ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477813

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477814

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477815

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477816

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

A test is qualitatively robust by definition if its sequence of – n-1log transformed P values,nbeing a measure of the sample size, is continuous as a point function of the observations and weakly equicontinuous as a function of discrete probability measures. This definition is applitable both to unconditional and to conditional tests. Under weak regularity conditions, an unconditional test is qualitatively robust if and only if its test statistic is continuous; a counterexample shows that conditional tests do not share this property. The sample mean, Student'stand [Ybar] — [Xbar] permutation tests are not qualitatively robust; the sign, Wilcoxon, Huber censored likelihood, and normal scores tests are qualitatively robust.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477817

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

In simultaneous estimation of normal means, it is shown that through use of the Stein effect surprisingly large gains of a Bayesian nature can be achieved, at little or no cost, if the prior information is misspecified. This provides a justification, in terms of robustness with respect to mis-specification of the prior, for employing the Stein effect, even when combining a priori independent problems (i.e., problems in which no empirical Bayes effects are obtainable). To study this issue, a class of minimax estimators that closely mimic the conjugate prior Bayes estimators is introduced.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477818

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

This article investigates the use of individual cross-section data to describe macro functions. Necessary and sufficient conditions (denoted by AS) are found for ordinary least squares (OLS) slope coefficients from a cross section to consistently estimate the first derivatives of the macro function. AS embodies both sets of aggregation assumptions known; linear aggregation and sufficient statistics, and thus represents generalized aggregation conditions. A methodology is given for estimating second-order derivatives of the macro function from cross-section data for distributions of the exponential family, which extends to higher-order derivatives. Finally, a general test of linear aggregation schemes is presented.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477819

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

Estimation in time series with an unknown number of deterministic trigonometric components with unknown amplitudes and frequencies is considered. A stepwise procedure is used. At each step the frequency of the largest term in the periodogram of the residual series is used as a starting value for finding the best frequency in the least squares sense. The procedure is stopped when there are no further significant harmonic components, when tested by a multiple-test procedure. The fitting procedure is tried on various time series, including the sun-spot series. For long-term prediction the deterministic model does better for the sunspot series than, for example, autoregressive models.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477820

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

It is well known that unconditional and conditional least squares estimators are asymptotically maximum likelihood for invertible moving average (MA) processes. By writing the criteria functions for these three estimators in comparable form, we establish simple inequalities between them and also between the corresponding disturbance variance estimates. Further analysis is carried out by examining the expected values of the criteria functions for given (true) coefficients in the MA(1) case. The properties of the expected functions are discussed in relation to the results of other studies of the moving average estimators.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477821

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

It is shown how the criteria of efficiency and robustness can be integrated fruitfully in a single optimality criterion within the framework of the Unified Theory (Godambe 1955). This is achieved by extending the scope of the usual model-based estimation using appropriate sampling designs. Some situations of common occurrence in survey practice are discussed with a numerical study.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477822

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor