1. |
Estimators for a simultaneous equation model with lagged endogenous variables and autocorrelated errors |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 2,
1982,
Page 123-142
George H. K. Wang,
Wayne A. Fuller,
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摘要:
Two full information estimators and a limited information estimator for the simultaneous equation model with autocorrelated errors are studies by the Monte Carlo method.The estimators share features of the two-step Gauss-Newton procedure and of Aitken generalized least squares.One full information method generates the estimated endogenous variables used in the later stages of computation from the unrestricted reduced form while the other uses a restricted reduced form.The observed small sample behavior was close to that suggested by asymptotic theory.
ISSN:0361-0918
DOI:10.1080/03610918208812250
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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2. |
Hypothesis testing in b-spline regression |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 2,
1982,
Page 143-157
Patricia L. Smith,
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摘要:
Linea0r combinations of B-spline coefficients which provide statistically meaningful hypothesis tests are identified. These tests include the importance of breakpoints, continuity constraints, and higher order terms.The important linear combinations turn out to be contrasts whose coefficients are determined by differencing the left- and right-hand limits of the B-splines or their derivatives at certain knots. A FORTRAN program for testing single degree of freedom hypotheses is discussed.
ISSN:0361-0918
DOI:10.1080/03610918208812251
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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3. |
A simulation study of the stochastic ridge k |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 2,
1982,
Page 159-173
Maurry Tamarkin,
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摘要:
A simulation of regressions is used to generate estimates by iteration of the generalized ridge parameter.The simulation results indicate that generalized ridge parameters estimated by iteration from near collinear data may be quite different from unknown optimal values.
ISSN:0361-0918
DOI:10.1080/03610918208812252
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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4. |
Statistical properties of quasi-range in small samples from a gamma density |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 2,
1982,
Page 175-195
K. R. Lee,
C. H. Kapadia,
Donald Hutcherson,
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摘要:
The statistical properties of quasi-ranges in small samples from a gamma density are the objects of study in this paper.The methods of computing the "Coefficient MatrixnA(j,k), which plays a major role for computing moments and quantiles from such a density using high speed digital computers, are presented. Limited tables of central and non-central moments as well as tables of quantile values, are given. More extensive tables can be easily constructed by using the methods described here when the need arises. Also, a table of values for kurtosis and skewness is presented.
ISSN:0361-0918
DOI:10.1080/03610918208812253
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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5. |
Modified moment and maximum likelihood estimators for parameters of the three-parameter gamma distribution |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 2,
1982,
Page 197-216
A. Clifford Cohen,
Betty Jones Whitten,
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摘要:
This article is concerned with modifications of both maximum likelihood and moment estimators for parameters of the three-parameter gamma distribution. Modifications employed here are essentially the same as those previously considered by the authors (1980, 1981) in connection with the lognormal distribution. Sampling behavior of the estimates is indicated by a Monte Carlo simulation. For certain combinations of parameter values, these new estimators appear better than both maximum likelihood and moment estimators with respect to bias, variance and/or ease of calculation.
ISSN:0361-0918
DOI:10.1080/03610918208812254
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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6. |
Exact distribution of Wilks' lVccriterion and its percentage points in the complex case |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 2,
1982,
Page 217-225
Anita Singh,
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摘要:
The exact null distribution of Wilks' LVC_ criterion for testing the hypothesis, α and ρ unknown,against the alternative A ≠ H where, in a p-variate complex normal population, has been derived in a gamma series form and in an alternate series form using contour integration. Percentage points for p =2 (1) 8 for various levels of significance and various degrees of freedom have been computed but in this paper we present selected tables only.
ISSN:0361-0918
DOI:10.1080/03610918208812255
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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7. |
Mini communication |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 2,
1982,
Page 227-227
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ISSN:0361-0918
DOI:10.1080/03610918208812256
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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8. |
Clarification of periority of fisher and pearson and further remarks on combined tests of signigicance |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 2,
1982,
Page 229-231
C. P. Quesenberry,
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ISSN:0361-0918
DOI:10.1080/03610918208812257
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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9. |
A relationship between chi-square and f -critical values |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 2,
1982,
Page 233-235
L.R. Dion,
D. Fridshal,
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ISSN:0361-0918
DOI:10.1080/03610918208812258
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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10. |
Algorithms section |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 2,
1982,
Page 237-237
William J. Kennedy,
James E. Gentle,
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ISSN:0361-0918
DOI:10.1080/03610918208812259
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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