摘要:

The results of Stahlecker and Schmidt (1987) are considered for a more general class of transformations of the dependent variable. Mean square error matrix dominance of the so-called naive estimator over the usual OLS estimator is investigated and the related testing procedures are discussed. Some remarks on the admissibility of the naive estimator are given.

ISSN:0233-1888    

DOI:10.1080/02331889708802585

出版商:Gordon & Breach Science Publishers    

年代:1997

数据来源: Taylor

摘要:

The paper presents first steps towards linear statistical inference with random fuzzy data. In establishing best linear unbiased estimators (BLUE) or best linear predictors (BLP) it is necessary to consider a suitable notion of expectation and variance for random fuzzy variables. Usingx-cuts of the random fuzzy variables, the mathematical problem can be formulated within the theory of random closed sets (RCS). As a methodological guide we use the Fréchet-approach which leads for a given metric to an associated expectation and variance. In particular, we prove that the well known Aumann expectation is a Fréchet expectation and that the associated variance appears as a reasonable definition for a variance of RCS's. This associated variance has the advantage that at least special fuzzy number data can formally be handled like Euclidean vectors. Due to the special addition and scalar multiplication these “vectors”, however, fail to build a linear space which leads to somewhat more complicated optimization procedures for BLUE and BLP. This is demonstrated for linear regression and for prediction of stationary processes. In special cases, however, the fuzzified versions of the classical BLUE and BLB keep their optimality

ISSN:0233-1888    

DOI:10.1080/02331889708802586

出版商:Gordon & Breach Science Publishers    

年代:1997

数据来源: Taylor

摘要:

Some methods of constructing a class of block designs which are pairwise-balanced as well as variance-balanced are presented. Several series of such designs are given. A table of pairwise-balanced as well as variance-balanced designs with replications no larger than 30 is provided.

ISSN:0233-1888    

DOI:10.1080/02331889708802587

出版商:Gordon & Breach Science Publishers    

年代:1997

数据来源: Taylor

摘要:

For a stationary linear processwhere ϵtare i.i.d. (0,σ2), rate of convergence and strong consistency of an estimate for the asymptotic varianceare established under conditions:and,p≥ 2. In addition, it is shown that, withand,p≥ 1,, where {Nn:n∈ N} is sequence ofstopping times satisfying some conditions. Applications are made to the problem of the sequential point and fixed width confidence interval estimation of the meanμ.

ISSN:0233-1888    

DOI:10.1080/02331889708802588

出版商:Gordon & Breach Science Publishers    

年代:1997

数据来源: Taylor

摘要:

Classes of semiparametric models, generalizing the proportional and additive hazards, proportional odds and other models are considered. Asymptotical properties of estimators of regression parameters and baseline survival function arc investigated in the case of one of considered classes.

ISSN:0233-1888    

DOI:10.1080/02331889708802589

出版商:Gordon & Breach Science Publishers    

年代:1997

数据来源: Taylor

摘要:

Based on a doubly type-2 censored samples. Bayesian prediction bounds for the future observations of the one parameter Burr type XII distribution are obtained. One and two samples techniques are considered. The gamma conjugate prior density is assumed. Numerical examples and a simulation study are given to illustrate the procedures.

ISSN:0233-1888    

DOI:10.1080/02331889708802590

出版商:Gordon & Breach Science Publishers    

年代:1997

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331889708802591

出版商:Gordon & Breach Science Publishers    

年代:1997

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331889708802584

出版商:Gordon & Breach Sceince Publishers    

年代:1997

数据来源: Taylor