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排序方式: 共有687条查询结果,搜索用时 15 毫秒
31.
Y. Parmet 《统计学通讯:理论与方法》2017,46(15):7479-7494
There are two types of decompositions: of linear combinations of random variables into contributions of individual variables (sources) and associations between them, and of populations into contributions of their subpopulations. Simultaneous treatment of the two types is called for, which takes into account the correlations between sources within subpopulations and between subpopulation means. The expected values of the subcomponents are derived and their sensitivity to correlations among sources within groups and among source group means is conducted. An example is provided, in which the correlations contribute 20--25% to total variability. This additional information is hidden when decompositions are not simultaneous. 相似文献
32.
We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest, which follow after a series of approximation steps including a Bahadur representation, a new strong approximation theorem, and exponential tail inequalities for Gaussian random fields. As a byproduct we also obtain multivariate confidence corridors for the regression function in the classical mean regression. To deal with the problem of slowly decreasing error in coverage probability of the asymptotic confidence corridors, which results in meager coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur representation. The finite-sample properties of both procedures are investigated by means of a simulation study and it is demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a randomized employment enhancement program launched in the 1970s. This article has supplementary materials online. 相似文献
33.
Zdeněk Hlávka Marie Hušková Claudia Kirch Simos G. Meintanis 《Econometric Reviews》2017,36(4):468-492
We develop testing procedures which detect if the observed time series is a martingale difference sequence. Furthermore, tests are developed that detect change–points in the conditional expectation of the series given its past. The test statistics are formulated following the approach of Fourier–type conditional expectations first proposed by Bierens (1982) and have the advantage of computational simplicity. The limit behavior of the test statistics is investigated under the null hypothesis as well as under alternatives. Since the asymptotic null distribution contains unknown parameters, a bootstrap procedure is proposed in order to actually perform the test. The performance of the bootstrap version of the test is compared in finite samples with other methods for the same problem. A real–data application is also included. 相似文献
34.
The hypothesis of structural stability that the regression coefficients do not change over time is central to all applications of linear regression models. It is rather surprising that existing theory as well as practice focus on testing for structural change under homoskedasticity – that is, regression coefficients may change, but the variances remain the same. Since structural change can, and often does, involve changes in variances, this is a puzzling gap in the literature. Our main focus in this paper is to utilize a newly developed test (MZ) by Maasoumi et al. (2010) that tests simultaneously for break in regression coefficients as well as in variance. Currently, the sup F test is most widely used for structural change. This has certain optimality properties shown by Andrews (1993). However, this test assumes homoskedasticity across the structural change. We introduce the sup MZ test which caters to unknown breakpoints, and also compare it to the sup F. Our Monte Carlo results show that sup MZ test incurs only a low cost in case of homoskedasticity while having hugely better performance in case of heteroskedasticity. The simulation results are further supported by providing a real-world application. In real-world datasets, we find that structural change often involves heteroskedasticity. In such cases, the sup F test can fail to detect structural breaks and give misleading results, while the sup MZ test works well. We conclude that the sup MZ test is superior to current methodology for detecting structural change. 相似文献
35.
Milan Jovanović 《统计学通讯:模拟与计算》2017,46(4):3050-3066
This article deals with the estimation of R = P{X < Y}, where X and Y are independent random variables from geometric and exponential distribution, respectively. For complete samples, the MLE of R, its asymptotic distribution, and confidence interval based on it are obtained. The procedure for deriving bootstrap-p confidence interval is presented. The UMVUE of R and UMVUE of its variance are derived. The Bayes estimator of R is investigated and its Lindley's approximation is obtained. A simulation study is performed in order to compare these estimators. Finally, all point estimators for right censored sample from the exponential distribution, are obtained. 相似文献
36.
This article considers statistical analysis of dependent competing risks model from Weibull distribution in accelerated life testing, in which copula function is used to examine the dependence structure between competing failure modes. We derive the maximum likelihood estimates, the approximate, and Bootstrap confidence intervals of the parameters. The effects of different dependence structures on the estimates of parameters are investigated. The simulation is given to compare the performance of the estimates when the competing failure modes are dependent with those when the failure modes are independent. Finally, one dataset was used for illustrative purpose in conclusion. 相似文献
37.
Abouzar Bazyari 《统计学通讯:模拟与计算》2017,46(9):7194-7209
Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are unknown, arbitrary positive definite and unequal are considered. This problem of testing has been studied to some extent, for example, by Kulatunga and Sasabuchi (1984) when the covariance matrices are known and also Sasabuchi et al. (2003) and Sasabuchi (2007) when the covariance matrices are unknown but common. In this paper, a test statistic is proposed and because of the main advantage of the bootstrap test is that it avoids the derivation of the complex null distribution analytically, a bootstrap test statistic is derived and since the proposed test statistic is location invariance the bootstrap p-value defined logical and some steps are presented to estimate it. Our numerical studies via Monte Carlo simulation show that the proposed bootstrap test can correctly control the type I error rates. The power of the test for some of the p-dimensional normal distributions is computed by Monte Carlo simulation. Also, the null distribution of test statistic is estimated using kernel density. Finally, the bootstrap test is illustrated using a real data. 相似文献
38.
Liwen Xu 《统计学通讯:理论与方法》2017,46(7):3308-3320
This paper presents parametric bootstrap (PB) approaches for hypothesis testing and interval estimation of the fixed effects and the variance component in the growth curve models with intraclass correlation structure. The PB pivot variables are proposed based on the sufficient statistics of the parameters. Some simulation results are presented to compare the performance of the proposed approaches with the generalized inferences. Our studies show that the PB approaches perform satisfactorily for various cell sizes and parameter configurations, and tends to outperform the generalized inferences with respect to the coverage probabilities and powers. The PB approaches not only have almost exact coverage probabilities and Type I error rates, but also have the shorter expected lengths and the higher powers. Furthermore, the PB procedure can be simply carried out by a few simulation steps. Finally, the proposed approaches are illustrated by using a real data example. 相似文献
39.
Chaitra H. Nagaraja 《统计学通讯:理论与方法》2017,46(10):4809-4823
The Gini coefficient is used to measure inequality in populations. However, shifts in the population distribution may affect subgroups differently. Consequently, it can be informative to examine inequality separately for these segments. Consider an independently and identically distributed sample split based on ranking and compute the Gini coefficient for each partition. These coefficients, calculated from post-stratified data, are not functions of U-statistics. Therefore, previous theoretical and methodological results cannot be applied. In this article, the asymptotic joint distribution is derived for the partitioned coefficients and bootstrap methods for inference are developed. Finally, an application to per capita income across census tracts is examined. 相似文献
40.
Yi-Ting Chen 《商业与经济统计学杂志》2018,36(3):438-455
We propose a unified approach that is flexibly applicable to various types of grouped data for estimating and testing parametric income distributions. To simplify the use of our approach, we also provide a parametric bootstrap method and show its asymptotic validity. We also compare this approach with existing methods for grouped income data, and assess their finite-sample performance by a Monte Carlo simulation. For empirical demonstrations, we apply our approach to recovering China's income/consumption distributions from a sequence of income/consumption share tables and the U.S. income distributions from a combination of income shares and sample quantiles. Supplementary materials for this article are available online. 相似文献