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71.
《统计学通讯:理论与方法》2013,42(7):1517-1531
ABSTRACT Scale equivariant estimators of the common variance σ2, of correlated normal random variables, have mean squared errors (MSE) which depend on the unknown correlations. For this reason, a scale equivariant estimator of σ2 which uniformly minimizes the MSE does not exist. For the equi-correlated case, we have developed three equivariant estimators of σ2: a Bayesian estimator for invariant prior as well as two non-Bayesian estimators. We then generalized these three estimators for the case of several variables with multiple unknown correlations. In addition, we developed a system of confidence intervals which produce the desired coverage probability while being efficient in terms of expected length. 相似文献
72.
Partial least squares regression (PLS) is one method to estimate parameters in a linear model when predictor variables are nearly collinear. One way to characterize PLS is in terms of the scaling (shrinkage or expansion) along each eigenvector of the predictor correlation matrix. This characterization is useful in providing a link between PLS and other shrinkage estimators, such as principal components regression (PCR) and ridge regression (RR), thus facilitating a direct comparison of PLS with these methods. This paper gives a detailed analysis of the shrinkage structure of PLS, and several new results are presented regarding the nature and extent of shrinkage. 相似文献
73.
Ryszard Zieliński 《Statistics》2013,47(4):453-462
According to Pitman's Measure of Closeness, if T1and T2are two estimators of a real parameter $[d], then T1is better than T2if Po[d]{\T1-o[d] < \T2-0[d]\} > 1/2 for all 0[d]. It may however happen that while T1is better than T2and T2is better than T3, T3is better than T1. Given q ? (0,1) and a sample X1, X2, ..., Xnfrom an unknown F ? F, an estimator T* = T*(X1,X2...Xn)of the q-th quantile of the distribution F is constructed such that PF{\F(T*)-q\ <[d] \F(T)-q\} >[d] 1/2 for all F?F and for all T€T, where F is a nonparametric family of distributions and T is a class of estimators. It is shown that T* =Xj:n'for a suitably chosen jth order statistic. 相似文献
74.
This article proposes a semiparametric nonlinear reproductive dispersion model (SNRDM) which is an extension of nonlinear reproductive dispersion model and semiparametric regression model. Maximum penalized likelihood estimators (MPLEs) of unknown parameters and nonparametric functions in SNRDMs are presented. Some novel diagnostic statistics such as Cook distance and difference deviance for parametric and nonparametric parts are developed to identify influence observations in SNRDMs on the basis of case-deletion method, and some formulae readily computed with the MPLEs algorithm for diagnostic measures are given. The equivalency of case-deletion models and mean-shift outlier models in SNRDM is investigated. A simulation study and a real example are used to illustrate the proposed diagnostic measures. 相似文献
75.
The generalized Poisson distribution;containing two parameters and studied by many researchers; describes the distribution of busy periods under a queueing system and has very interesting properties; The probabilities for successive classes depend upon the previous occurrences; The problem of admissible maximum likelihood estimators for for the parameters Is discussed and a necessary and sufficient condition is derived for which unique admissible maximum likelihood estimators exist; The first; order terms in the biases; variances and the covariance of these maximum likelihood estimators are obtained. 相似文献
76.
Mehrotra (1997) presented an ‘;improved’ Brown and Forsythe (1974) statistic which is designed to provide a valid test of mean equality in independent groups designs when variances are heterogeneous. In particular, the usual Brown and Fosythe procedure was modified by using a Satterthwaite approximation for numerator degrees of freedom instead of the usual value of number of groups minus one. Mehrotra then, through Monte Carlo methods, demonstrated that the ‘improved’ method resulted in a robust test of significance in cases where the usual Brown and Forsythe method did not. Accordingly, this ‘improved’ procedure was recommended. We show that under conditions likely to be encountered in applied settings, that is, conditions involving heterogeneous variances as well as nonnormal data, the ‘improved’ Brown and Forsythe procedure results in depressed or inflated rates of Type I error in unbalanced designs. Previous findings indicate, however, that one can obtain a robust test by adopting a heteroscedastic statistic with the robust estimators, rather than the usual least squares estimators, and further improvement can be expected when critical significance values are obtained through bootstrapping methods. 相似文献
77.
The asymptotic distribution of estimators generated by the methods of moments and maximum likelihood are considered. Simple formulae are provided which enable comparisons of asymptotic relative efficiency to be effected. 相似文献
78.
In this paper we consider two-stage estimators of parameters of a structural equation in a model with recursive exclusion restrictions on the instrumental variables equations. The estimations considered are simple OLS and GLS estimators after substitution of estimates of the systematic part of the IV equations for the endogenous variables. It is known in the literature that neither imposing the restrictions in the first stage nor ignoring them will in general be more efficient than the alternative. We introduce a class of mixed instrumental variables estimators (MIV) with these possibilities as special cases which yields an estimator which is not only more efficient than the two stage estimators considered in the literature but as efficient as an efficient system estimator like 3SLS. 相似文献
79.
We consider the problem of testing the equality of two population means when the population variances are not necessarily equal. We propose a Welch-type statistic, say T* c, based on Tiku!s ‘1967, 1980’ modified maximum likelihood estimators, and show that this statistic is robust to symmetric and moderately skew distributions. We investigate the power properties of the statistic T* c; T* c clearly seems to be more powerful than Yuen's ‘1974’ Welch-type robust statistic based on the trimmed sample means and the matching sample variances. We show that the analogous statistics based on the ‘adaptive’ robust estimators give misleading Type I errors. We generalize the results to testing linear contrasts among k population means 相似文献
80.
There are many time series applications where an experimenter observes the simultaneous responses of several subsystems over time. In these instances one is often not interested in the parameters of individual subsystems, but rather in an overall characterization of the system in question. Under the assumption that subsystems are independent and first order autoregressive, the present paper presents two methods for estimating the distribution of the subsystem coefficients. 相似文献