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作者：WEGMAN, EJ
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作者：BERAN, J
摘要：We investigate the behavior of M estimators of the location parameter for stochastic processes with long-range dependence. The processes considered are Gaussian or one-dimensional transformations of Gaussian processes. It turns out that, up to a constant, all M estimators are asymptotically equivalent to the arithmetic mean. For Gaussian processes this constant is always equal to one, independently of the psi-function. In view of the case of iid observations, the results are surprising. They a...
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作者：JENSEN, JL
摘要：For a large class of tests related to the multivariate normal distribution a number of approximations to the distribution of the log-likelihood ratio statistic are discussed. Some of the approximations require the use of a small personal computer for their calculation, but this pays off in terms of giving very accurate approximations. Actually, one of the approximations, based on the use of a conjugate distribution, works well for all sample sizes and all significance levels.
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作者：KAO, TC; MCCABE, GP
摘要：For two multivariate normal populations with a common covariance matrix and stratified sampling, we consider two methods of estimation-Fisher's linear discriminant function and logistic regression. Intuition suggests that taking half of the observations from each population is a reasonable design choice. Based on minimizing the expected error regret, asymptotic optimal sample allocations are found. The results indicate that the differences in the expected error regret for optimal versus balanc...
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作者：BRYANT, J; DAY, R
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Magee-Womens Research Institute; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：Empirical Bayes concepts are implemented in a simultaneous analysis of a system of mixed linear models having linked and serially correlated random effects. Emphasis is placed on the estimation of the random effects and exploration of the relationships between them. Application is made to the investigation of several series of laboratory assay data that were observed during overlapping time intervals and were therefore subjected to common systematic errors, or daily effects. The motivation for...
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作者：BREMER, RH
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作者：NAIMAN, DQ
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作者：SOLOW, AR
摘要：Studies of regional climate following volcanic eruptions suggest that explosive volcanism exerts a short-term cooling effect. To understand the effects of explosive volcanism on historic temperatures, it is necessary to identify changes through time in the frequency of explosive eruptions. This article presents an exploratory analysis of a record of explosive eruptions in the Northern Hemisphere over the period 1851-1985. This record is modeled as a nonstationary Poisson process and the intens...
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作者：SCHOTT, JR
摘要：In the application of principal components analysis it is common to replace an observed sample principal component vector by another vector closely resembling the sample vector but which is easier to use or interpret. A useful test of hypothesis in this case is one that specifies the true ith principal component. In this article we obtain an asymptotically chi-squared procedure suitable for testing such a hypothesis when the principal components analysis is performed on a correlation matrix. T...
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作者：FABIAN, V
