摘要:

We study the asymptotic properties, consistency, asymptotic normality, of the least squares estimator in a non linear regression problem. The model uses a parametric class Л of functions, but we do not assume that the unknown function belongs to that class. Л is here a class of continuous functions with a discontinuity in the first derivative. The problem of making a choice between two classes of that type is also studied.

ISSN:0233-1888    

DOI:10.1080/02331889108802316

出版商:Akademie-Verlag    

年代:1991

数据来源: Taylor

摘要:

We consider the problem of optimum experimental design. Minimizewhere Ω is a set (of admissible information matrices) included in the space Snof symmetric matrices of order n-by-n. [n an attempt to deal in a unified way with the different types fo optimality criterionfound in the literature, we introduce the model

ISSN:0233-1888    

DOI:10.1080/02331889108802317

出版商:Akademie-Verlag    

年代:1991

数据来源: Taylor

摘要:

In a situation with several VON MISES-FISHER (or Langevin) distributions with a common mean direction but different concentration parameters, we derive the conditional distribution of the weighted sample mean given the combined sample resultant length and the distribution of the combined sample resulatant length. Using these results we treat estiamtion and testing the mean of the distributions.

ISSN:0233-1888    

DOI:10.1080/02331889108802318

出版商:Akademie-Verlag    

年代:1991

数据来源: Taylor

摘要:

In the location-scale model where random observations come from the distributionwe study asymptotic robustness properties of two estimators of the unknown scale parameter ?. The two estimators studied are: (i) the interquantile range, given by the functionalwhere [Ftilde] is a normalizing constant; and (ii) the symmetrized inter-quantile rangewhere F is obtained by symmetrizing F about the medianMaximal asymptotic biases and variances of S?(F) and S??(F) are found under the ε-contamination modelwhere F0is a fixed strongly unimodal symmetric distribution and G is an unknown and possibly asymmetric distribution. Asymptotic variances are sometimes (depending on ε and ?) maximized when G places all its mass in a neighborhood of ? but in some cases the asymptotic variance can be increased by shifting a small amount of mass to a neighborhood of the quantileNumerical comparisons are given for the case when F0is the standard normal distribution

ISSN:0233-1888    

DOI:10.1080/02331889108802319

出版商:Akademie-Verlag    

年代:1991

数据来源: Taylor

摘要:

GODAMBE?S method of estimating equations is explored for parameters in discrete-time stochastic processes. RElations to the methods of conditional least squares and weighted least squares are investigated by considering some special cases of the general model. In particular, we consider models that are linear in parameters and derive the optimal estimator for such models, both in a non-recursive and in a recursive form.

ISSN:0233-1888    

DOI:10.1080/02331889108802320

出版商:Akademie-Verlag    

年代:1991

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331889108802321

出版商:Akademie-Verlag    

年代:1991

数据来源: Taylor

摘要:

A continuous life distribution function f with f(x)=0 for x ≶ is said to be increasing failure rate average (IFRA) if and only ifand all x For testing the null hypothesis that f is an exponentia distribution versus the alternative hypothesis that f is a nonexponential IFRA distribution DESHPANDE [BIometrika 70 (1983): 514:518] proposed a class of testing which depends on b the choice of b has been crucial since than In this paper we propose a new measure of IFRA ness that is independent of b and we use it to test whether one destribution is more IFRA than other. The Properties of the test such as unbiasedness, consistency and asymptotic normality are dscussed.Monte Carolo estimates of power are obtained for small sample sizes. Large sample performance is measured in terms of Asymptotic relative efficiency with respect to Tiwri and ZALKIAr,s (1988) test.

ISSN:0233-1888    

DOI:10.1080/02331889108802323

出版商:Akademie-Verlag    

年代:1991

数据来源: Taylor

摘要:

We consider a marked point process Ф on the real half-line, a random element Z and the filtration {?} generated by Z and the restriction Фtof Ф up to, In these notes we deal with the (filtering) problem of determining the conditional distribution P(Z ? ·|Фt) using certain {?}intensities of Ф, We prove Bayes' formula and illustrate its role in the framework of our assumption on the filtration {?}, Some results of the literature will be generalized

ISSN:0233-1888    

DOI:10.1080/02331889108802324

出版商:Akademie-Verlag    

年代:1991

数据来源: Taylor

摘要:

This paper presents exploratory methods for describing various aspects of anisotropy for a marked planar point process, First-order methods give basic information by analysing an associated segment process, It can be refined by second-order methods such as the well-known orientation analysis and its variants, Also methods for detecting local anisotropies, which were originally developed for isotropic point processes, can be useful, However, two examples show that formal application of methods for isotropic processes in the case of anisotropy may be dangerous,

ISSN:0233-1888    

DOI:10.1080/02331889108802325

出版商:Akademie-Verlag    

年代:1991

数据来源: Taylor

摘要:

This paper obtains a theorem about the density of the density ordinate when the latter is regarded as a random variable in its own right. The theorem is used to provide an alternative interpretation of the BOX-MULLER simulation method which extends also to an alternative method for simulating from the LAPLACE density

ISSN:0233-1888    

DOI:10.1080/02331889108802326

出版商:Akademie-Verlag    

年代:1991

数据来源: Taylor