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101.
AbstractIn this paper, we introduce a version of Hayter and Tsui's statistical test with double sampling for the vector mean of a population under multivariate normal assumption. A study showed that this new test was more or as efficient than the well-known Hotelling's T2 with double sampling. Some nice features of Hayter and Tsui's test are its simplicity of implementation and its capability of identifying the errant variables when the null hypothesis is rejected. Taking that into consideration, a new control chart called HTDS is also introduced as a tool to monitor multivariate process vector mean when using double sampling. 相似文献
102.
ABSTRACTRandom vectors with positive components are common in many applied fields, for example, in meteorology, when daily precipitation is measured through a region Marchenko and Genton (2010). Frequently, the log-normal multivariate distribution is used for modeling this type of data. This modeling approach is not appropriate for data with high asymmetry or kurtosis. Consequently, more flexible multivariate distributions than the log-normal multivariate are required. As an alternative to this distribution, we propose the log-alpha-power multivariate and log-skew-normal multivariate models. The first model is an extension for positive data of the fractional order statistics model Durrans (1992). The second one is an extension of the log-skew-normal model studied by Mateu-Figueras and Pawlowsky-Glahn (2007). We study parameter estimation for these models by means of pseudo-likelihood and maximum likelihood methods. We illustrate the proposal analyzing a real dataset. 相似文献
103.
AbstractIn this paper, assuming that the error terms follow a multivariate t distribution, we derive the exact formula for the predictive mean squared error (PMSE) of two different types of pretest estimators. It is shown analytically that one of the pretest estimator dominates the SR estimator if a critical value of the pretest is chosen appropriately. Also, we compare the PMSE of the pretest estimators with the MMSE, AMMSE, SR and PSR estimators by numerical evaluations. Our results show that the pretest estimators dominate the OLS estimator for all combinations when the degrees of freedom is not more than 5. 相似文献
104.
AbstractThe purpose of this paper is to develop a detection algorithm for the first jump point in sampling trajectories of jump-diffusions which are described as solutions of stochastic differential equations driven by α-stable white noise. This is done by a multivariate Lagrange interpolation approach. To this end, we utilize computer simulation algorithm in MATLAB to visualize the sampling trajectories of the jump-diffusions for various combinations of parameters arising in the modeling structure of stochastic differential equations. 相似文献
105.
In this paper two equivalent sets of necessary and sufficient conditions are derived for dependent quadratic forms to be distributed as multivariate gamma distribution. The procedure also gives a set of necessary and sufficient conditions for principal minors of generalized quadratic forms to be jointly distributed as the joint distribution of principal minors of a Kishart matrix. 相似文献
106.
The problem of setting confidence bounds on a central multivariate normal quantile is considered. It is shown that for the setting of exact confidence bounds of specified closeness to the quantile,the required minimum size of a normal sample is large and rises rapidly with the number of variates considered. 相似文献
107.
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
108.
Some simple methods for the estimation of mixed multivariate autoregressive moving average time series models are introduced. The methods require the fitting of a long autoregression to the data and the computation of consistent initial estimates for the parameters of the model. After these preliminaries the estimators of the paper are obtained by applying weighted least squares to a multivariate auxiliary regression model. Two types of weight matrices are considered. Both of them yield estimators which are strongly consistent and asymptotically normally distributed. The first estimators are also asymptotically efficient while the second ones are not fully efficient but computationally simple. A simulation study is performed to illustrate the behaviour of the estimators in finite samples. 相似文献
109.
Dayanand N. Naik 《统计学通讯:理论与方法》2013,42(6):2315-2321
Extensions of recent results for detection of mean slippage type outliers from i.i.d. multivariate normal and elliptically symmetric distributions are made to symmetric case, that is, when the observations are equicorrelated. The main tool used is Wijsman's (1967) representation theorem. The results obtained can be viewed as a robustness property of the use of Mardia's multivariate kurtosis as a locally optimal test statistic to detect outliers against equicorrelated distributions. 相似文献
110.
S.C. Gupta 《统计学通讯:理论与方法》2013,42(9):3089-3105
Srivastava considered the problem of designing and analysis of incomplete multi-response experiments, The main characteristics of the analysis given by her are investigated and a general class of incomplete multiresponse designs (Type A) is obtained on the basis of these investigations. 相似文献