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61.
This paper deals with a regression model for several vari¬ables under the assumption that the errors have a multivariate t-distribution. The parameters of the model, the regression parameters, as well as the scale parameters and the degress of freedom of the error variable are estimated and the estimation procedure is illustrated by a numerical example, Also, the prop¬erties of the estimators and tests for the regression parameters are discussed. 相似文献
62.
Peter J. Kempthorne 《统计学通讯:理论与方法》2013,42(7):2145-2157
Minimax squared error risk estimators of the mean of a multivariate normal distribution are characterized which have smallest Bayes risk with respect to a spherically symmetric prior distribution for (i) squared error loss, and (ii) zero-one loss depending on whether or not estimates are consistent with the hypothesis that the mean is null. In (i), the optimal estimators are the usual Bayes estimators for prior distributions with special structure. In (ii), preliminary test estimators are optimal. The results are obtained by applying the theory of minimax-Bayes-compromise decision problems. 相似文献
63.
Fixed sample size approximately similar tests for the Behrens-Fisher problem are studied and compared with various other tests suggested in current sttistical methodelogy texts. Several fourmoment approxiamtely similar tests are developed and offered as alternatives. These tests are shown to be good practical solutions which are easily implemented in practice. 相似文献
64.
Jan W.H. Swanepoel 《统计学通讯:理论与方法》2013,42(11):3785-3799
Let X1,X2,… Xn be a sample of independent identically distributed (i.i.d)random variables having an unknown absolutely continuous distribution function f with density f the twofold aim of his paper consists in, firstly deriving asymptotic expressions of the mean intergrated squared error (MISE) of a kernel estimator of F when f is either assumed to be continuous everywhere or problem of finding optimal kernels in these two cases is studied in detail. 相似文献
65.
The relative 'performances of improved ridge estimators and an empirical Bayes estimator are studied by means of Monte Carlo simulations. The empirical Bayes method is seen to perform consistently better in terms of smaller MSE and more accurate empirical coverage than any of the estimators considered here. A bootstrap method is proposed to obtain more reliable estimates of the MSE of ridge esimators. Some theorems on the bootstrap for the ridge estimators are also given and they are used to provide an analytical understanding of the proposed bootstrap procedure. Empirical coverages of the ridge estimators based on the proposed procedure are generally closer to the nominal coverage when compared to their earlier counterparts. In general, except for a few cases, these coverages are still less accurate than the empirical coverages of the empirical Bayes estimator. 相似文献
66.
In the present paper we have proposed a Bayesian approach for making inferences from accelerated life tests which do not require distributional assumptions 相似文献
67.
68.
In this paper, we consider the problem of estimating the location and scale parameters of an extreme value distribution based on multiply Type-II censored samples. We first describe the best linear unbiased estimators and the maximum likelihood estimators of these parameters. After observing that the best linear unbiased estimators need the construction of some tables for its coefficients and that the maximum likelihood estimators do not exist in an explicit algebraic form and hence need to be found by numerical methods, we develop approximate maximum likelihood estimators by appropriately approximating the likelihood equations. In addition to being simple explicit estimators, these estimators turn out to be nearly as efficient as the best linear unbiased estimators and the maximum likelihood estimators. Next, we derive the asymptotic variances and covariance of these estimators in terms of the first two single moments and the product moments of order statistics from the standard extreme value distribution. Finally, we present an example in order to illustrate all the methods of estimation of parameters discussed in this paper. 相似文献
69.
《统计学通讯:理论与方法》2013,42(7):1123-1136
ABSTRACT Let {yt } be a Poisson-like process with the mean μ t which is a periodic function of time t. We discuss how to fit this type of data set using quasi-likelihood method. Our method provides a new avenue to fit a time series data when the usual assumption of stationarity and homogeneous residual variances are invalid. We show that the estimators obtained are strongly consistent and also asymptotically normal. 相似文献
70.
《统计学通讯:理论与方法》2013,42(4):527-534
ABSTRACT A bivariate distribution, whose marginal distributions are truncated Poisson distributions, is developed as a product of truncated Poisson distributions and a multiplicative factor. The multiplicative factor takes into account the correlation, either positive or negative, between the two random variables. The distributional properties of this model are studied and the model is fitted to a real life bivariate data. 相似文献