摘要:

Abstract.We consider methods for the analysis of successive measurements, with emphasis on practical usefulness. It is described how the methods can be applied by using common techniques like regression analysis and analysis of variance.

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1986.tb01201.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

Abstract.Recursive residuals are extended to the case that observations may occur in groups, which are ordered in time, but within which there is no time ordering. Analogous quantities are considered for two–dimensional ‘time’, for the balanced two–way table. Examples of their use ar

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1986.tb01202.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

Abstract.Many household surveys report income by a limited number of classes only. In Engel curve analyses of such data, income is usually equated to the class midpoint. We argue that it is better to specify a continuous income distribution over the entire range, and to estimate its parameters jointly with the Engel curve coefficients; the position of the dependent variable within income classes is sufficiently informative about the income distribution parameters. The method is illustrated for a simple logit model of automobile ownership. The effect on estimation is perceptible, but not impressive; further analysis suggests that the standard method is acceptable provided some care is taken over the income class limits at the lower end of the range.

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1986.tb01203.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

Abstract.In literature numerous attempts can be found for the evaluation of two factor designs with fixed effects by means of rank tests. The aim of the present article is to show the limits of these methods and to give some new procedures for 2X2 designs. First, functionals of distribution functions shall be defined whose relations to the usual parameters of the linear model are analysed. These functionals are free of nuissance parameters under the respective hypothesis; they are estimated by special ranks of the data. The asymptotic distribution of these statistics is derived by a generalization of the Chemoff–Savage theorem for correlated random variables. The asymptotic variance depends on the parent distribution function but it can be estimated by using special rank methods. Thus, one obtains asymptotically distribution–free tests for two–factor designs with fixed effects. Some counter examples show why it is not possible to construct suitable rank tests for greater designs than the 2X2 design. The paper closes with a discussion of the drawbacks of the well known rank tran

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1986.tb01204.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

Abstract.Some invariance properties of net stop loss ordering of risks are examined and proved in the framework of weighted compound distributions.

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1986.tb01205.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1986.tb01206.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1986.tb01207.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY