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971.
Clive L. Morley 《Australian & New Zealand Journal of Statistics》1982,24(2):201-210
A normal-theory and two distribution-free statistics used for multiple comparisons of homogeneity of location are compared on simulated data generated from six distributions. The normal-theory statistic is found to be fairly robust to departures from the assumption of normally distributed data of the types considered. The Steel-Dwass statistic is generally more powerful than a Kruskal-Wallis range statistic. 相似文献
972.
Irene L. Hudson 《Australian & New Zealand Journal of Statistics》1983,25(1):47-57
This paper presents limit distributions for the modified score and the likelihood-ratio (LR) statistic for testing a composite hypothesis involving the split intensity and mean of the offspring distribution of the supercritical continuous time Markov branching process allowing immigration (CBPI). The immigration intensity and mean are treated as nuisance parameters. 相似文献
973.
New Simple Tests for Panel Cointegration 总被引:1,自引:0,他引:1
Joakim Westerlund 《Econometric Reviews》2005,24(3):297-316
In this paper, two new simple residual-based panel data tests are proposed for the null of no cointegration. The tests are simple because they do not require any correction for the temporal dependencies of the data. Yet they are able to accommodate individual specific short-run dynamics, individual specific intercept and trend terms, and individual specific slope parameters. The limiting distributions of the tests are derived and are shown to be free of nuisance parameters. The Monte Carlo results in this paper suggest that the asymptotic results are borne out well even in very small samples. 相似文献
974.
The role of the constant and linear terms in cointegration analysis of nonstationary variables 总被引:5,自引:0,他引:5
The autoregressive model for cointegrated variables is analyzed with respect to the role of the constant and linear terms. Various models for 1(1) variables defined by restrictions on the deterministic terms are discussed, and it is shown that statistical inference can be performed by reduced rank regression. The asymptotic distributions of the test statistics and estimators are found. A similar analysis is given for models for 1(2) variables with a constant term. 相似文献
975.
Marco Marozzi 《Journal of applied statistics》2013,40(4):747-762
In this paper, the two-sample scale problem is addressed within the rank framework which does not require to specify the underlying continuous distribution. However, since the power of a rank test depends on the underlying distribution, it would be very useful for the researcher to have some information on it in order to use the possibly most suitable test. A two-stage adaptive design is used with adaptive tests where the data from the first stage are used to compute a selector statistic to select the test statistic for stage 2. More precisely, an adaptive scale test due to Hall and Padmanabhan and its components are considered in one-stage and several adaptive and non-adaptive two-stage procedures. A simulation study shows that the two-stage test with the adaptive choice in the second stage and with Liptak combination, when it is not more powerful than the corresponding one-stage test, shows, however, a quite similar power behavior. The test procedures are illustrated using two ecological applications and a clinical trial. 相似文献
976.
The robust statistic T2 Dproposed by Tiku and Singh (1982) for testing the equality of mean vectors of two mu1 t ivariate populations is modified to test the equality of variance-covariance matrices. 相似文献
977.
Kyungchul Song 《商业与经济统计学杂志》2013,31(2):288-296
One of the approaches to compare forecasting methods is to test whether the risk from a benchmark prediction is smaller than the others. The test can be embedded into a general problem of testing inequality constraints using a one-sided sup functional. Hansen showed that such tests suffer from asymptotic bias. This article generalizes this observation, and proposes a hybrid method to robustify the power properties by coupling a one-sided sup test with a complementary test. The method can also be applied to testing stochastic dominance or moment inequalities. Simulation studies demonstrate that the new test performs well relative to the existing methods. For illustration, the new test was applied to analyze the forecastability of stock returns using technical indicators employed by White. 相似文献
978.
Mohamed Y. El Bassiouni 《统计学通讯:理论与方法》2013,42(13):1519-1522
Graybill (1976) gives a theorem for testing variance components in balanced random models. Unfortunately, the theorem does not hold true. We pin down the reason that causes the theorem to fail and give a correct version of it. 相似文献
979.
A sample of n subjects is observed in each of two states, S1-and S2. In each state, a subject is in one of two conditions, X or Y. Thus, a subject may be recorded as showing a change if its condition in the two states is ‘Y,X’ or ‘X,Y’ and, otherwise, the condition is unchanged. We consider a Bayesian test of the null hypothesis that the probability of an ‘X,Y’ change exceeds that of a ‘Y,X’ change by amount kO. That is, we develop the posterior distribution of kO, the difference between the two probabilities and reject the null hypothesis if k lies outside the appropriate posterior probability interval. The performance of the method is assessed by Monte Carlo and other numerical studies and brief tables of exact critical values are presented 相似文献
980.
Robert J. Rossana 《商业与经济统计学杂志》2013,31(2):206-215
The production-smoothing model of inventories implies that inventories, labor inputs, sales, and factor input prices are cointegrated if sales and factor prices are I(1) with one cointegrating vector for each state variable held. These propositions are tested in six nondurable-goods industries. All industries provide evidence of cointegration. Fewer quasi-fixed factors are found than previous research often assumed. Estimates of cointegrating vectors provide implausible parameter estimates. Rank stability tests, with fixed or seqentially chosen breakpoints, indicate that the cointegrating matrix has unstable rank. Parameter estimates of cointegrating vectors do not provide much support for the production-smoothing model of inventories. 相似文献