摘要:

An estimation procedure based on estimating equations is presented for the parameters in a multivariate functional relationship model, where all observations are subject to error. The covariance matrix of the observational errors may be parametrized and is allowed to be different for different sets of observations. Estimators are defined for the unknown relation parameters and error parameters.For linear models (i.e. where the model function is linear in the incidental parameters) the estimators are consistent and asymptotically normal. A consistent expression for the covariance matrix of the estimators is derived. The results are valid for general error distributions.For nonlinear models the estimators are based on locally linear approximations to the model function. The afore mentioned properties of the estimators are now only approximately valid. The adequacy of the approximate inference, based on asymptotic theory for the linearized model, needs at least informal check. Some examples are given to illustrate the estimation procedure.

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01255.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

Albert's Theorem, which is closely related to general results on Schur complements can be successfully applied to statistical problems.In the present paper a concise proof for a slightly more general version of the theorem will be given. Two applications on efficiency and a structured overview of results on MSE superiority are then presented. They are the main statistical results of this self–contained pape

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01256.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

Assumek(k≥ 2) independent populations π1, π2μkare given. The associated independent random variables Xi,(i= 1,2,…k) are Logistically distributed with unknown means μ1, μ2, μkand equal variances. The goal is to select that population which has the largest mean. The procedure is to select that population which yielded the maximal sample value. Let μ(1)≤μ(2)≤…≤μ(k)denote the ordered means. The probability of correct selection has been determined for the Least Favourable Configuration μ(1)=μ(2)==μ(k – 1)=μ(k)–δ where δ>0. An exact formula for the probability

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01257.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

In this note a new proof of a theorem of CSAKI (1975, 1982) concerning the almost sure behaviour of the standardized empirical process is established.

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01258.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01259.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01260.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01261.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY