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作者：HOUGAARD, P
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作者：PHILLIPS, PCB; PERRON, P
作者单位：Universite de Montreal
摘要：This paper proposes new tests for detecting the presence of a unit root in quite general time series models. Our approach is nonparametric with respect to nuisance parameters and thereby allows for a very wide class of weakly dependent and possibly heterogeneously distributed data. The tests accommodate models with a fitted drift and a time trend so that they may be used to discriminate beween unit root nonstationarity and stationarity about a deterministic trend. The limiting distributions of...
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作者：GLASBEY, CA
摘要：For parameter estimators in linear models, variance estimates are proposed which are positive-semidefinite quadratic forms like the conventional ones but are less dependent on assumptions about error variance. Examples are given of their use in spatial analyses of field trials and analyses of series of trials.
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作者：BARNDORFFNIELSEN, OE
作者单位：Australian National University
摘要：It is well known that Bartlett adjustment reduces level-error of the likelihood ratio statistic from order n-1 to order n-3/2. In the present note we show that level-error of the adjusted statistic is actually order n-2.
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作者：HOUGAARD, P
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作者：WESTFALL, P
摘要：A locally optimal test for a null variance ratio is considered in the context of the one-way random effects model, when normality is assumed. Using an asymptotic design sequence with an increasing number of groups without bounded but unequal sizes, this test has the correct asymptotic level of significance for nonnormal data, property which is not shared by the competing Wald test. Asymptotic power calculations demonstrate that the locally optimal test may be more powerful than the Wald test e...
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作者：CHOI, YJ; SEVERO, NC
摘要：Hill and Severo (1969) and Kryscio (1972) present approximations to the maximum likelihood estimator of the infection rate of the simple stochastic epidemic model. These approximations, valid under some restrictions on the data set, use a table published by Hill and Severo (1969). We give here an algebraically simpler approximation, which does not use an auxiliary table and may be applied to all data sets.
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作者：TSAI, WY
摘要：The maximum conditional likelihood estimator of the survival function with increasing hazard rate is derived, based on left truncated and right censored data. This estimator always exists, whereas the fully nonparametric conditional maximum likelihood estimator may not exist. A strong consistency theorem is established based on the total time on test transformation.
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作者：BARNWAL, RK; PAUL, SR
摘要：Two C(.alpha.) statistics (Neyman, 1959) for testing the equality of the means of several groups of count data in the presence of a common dispersion parameter are derived. The performance of the two C(.alpha.) statistics, the likelihood ratio statistic and two more statistics based on transformed data (Anscombe, 1948) is then compared in terms of size and power by using Monte Carlo simulations. The C(.alpha.) statistics are recommended. The C(.alpha.) statistics for testing the equality of th...
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作者：YOUNG, GA
摘要：Smoothed bootstrap estimation of the sampling standard deviation of the variance-stabilized correlation coefficient is reconsidered. An approximation to the mean squared error of the bootstrap estimator is obtained and an empirical procedure for choosing the degree of smoothing in the bootstrap estimation is presented. Performance of the procedure is examined in a simulation study.
