ISSN:0319-5724    

DOI:10.2307/3315084

出版商:Wiley‐Blackwell    

年代:1977

数据来源: WILEY

摘要:

AbstractThis article deals with the exact non‐null distribution of the likelihood ratio criterion for testing the hypothesis that the covariance matrix in a multinormal distribution is diagonal. The exact non‐null moments as well as the exact non‐null distribution are derived. The distribution is also expressed in computable form with the help of inverse Mellin transform and calculus of residues. The results obtained in this article are useful in studying the power of testing several correlation coefficients simultane

ISSN:0319-5724    

DOI:10.2307/3315085

出版商:Wiley‐Blackwell    

年代:1977

数据来源: WILEY

摘要:

AbstractThis paper provides an examination of the problem of heteroscedasticity as it relates to estimating park use, although the results can also be applied to a wide variety of flow problems involving traffic, people or commodities. The major issue is that estimates of flows obtained using ordinary least squares,OLS, often yield statistically significant results while still giving rise to large differences between observed and predicted flows (residuals).The paper presents results which show that for the flow estimation problem of concern, more accurate use estimates may be obtained by using generalized least squares,GLS, rather than usingOLS.Weights to use inGLSregression are developed taking into account the variance to be expected in origin‐destination flows.It is shown that deriving the correct weights, estimates of variances, to use in a regression analysis results in an ‘absolute’ test for the structural appropriateness of the regression model. Tests related to the ‘absolute’ adequacy test are introduced and their use to identify specific structural problems with a model is il

ISSN:0319-5724    

DOI:10.2307/3315086

出版商:Wiley‐Blackwell    

年代:1977

数据来源: WILEY

摘要:

AbstractAn efficient method for incorporating incomplete prior information in regression analysis was developed by Theil [1963]. In this paper we take up the estimator of coefficients given by this procedure and study its robustness to departures from normality of prior estimators of coefficients. The use of incomplete or biased prior information in regression analysis is also considered and a new estimator for the regression coefficient is suggested.

ISSN:0319-5724    

DOI:10.2307/3315087

出版商:Wiley‐Blackwell    

年代:1977

数据来源: WILEY

摘要:

AbstractIn this paper we present two methods of estimating a linear regression equation with Cauchy disturbances. The first method uses the maximum likelihood principle and therefore the estimators obtained are consistent. The asymptotic covariance is derived which provides with the necessary statistics for the purpose of making inference in large samples. The second method is the method of least lines which minimizes the sum of absolute errors (MSAE) from the fitted regression. Then these two methods are compared through a Monte Carlo study. The maximum likelihood method emerges superior over theMSAEmethod. However, theMSAEprocedure which does not depend on the distribution of the error term appears to be a close competitor to the maximum likelihood estimator.

ISSN:0319-5724    

DOI:10.2307/3315088

出版商:Wiley‐Blackwell    

年代:1977

数据来源: WILEY

摘要:

AbstractThis paper presents a unified method of constructing change‐over designs that permit the estimation of direct effects orthogonal to all other effects when the residual effects of treatments last for two consecutive periods. Explicit methods of analysis of these designs have been obtained for the situations where the first period observations are omitted from the analysis and where the first period observations are include

ISSN:0319-5724    

DOI:10.2307/3315089

出版商:Wiley‐Blackwell    

年代:1977

数据来源: WILEY

摘要:

AbstractA random generalized solution to the Robin problem for Laplace's equation is defined in terms of the sections of the random boundary data. Existence, uniqueness, and properties are established for such a solution. Particularizations to the Dirichlet and Newmann problems as well as generalization to the Robin‐Poisson problem are mentioned. Applications of the results are provide

ISSN:0319-5724    

DOI:10.2307/3315090

出版商:Wiley‐Blackwell    

年代:1977

数据来源: WILEY

摘要:

AbstractWe obtain a limit theorem for stationary, mixing sequences of random variables.

ISSN:0319-5724    

DOI:10.2307/3315091

出版商:Wiley‐Blackwell    

年代:1977

数据来源: WILEY

摘要:

AbstractThe problem of testing independence in the multinormal case is considered in this paper. The non‐null distribution of the likelihood ratio criterion is obtained for the case of two subvectors by using a simple straightforward technique. The null case as well as the known cases are also verifie

ISSN:0319-5724    

DOI:10.2307/3315092

出版商:Wiley‐Blackwell    

年代:1977

数据来源: WILEY