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81.
Employing certain generalized random permutation models and a general class of linear estimators of a finite population mean, it is shown that many of the conventional estimators are “optimal” in the sense of minimum average mean square error. Simple proofs are provided by using a well-known theorem on UMV estimation. The results also cover certain simple response error situations. 相似文献
82.
Kvaløy JT 《Lifetime data analysis》2002,8(1):35-51
A new approach for constructing tests for association between a random right censored life time variable and a covariate is proposed. The basic idea is to first arrange the observations in increasing order of the covariate and then base the test on a certain point process defined by the observation times. Tests constructed by this approach are robust against outliers in the covariate values or misspecification of the covariate scale since they only use the ordering of the covariate. Of particular interest is a test based on the Anderson-Darling statistic. This test has good power properties both against monotonic and nonmonotonic dependencies between the covariate and the life time variable. 相似文献
83.
Two approaches to the problem of goodness-of-fit with nuisance parameters are presented in this paper, both based on modifications of the Kolmogorov-Smirnov statistics. Improved tables of critical values originally computed by Lilliefors and Srinivasan are presented in the normal and exponential cases. Also given are tables for the uniform case, normal with known mean and normal with known variance. All tables were computed using Monte Carlo simulation with sample size n = 20000. 相似文献
84.
Lonnie Magee 《统计学通讯:理论与方法》2013,42(2):545-558
Conditions for choosing between restricted and unrestrieted maximum likelihood estimators based on various asymptotic risk oriteria are derived. These conditions involve the non-centrality parameters of classical and specification test statistics, and are generlizations of well known results for the linear regression model. 相似文献
85.
We consider the sequential procedures developed by Robbins and Siegmund (1974), Louis (1975) and Zoubeidi (1992) for comparing the means of two treatments. We let the procedures have equal power functions and compare their Bayes and minimax risks using the invariance property of their power functions. For each of several formulations of the problem we determine the most relatively efficient procedure and compute its expected total sample size. 相似文献
86.
《Econometric Reviews》2013,32(1):83-108
ABSTRACT This paper studies the behavior of the HEGY statistics for quarterly data, for seasonal autoregressive unit roots, when the analyzed time series is deterministic seasonal stationary but exhibits a change in the seasonal pattern. We analyze also the HEGY test for the nonseasonal unit root. the data generation process being trend stationary too. Our results show that when the break magnitudes are finite, the HEGY test statistics are not asymptotically biased toward the nonrejection of the seasonal and nonseasonal unit root hypotheses. However, the finite sample power properties may be substantially affected, the behavior of the tests depending on the type of the break. 相似文献
87.
This paper developed an exact method of random permutations when testing both interaction and main effects in the two-way
ANOVA model. The method of this paper can be regarded as a much improved model when compared with those of the previous studies
such as Still and White (1981) and ter Braak (1992). We further conducted a simulation experiment in order to check the statistical
performance of the proposed method. The proposed method works relatively well for small sample sizes compare with the existing
methods.
This work was supported by Korea Science and Engineering Foundation Grant (R14-2003-002-0100) 相似文献
88.
This paper numerically examines the size robustness of various conditional moment tests in misspecified tobit and probit models. The misspecifications considered include the incorrect exclusion of regressors, ignored heteroskedasticity and false distributional assumptions. An important feature of the experimental design is that it is based on an existing empirical study and is more realistic than many simulation studies. The tests are seen to have mixed performance depending on both the original null hypothesis being tested and type of misspecification encountered. 相似文献
89.
x
1, ..., x
n+r
can be treated as the sample values of a Markov chain of order r or less (chain in which the dependence extends over r+1 consecutive variables only), and consider the problem of testing the hypothesis H
0 that a chain of order r− 1 will be sufficient on the basis of the tools given by the Statistical Information Theory: ϕ-Divergences. More precisely, if p
a
1 .....,
a
r:
a
r
+1 denotes the transition probability for a r
th
order Markov chain, the hypothesis to be tested is
H
0:p
a
1 .....,
a
r:
a
r
+1 = p
a
2 .....,
a
r:
a
r
+1, a
i
∈{1, ..., s}, i = 1, ..., r + 1
The tests given in this paper, for the first time, will have as a particular case the likelihood ratio test and the test based
on the chi-squared statistic.
Received: August 3, 1998; revised version: November 25, 1999 相似文献
90.
B. Lecoutre 《统计学通讯:理论与方法》2013,42(10):2437-2446
The usual F-test of the analysis of variance is reconsidered within the Bayesian framework, In terms of predictive distributions, This leads to the notion of semi-Bayesian significance test, so called because it consists in only probabilizing the space of nuisance parameters, thus bringing a general principle for “eliminating” nuisance parameters, or more exactly incorporating information about these parameters. The approach is shown to extend the F-tests, by allowing the testing of hypotheses of non-zero effects. 相似文献