Robust multivariate transformations to normality: Constructed variables and likelihood ratio tests

The assumption of multivariate normality provides the customary powerful and convenient ways of analysing multivariate data: if the data are not normal, the analysis may often be simplified by an appropriate transformation. In this context, the most widely used test is the likelihood ratio, which requires the maximum likelihood estimate of the transformation parameter for each variable. Given that this estimate can only be found numerically, when the number of variables is large (> 20) it is impossible or infeasible to compute the test. In this paper we introduce alternative tests which do not require the maximum likelihood estimate of the transformation parameters and prove algebraically their relationships. We also give insights both using theoretical arguments and a robust simulation study, based on the forward search algorithm, about the distribution of the tests previously introduced.     

Higher-order asymptotics under model misspecification

Most of the higher-order asymptotic results in statistical inference available in the literature assume model correctness. The aim of this paper is to develop higher-order results under model misspecification. The density functions to O(n^?3/2) of the robust score test statistic and the robust Wald test statistic are derived under the null hypothesis, for the scalar as well as the multiparameter case. Alternate statistics which are robust to O(n^?3/2) are also proposed.     

On conditional sampling strategies

Estimation of the population average by means of a conditional strategy has been considered e.g. in [2–6,9] and [10]. Let us assume that the sampling design depends on a function of an auxiliary variable called an auxiliary statistic like: the sample mean or the sample variance. Under the conditional versions of these designs several estimators of the population mean are considered: the Horvitz-Thompson statistic, ratio and regression type estimators. The unbiasedness and accuracy of the strategies are considered. The empirical example of the accuracy comparisons of strategies is developed. The conditional strategies could improve the accuracy of estimation and protect it against outliers observations.     

可靠性质量管理現状

本文通过从不同渠道来的调查资料,综述了目前我国可靠性质量管理的现状。其内容用数表、数学模型、统计计算结果和经济效益等进行了论证,对概括了解当前我国可靠性质量管理和产品质量状况、正确认识质量管理形势、寻找对策提供了依据。尤其重要的一点,使质量和效益挂钩,综述了一些有吸引力的设想模型,可供读者深入研究探讨。文中最后论述的几个问题,是当前我国有关方面应重点考虑、首先解决的问题。     

GPS载波相位的周跳检测方法

讨论了ＧＰＳ载波相位定位中出现的周跳问题及其解决途径，将其分为静态和动态两种情况。在静态环境下根据卫星运动的特点采用最小二乘拟合的方法来检测，在动态环境下利用卡尔曼滤波对载波相位残差进行统计检验，并结合双频相位电离层残差组合进行两级周跳检测，可以提高周跳的检测能力。利用实测的相位数据，上述方法均得到了验证。     

利用CSSCI对南开大学历史学院发文及引文的统计与分析

利用CSSCI对南开大学历史学院重点学科教师在其来源刊物上发表学术论文及引文情况进行调查和统计,以期得出一些有意义的结论,在此基础上对其进行评价     

On a cramér-von mises type statistic for testing bivariate independence

A Cramér-von Mises type statistic for testing bivariate independence, proposed by Hoeffding (1948) and by Blum, Kiefer, and Rosenblatt (1961), is examined in greater detail. The statistic is decomposed into components in the manner of Durbin and Knott (1972), and the components are shown to be related to linear rank statistics. Asymptotic power properties of the Hoeffding statistic and its components in testing for independence with bivariate normal random observations are described; a Monte Carlo study comparing these statistics with other nonparametric statistics for bivariate independence is also reported.     

Likelihood

This article reviews some recent work on large-sample likelihood inference, in particular work related to conditional inference and ancillary statistics. The background discussion includes a relation between conditional inference and testing for model fit. There are brief comments on results for sequential estimation, also on the difficulties associated with multiparameter problems.     

ASYMPTOTIC OPTIMALITY OF LIKELIHOOD RATIO TESTS FOR EXPONENTIAL DISTRIBUTIONS UNDER TYPE II CENSORING

Consider the model of k two parameter exponential populations under a type II censoring scheme. In this paper we establish optimality in the sense of Bahadur of the likelihood ratio test for an arbitrary testing problem by requiring only Condition A in Hsieh (1979). This result unifies and generalizes the results in Samanta (1986).     

A new test for residual randomness in a class of dynamic autocorrelated econometric models

This paper presents a new test statistic for dynamic or stochastic mis-specification for the dynamic demand or dynamic adjustment class of economic models. The test statistic is based on residual autocorrelations, asymptotically X² and is suspected to be of low power. The test is illustrated with an example from recent econometric literature.