摘要:

AbstractThis bibliography brings together and classifies a wide variety of nonparametric methods which are pocentially useful for the analysis of time series data, in particular for testing randomness. Inference on Markov chain models is also extensively surveyed.

ISSN:0319-5724    

DOI:10.2307/3315073

出版商:Wiley‐Blackwell    

年代:1982

数据来源: WILEY

摘要:

AbstractLet (XI,)be a sequence of independent random variables, and let Qn= where for each N,(an:,k)is a doubly indexed sequence of weights. The convergence and the rate of convergence of the sequence of quadratic forms {Qn} are studied. These quadratic forms are linear sums of dependent variables; however, their convergence properties are similar to those of linear sums of independent variables provided the variables have finite rth absolute moments with 0

ISSN:0319-5724    

DOI:10.2307/3315074

出版商:Wiley‐Blackwell    

年代:1982

数据来源: WILEY

摘要:

AbstractLinear functions of order statistics (“L‐estimates”) of the formTn=under jackknifing are investigated. This paper proves that with suitable conditions on the functionJ, the jackknifed versionTnof theL‐estimateTnhas the same limit distribution asTn. It is also shown that the jackknife estimate of the asymptotic variance of n1/2is consistent. Furthermore, the Berry‐Esséen rate associated with asymptotic normality, and a law of the iterated logarithm of a class of jackknifeL‐estimates, are c

ISSN:0319-5724    

DOI:10.2307/3315075

出版商:Wiley‐Blackwell    

年代:1982

数据来源: WILEY

摘要:

AbstractIt has recently been shown by Perlman (1980) that when testing the equality of several normal distributions it is the likelihood ratio test which is unbiased rather than a test based on a modified statistic in common use. This paper gives expansions for the null distribution of the likelihood ratio statistic as well as for the nonnull distribution in a special case.

ISSN:0319-5724    

DOI:10.2307/3315076

出版商:Wiley‐Blackwell    

年代:1982

数据来源: WILEY

ISSN:0319-5724    

DOI:10.2307/3315077

出版商:Wiley‐Blackwell    

年代:1982

数据来源: WILEY

ISSN:0319-5724    

DOI:10.2307/3315078

出版商:Wiley‐Blackwell    

年代:1982

数据来源: WILEY

ISSN:0319-5724    

DOI:10.2307/3315079

出版商:Wiley‐Blackwell    

年代:1982

数据来源: WILEY

ISSN:0319-5724    

DOI:10.2307/3315080

出版商:Wiley‐Blackwell    

年代:1982

数据来源: WILEY