1. |
Recursive M-tests for the constancy of multivriate regression relationships over time |
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Sequential Analysis,
Volume 3,
Issue 3-4,
1984,
Page 191-211
Pranab Kumar Sen,
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摘要:
For a general rnultivariate linear model, based on a general class of recursive M-estimators of regression parameters and allied M-statistics, some testing procedures for a possible change in the regression relationships occurring at an unknown time point are considered,. The (asymptotic) theory of the proposed tests rests on some invariance principles for some recursive M-estimators and related (residual) M-statistics, and these are studied too.
ISSN:0747-4946
DOI:10.1080/07474948408836062
出版商:Marcel Dekker, Inc.
年代:1984
数据来源: Taylor
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2. |
A diffusion process approximation approach to restricted sequential tests with early stopping |
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Sequential Analysis,
Volume 3,
Issue 3-4,
1984,
Page 213-230
James M. Dambrosia,
Samuel W. Greenhouse,
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摘要:
Modified restricted sequential plans with the potential for early stopping and expected stopping times close to those of the SPRT are given for testing binomial distributions.These plans are based upon the conditional probability of rejecting the null hypothesis given the accumulated data. A normal diffusion process approximation to the binomial random walk is used to obtain the conditional probabilities at each stage of the trial and thusdetermine an acceptance boundary for the null hypothesis. Plans derived using the diffusion process are compared with plans obtained by an exact method in terms of error probabilities and stopping time distributions. Some limiting relationships are also examined.
ISSN:0747-4946
DOI:10.1080/07474948408836063
出版商:Marcel Dekker, Inc.
年代:1984
数据来源: Taylor
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3. |
On asymptotically Risk-effivient sequential versions of generalized U-statistics |
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Sequential Analysis,
Volume 3,
Issue 3-4,
1984,
Page 231-249
Malay Ghosh,
Pranab Kumar Sen,
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PDF (464KB)
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摘要:
Sequential point estimation of means of generalized U-statistics is considered. Based on a well defined stopping rule, the proposed sequential (estimation) procedure is shown to be asymptotically (first order) risk-efficient. Asymptotic distributions of sequential generalized U-statistics and the allied stopping times are also studied.
ISSN:0747-4946
DOI:10.1080/07474948408836064
出版商:Marcel Dekker, Inc.
年代:1984
数据来源: Taylor
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4. |
Truncated sprt for non-stationary processes: sensitivity of assumptions |
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Sequential Analysis,
Volume 3,
Issue 3-4,
1984,
Page 251-266
Damodar Y. Golhar,
Stephen M. Pollock,
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PDF (356KB)
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摘要:
There is little literature on the truncated SPRT when observations have distribution parameters that change over time. We develop a truncated SPRT when the observations come from a Normal distribution with parameters that linearly increase over time. The truncation point, specified in advance, gives error probabilities within desired limits. The method is developed for two different assumptions about the non stationary observations i) the observations are independent and ii) the differences between successive observations are independent. The sensitivity of results to these assumptions is studied.
ISSN:0747-4946
DOI:10.1080/07474948408836065
出版商:Marcel Dekker, Inc.
年代:1984
数据来源: Taylor
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5. |
Inadmissbility of sequential estimation rule of the mean of a multivariate normal distribution |
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Sequential Analysis,
Volume 3,
Issue 3-4,
1984,
Page 267-271
Yoshikazu Takada,
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摘要:
For the fixed sample size problem, it is well known that the usual estimator of the mean of a p variate normal distribution is inadmissible and is dominated by the James Stein estimator if p≥3. In this note it is shown that an analogous result holds in a sequential sampling rule.
ISSN:0747-4946
DOI:10.1080/07474948408836066
出版商:Marcel Dekker, Inc.
年代:1984
数据来源: Taylor
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6. |
Editorial collaborators |
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Sequential Analysis,
Volume 3,
Issue 3-4,
1984,
Page 273-274
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PDF (41KB)
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ISSN:0747-4946
DOI:10.1080/07474948408836067
出版商:Marcel Dekker, Inc.
年代:1984
数据来源: Taylor
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7. |
Editorial board |
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Sequential Analysis,
Volume 3,
Issue 3-4,
1984,
Page -
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PDF (305KB)
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ISSN:0747-4946
DOI:10.1080/07474948408836061
出版商:Marcel Dekker, Inc.
年代:1984
数据来源: Taylor
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