摘要:

When we havenindependently and identically distributed observations, it is an interesting question how the Fisher information is distributed among order statistics. The recipe for the Fisher information in order statistics is easy, but the detailed calculation has been known to be complicated. An indirect approach, using a decomposition of the Fisher information in order statistics, simplifies the calculation. Some recurrence relations for the Fisher information in order statistics are derived that facilitate the calculation. The Fisher information in the firstrorder statistics is anrmultiple integral, but it can be simplified to just a double integral by using the decomposition. A recurrence relation further simplifies the double integral to a sum of single integrals. An “information plot” is suggested, from which we can read at once the Fisher information in any set of consecutive order statistics for a parametric distribution.

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10476699

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor

摘要:

Recursive residuals have been shown to be useful in a variety of applications in linear models. Unlike the more familiar ordinary least squares residuals or studentized residuals, recursive residuals are independent as well as homoscedastic under the model. Their independence is particularly appealing for use in developing test statistics. They are not uniquely defined; their values depend on the order in which they are calculated, although their properties do not. In some applications one can exploit this order dependence, coupled with the fact that they are in clear one-to-one correspondence with the observations for which they are calculated. Uses for recursive residuals have been suggested in almost all areas of regression model validation. Regression diagnostics have been constructed from recursive residuals for detecting serial correlation, heteroscedasticity, functional misspecification, and structural change. Other statistics based on recursive residuals have focused on detection of outliers or observations that are influential or have high leverage. Recent work has explored properties and possible uses of recursive residuals in models with a general covariance matrix, multivariate linear models, and nonlinear models. Computing routines are available for obtaining recursive residuals accurately and efficiently.

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10476700

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor

摘要:

There has been major progress in recent years in data-based bandwidth selection for kernel density estimation. Some “second generation” methods, including plug-in and smoothed bootstrap techniques, have been developed that are far superior to well-known “first generation” methods, such as rules of thumb, least squares cross-validation, and biased cross-validation. We recommend a “solve-the-equation” plug-in bandwidth selector as being most reliable in terms of overall performance. This article is intended to provide easy accessibility to the main ideas for nonexperts.

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10476701

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10476702

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor

摘要:

Quantitative Methods in Biological and Medical Sciences: A Historical Essay.H. O. Lancaster New York: Springer-Verlag, 1994. xvii + 297 pp. $69. Reviewed by Lynne BillardUniversity of Georgia

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10476703

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor

摘要:

Statistical Analysis of Rellability Data.M. J. Crowder, A. C. Kimber, R. L. Smith, and T. J. Sweeting. London: Chapman and Hall, 1994. xii + 250 pp. $43. Reviewed byRJ

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10476704

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor

摘要:

This article has no abstract

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10476658

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor