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1. |
Regression Sampling in Statistical Auditing: A Practical Survey and Evaluation |
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Statistica Neerlandica,
Volume 43,
Issue 4,
1989,
Page 193-209
J.P.C. Kleijnen,
J. Kriens,
H. Timmermans,
H. Wildenberg,
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摘要:
Several confidence intervals for the regression estimator are surveyed. A Monte Carlo experiment, based on the NETER and LOEBBECKE (1975) populations, gives estimated coverages and lengths of the different confidence intervals. One interval is exact under the assumption of multivariate normal distributions; it gives longer intervals (hence better coverages) than the interval based on a popular variance estimator. An interval due to ROBERTS (1970) is much too long. Jackknifing gives robust intervals. Rules of thumb for practitioners are given.
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1989.tb01262.x
出版商:Blackwell Publishing Ltd
年代:1989
数据来源: WILEY
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2. |
On Regression Sampling in Statistical Auditing: Bad Answers to the Wrong Questions? |
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Statistica Neerlandica,
Volume 43,
Issue 4,
1989,
Page 211-223
A.F. Vos,
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PDF (760KB)
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摘要:
This paper criticizes the use of regression in audit samples to obtain confidence intervals for the error rate. Also the methodology to evaluate methods by simulation studies using real–life populations is criticized. This is done from a Bayesian viewpoint, which goes as far as stating that in this type of research the wrong questions are answered. A fundamental discussion on the role of model building, illustrated by the use of models in auditing, forms the centre of the pape
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1989.tb01263.x
出版商:Blackwell Publishing Ltd
年代:1989
数据来源: WILEY
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3. |
REJOINDER |
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Statistica Neerlandica,
Volume 43,
Issue 4,
1989,
Page 225-225
J.P.C. Kleunen,
J. Kreins,
H. TIMMERMANS,
H. WILDENBERG,
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PDF (65KB)
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ISSN:0039-0402
DOI:10.1111/j.1467-9574.1989.tb01264.x
出版商:Blackwell Publishing Ltd
年代:1989
数据来源: WILEY
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4. |
The Misspecification of Arma Models |
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Statistica Neerlandica,
Volume 43,
Issue 4,
1989,
Page 227-244
D.S.G. Pollock,
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PDF (663KB)
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摘要:
The object of this paper is to assess the effects of fitting a model of the wrong order to a time series which is generated by an autoregressive moving–average process. The method is to examine the spectral density functions which are indicated by the probability limits of the least–squares estimators of the misspecified models. The least–squares estimates are asymptotically equivalent to the maximum–likelihood estimates.The experiments reported in this paper suggest that, if the spectral density function of the data–generating process displays prominent modes, then there is a danger of being seriously misled about the nature of the process whenever one fits a model with too few parameters. It also transpires that, in such cases, the criterion function is liable to have several local minima.Autoregressive moving–average models are being used increasingly in object detection applications where the spectrum of a signal serves to identify the nature of its source. Our results suggest that radical misidentifications can result from the use of incorrectly parametr
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1989.tb01265.x
出版商:Blackwell Publishing Ltd
年代:1989
数据来源: WILEY
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5. |
A Note on Properties of Iterative Procedures of Asymptotic Inference |
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Statistica Neerlandica,
Volume 43,
Issue 4,
1989,
Page 245-253
H.C.H. Paardekooper,
H.B.A. Steens,
G. Hoek,
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摘要:
This note deals with the article ‘On iterative procedures of asymptotic inference’ by K.O. DZHAPARIDZE (1983), in which an informal discussion is given on performing an unconstrained maximization or solving non–linear equations of statistics by iterative methods with the quadratic termination property. It discusses the theorem that if a maximized function, e.g. the likelihood function, is asymptotically quadratic, then for asymptotically efficient inference finitely many iterations are needed.It is argued here that the theory still applies if certain well specified inexact (hence computationally cheaper) line searches are used in the optimiz
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1989.tb01266.x
出版商:Blackwell Publishing Ltd
年代:1989
数据来源: WILEY
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6. |
Problem Section |
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Statistica Neerlandica,
Volume 43,
Issue 4,
1989,
Page 255-258
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PDF (139KB)
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ISSN:0039-0402
DOI:10.1111/j.1467-9574.1989.tb01267.x
出版商:Blackwell Publishing Ltd
年代:1989
数据来源: WILEY
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