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作者：KELLY, RJ; MATHEW, T
作者单位：University System of Maryland; University of Maryland Baltimore County
摘要：A linear model with two variance components is considered, one variance component (say, sigma1(2) greater-than-or-equal-to 0) corresponding to a random effect, and a second variance component (say, sigma2 > 0) corresponding to the experimental errors. A class of invariant quadratic estimators (IQEs) is characterized, having uniformly smaller mean-squared error (MSE), and uniformly smaller probability of negativity, compared with the analysis-of-variance (ANOVA) estimator of sigma1(2). It turns...
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作者：QUEEN, CM; SMITH, JQ
作者单位：University of Warwick
摘要：Multiregression dynamic models are defined to preserve certain conditional independence structures over time across a multivariate time series. They are non-Gaussian and yet they can often be updated in closed form. The first two moments of their one-step-ahead forecast distribution can be easily calculated. Furthermore, they can be built to contain all the features of the univariate dynamic linear model and promise more efficient identification of causal structures in a time series than has b...
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作者：KUNERT, J; UTZIG, BP
作者单位：Free University of Berlin
摘要：There is concern that the usual analysis of crossover designs with more than two treatments is subject to bias due to correlations between the measurements on the same experimental units. It has been shown by Kunert in the special case of balanced Latin squares that this bias can be present but that it is limited. Extending the work of Kunert we show in the present paper that there is a constant X* which guarantees that the estimate for the variance of any treatment contrast from the usual mod...
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作者：LINDLEY, DV; SINGPURWALLA, ND
摘要：The life testing of items that exhibit a distribution of times to failure is undertaken for making decisions such as design qualification and reliability demonstration. In such contexts, procedures based on the Bayesian paradigm have assumed a common prior distribution of item reliability by both the consumer and the manufacturer. In this paper we consider the adversarial situation wherein both parties agree on a statistical model for lifetimes but use different prior distributions. We require...
