摘要:

The problem of estimating parameters in the case of missing values up today was connected with the standard linear models with covariance matrix ?2I (cf. DODGE, 1984) where ?2is an unknown scalar and I-the unit matrix. In this paper the results of the standard model are generalized for the linear GAUSS-MARKOFF (GM) model and ZYSKIND-MABTIN model (particular case of GM) with missing values and with covariance matrix ?2Vt where V≧0.

ISSN:0233-1888    

DOI:10.1080/02331888608801923

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

In the ANOVA setup with K factors without interactions the optimum design problem for simultaneous inference on the basic contrasts of the first k<K factors is considered. It is shown that k-proportional designs are uniformly optimal in some (small) class of designs and, with an additional condition, are D-optimal in the class of N-observation designs and that there are no other optimal designs provid3ed these designs exist. It also turns out that these designs have an additional constrained optimality property.

ISSN:0233-1888    

DOI:10.1080/02331888608801925

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331888608801926

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

By means of the concept of change-of-variance function we investigate the stability properties of the asymptotic variance of R-estimators. This allows us to construct the optimal V-robust R-estimator that minimizes the asymptotic variance at the models under the side condition of a bounded change-of-variance function. Finally, we discuss the connection between this function and an influence function for two-sample rank tests introduced by EPLETT (1980),

ISSN:0233-1888    

DOI:10.1080/02331888608801927

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331888608801928

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

In this paper we investigate the distribution of the periodogram, respectively, the periodogram matrix for stationary random sequences. These .distributions are consid¬ered in the case of a fixed frequency as well as in the case of a finite number of frequencies for Gaussian sequences and for sequences of independent random variables. The exact distribution is obtained in the case of a fixed frequence for one-dimensional GAUSsiansequences. Asymptotic expansions, respectively, the rate of convergence to the asymptotic distribution are given in the case mentioned above

ISSN:0233-1888    

DOI:10.1080/02331888608801929

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331888608801930

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

It is shown that the coupling of distributions by their quantile transforms leads to simple and unifying proofs of monotonicity and unbiasedness properties of tests in many nonparametric testing problems

ISSN:0233-1888    

DOI:10.1080/02331888608801931

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

This article continues work presented in BÖHNING and HOFFMANN (1982). For the problem of finding the optimum of a function of probabilities, a more general algorithm is proposed which includes, for example, FLETCHER-POWELL-techniques.

ISSN:0233-1888    

DOI:10.1080/02331888608801932

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

The paper considers inference about an infinite population supposedly produced by a system of chance causes. The existing universe is regarded as a sample from this parent infinite population. Whatever the sampling design, the sample arithmetic mean that is based on the effective sample size, is found to be the minimum variance unbiased estimator of the mean of the infinite population, and its existence is linked with each of two separate sets of conditions required for its unbiasedness. When the parent infinite population is assumed to be normally distributed and when the effective sample size varies from one possible sample to another, the skewness and kurtosis coefficients of the sampling distribution of the mean firmly indicate that normality is not automatically achieved and is achieved only for those sampling procedures for which the effective sample size remains constant. Brief comments are made on the extent of appropriateness of confidence interval statements for the mean of the parent infinite population

ISSN:0233-1888    

DOI:10.1080/02331888508801933

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor