摘要:

For thec-sample location problem with umbrella alternatives we compare some generalizations of the test of Mack and Wolfe (1981). All the tests are based on pairwise ranking methods. The asymptotic power and asymptotic relative efficiency of the so-called Mack-Wolfe-type test, Tryon-Hettmannsperger-type-test and Puri-type test are derived and compared with modifications of the test of Hettmansperger and Norton (1987) where the ranks are taken over all samples.

ISSN:0233-1888    

DOI:10.1080/02331880008802703

出版商:Gordon & Breach Science Publishers    

年代:2000

数据来源: Taylor

摘要:

We consider a new recursive algorithm for parameter estimation from an independent incomplete data sequence. The algorithm can be viewed as a recursive version of the well-known EM algorithm, augmented with a Monte-Carlo step which restores the missing data. Based on recent results on stochastic algorithms, we give conditions for the a.s. convergence of the algorithm. Moreover, asymptotical variance of this estimator is reduced by a simple averaging. Application to finite mixtures is given with a simulation experiment.

ISSN:0233-1888    

DOI:10.1080/02331880008802704

出版商:Gordon & Breach Science Publishers    

年代:2000

数据来源: Taylor

摘要:

Exact values of probability integrals for noncentral generalized chi-square distributions are numerically evaluated based upon new geometric representation formulae for these distributions. Using iterative numerical methods exact quantiles can be calculated then.

ISSN:0233-1888    

DOI:10.1080/02331880008802705

出版商:Gordon & Breach Science Publishers    

年代:2000

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331880008802702

出版商:Gordon & Breach Sceince Publishers    

年代:2000

数据来源: Taylor