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21.
This article examines a semiparametric test for checking the constancy of serial dependence via copula models for Markov time series. A semiparametric score test is proposed for testing the constancy of the copula parameter against stochastically varying copula parameter. The asymptotic null distribution of the test is established. A semiparametric bootstrap procedure is employed for the estimation of the variance of the proposed score test. Illustrations are given based on simulated series and historic interest rate data.  相似文献   
22.
Finding the influence of traffic accident on the road is helpful to analyze the characteristics of traffic flow, and take reasonable and effective control measures. Here, the detrended fluctuation analysis method is applied to investigate the complexity of time series in mixed traffic flow with a blockage induced by an accident. As a parameter to depict the long-term evolutionary behavior of the time series in traffic flow, the scaling exponent is analyzed. According to the scaling exponent, it is shown that the traffic flow time series can display long-range correlation characteristics, short-range correlation characteristics, and non-power-law relation in the long-range correlation characteristics, which is strongly dependent on the entering probability of vehicle, the ratio of slow vehicle and the blockage duration time.  相似文献   
23.
Various programs in statistical packages for analysis of variance with unequal cell size give different results to the same data because of nonorthogonality of the main effects and interactions. This paper explains how these programs treat the problem of analysis of variance of unbalanced data.  相似文献   
24.
Since the squared ranks test was first proposed by Taha in 1964 it has been mentioned by several authors as a test that is easy to use, with good power in many situations. It is almost as easy to use as the Wilcoxon rank sum test, and has greater power when two populations differ in their scale parameters rather than in their location parameters. This paper discuss the versatility of the squared ranks test, introduces a test which uses squared ranks, and presents some exact tables  相似文献   
25.
Conditional confidence intervals for the location parameter of the double exponential distribution based on maximum likelihood estimators conditioned on a set of ancillary statistics and the corresponding unconditional confidence intervals based on the maximum likelihood estimators alone are compared in two ways. Monte Carlo techniques are used and the conditional approach appears to give slightly better results although agreement as n becomes larger is noted  相似文献   
26.
In reliability studies, one typically would assume a lifetime distribution for the units under study and then carry out the required analysis. One popular choice for the lifetime distribution is the family of two-parameter Weibull distributions (with scale and shape parameters) which, through a logarithmic transformation, can be transformed to the family of two-parameter extreme value distributions (with location and scale parameters). In carrying out a parametric analysis of this type, it is highly desirable to be able to test the validity of such a model assumption. A basic tool that is useful for this purpose is a quantile–quantile (QQ) plot, but in its use, the issue of the choice of plotting position arises. Here, by adopting the optimal plotting points based on Pitman closeness criterion proposed recently by Balakrishnan et al. (2010b Balakrishnan , N. , Davies , K. F. , Keating , J. P. , Mason , R. L. ( 2010b ). Computation of optimal plotting points based on Pitman Closeness with an application to goodness of fit for location-scale families. Submitted to Computational Statistics & Data Analysis.  [Google Scholar]), and referred to as simultaneous closeness probability (SCP) plotting points, we propose a correlation-type goodness of fit test for the extreme value distribution. We compute the SCP plotting points for various sample sizes and use them to determine the mean, standard deviation and critical values for the proposed correlation-type test statistic. Using these critical values, we carry out a power study, similar to the one carried out by Kinnison (1989 Kinnison , R. ( 1989 ). Correlation coefficient goodness of fit test for extreme value distribution . The American Statistician 43 : 98100 .[Taylor & Francis Online], [Web of Science ®] [Google Scholar]), through which we demonstrate that the use of SCP plotting points results in better power than with the use of mean ranks as plotting points and nearly the same power as with the use of median ranks. We then demonstrate the use of the SCP plotting points and the associated correlation-type test for Weibull analysis with an illustrative example. Finally, for the sake of comparison, we also adapt two statistics proposed by Gan and Koehler (1990 Gan , F. F. , Koehler , K. J. ( 1990 ). Goodness of fit based on P-P probability plots . Technometrics 32 : 289303 .[Taylor & Francis Online], [Web of Science ®] [Google Scholar]), in the context of probability–probability (PP) plots, based on SCP plotting points and compare their performance to those based on mean ranks. The empirical study also reveals that the tests from the QQ plot have better power than those from the PP plot.  相似文献   
27.
In the article, it is shown that in panel data models the Hausman test (HT) statistic can be considerably refined using the bootstrap technique. Edgeworth expansion shows that the coverage of the bootstrapped HT is second-order correct.

The asymptotic versus the bootstrapped HT are compared also by Monte Carlo simulations. At the null hypothesis and a nominal size of 0.05, the bootstrapped HT reduces the coverage error of the asymptotic HT by 10–40% of nominal size; for nominal sizes less than or equal to 0.025, the coverage error reduction is between 30% and 80% of nominal size. For the nonnull alternatives, the power of the asymptotic HT fictitiously increases by over 70% of the correct power for nominal sizes less than or equal to 0.025; the bootstrapped HT reduces overrejection to less than one fourth of its value. The advantages of the bootstrapped HT increase with the number of explanatory variables.

Heteroscedasticity or serial correlation in the idiosyncratic part of the error does not hamper advantages of the bootstrapped version of HT, if a heteroscedasticity robust version of the HT and the wild bootstrap are used. But, the power penalty is not negligible if a heteroscedasticity robust approach is used in the homoscedastic panel data model.  相似文献   
28.
For the problem of testing the equality of slopes of several regression lines against the alternative that the slopes are in increasing (decreasing) order of magnitude, two types of tests are proposed. These are the likelihood ratio test and a test that depends on suitable linear combination of one group statistics. Rank analogues of the two tests are also examined.  相似文献   
29.
Amemiya's generalized least squares method for the estimation of simultaneous equation modeis with qualitative or limited dependent variables is known to be efficient relative to many popular two stage estimators. This note points out that test statistics for overidentification restrictions can be obtained as by-products of Amerniya's generalized least squares procedure. Amemiya's procedure is shown to be a minimum chisquare method. The Amemiya procedure is valuable both for efficient estimation and for model evaluation of such models.  相似文献   
30.
Since the teaching of response surface methodology involving the steepest ascent (descent) method requires a fair amount of instructor and student time even to complete one analysis, the routine aspects of the method were computerized. Flowcharts that contain the logic of first- and second-order experimentation to reach optimum conditions were also developed.  相似文献   
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