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41.
An exact transformation that reduces the AR(p) process into white noise is well known in statistics, see Fuller (1976). However,
practitioners still use and econometric textbooks still recommend the Cochrane-Orcutt procedure for p>2, see Greene (1990).
This paper derives an alternative exact transformation for the AR(p) process which is computationally simple. Based on this
transformation, a GLS estimator is proposed, requiring only least squares regressions and recursive computations. This is
illustrated for the AR(3) case. 相似文献
42.
Christian Genest Jean‐Franlois Quessy Bruno Ramillard 《Revue canadienne de statistique》2002,30(3):441-461
The authors propose new rank statistics for testing the white noise hypothesis in a time series. These statistics are Cramér‐von Mises and Kolmogorov‐Smirnov functionals of an empirical distribution function whose mean is related to a serial version of Kendall's tau through a linear transform. The authors determine the asymptotic behaviour of the underlying serial process and the large‐sample distribution of the proposed statistics under the null hypothesis of white noise. They also present simulation results showing the power of their tests. 相似文献
43.
Arthur Pewsey 《Journal of applied statistics》2004,31(5):575-585
Circular data arise in many contexts, a particularly rich source being animal orientation experiments. Often, in the analysis of such data, a fundamental question of scientific interest is whether the underlying distribution is reflectively symmetric about some specific axis. In this paper, the situation in which the axis of interest is known to be a median axis is considered and a simple, asymptotically distribution- free test for circular reflective symmetry against skew alternatives is developed. The results from a simulation study lead to a testing strategy incorporating the new test and the circular analogue of the modified runs test of Modarres & Gastwirth (1996). The application of the testing strategy is illustrated using circular data arising from two animal orientation experiments. 相似文献
44.
Two independent random samples are drawn from two multivariate normal populations with mean vectors μ1 and μ2 and a common
variance-covariance matrix Σ. Ahmed and Saleh (1990) considered preliminary test maximum likelihood estimator (PMLTE) for estimating μ1 based on the Hotelling's T
N
2, when it is suspected that μ1=μ2. In this paper, the PTMLE based on the Wald (W), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests are considered. Using the quadratic risk function, the conditions of superiority of the proposed estimator for departure
parameter are derived. A max-min rule for the size of the preliminary test of significance is presented. It is demonstrated
that the PTMLE based on W test produces the highest minimum guaranteed efficiencies compared to UMLE among the three test procedures. 相似文献
45.
This paper presents Monte Carlo experiments on the small sample performance of the predictive test for structural change proposed by Ghysels and Hall. The predictive test was found to be more powerful than the overidentifying restrictions test in terms of size-corrected power when a shift in parameter has occurred. Also, it was found that the power of the predictive test decreases drastically as the number of the out-sample data decreases. 相似文献
46.
文章从生理学的角度,阐述了放松技术对提高短跑成绩的作用,认为放松技术主要指肌 肉放松。肌肉放松可增大肌肉的收缩力量和收缩速度,提高速度耐力和肌肉、关节的灵活性及柔 韧性。同时,从心理学的角度分析了短跑运动员的情绪、意志、自信心和竞争力等心理品质对肌 肉放松的影响,结合训练实践,针对性的提出了短跑放松训练方法和检测手段。 相似文献
47.
In this article we provide saddlepoint approximations for some important models of circular data. The particularity of these saddlepoint approximations is that they do not require solving the saddlepoint equation iteratively, so their evaluation is immediate. We first give very accurate approximations to P-values, critical values and power functions for some optimal tests regarding the concentration parameter under wrapped symmetric α-stable and circular normal models. Then, we consider an approximation to the distribution of a projection of the two-dimensional Pearson random walk with exponential step sizes. 相似文献
48.
考试规范是一个有关考什么和怎样考的书面文献,它在考试命题中起着重要作用。本文在问卷调查和相关文献的基础上,首先分析了广大英语教师对考试规范的认识、制定情况,探讨考试规范与考试大纲的区别和联系,考试规范在保证试卷的内容效度、结构效度及考试评估中的作用,然后指出考试规范制定的程序,希望能引起广大英语教师的重视。 相似文献
49.
经过对庆阳市38所乡镇初级中学英语成绩测试现状的调研,发现这些学校的测试实践科学性不足,测试体系不完善,测试结果不能有效地指导教学。要落实新课程标准的各项目标,搞好教改,就必须规范和加强语言测试工作。 相似文献
50.
杨绍林 《西华师范大学学报(自然科学版)》2006,(3):23-27
分析了普通话儿化韵的类型和儿化韵测试中存在争议的原因,并在对《普通话水平测试大纲》儿化词语与《普通话水平测试实施纲要·普通话水平测试用儿化词语表》进行对比分析的基础上,论证了《普通话水平测试实施纲要》比《普通话水平测试大纲》更科学、更严谨、更规范、更具有可操作性的观点。 相似文献