ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1986.tb00702.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1986.tb00703.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

summaryA procedure is presented for the determination of the long term trend in series of data. Robust data smoothing procedures are used to decompose the data into trend, seasonal and irregular components. Confirmatory data analysis is then used to model the deseasonalized data and hence determine the long term trend. A series of riverflow data is analysed using these methods.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1986.tb00704.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

SummaryOften, many complicated statistics used as estimators or test statistics take the form of the (multivariate) empirical distribution function evaluated at a random vector (Vn). Denote such statistics by Sn. This paper describes methods for the study of various asymptotic properties of Sn. First, under minimal assumptions, a weak asymptotic representation for Snis derived. This result may be used to show the asymptotic normality of Sn. Second, under slightly more stringent regularity conditions, an almost sure representation of Sn, with suitable order (as.) of the remainder term is studied and then a law of the iterated logarithm for Sn, is derived. In this context, strong convergence results from a sequential point of view are also studied. Finally, weak convergence to a Brownian motion process is established. As an application, we show the limiting normality of Sn, for a random number of summands.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1986.tb00705.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

SummaryThe one‐sample and multi‐sample problems for the Langevin distribution are studied. The asymptotic expansions of the distributions of several test statistics proposed by Watson (1983a) are obtained under both the null and the alternative hypothe

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1986.tb00706.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

SummarySeveral results relating to the optimal prediction of regression coefficients and random variables under a general linear model with stochastic coefficients are presented. These results are then applied to the analysis of repeated sample surveys over time. In particular, if the finite population can be modelled by a superpopulation model, a fully efficient method for the analysis of repeated surveys is proposed.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1986.tb00707.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

SummaryThe notion of “statistical significance” is often used to quantify “reasonable doubt.” This paper briefly reviews the history of statistical significance. Scientific and legal approaches to the analysis of doubt are compared. Traditional scientific methods for describing error are shown to be comparatively stringent and inflexible. It is suggested that these attributes lead scientists to make firm value‐judgments about the quality of their own evidence. Those judgments may be inapplicable in other situations. This process of pre‐judging and censoring is surely undesirable when scientific evidence is presented in a wi

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1986.tb00708.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

SummaryIt is common in the medical, biological, and social sciences for the categories into which an object is classified not to have a fully objective definition. Theoretically speaking the categories are therefore not completely distinguishable. The practical extent of their distinguishability can be measured when two expert observers classify the same sample of objects. It is shown, under reasonable assumptions, that the matrix of joint classification probabilities is quasi‐symmetric, and that the symmetric matrix component is non‐negative definite. The degree of distinguishability between two categories is defined and is used to give a measure of overall category distinguishability. It is argued that the kappa measure of observer agreement is unsatisfactory as a measure of overall category distinguishabil

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1986.tb00709.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

SummaryA sequence of nested hypotheses is presented for the examination of the assumption of autoregressive covariance structure in, for example, a repeated measures experiment. These hypotheses arise naturally by specifying the joint density of the underlying vector random variable as a product of conditional densities and the density of a subset of the vector random variable. The tests for all but one of the nested hypotheses are well known procedures, namely analysis of variance F‐tests and Bartlett's test of equality of variances. While the procedure is based on tests of hypotheses, it may be viewed as an exploratory tool which can lead to model identification. An example is presented to illustrate the metho

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1986.tb00710.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY

摘要:

SummaryIn this paper we consider the multiple outlier problem in time series analysis. The underlying undisturbed time series is assumed to be an autoregressive process. The location of the suspicious values is supposed to be known. We introduce conditional least squares estimators for the parameters. The estimates are shown to be strongly consistent. Using similar arguments as in the theory of linear models, we get a test statistic for the general linear hypothesis. Its asymptotic distribution is derived.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1986.tb00711.x

出版商:Blackwell Publishing Ltd    

年代:1986

数据来源: WILEY