摘要:

AbstractA method is proposed and developed for estimating the frequencies ofKsinusoids given the sum of these sinusoids in Gaussian noise. Attention is focused on the properties of these estimators when the observation time is short, the separation between frequencies is small, and the signal‐to‐noise ratio is high. The estimators are shown to be approximately unbiased and approximately normally distributed. The covariance matrix is also calculated. Relatively simple bounds on the variance of the estimators are fo

ISSN:0319-5724    

DOI:10.2307/3315010

出版商:Wiley‐Blackwell    

年代:1979

数据来源: WILEY

摘要:

AbstractCertain nonstationary point process data are viewed as having arisen through time dependent random deletions of a stationary point process. Initially the probability Of deletion is assumed known and estimates of the rate and autointensity function of the inherent stationary process are constructed. Then an estimate of the deletion probability function is developed for the case of the function depending on a finite dimensional parameter. An estimate is provided for the variance of the autointensity estimate.

ISSN:0319-5724    

DOI:10.2307/3315011

出版商:Wiley‐Blackwell    

年代:1979

数据来源: WILEY

摘要:

AbstractThis article presents an algebraic analysis of agglomerative clustering method algorithms, which results in a graphic portrayal of these algorithms and a classification scheme for these algorithms based on the degree of distortion perpetrated on the object space by the algorithms in each group.

ISSN:0319-5724    

DOI:10.2307/3315012

出版商:Wiley‐Blackwell    

年代:1979

数据来源: WILEY

摘要:

AbstractThe function Ψ(X) = Xαis not operator‐convex when α ∉ [

ISSN:0319-5724    

DOI:10.2307/3315013

出版商:Wiley‐Blackwell    

年代:1979

数据来源: WILEY

摘要:

AbstractA Cramér‐von Mises type statistic for testing bivariate independence, proposed by Hoeffding (1948) and by Blum, Kiefer, and Rosenblatt (1961), is examined in greater detail. The statistic is decomposed into components in the manner of Durbin and Knott (1972), and the components are shown to be related to linear rank statistics. Asymptotic power properties of the Hoeffding statistic and its components in testing for independence with bivariate normal random observations are described; a Monte Carlo study comparing these statistics with other nonparametric statistics for bivariate independence is also report

ISSN:0319-5724    

DOI:10.2307/3315014

出版商:Wiley‐Blackwell    

年代:1979

数据来源: WILEY

摘要:

AbstractLetXbe a normally distributedp‐dimensional column vector with mean μ and positive definite covariance matrix σ. and letXα, α = 1,…,N, be a random sample of sizeNfrom this distribution. PartitionXas (X1,X(2)',X'(3))', whereX1is one‐dimension, X(2)isp2‐ dimensional, and so 1 +p1+p2=p.Let ρ1and ρ be the multiple correlation coefficients ofX1withX(2)and with (X'(2),X'(3))', respectively. Write ρ2/2 = ρ2‐ ρ2/1. We shall cosider the fol

ISSN:0319-5724    

DOI:10.2307/3315015

出版商:Wiley‐Blackwell    

年代:1979

数据来源: WILEY

摘要:

AbstractRao (1963) has formulated a damage model which we call an additive damage model. A suitable damage model, which we call a multiplicative damage model, has been considered by Krishnaji (1970) for income‐related problems. In these models, an original observation is subjected to damage, e.g., death or under‐reporting, according to a specified probability law. Within the framework of an additive damage model, with a special form of damage, characterizations of the linear and logarithmic exponential families are formulated using regression properties of the damaged part on the undamaged part. The characterizations of the gamma and Pareto distributions that have been found of some use in the theory of income distributions, are obtained as special cases. Similar results are investigated within the framework of the multiplicative damage mo

ISSN:0319-5724    

DOI:10.2307/3315016

出版商:Wiley‐Blackwell    

年代:1979

数据来源: WILEY

摘要:

AbstractThe vec of a matrix X stacks columns of X one under another in a single column; the vech of a square matrix X does the same thing but starting each column at its diagonal element. The Jacobian of a one‐to‐one transformation X → Y is then ∣∣∂(vecX)/∂(vecY) ∣∣ when X and Y each have functionally independent elements; it is ∣∣ ∂(vechX)/∂(vechY) ∣∣ when X and Y are symmetric; and there is a general form for when X and Y are other patterned matrices. Kronecker product properties of vec(ABC) permit easy evaluation of this determinant in many cases. The vec and vech operators are also very convenient in developing resul

ISSN:0319-5724    

DOI:10.2307/3315017

出版商:Wiley‐Blackwell    

年代:1979

数据来源: WILEY

摘要:

AbstractA characterization is given of the general mean which is (∂Xp)1/por exp[log X] forX>0 according as ρ ≠0 or ρ = 0, where ρ is an unspecified parameter. The approach is axiomatic. The general mean is defined as any quantity satisfying certain axioms which embrace the minimal requirements that any reasonable candidate for the role of mean or most typical value should satisfy. The quantity, indexed by p and given above, is uniquely implied by these

ISSN:0319-5724    

DOI:10.2307/3315018

出版商:Wiley‐Blackwell    

年代:1979

数据来源: WILEY

摘要:

AbstractIn the literature goodness‐of‐fit tests for canonical variables are available either in thexspace or in theyspace, see e.g., Bartlett (1951), Kshirsagar (1971, 1972), Radcliffe (1968), and Williams (1952). Here we present goodness‐of‐fit tests for canonical variables in both thexandyspaces. The results appear as extensions of the results of the above

ISSN:0319-5724    

DOI:10.2307/3315019

出版商:Wiley‐Blackwell    

年代:1979

数据来源: WILEY