| 1. |
A bayes, sweep-operational construction for raos unified theory of linear estimation |
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Statistics,
Volume 20,
Issue 1,
1989,
Page 3-11
M. Stone,
J. L. Wang,
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摘要:
A generalized inverse, found by C. R. RAO to deliver the necessities for least≂ squares estimation, is obtained by a confluence of limiting BAYES estimation and BEATON-DEMPSTEB sweep operations.
ISSN:0233-1888
DOI:10.1080/02331888908802136
出版商:Akademie-Verlag
年代:1989
数据来源: Taylor
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| 2. |
Book review |
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Statistics,
Volume 20,
Issue 1,
1989,
Page 12-12
W. Schmidt,
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摘要:
H.Strasser: Einführung in die lokale asymptotische Theorie der Statistik. Bayreuther Mathematische Sehriften, 1985, 258 S.
ISSN:0233-1888
DOI:10.1080/02331888908802137
出版商:Akademie-Verlag
年代:1989
数据来源: Taylor
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| 3. |
Controlled shrinkage estimators (a class of estimators better than the least squares estimator, with respect to a general quadratic loss, for normal observations |
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Statistics,
Volume 20,
Issue 1,
1989,
Page 13-22
D. Cellieb,
F. Fordrinier,
Robert C,
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摘要:
A random normal vector is observed in a finite dimensional real vector space E. Its mean is unknown but belongs to a known subspace of E of dimension >3. Its co variance operator is known up to a multiplicative factor.
ISSN:0233-1888
DOI:10.1080/02331888908802138
出版商:Akademie-Verlag
年代:1989
数据来源: Taylor
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| 4. |
Regression with autoregressive errors-some asymptotic results |
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Statistics,
Volume 20,
Issue 1,
1989,
Page 23-39
R.A. Maller,
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摘要:
For the linear regression model
ISSN:0233-1888
DOI:10.1080/02331888908802139
出版商:Akademie-Verlag
年代:1989
数据来源: Taylor
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| 5. |
Statistics |
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Statistics,
Volume 20,
Issue 1,
1989,
Page 40-40
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PDF (191KB)
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ISSN:0233-1888
DOI:10.1080/02331888908802140
出版商:Akademie-Verlag
年代:1989
数据来源: Taylor
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| 6. |
On robustness of tests for random effects in balanced nested designs |
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Statistics,
Volume 20,
Issue 1,
1989,
Page 41-46
Ravindra Khattree,
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摘要:
In this note certain optimum and robustness properties of usual F test are derived, for balanced random and mixed effects nested models. The underlying distribution assumed is elliptically symmetric. WIJSMAN'S Representation theorem is applied as a tool. Attention is confined to the testing of random effects only.
ISSN:0233-1888
DOI:10.1080/02331888908802141
出版商:Akademie-Verlag
年代:1989
数据来源: Taylor
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| 7. |
The exact power of two-sample location tests based on exceedance statistics against shift alternatives |
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Statistics,
Volume 20,
Issue 1,
1989,
Page 47-54
Walter Katzenbeisser,
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摘要:
The exact power of two-sample location tests based on exceedance statistics against shifts in exponential-, logistic- and rectangular distributions is derived. As an example; the exact power functions for the MANN-WHITNEY-WILCOXON, the MOOD-WESTENBERG and the MATHISEN test for shifts in exponential distributions is compared
ISSN:0233-1888
DOI:10.1080/02331888908802142
出版商:Akademie-Verlag
年代:1989
数据来源: Taylor
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| 8. |
A monte carlo study on minimizing chi-square distances under the hypothesis of homogeneity or independence for a two-way cotingeney table |
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Statistics,
Volume 20,
Issue 1,
1989,
Page 55-70
D. Böhning,
H. Holling,
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摘要:
The present paper investigates estimation under the hypothesis of homogeneity or independence for a two-way contingency table. A family of optimality eriteria(distances, is introduced, of which well-known criteria such as maximum likelihood, Pearson- and Neyman chi-square, the Kullback-Liebler distance turn out to be special cases. We investigate the statistical properties of this family via a Monte Carlo study
ISSN:0233-1888
DOI:10.1080/02331888908802143
出版商:Akademie-Verlag
年代:1989
数据来源: Taylor
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| 9. |
On the convergence rate of robert procedures and local equivalence of hellinger and total variation distances |
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Statistics,
Volume 20,
Issue 1,
1989,
Page 71-76
T. Bednarski,
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ISSN:0233-1888
DOI:10.1080/02331888908802144
出版商:Akademie-Verlag
年代:1989
数据来源: Taylor
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| 10. |
Joint estimation of the mean and the covariance of a banach valued gaussian vector |
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Statistics,
Volume 20,
Issue 1,
1989,
Page 77-93
J.H. Beder,
A. Antoniadis,
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摘要:
The problem of consistently estimating the mean and the covariance operator of a quite arbitrary GAUSSian random vector with values in a separable BANACH space is considered. Two methods are given. One, the method of sieves, requires some prior in¬formation about the covariance operator. The other, which has no restriction, is the analog of the usual method of multivariate analysis
ISSN:0233-1888
DOI:10.1080/02331888908802145
出版商:Akademie-Verlag
年代:1989
数据来源: Taylor
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