摘要:

A computer algorithm for computing the alternative distributions of the Wilcoxon signed rank statistic under shift alternatives is discussed. An explicit error bound is derived for the numeric integration approximation to these distributions.

ISSN:0361-0918    

DOI:10.1080/03610919008812863

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

The primary goal of this paper is to examine the small sample coverage probability and size of jackknife confidence intervals centered at a Stein-rule estimator. A Monte Carlo experiment is used to explore the coverage probabilities and lengths of nominal 90% and 95% delete-one and infinitesimal jackknife confidence intervals centered at the Stein-rule estimator; these are compared to those obtained using a bootstrap procedure.

ISSN:0361-0918    

DOI:10.1080/03610919008812864

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Gardiner, Susarla and van Ryzin (1988) considered the problem of constructing confidence intervals of prescribed accuracy (width ≤= 2d, d > 0) and given coverage probability (l-2α, α ε(0, 1/2)) for quantiles of a distribution function based on censored data. In a subsequent paper they obtained bounds on the error between this coverage probability and 1-2α as d shrinks to zero. The purpose of the presentation here is to examine the behavior of the confidence interval estimation procedure in simulations for moderate values of d, for varying amounts of censoring and different survival distributions.

ISSN:0361-0918    

DOI:10.1080/03610919008812865

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

An unbiased stochastic estimator of tr(I-A), where A is the influence matrix associated with the calculation of Laplacian smoothing splines, is described. The estimator is similar to one recently developed by Girard but satisfies a minimum variance criterion and does not require the simulation of a standard normal variable. It uses instead simulations of the discrete random variable which takes the values 1, -1 each with probability 1/2. Bounds on the variance of the estimator, similar to those established by Girard, are obtained using elementary methods. The estimator can be used to approximately minimize generalised cross validation (GCV) when using discretized iterative methods for fitting Laplacian smoothing splines to very large data sets. Simulated examples show that the estimated trace values, using either the estimator presented here or the estimator of Girard, perform almost as well as the exact values when applied to the minimization of GCV for n as small as a few hundred, where n is the number of data points.

ISSN:0361-0918    

DOI:10.1080/03610919008812866

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

In this paper ridge estimators are used to obtain preliminary estimates of the impulse response weights in the Box-Jenkins transfer function model. Five ridge estimators and the Equity estimator are evaluated in a Monte Carlo study covering 5000 different transfer function models. The results show that although the differences between the estimators in most cases are rather small, the Dempster et al estimatorRIDGMand the estimator by Lawless and Wang are best in terms of low average and median squared deviations from the true coefficient vector. Thekvalues by these estimators are most closely correlated with the optimalk(computed from known true values) and also give the highest frequency of lowest squared error and lowest frequency of highest squared error among the investigated estimators.

ISSN:0361-0918    

DOI:10.1080/03610919008812867

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

The properties of a method of estimating the ratio of parameters for ordered categorical response regression models are discussed. If the link function relating the response variable to the linear combination of covariates is unknown then it is only possible to estimate the ratio of regression parameters. This ratio of parameters has a substitutability or relative importance interpretation.

ISSN:0361-0918    

DOI:10.1080/03610919008812868

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Numerical methods for obtaining (X|y), related to the linear model y = Xß + e, are presented. The user is allowed to specify the Lpor Huber solution vector B*and is also free to choose the conditioning and the structure of X.

ISSN:0361-0918    

DOI:10.1080/03610919008812869

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

A Monte Carlo study is used to examine the size and power of t tests formed using a variety of estimation procedures appropriate in the context of heteroskedasticity when there are no replicated observations. There are three main results: (1) the ordinary least squares estimator is quite robust with respect to inference; (2) an estimated generalized least squares estimator, formed using a possibly-erroneous assumption that the functional form of the heteroskedasticity is multiplicative, has highest power among the estimators considered, but has a too-large size; and (3) the advantages of the jackknife do not appear until the degree of heteroskedasticity is unrealistically large

ISSN:0361-0918    

DOI:10.1080/03610919008812870

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Robust outlyingness indicators provide a more reliable alternative to least square diagnostics. This paper explains why and illustrates this superiority with a simulation study.

ISSN:0361-0918    

DOI:10.1080/03610919008812871

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

A comparison of five possible statistics for testing the null hypothesis Ho :ρ = ρo, with ρonot necessarily 0, is undertaken, using the modified maximum likelihood estimators of Tiku and Gill (1989). Symmetric and asymmetric Type II censored samples are considered, as is the robustness of these statistics to departures from normality.

ISSN:0361-0918    

DOI:10.1080/03610919008812872

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor