3期

最新文章

• Strong consistency in stochastic regression models via posterior covariance matrices AI翻译
  作者：Hu, IC
  摘要：In this paper Ne use posterior covariance matrices to study the strong consistency of Bayes estimators in stochastic regression models under various assumptions on the stochastic regressors. The random errors are assumed to form a martingale difference sequence. Several results are obtained using a recursion satisfied by the sequence of posterior covariance matrices. These results suggest that the posterior covariance matrix is a useful tool in studying strong consistency problems in stochasti...
• A goodness-of-fit test for logistic regression models based on case-control data AI翻译
  作者：Qin, J; Zhang, B
  作者单位：University System of Ohio; University of Toledo
  摘要：We test the logistic regression assumption under a case-control sampling plan. After reparameterisation, the assumed logistic regression model is equivalent to a two-sample semiparametric model in which the log ratio of two density functions is linear in data. By identifying this model with a biased sampling model, we propose a Kolmogorov-Smirnov-type statistic to test the validity of the logistic link function. Moreover, we point out that this test statistic can also be used in mixture sampli...
• Likelihood analysis of non-Gaussian measurement time series AI翻译
  作者：Shephard, N; Pitt, MK
  作者单位：University of Oxford
  摘要：In this paper we provide methods for estimating non-Gaussian time series models. These techniques rely on Markov chain Monte Carlo to carry out simulation smoothing and Bayesian posterior analysis of parameters, and on importance sampling to estimate the likelihood function for classical inference. The time series structure of the models is used to ensure that our simulation algorithms are efficient.
• A test of fit for a semiparametric additive risk model AI翻译
  作者：Yuen, KC; Burke, MD
  作者单位：University of Calgary
  摘要：Kolmogorov-Smirnov and Cramer-von Mises type test statistics based on the standardised cumulative hazard process are proposed. It is very difficult to evaluate their asymptotic distributions, but they can be approximated by the use of the bootstrap. The advantages of the goodness-of-fit test are that arbitrary partitions of the time axis and covariate spaces are not needed for evaluating test statistics and that it has excellent consistency properties. The test is applied to data from the Mayo...
• Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p, q) model AI翻译
  作者：Kwan, ACC; Wu, YR
  作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University Newark
  摘要：This note investigates the finite-sample performance of Monti's test, paying special attention to its estimated sizes and empirical powers. Our simulation results indicate that (i) the test size can be affected by the choice of the number of residual partial autocorrelations, m, and (ii) the empirical powers of the Monti and the Ljung-Box tests are similar in the cases of both seasonal and non-seasonal data if m is properly chosen.