排序方式: 共有33条查询结果,搜索用时 46 毫秒
1.
发展了Baksalary和Drygas提出的一般Gauss-Markov模型中线性充分性、最小充分性和完全性的概念,用Rao的最小二乘统一理论,给出了这些概念的刻划定理。 相似文献
2.
Sanpei Kageyama 《统计学通讯:理论与方法》2013,42(8):2697-2704
This deals with chemical balance weighing designs which attain a lower bound for the variance of the estimated total weight, The results extend those of Chacko Dey (1978). 相似文献
3.
The method introduced here allows us to use a data set with a non-restricted number of outcomes, here 21. Hence, our method complements the other ones developed in the domain of the probability triangle. Individual parameters are estimated for expected utility and various non-expected utility theories. We use CRRA and CARA utility functions, both without and with the assumption of weakly concavity. Rank-dependent utility, prospective reference and cognitive consistency theories emerge from the others.An erratum to this article can be found at 相似文献
4.
S.R. Searle 《统计学通讯:理论与方法》2013,42(2):181-200
The Statistical Analysis System (SAS) procedure entitled General Linear Model (GLM) includes in its output four types of estimable functions that have certain arbitrariness (represented by the letter L) in their coefficients. This paper shows how such arbitrary estimable functions are derived from the known, general expressions for hypotheses tested by traditional-style F-statisties in analysis of variance calculations that are often made for unbalanced data (i.e., data having unequal numbers of observations in their subclasses). 相似文献
5.
George W. Williams 《统计学通讯:模拟与计算》2013,42(2):129-149
Recently two sequential estimation procedures based on generalized U-statistics have appeared in the statistical literature [Williams and Sen (1973, 1974)]. One of these procedures concerns the multi-sample problem of estimating a vector of parameters when the total sample size is fixed. The other procedure concerns the multi-sample problem of constructing a confidence ellipsoid of bounded maximum width for a vector of parameters. To supplement the asymptotic theory discussed in these earlier papers, a Monte Carlo study investigating the efficiency of these procedures for moderate sample sizes would be useful. This paper describes a preliminary Monte Carlo study utilizing a small number of replications and performed to provide information for the design of a more extensive study. 相似文献
6.
Hajime Yamato 《统计学通讯:理论与方法》2013,42(2):525-543
Tne Bayes estimates of estimable parameters of arbitrary degree in the one sample case are obtained against a Dirichlet invariant. process prior and the squared error loss. We also oive the limits of Bayes estimates, which are related to the in- a- variant U-statistics. For a fixed distribution, the limits of Bayes estimates have the asymptotic normal distribution under certain conditjons. 相似文献
7.
8.
Exact cooperative games or non-additive measures, coherent lower previsions and coherent risk measures are mathematically
essentially the same. They are belong to the class of exact functionals on an arbitrary set of bounded functions. We investigate
the exact functionals from a functional analytic point of view, i. e. we characterize this class by a norm, present a Hahn-Banach
type theorem, provide a powerful construction method and adopt the concept of the core resp. σ-core from cooperative game
theory.
Received: December 2000; revised version: May 2001 相似文献
9.
In this paper, we propose a new procedure to estimate the distribution of a variable y when there are missing data. To compensate the presence of missing responses, it is assumed that a covariate vector x is observed and that y and x are related by means of a semi-parametric regression model. Observed residuals are combined with predicted values to estimate the missing response distribution. Once the responses distribution is consistently estimated, we can estimate any parameter defined through a continuous functional T using a plug in procedure. We prove that the proposed estimators have high breakdown point. 相似文献
10.
Krishna B. Athreya Malay Ghosh Leone Y. Low Pranab K. Sen 《Journal of statistical planning and inference》1984,9(2):185-194
For the bootstrapped mean, a strong law of large numbers is obtained under the assumption of finiteness of the rth moment, for some r>1, and a weak law of large numbers is obtained under the finiteness of the first moment. The results are then extended to bootstrapped U-statistics under parallel conditions. Stochastic convergence of the jackknifed estimator of the variance of a bootstrapped U-statistic is proved. The asymptotic normality of the bootstrapped pivot and the bias of the bootstrapped U-statistic are indicated. 相似文献