摘要:

In the linear regression model the unknown parameter vectorθis supposed to vary in a known ellipsoid. Under this parameter constraint Kuks and Olman derived an estimator by demanding a minimax property. Since sometimes the Kuks-Olman estimator takes values outside of the ellipsoid a modification is proposed in the paper. It is shown that this modified variant is a least squares estimator in the restricted model.

ISSN:0233-1888    

DOI:10.1080/02331889508802488

出版商:Gordon & Breach Science Publishers    

年代:1995

数据来源: Taylor

摘要:

We obtain the asymptotic distribution of the maximum likelihood ratio test when we test for possible changes in the regression coefficients. We also prove that the maximum likelihood ratio tests is asymptotically consistent. We propose an estimator for the time of change and show that it is almost surely consistent. We consider the cases when the variance remains constant and when it may change at an unknown time.

ISSN:0233-1888    

DOI:10.1080/02331889508802489

出版商:Gordon & Breach Science Publishers    

年代:1995

数据来源: Taylor

摘要:

Assuming a polynomial trend with second-order stationary errors, expressions for the expectation of various covariogram estimators are derived. The goal of this article is to compare the estimator based on ordinary-least-squares residuals, with the estimator based on recursive residuals.

ISSN:0233-1888    

DOI:10.1080/02331889508802490

出版商:Gordon & Breach Science Publishers    

年代:1995

数据来源: Taylor

摘要:

In this paper, maximum likelihood estimators for a broad class of matrix variate elliptically contoured distributions have been derived. Optimality properties of estimators in the multivariate regression models are studied when the error term has a matrix variate elliptically contoured distribution. Least-square estimators are also obtained for the multivariate random effect regression model when the underlying distribution is elliptically contoured.

ISSN:0233-1888    

DOI:10.1080/02331889508802491

出版商:Gordon & Breach Science Publishers    

年代:1995

数据来源: Taylor

摘要:

Suppose we have independent random samples of sizesmandnrespectively from two populations characterized by a common location parameterθand unknown scale parameters. Letψxandψybe odd location estimators ofθbased on individual samples. Cohen (1976) suggested a combined estimatorδa, which under mild conditions on the density, is unbiased and improvesψxfor all a such that 0 <a≤a*(m, n), wherea*(m, n) is a constant andm, ndenote the two sample sizes. Bhattacharya (1981) enlarged this class by finding a larger upperboundA(m, n) for ‘a’. In this paper, we further improveA(m, n) and establish dominance ofδ1, over bothψxandψyin cases where Bhattacharya's bound does not help. We also consider, an unbiased estimator different fromδa, and determine conditions oncto improve bothψxandψy. Our results also take into account the cases not covered by Akai (1982).

ISSN:0233-1888    

DOI:10.1080/02331889508802492

出版商:Gordon & Breach Science Publishers    

年代:1995

数据来源: Taylor

摘要:

A general type II censorship model is introduced which subsumes existing type II models that have been considered in the literature. The likelihood function associated with the data arising from such a model is derived. Decision-theoretic inference under the assumption that the failure time distribution belongs to the negative exponential family is presented. In particular, the problems of estimating the mean failure time and the survivor probabilities are discussed.

ISSN:0233-1888    

DOI:10.1080/02331889508802493

出版商:Gordon & Breach Science Publishers    

年代:1995

数据来源: Taylor

摘要:

In this paper we give asymptotic expansions for the expected number of local extremes and inflection points of kernel density estimates. We argue that these numbers can be used as an indicator for the “qualitative” smoothness of the density estimate.

ISSN:0233-1888    

DOI:10.1080/02331889508802494

出版商:Gordon & Breach Science Publishers    

年代:1995

数据来源: Taylor

摘要:

In this paper, we present some considerations on inferences based on the use of asymptotical normality of the maximum likelihood estimators of the bivariate exponential distribution (BVED) of Block and Basu (1974) considering accelerated life tests with a power rule model. We show in one numerical example, the effect of a different parametrization to improve the accuracy of the obtained inferences on the parameters of the model. We also consider Bayesian methods to get inferences on the parameters of the BVED applied to accelerated life tests.

ISSN:0233-1888    

DOI:10.1080/02331889508802495

出版商:Gordon & Breach Science Publishers    

年代:1995

数据来源: Taylor

摘要:

In the recent paper of Dette (1993) there are two figures missing which will be given in this addendum.

ISSN:0233-1888    

DOI:10.1080/02331889508802496

出版商:Gordon & Breach Science Publishers    

年代:1995

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331889508802487

出版商:Gordon & Breach Sceince Publishers    

年代:1995

数据来源: Taylor