摘要:

For the linear model y =Xβ+ε with β restricted to β′Hβ≦1 a maximin-linear estimator for a parameter γ = Cβ is derived. The optimaiity criterion is the mean square error.

ISSN:0233-1888    

DOI:10.1080/02331888608801902

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

This note reconsiders, from a BAYESian viewpoint, the maximin approach to linear regression estimation with restricted parameter space adopted by KRAFFT [4]. It is shown that krafft's maximin turns out to be minimax whenever there exists a degenerate (one-point) measure which is least favourable among all prior distributions on the parameter space.

ISSN:0233-1888    

DOI:10.1080/02331888608801903

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

The parameter of a nonlinear regression model is determined uniquely for al¬most all experimental designs if the number of experimental points is greater than the dimension of the parameter and different regression functions have no weak contact of infi¬nite order. This result yields global identifiability for most practically used curve-fitting models, especially with polynomial, exponential and trigonometric regression functions. In this approach regression models with errors of measurement in the independent variables are included as well.

ISSN:0233-1888    

DOI:10.1080/02331888608801904

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

The characteristics of sensitivity of the error probabilities of the most powerfu test with respect to the infinitesimal deviations of the contamination level in HUBER'S model of contaminacy are studied for finite sample size under weak regularity conditions. The asymptotic behaviour of the proposed characteristics is analysed for fixed hypothesis and fixed alternative and the results similar to the Stem lemma and the CHERNOFF theo¬rem are obtained.

ISSN:0233-1888    

DOI:10.1080/02331888608801905

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

Following SINGH's [9] characterization of positive-poisson distribution and SHANMUGAM and SINGH'S [8] characterization of logarithmic series distribution, a characterization of the positive-binomial distribution and its goodness-of-fit application are given. Our results are illustrated using PEAKSON's [7] data on the number of albino children in a family. Also, we show that our expressions for the positive-binomial distribution approach in limit SINGH's expressions for the positive-poisson where the positive-poisson is considered as a limiting distribution of the positive-binomial.

ISSN:0233-1888    

DOI:10.1080/02331888608801906

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331888608801907

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

In this paper the author gives nice assumptions (i.e. easy to verify) to obtain asymptotically optimal test for the problem of testing hypothesis of a real parameter

ISSN:0233-1888    

DOI:10.1080/02331888608801908

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331888608801909

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

摘要:

Asymptotic properties of one time domain and two frequency domain tests for autocorrelation are studied. The relation between the tests is illuminated by expressing the time domain test by frequency domain concepts. In a certain special case the asymptotic properties of the different tests are shown to be equal both under the null and alternative hypothesis if appropriate local alternatives are considered. In general the time domain test is argued to have some advantages

ISSN:0233-1888    

DOI:10.1080/02331888608801910

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331888608801911

出版商:Akademie-Verlag    

年代:1986

数据来源: Taylor