摘要:

SummaryWe introduce and discuss three important regression diagnostics: leverage, Studentized residuals, and DFFITS. We then develop two approaches to bounded‐influence robust regression based on these diagnostics. The methods are illustrated on a data set using a simple MINITAB progra

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1987.tb00716.x

出版商:Blackwell Publishing Ltd    

年代:1987

数据来源: WILEY

摘要:

SummaryAsymptotic theory is developed for the problem of smoothing sparse multinomial data, with emphasis on the criterion of mean summed square error of estimators of the probability mass function. If the data are not too sparse, in a well‐defined sense, then the optimal rate of convergence is that achieved by the unsmoothed cell proportions. Otherwise, this rate can be improved upon by smoothing. Explicit results, including formulae for the optimal smoothing parameter, are presented for a kernel‐type estimator. Also for this case, a cross‐validatory choice procedure is shown to be asymptotically op

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1987.tb00717.x

出版商:Blackwell Publishing Ltd    

年代:1987

数据来源: WILEY

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1987.tb00718.x

出版商:Blackwell Publishing Ltd    

年代:1987

数据来源: WILEY

摘要:

SummaryIn this note we consider the problems of optimal linear prediction (o.l.p.) and the minimum mean squared error prediction (m.m.s.e.p.) of a sequence Xt, which fits to a stationary and invertible ARMA model through the filter (1 ‐ Bs)dXt= Yt. It is shown that these two predictors are not identical in general from the theoretical point of view. Permitting the degree of differencingdto take any real value, a set of conditions for these commonly applied prediction formulas to be identical is give

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1987.tb00719.x

出版商:Blackwell Publishing Ltd    

年代:1987

数据来源: WILEY

摘要:

SummarySampson (1976, 1978) has considered applications of the standard symmetric multivariate normal (SSMN) distribution and the estimation of its equi‐correlation coefficient, ρ. Tests for ρ are considered here. The likelihood ratio test suffers from several theoretical and practical shortcomings. We propose the locally most powerful (LMP) test which is globally (one‐sided) unbiased, very simple to compute and is based on the best natural unbiased estimator of ρ. Exact null and non‐null distributions of the test statistic are presented and percentage points are given. Statistical curvature (Efron, 1975) indicates that its performance improves withmk(sample size × dimension) while exact power computations show that even for reasonably small values ofmkthe performance is quite encouraging. Recalling Brown's (1971) cautions we establish by local comparison with the LMP similar test for ρ in the SMN (Rao, 1973) distribution, that here the additional information on the mean and variance is quite

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1987.tb00720.x

出版商:Blackwell Publishing Ltd    

年代:1987

数据来源: WILEY

摘要:

SummaryThis paper proposes a simple rank condition for determining whether or not certain limited information estimators based on common data transformations in linear models are efficient. Examples which illustrate the use of the condition are presented.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1987.tb00721.x

出版商:Blackwell Publishing Ltd    

年代:1987

数据来源: WILEY

摘要:

SummaryA method of estimating the asymptotic standard error of the Hodges‐Lehmann estimator based on generalized least squares is described. The results of a Monte Carlo study comparing the new method with existing ones are give

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1987.tb00722.x

出版商:Blackwell Publishing Ltd    

年代:1987

数据来源: WILEY

摘要:

SummaryAn algorithm is described for the optimal rearrangement of the treatments within each block of a Balanced Incomplete Block Design when a specified “nearest neighbour” correlation structure exists among observations from plots in the same block. The procedure uses results obtained by Kiefer&Wynn (1981). Designs obtained using the algorithm are found to compare favourably with those produced by combinatorial methods given in Cheng (1983). The algorithm produces optimal designs for all BIBD parameter sets, including those not covered by the results of Kiefer&Wynn or Ch

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1987.tb00723.x

出版商:Blackwell Publishing Ltd    

年代:1987

数据来源: WILEY

摘要:

SummaryWe introduce distribution‐free permutation tests and corresponding estimates for studying the effect of a treatment variablexon a responsey.The methods apply in the presence of a multivariate covariatez.They are based on the assumption that the treatment values are assigned randomly to the subject

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1987.tb00724.x

出版商:Blackwell Publishing Ltd    

年代:1987

数据来源: WILEY

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1987.tb00725.x

出版商:Blackwell Publishing Ltd    

年代:1987

数据来源: WILEY