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作者:AITCHISON, J; HO, CH
摘要:The statistical analysis of multivariate counts has proved difficult because of the lack of a parametric class of distributions supporting a rich enough correlation structure. With increasing availability of powerful computing facilities and obvious candidate for consideration is now the multivariate log normal mixture of independent Poisson distributions, the multivariate Poisson-log normal distribution. The properties of this discrete multivariate distribution are studied and its uses in a v...
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作者:KIM, HJ; SIEGMUND, D
作者单位:Syracuse University; Stanford University
摘要:We consider likelihood ratio tests to detect a change-point in simple linear regression (a) when the alternative specifies that only the intercept changes and (b) when the alternative permits the intercept and the slope to change. Approximations for the significance level are obtained under reasonably general assumptions about the empirical distribution of the independent variable. The approximations are compared with simulations in order to assess their accuracy. For the model in which only t...
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作者:TANG, DI; GNECCO, C; GELLER, NL
摘要:A new multivariate statistic, designed to be sensitive to the alternative hypothesis that a mean vector lies in the positive orthant, rather than to all alternatives or to alternatives on a line (O''Brien, 1984), is proposed. The statistic is shown to approximate the likelihood ratio test statistic for such alternatives (Kudo, 1963; Perlman, 1969). Its null distribution is a special case of the chi-bar-squared distribution, which allows critical values to be obtained. Such a statistic may be u...
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作者:BESAG, J; CLIFFORD, P
作者单位:University of Oxford
摘要:Simple Monte Carlo significance testing has many applications, particularly in the preliminary analysis of spatial data. The method requires the value of the test statistic to be ranked among a random sample of values generated according to the null hypothesis. However, there are situations in which a sample of values can only be conveniently generated using a Markov chain, initiated by the observed data, so that independence is violated. This paper described two methods that overcome the prob...
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作者:SRIVENKATARAMANA, T; TRACY, DS
作者单位:University of Windsor
摘要:Sarndal and Swensson (1987) have given a general framework of estimation in two-phase sampling assuming arbitrary probability by sampling designs in both the phases where the selections are without replacement. This not discusses a specific with replacement version of the scheme where a ratio of two variables is suggested as a measure of size of the units and a mean of the ratios-type estimator is proposed. A comparison is made with the Raj (1965) scheme employing the difference method of esti...
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作者:SENGUPTA, S
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作者:BARNDORFFNIELSEN, OE; JAMES, IR; LEIGH, GM
作者单位:University of Western Australia; Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要:A semiparametric estimator of natural mortality, introduced by Hearn, Sandland and Hampton (1987), was studied by Leigh (1988), who noted that its asymptotic variance may sometimes be infinite. We discuss the nonnormal asymptotic behaviour that can occur in this case, and remark on difficulties that it causes in practice.
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作者:MUKERJEE, R; SENGUPTA, S
作者单位:University of Calcutta
摘要:Restricting attention to fixed size sampling designs and linear unbiased estimators of a finite population total, we give methods for findings estimators with minimum model expected variance and the optimal strategy under a general correlated superpopulation model. Some techniques popular in the theory of optimal experiments help in the derivation. Several earlier optimality results are deduced as special cases.
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作者:VARDI, Y
摘要:This paper derives the nonparametric maximum likelihood extimate for a lifetime distribution G, under the following ''multiplicative-censorship'' model: X1,...,Xm are complete uncensored observations from G, and Y1,..., Yn are incomplete observations from G. The incompleteness of the Yi''s is assumed to come from the following censoring mechanism. For each Yi there exists and unobserved parent-observation'' Zi, distributed according to G, and Yi is the product of Zi and an independent uniform ...
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作者:WEI, LJ; SMYTHE, RT; MEHTA, CR
作者单位:George Washington University; Harvard University; Harvard University Medical Affiliates; Dana-Farber Cancer Institute; Harvard Medical School