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作者:Fuentes, M
作者单位:North Carolina State University
摘要:We propose a nonstationary periodogram and various parametric approaches for estimating the spectral density of a nonstationary spatial process. We also study the asymptotic properties of the proposed estimators via shrinking asymptotics, assuming the distance between neighbouring observations tends to zero as the size of the observation region grows without bound. With this type of asymptotic model we can uniquely determine the spectral density, avoiding the aliasing problem. We also present ...
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作者:Eguchi, S; Copas, J
作者单位:Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan; University of Warwick
摘要:In two-group discriminant analysis, the Neyman-Pearson Lemma establishes that the ROC, receiver operating characteristic, curve for an arbitrary linear function is everywhere below the ROC curve for the true likelihood ratio. The weighted area between these two curves can be used as a risk function for finding good discriminant functions. The weight function corresponds to the objective of the analysis, for example to minimise the expected cost of misclassification, or to maximise the area und...
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作者:Mukerjee, R; Dey, A; Chatterjee, K
作者单位:Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; Indian Statistical Institute; Indian Statistical Institute Delhi
摘要:The current literature on fractional factorial plans in block designs centres around orthogonal blocking which may not, however, always be attainable because of practical restrictions on the block size. For general factorials, including asymmetric ones, sufficient conditions are indicated in this paper for a main effect plan to be universally optimal under possibly non-orthogonal blocking. A construction procedure is given using generalised Youden designs in conjunction with orthogonal arrays....
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作者:Chen, J; Sitter, RR; Wu, C
作者单位:University of Waterloo; Simon Fraser University
摘要:Design weights in surveys are often adjusted to accommodate auxiliary information and to meet pre-specified range restrictions, typically via some ad hoc algorithmic adjustment to a generalised regression estimator. In this paper, we present a simple solution to this problem using empirical likelihood methods or generalised regression. We first develop algorithms for computing empirical likelihood estimators and model-calibrated empirical likelihood estimators. The first algorithm solves the c...
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作者:Barber, S; Jennison, C
作者单位:University of Bristol; University of Bath
摘要:We extend the optimal symmetric group sequential tests of Eales & Jennison (1992) to the broader class of asymmetric designs. Two forms of asymmetry are considered, involving unequal type I and type II error rates and different emphases on expected sample sizes at the null and alternative hypotheses. We discuss the properties of our optimal designs and use them to assess the efficiency of the family of tests proposed by Pampallona & Tsiatis (1994) and two families of one-sided tests defined th...