| 1. |
Fighting the arch–enemy with mathematics‘ |
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Statistica Neerlandica,
Volume 44,
Issue 2,
1990,
Page 45-68
L. Haan,
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摘要:
This is an account of theoretical and applied statistical work done in connection with the problem how to determine a safe height for the sea dikes in the Netherlands
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1990.tb01526.x
出版商:Blackwell Publishing Ltd
年代:1990
数据来源: WILEY
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| 2. |
The asymptotic distribution of the sum of weighted squared residuals in binary choice models |
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Statistica Neerlandica,
Volume 44,
Issue 2,
1990,
Page 69-78
F.A.G. Windmeijer,
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摘要:
It is claimed by some authors that the distribution of the sum of weighted squared residuals, used as a goodness of fit measure in binary choice models, behaves for largenas a x2n– k–1 distribution. This claim seems to be based on a false analogy with the well–known Pearson x2statistic for frequency tables with a fixed number of cells and cell sizes tending to infinity. We derive the asymptotic (normal) distribution and show that the approximation by the x2distribution in general will not be valid. A new x2test is proposed based on the asymptotic normality of the me
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1990.tb01527.x
出版商:Blackwell Publishing Ltd
年代:1990
数据来源: WILEY
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| 3. |
The empirical distribution function as a tail estimator |
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Statistica Neerlandica,
Volume 44,
Issue 2,
1990,
Page 79-82
J.H.J. Einmahl,
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摘要:
It is shown that the empirical distribution function performs well in tail estimation. Consistency as well as the relative error are considered. The results hold true without any condition on the theoretical distribution function.
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1990.tb01528.x
出版商:Blackwell Publishing Ltd
年代:1990
数据来源: WILEY
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| 4. |
On the characterization of the exponential distribution by the independence of its integer and fractional parts |
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Statistica Neerlandica,
Volume 44,
Issue 2,
1990,
Page 83-85
Lih–Yuan Deng,
Raj S. Chhikara,
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摘要:
It is well–known that the fractional part and integer part of an exponentially distributed random variable are independent. Under some regularity conditions, the independence of the fractional part and integer part of a positive random variable characterizes the exponential distributio
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1990.tb01529.x
出版商:Blackwell Publishing Ltd
年代:1990
数据来源: WILEY
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| 5. |
Distribution–free confidence intervals for the difference between quantiles |
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Statistica Neerlandica,
Volume 44,
Issue 2,
1990,
Page 87-90
D.R. Bristol,
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摘要:
An asymptotically distribution–free confidence interval for the difference of thep–th quantiles of two distributions was presented by ALBERS and LOHNBERG (1984). A modification of their procedure is presented for use when the sample sizes are specif
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1990.tb01530.x
出版商:Blackwell Publishing Ltd
年代:1990
数据来源: WILEY
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| 6. |
Problem Section |
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Statistica Neerlandica,
Volume 44,
Issue 2,
1990,
Page 91-101
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PDF (368KB)
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ISSN:0039-0402
DOI:10.1111/j.1467-9574.1990.tb01531.x
出版商:Blackwell Publishing Ltd
年代:1990
数据来源: WILEY
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