-
作者：NAKAMURA, T
摘要：Given data in the form of interval-censored observations from a three-parameter distribution, practical criteria are established for the existence of maximum likelihood estimates for three kinds of parameter space. These criteria can be derived by analysing the behaviour of the log-likelihood near a type of boundary of the parameter space, called the probability contents inner boundary. The effectiveness of the criteria is discussed. In the case where the underlying distribution is a three-par...
-
作者：DORFMAN, AH
摘要：Under heteroscedasticity, ordinary least squares regression can fail to yield adequate inference on parameter coefficients with respect to hypothesis testing or confidence intervals. For example, confidence intervals can have coverage well below that claimed. This is especially the case in small or moderate-sized imbalanced samples and holds even if the ordinary least squares variance estimator is replaced by a robust-against-heteroscedasticity variance estimator. A new simple weighting scheme...
-
作者：SHEATHER, SJ; JONES, MC
作者单位：International Business Machines (IBM); IBM USA; University of New South Wales Sydney
摘要：We present a new method for data-based selection of the bandwidth in kernel density estimation which has excellent properties. It improves on a recent procedure of Park and Marron (which itself is a good method) in various ways. First, the new method has superior theoretical performance; second, it also has a computational advantage; third, the new method has reliably good performance for smooth densities in simulations, performance that is second to none in the existing literature. These meth...
-
作者：HALL, P; MARRON, JS
作者单位：Brown University; University of Bonn
摘要：The method of least squares cross-validation for choosing the bandwidth of a kernel density estimator has been the object of considerable research, through both theoretical analysis and simulation studies. The method involves the minimization of a certain function of the bandwidth. One of the less attractive features of this method, which has been observed in simulation studies but has not previously been understood theoretically, is that rather often the cross-validation function has multiple...
-
作者：MUDHOLKAR, GS; KOLLIA, GD; LIN, CT; PATEL, KR
作者单位：Abbott Laboratories
摘要：A method for comparing tests of normality using their 'isotones', i.e. contours on the surfaces representing P-values, is proposed. Select a family of distributions labelled by two parameters lambda-1 and lambda-2 to represent the null and alternative hypotheses. For each (lambda-1, lambda-2) take an 'ideal sample' from that distribution, calculate the value of the goodness-of-fit statistic and determine the corresponding P-value under the normality assumption. This generates a surface of the ...
