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| 1. |
Exact Designs Minimising the Integrated Variance in Quadratic Regression |
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Statistics,
Volume 34,
Issue 2,
2000,
Page 103-115
Lorens Imhof,
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PDF (374KB)
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摘要:
Exact designs are given which minimise the average variance of a quadratic regression polynomial fitted by the method of least squares.
ISSN:0233-1888
DOI:10.1080/02331880008802321
出版商:Gordon & Breach Science Publishers
年代:2000
数据来源: Taylor
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| 2. |
Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes |
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Statistics,
Volume 34,
Issue 2,
2000,
Page 117-135
Dejian Lai,
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PDF (473KB)
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摘要:
We introduce local asymptotic normality (LAN) for the log-likelihood ratio and the contiguity property of a class of location-scale processes in this paper. Using the contiguity property, we study the asymptotic distribution of the estimated Brock-Dechert-Scheinkman (BDS) statistic from the standardized residuals of fitting location-scale type processes.
ISSN:0233-1888
DOI:10.1080/02331880008802322
出版商:Gordon & Breach Science Publishers
年代:2000
数据来源: Taylor
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| 3. |
On Existence of Maximum Likelihood Estimators in Exponential Families |
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Statistics,
Volume 34,
Issue 2,
2000,
Page 137-149
Krzysztof Bogdan,
Małgorzata Bogdan,
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PDF (443KB)
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摘要:
We propose a simple necessary and sufficient condition for existence of maximum likelihood estimators in a large class of canonical exponential families. We give an application to log-spline families.
ISSN:0233-1888
DOI:10.1080/02331880008802323
出版商:Gordon & Breach Science Publishers
年代:2000
数据来源: Taylor
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| 4. |
Rényi Statistics in Directed Families of Exponential Experiments* |
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Statistics,
Volume 34,
Issue 2,
2000,
Page 151-174
D. Morales,
L. Pardo,
I. Vajda,
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PDF (612KB)
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摘要:
Rényi statistics are considered in a directed family of general exponential models. These statistics are defined as Rényi distances between estimated and hypothetical model. An asymptotically quadratic approximation to the Rényi statistics is established, leading to similar asymptotic distribution results as established in the literature for the likelihood ratio statistics. Some arguments in favour of the Rényi statistics are discussed, and a numerical comparison of the Rényi goodness-of-fit tests with the likelihood ratio test is presented.
ISSN:0233-1888
DOI:10.1080/02331880008802324
出版商:Gordon & Breach Science Publishers
年代:2000
数据来源: Taylor
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| 5. |
Book reviews |
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Statistics,
Volume 34,
Issue 2,
2000,
Page 175-176
S. Sperlich,
E. Castell,
E. Castell,
E. Castell,
E. Castell,
E. Castell,
E. Castell,
E. Castell,
E. Castell,
E. Castell,
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PDF (209KB)
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摘要:
Donald J. Koosis: Statistics. A Self-Teaching Guide, Fourth Edition. Wiley 1997, ISBN 0-471-14688-9
ISSN:0233-1888
DOI:10.1080/02331880008802325
出版商:Gordon & Breach Science Publishers
年代:2000
数据来源: Taylor
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| 6. |
Editorial Board |
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Statistics,
Volume 34,
Issue 2,
2000,
Page -
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PDF (49KB)
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ISSN:0233-1888
DOI:10.1080/02331880008802320
出版商:Gordon & Breach Sceince Publishers
年代:2000
数据来源: Taylor
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