摘要:

AbstractSome examples of steep, reproductive exponential models are considered. These models are shown to possess a τ‐parallel foliation in the terminology of Barndorff‐Nielsen and Blaesild. The independence of certain functions follows directly from the foliation. SupposeX(t)is a Wiener process with drift whereX(t) = W(t) + ct, 0

ISSN:0319-5724    

DOI:10.2307/3314728

出版商:Wiley‐Blackwell    

年代:1988

数据来源: WILEY

摘要:

AbstractWe consider the probability‐weighted moment and the maximum‐likelihood estimators of two parameters in the log‐logistic distribution. Quantile estimators are obtained using both methods. The distributional properties of these estimators are studied in large samples, via asymptotic theory, and in small and moderate samples, via Monte Carlo simulation. The distribution is shown to be appropriate for a wide variety of meteorological

ISSN:0319-5724    

DOI:10.2307/3314729

出版商:Wiley‐Blackwell    

年代:1988

数据来源: WILEY

摘要:

AbstractThe problem of estimating the mean θ of a not necessarily normalp‐variate (p>3) distribution with unknown covariance matrix of the form σ2A (Aa known diagonal matrix) on the basis ofni>2 observations on each coordinateXt(1

ISSN:0319-5724    

DOI:10.2307/3314730

出版商:Wiley‐Blackwell    

年代:1988

数据来源: WILEY

摘要:

AbstractBias and mean squared error for linear combinations of the isotonic regression estimators are computed. The case of sampling three distinct populations and the case of sampling seven or fewer populations having common mean are studied in detail. Numerical results are given, and comparisons between isotonic and unbiased estimation procedures are made.

ISSN:0319-5724    

DOI:10.2307/3314731

出版商:Wiley‐Blackwell    

年代:1988

数据来源: WILEY

摘要:

AbstractA stochastic‐process approach is used to derive the asymptotic distributions of quadratic forms occurring in the analysis of changepoint dat

ISSN:0319-5724    

DOI:10.2307/3314732

出版商:Wiley‐Blackwell    

年代:1988

数据来源: WILEY

摘要:

AbstractBartholomew's statistics for testing homogeneity of normal means with ordered alternatives have null distributions which are mixtures of chi‐squared or beta distributions according as the variances are known or not. If the sample sizes are not equal, the mixing coefficients can be difficult to compute. For a simple order and a simple tree ordering, approximations to the significance levels of these tests have been developed which are based on patterns in the weight sets. However, for a moderate or large number of means, these approximations can be tedious to implement. Employing the same approach that was used in the development of these approximations, two‐moment chisquared and beta approximations are derived for these significance levels. Approximations are also developed for the testing situation in which the order restriction is the null hypothesis. Numerical studies show that in each of the cases the two‐moment approximation is quite satisfactory for most practical pur

ISSN:0319-5724    

DOI:10.2307/3314733

出版商:Wiley‐Blackwell    

年代:1988

数据来源: WILEY

摘要:

AbstractLet (

ISSN:0319-5724    

DOI:10.2307/3314734

出版商:Wiley‐Blackwell    

年代:1988

数据来源: WILEY

摘要:

AbstractThe usual confidence set forp(p≥ 3) coefficients of a linear model is known to be dominated by the James‐Stein confidence sets under the assumption of spherical symmetric errors withknownvariance (Hwang and Chen 1986). For the same confidence‐set problem but for theunknown‐variance case, naturally one replaces the unknown variance by an estimator. For the normal case, many previous studies have shown numerically that the resultant James‐Stein confidence sets dominate the resultant usual confidence sets, i.e., theFconfidence sets. In this paper we provide a further asymptotic justification, and we discover the same advantage of the James‐Stein confidence sets for normal error as well as spherically symm

ISSN:0319-5724    

DOI:10.2307/3314735

出版商:Wiley‐Blackwell    

年代:1988

数据来源: WILEY

摘要:

AbstractThe minimum‐dispersion linear unbiased estimator of a set of estimable functions in a general Gauss‐Markov model with double linear restrictions is considered. The attention is focused on developing a recursive formula in which an initial estimator, obtained from the unrestricted model, is corrected with respect to the restrictions successively incorporated into the model. The established formula generalizes known results developed for the simple Gauss‐Markov

ISSN:0319-5724    

DOI:10.2307/3314736

出版商:Wiley‐Blackwell    

年代:1988

数据来源: WILEY

摘要:

AbstractThis report describes the estimation of the parameters for a model of ventilation (y) by human subjects as a two‐segment linear function of oxygen uptake (x). Experimental data were supplied by R.L. Hughson of the Department of Kinesiology. The analysis of one of nine available sets of data is described in detai

ISSN:0319-5724    

DOI:10.2307/3314737

出版商:Wiley‐Blackwell    

年代:1988

数据来源: WILEY