摘要:

Summary. Accurate lower and upper bounds are presented on the expectation of each L-estimate based on a sample of possibly dependent random variables with given identical distribution functions. Distributions satisfying the bounds are constructed. Several examples are presented.

ISSN:0233-1888    

DOI:10.1080/02331888308802385

出版商:Gordon and Breach Science Publishers S.A.    

年代:1993

数据来源: Taylor

摘要:

We assume that the distribution of a sample is the product of symmetrical distributions with unknown location and scale parameters, but the observations are actually dependent. We establish the bias-robustness of L-estimates of location against dependence. We show that the sample mean is the most robust estimate and either the sample median or the midrange is the most sensitive one. This contrasts with classical results dealing with robustness against disturbing marginal distributions.

ISSN:0233-1888    

DOI:10.1080/02331888308802386

出版商:1993 Gordon and Breach Science Publishers S.A.    

年代:1993

数据来源: Taylor

摘要:

Summary. In this paper we consider some different techniques allowing to construct asymptotically efficient estimators in point process models. In particular we establish L2-differentiability for point processes with multiplicative intensities and thus can apply Hadamard differentiability techniques for the i.i.d. case. In the second part of the paper we extend some properties of differentiable functionals known from the i.i.d. situation to general LAN models of point processes. We establish the LAN condition for point processes with differentiable intensities and as consequence obtain optimality of various estimators in general intensity models

ISSN:0233-1888    

DOI:10.1080/02331888308802387

出版商:Taylor & Francis Group    

年代:1993

数据来源: Taylor

摘要:

We are concerned with time series Yt, t=1, 2,… where the categorical (ordered) variable Ytis influenced by covariates Ztand by the history Yt-1, Yt-2,… of the process. We propose a time series model which combines the logistic regression model (stemming from the generalized linear model family) and the linear OM-chain (stemming from random systems with complete connections). While the influence of the history Yt-1, Yt-2… is modelled by a recursive scheme and by a Markovian term the covariates enter the model via a regression term fif [d]T1ZrTo prove the familiar asymptotic results on maximum likelihood estimations and related test statistics Norman's ergodicity concept in distance diminishing models is used. To ensure that the time series Ytshows the desired ergodic properties, we have to stipulate similar properties for the covariate process Zt.

ISSN:0233-1888    

DOI:10.1080/02331888308802388

出版商:Gordon and Breach Science Publishers S.A.    

年代:1993

数据来源: Taylor

摘要:

By using an approximation of partial sums of aprocess by independent r.v.'s we obtain large deviation inequalities.

ISSN:0233-1888    

DOI:10.1080/02331888308802389

出版商:1993 Gordon and Breach Science Publishers S.A.    

年代:1993

数据来源: Taylor

摘要:

The naner demonstrates the use of statistical methods for marked r"oint processes for analysing a particular spatial pattern. That is a collage of paper scraps made by Hans Arp who aimed to construct a random pattern, without random numbers or computers. It is shown that the orientation of the scraps can be considered as uniform. The spatial distribution of the scraps is characterized by the pair correlation function of the point pattern of scrap centers. It has a form which is similar to pair correlation functions of structures of a natural origin. Finally, correlations of orientations and sizes of the scraps are studied.

ISSN:0233-1888    

DOI:10.1080/02331888308802390

出版商:Gordon and Breach Science Publishers S.A.    

年代:1993

数据来源: Taylor

摘要:

Summary. In an earlier nsner a theorem on the density of the density ordinate itself was obtained and used to provide an alternative proof of the Box-Muller method for the generation of Normal deviates. A more general theorem on what may be called vertical density representation is given here, The Box-Muller method requires using two uniform random numbers to produce two Normal deviates, If a method using only one uniform random number may be regarded as an ultimate method, then evidence is provided here that this limit cannot be achieved via such methods

ISSN:0233-1888    

DOI:10.1080/02331888308802391

出版商:Gordon and Breach Science Publishers S.A.    

年代:1993

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331888308802392

出版商:Gordon & Breach Sceince Publishers    

年代:1993

数据来源: Taylor