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41.
This study investigates the performance of two traditional F tests, one for main effects and the other for interaction in repeated measures designs under several conditions of covariance heterogeneity. Overall, the test for interaction is more vulnerable than the one for main effects. Distortion in the level of significance is less serious for the case of equal group size. 相似文献
42.
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
43.
We consider the calculation of power functions in classical multivariate analysis. In this context, power can be expressed
in terms of tail probabilities of certain noncentral distributions. The necessary noncentral distribution theory was developed
between the 1940s and 1970s by a number of authors. However, tractable methods for calculating the relevant probabilities
have been lacking. In this paper we present simple yet extremely accurate saddlepoint approximations to power functions associated
with the following classical test statistics: the likelihood ratio statistic for testing the general linear hypothesis in
MANOVA; the likelihood ratio statistic for testing block independence; and Bartlett's modified likelihood ratio statistic
for testing equality of covariance matrices. 相似文献
44.
ABDOLLAH JALILIAN YONGTAO GUAN RASMUS WAAGEPETERSEN 《Scandinavian Journal of Statistics》2013,40(1):119-137
Abstract. Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees. 相似文献
45.
杨光 《中北大学学报(社会科学版)》2007,23(5):15-18,22
对迪尔凯姆著作之一《社会学方法的准则》进行了简单评述,介绍了他的社会学方法论,包括他对社会学研究对象的界定及如何去观察和解释研究对象的原则,以及社会学求证的具体方法. 相似文献
46.
HERVÉ CARDOT 《Scandinavian Journal of Statistics》2007,34(2):317-335
Abstract. This work proposes an extension of the functional principal components analysis (FPCA) or Karhunen–Loève expansion, which can take into account non-parametrically the effects of an additional covariate. Such models can also be interpreted as non-parametric mixed effect models for functional data. We propose estimators based on kernel smoothers and a data-driven selection procedure of the smoothing parameters based on a two-step cross-validation criterion. The conditional FPCA is illustrated with the analysis of a data set consisting of egg laying curves for female fruit flies. Convergence rates are given for estimators of the conditional mean function and the conditional covariance operator when the entire curves are collected. Almost sure convergence is also proven when one observes discretized noisy sample paths only. A simulation study allows us to check the good behaviour of the estimators. 相似文献
47.
Numerous papers have considered the problem of comparing univariate measures of dispersion corresponding to two independent groups. This paper considers a multivariate generalization of this problem where the goal is to compare robust generalized variances. For reasons given in the paper, attention is focused on a particular W-estimator where multivariate outliers are downweighted via a projection-type outlier detection method. Included are results on the small-sample efficiency of several estimators plus comments on using the usual generalized variance. 相似文献
48.
This paper proposes a high dimensional factor multivariate stochastic volatility (MSV) model in which factor covariance matrices are driven by Wishart random processes. The framework allows for unrestricted specification of intertemporal sensitivities, which can capture the persistence in volatilities, kurtosis in returns, and correlation breakdowns and contagion effects in volatilities. The factor structure allows addressing high dimensional setups used in portfolio analysis and risk management, as well as modeling conditional means and conditional variances within the model framework. Owing to the complexity of the model, we perform inference using Markov chain Monte Carlo simulation from the posterior distribution. A simulation study is carried out to demonstrate the efficiency of the estimation algorithm. We illustrate our model on a data set that includes 88 individual equity returns and the two Fama-French size and value factors. With this application, we demonstrate the ability of the model to address high dimensional applications suitable for asset allocation, risk management, and asset pricing. 相似文献
49.
M. S Srivastava 《Scandinavian Journal of Statistics》1997,24(1):115-124
In this paper the problem of classifying an individual with p characteristics into one of k multivariate normal distributions with common unknown covariance matrix is considered when the matrix of ( k +1) means has a linear structural relationship, that is, it lies in an r -dimensional plane, where r 相似文献
50.
孙建新 《绍兴文理学院学报》1988,(4)
本文利用服从伽马分布的随机变量 X 与其逆 X~(-1)的协方差只与形状参数有关这一性质,给出伽马分布形状参数的所谓自逆协方差估计,进而构造了相应的无偏估计,并证明了这类估计的大样本性质:强相合性以及渐近正态性。 相似文献