population Studies》2013,20(4):188-199
The asymptotic normality of conditional least squares estimators for the offspring variance in critical branching processes with nonhomogeneous immigration is established, under moment assumptions on both reproduction and immigration. The proofs use martingale techniques and weak convergence results in Skorokhod spaces. 相似文献
150.
Friedrich Pukelsheim 《Statistics》2013,47(3):323-331
The paper examplifies with Hsu’s model a general pattern as how to derive results of variance component estimation from well known results on mean estimation, as far as linear model theory is concerned. This ’ dispersion-mean-correspondence‘provides new and short proofs for various theorems from the literature, concerning unbiased invariant quadratic estimators with minimum BAYES risk or minimum variance. For pure variance component models, unbiased non-negative quadratic estimability is characterized in terms of the design matrices. 相似文献