摘要:

We introduce a goodness-of-fit process for quantile regression analogous to the conventionalR2statistic of least squares regression. Several related inference processes designed to test composite hypotheses about the combined effect of several covariates over an entire range of conditional quantile functions are also formulated. The asymptotic behavior of the inference processes is shown to be closely related to earlier p-sample goodness-of-fit theory involving Bessel processes. The approach is illustrated with some hypothetical examples, an application to recent empirical models of international economic growth, and some Monte Carlo evidence.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10473882

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

In general, a 1 — α confidence regionC(X)for a parameter θ ∈ Θ yields a test at level a forH: θ ∈ ΘHversusK: θ ∈ ΘCHwhenever we reject if C(X) ∪ ΘH= θ. We show under certain equivariance properties ofC(X)that for the case of convex alternatives, ΘCH, the level of the resulting test is in fact α/2. This extends recent findings for hyperrectangular alternatives as they occur in the multivariate bioequivalence problem. Furthermore, we apply the suggested test to ellipsoid-type alternatives instead of hyperrectangulars in the multivariate bioequivalence problem and to a problem occurring in neurophysiology. Finally, we compare our test numerically with existing methods.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10473883

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

Many statistical methods for discriminant analysis do not adapt well or easily to situations where the number of variables is large, possibly even exceeding the number of cases in the training set. We explore a variety of methods for providing robust identification of future samples in this situation. We develop a range of flexible Bayesian methods, and primarily a new hierarchical covariance compromise method, akin to regularized discriminant analysis. Although the methods are much more widely applicable, the motivating problem was that of discriminating between groups of samples on the basis of their near-infrared spectra. Here the ability of the Bayesian methods to take account of continuity of the spectra may be beneficial. The spectra may consist of absorbances or reflectances at as many as 1,000 wavelengths, and yet there may be only tens or hundreds of training samples in which both sample spectrum and group identity are known. Such problems arise in the food and pharmaceutical industries; for example, authentication of foods (e.g., detecting the adulteration of orange juice) and identification of pharmaceutical ingredients. Our illustrating example concerns the discrimination of 39 microbiological taxa and 8 aggregate genera. Simulations also illustrate the effectiveness of the hierarchical Bayes covariance method. We discuss a number of scoring rules, both local and global, for judging the fit of data to the Bayesian models, and adopt a cross-classificatory approach for estimating hyperparameters.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10473884

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

Suppose that a random processZ(s;t), indexed in space and time, has spatio-temporal stationary covarianceC(h;u), whereh∈ ℝd(d≥ 1) is a spatial lag andu∈ ℝ is a temporal lag. Separable spatio-temporal covariances have the property that they can be written as a product of a purely spatial covariance and a purely temporal covariance. Their ease of definition is counterbalanced by the rather limited class of random processes to which they correspond. In this article we derive a new approach that allows one to obtain many classes of nonseparable, spatio-temporal stationary covariance functions and fit several such classes to spatio-temporal data on wind speed over a region in the tropical western Pacific ocean.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10473885

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

One often collectspindividual time seriesYjt)forj= 1,…,p, where the interest is to discover whether any—and which—of the series contain common signals. LetYt) =Y1t),…,Ypt))' denote the correspondingp× 1 vector-valued time series withp×ppositive definite spectral matrix fYω). Models are proposed to answer the primary question of which, if any, series have common spectral power at approximately the same frequency. These models yield a type of complex factor analytic representation for fYω). A scaling approach to the problem is taken by considering possibly complex linear combinations of the components ofYt). The solution leads to an eigenvalue-eigenvector problem that is analogous to the spectral envelope and optimal scaling methodology first presented by Stoffer, Tyler, and McDougall. The viability of the techniques is demonstrated by analyzing data from an experiment that assessed pain perception in humans and by analyzing data from a study of ambulatory blood pressure in a cohort of preteens.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10473886

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

Optimal rank-based procedures have been derived for testing arbitrary linear restrictions on the parameters of autoregressive moving average (ARMA) models with unspecified innovation densities. The finite-sample performances of these procedures are investigated here in the context of AR order identification and compared to those of classical (partial correlograms and Lagrange multipliers) methods. The results achieved by rank-based methods are quite comparable, in the Gaussian case, to those achieved by the traditional ones, which, under Gaussian assumptions, are asymptotically optimal. However, under non-Gaussian innovation densities, especially heavy-tailed or nonsymmetric, or when outliers are present, the percentages of correct order selection based on rank methods are strikingly better than those resulting from traditional approaches, even in the case of very short (n= 25) series. These empirical findings confirm the often ignored theoretical fact that the Gaussian case, in the ARMA context, is the least favorable one. The robustness properties of rank-based identification methods are also investigated; it is shown that, contrary to the robustified versions of their classical counterparts, the proposed rank-based methods are not affected, neither by the presence of innovation outliers nor by that of observation (additive) outliers.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10473887

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

A controversy concerning the usefulness of “null” hypothesis tests in scientific inference has continued in articles within psychology since 1960 and has recently come to a head, with serious proposals offered for a test ban or something close to it. This article sketches some of the views of statistical theory and practice among different groups of psychologists, reviews a recent book offering multiple perspectives on null hypothesis tests, and argues that the debate within psychology is a symptom of serious incompleteness in the foundations of statistics.

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10473888

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

Statistical Design and Analysis for Intercropping Experiments. Vol. II: Three or More Crops. Walter T. Federer. New York: Springer, 1999. ISBN 0-387-98533-6. xxiii + 262 pp. $89.95. reviewed by Murray K. Clayton

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10473889

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

摘要:

Discretization and MCMC Convergence Assessment (Lecture Notes In Statistics Vol. 135).Christian P. Robert (Ed.). New York: Springer, 1998. ISBN 0-387-98591-3. x + 192 pp. $39.95 (P). reviewed byRBL

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10473890

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1999.10473891

出版商:Taylor & Francis Group    

年代:1999

数据来源: Taylor