摘要:

AbstractSeveral types of multivariate extensions of the inverse Gaussian (IG) distribution and the reciprocal inverse Gaussian (RIG) distribution are proposed. Some of these types are obtained as random‐additive‐effect models by means of well‐known convolution properties of the IG and RIG distributions, and they have one‐dimensional IG or RIG marginals. They are used to define a flexible class of multivariate Poisson m

ISSN:0319-5724    

DOI:10.2307/3315462

出版商:Wiley‐Blackwell    

年代:1992

数据来源: WILEY

摘要:

AbstractWe consider the least‐squares estimator of the autoregressive parameter in a nearly integrated seasonal model. Building on the study by Chan (1989), who obtained the limiting distribution, we derive a closed‐form expression for the appropriate limiting joint moment generating function. We use this function to tabulate percentage points of the asymptotic distribution for various seasonal periods via numerical integration. The results are extended by deriving a stochastic asymptotic expansion to orderOp(T‐l), whose percentage points are also obtained by numerically integrating the appropriate limiting joint moment generating function. The adequacy of the approximation to the finite‐sample distribution is di

ISSN:0319-5724    

DOI:10.2307/3315463

出版商:Wiley‐Blackwell    

年代:1992

数据来源: WILEY

摘要:

AbstractVarious bootstrap methods for variance estimation and confidence intervals in complex survey data, where sampling is done without replacement, have been proposed in the literature. The oldest, and perhaps the most intuitively appealing, is the without‐replacement bootstrap (BWO) method proposed by Gross (1980). Unfortunately, the BWO method is only applicable to very simple sampling situations. We first introduce extensions of the BWO method to more complex sampling designs. The performance of the BWO and two other bootstrap methods, the rescaling bootstrap (Rao and Wu 1988) and the mirror‐match bootstrap (Sitter 1992), are then compared through a simulation study. Together these three methods encompass the various bootstrap propos

ISSN:0319-5724    

DOI:10.2307/3315464

出版商:Wiley‐Blackwell    

年代:1992

数据来源: WILEY

摘要:

AbstractNonparametric deconvolution problems require one to recover an unknown density when the data are contaminated with errors. Optimal global rates of convergence are found under the weightedLp‐loss (1 ≤p≤ ∞). It appears that the optimal rates of convergence are extremely low for supersmooth error distributions. To resolve this difficulty, we examine how high the noise level can be for deconvolution to be feasible, and for the deconvolution estimate to be as good as the ordinary density estimate. It is shown that if the noise level is not too high, nonparametric Gaussian deconvolution can still be practical. Several simulation studies are also pr

ISSN:0319-5724    

DOI:10.2307/3315465

出版商:Wiley‐Blackwell    

年代:1992

数据来源: WILEY

摘要:

AbstractA method for nonparametric estimation of density based on a randomly censored sample is presented. The density is expressed as a linear combination of cubicM‐splines, and the coefficients are determined by pseudo‐maximum‐likelihood estimation (likelihood is maximized conditionally on data‐dependent knots). By using regression splines (small number of knots) it is possible to reduce the estimation problem to a space of low dimension while preserving flexibility, thus striking a compromise between parametric approaches and ordinary nonparametric approaches based on spline smoothing. The number of knots is determined by the minimum AIC. Examples of simulated and real data are presented. Asymptotic theory and the bootstrap indicate that the precision and the accuracy of the estimates are satis

ISSN:0319-5724    

DOI:10.2307/3315466

出版商:Wiley‐Blackwell    

年代:1992

数据来源: WILEY

摘要:

AbstractPractical questions motivate the search for predictors either of an as yet unobserved random vector, or of a random function of a parameter. An extension of the classical UMVUE theory is presented to cover such situations. In includes a Rao‐Blackwell‐type theorem, a Cramer‐Rao‐type inequality, and necessary and sufficient conditions for a predictor to minimize the mean squared error uniformly in the parameter. Applications are considered to the problem of selected means, the species problem, and the examination of someu‐vestimates of Robbi

ISSN:0319-5724    

DOI:10.2307/3315467

出版商:Wiley‐Blackwell    

年代:1992

数据来源: WILEY

摘要:

AbstractFisher's exact test for two‐by‐two contingency tables has repeatedly been criticized as being too conservative. These criticisms arise most frequently in the context of a planned experiment for which the numbers of successes in each of two experimental groups are assumed to be binomially distributed. It is argued here that the binomial model is often unrealistic, and that the departures from the binomial assumptions reduce the conservatism in Fisher's exact test. Further discussion supports a recent claim of Barnard (1989) that the residual conservatism is attributable, not to any additional information used by the competing method, but to the discrete nature of the test, and can be drastically reduced through the use of Lancaster's mid‐p‐value. The binomial model is not recommended in that it depends on extra, questionable assu

ISSN:0319-5724    

DOI:10.2307/3315468

出版商:Wiley‐Blackwell    

年代:1992

数据来源: WILEY

摘要:

AbstractThree stability theorems due to Gnedenko (1943), Barndorff‐Nielsen (1963), and Tomkins (1986) are extended to the sample maxima of identically distributed ϕ‐mixing andm‐dependent seq

ISSN:0319-5724    

DOI:10.2307/3315469

出版商:Wiley‐Blackwell    

年代:1992

数据来源: WILEY

ISSN:0319-5724    

DOI:10.2307/3315471

出版商:Wiley‐Blackwell    

年代:1992

数据来源: WILEY

ISSN:0319-5724    

DOI:10.2307/3315472

出版商:Wiley‐Blackwell    

年代:1992

数据来源: WILEY