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作者：MIELKE, PW; BERRY, KJ
作者单位：Colorado State University System; Colorado State University Fort Collins
摘要：Cumulant methods for analysing the independence of r-way contingency tables and goodness-of-fit frequency data are presented. These methods are based on the exact first three cumulants of both the classical Pearson chi-squared statistic and a recent advantageous modification of this statistic. These approximate methods provide major distributional improvements over existing asymptotic methods.
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作者：RYAN, LM; ORAV, EJ
摘要：Consider a three-state compartmental model with an initial, an absorbing and an intermediate state which may or may not be before absorption. Observable data are time to absorption and an indication of whether the intermediate state was entered, but not the time of transition. The transition rates characterizing the process are nonidentifiable without simplifying assumptions or additional information on the prevalence function, defined as the time specific proportion of nonabsorbed individuals...
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作者：CHALONER, K; BRANT, R
作者单位：University of Toronto
摘要：An approach to detecting outliers in a linear model is developed. An outer outlier is defined to be an observation with a large random error, generated by the linear model under consideration. Outliers are detected by examining the posterior distribution of the random errors. An augmented residual plot is also suggested as a graphical aid in finding outliers.
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作者：BRECKLING, J; CHAMBERS, R
摘要：It is well known that a M-estimator of the centre of symmetry .theta. of a symmetric distribution can be defined in terms of either a continuous symmetric loss function .rho. or the associated influence function .psi.. This estimator is robust if .psi. is bounded. In this paper, we develop a generalization of the M-concept to estimation of a quantile analogue of .theta. called a M-quantile, by introducing a particular kind of asymmetry into .psi.. A natural consequence is that the M-quantile p...
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作者：ASSAF, D; RITOV, Y
摘要：Let X1, X2,...be such that X1,...,XT-1 have the distribution Fo, while XT, XT+1,... have the distribution F1. Think of X1, X2,... as samples from large batches and suppose T has a prior geometric distribution. Sampling from each batch is assumed to give rise to a Brownian motion process and we are interested in both an optimal sampling scheme and an optimal stopping time to detect the changepoint T. The suggested procedure may roughly be described as a sequence of sequential probability ratio ...
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作者：BARLEV, SK; ENIS, P
作者单位：State University of New York (SUNY) System; University at Buffalo, SUNY
摘要：A simple method for obtaining a class of variance stabilizing transformations from a given normalizing transformation is presented. The method is based on Curtiss''s (1943) classical results on such transformations. Illustrations are given for a Poisson variate.
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作者：ZEGER, SL
摘要：This paper discusses a model for regression analysis with a time series of counts. Correlation is assumed to arise from an unobservable process added to the linear predictor in a log linear model. An estimating equation approach used for parameter estimation leads to an iterative weighted and filtered least-squares algorithm. Asymptotic properties for the regression coefficients are presented. We illustrate the technique with an analysis of trends in U.S. polio incidence since 1970.
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作者：BOLSTAD, WM
摘要：This paper introduces biased perturbation distributions into the multiprocess dynamic linear model in order to represent growth hormone levels in animals, which are characteristically noisy pulsatile time series. The use of biased perturbation distributions allows a pulse to be detected on the first observation immediately after it occurs, thus allowing the process to be modelled in real time. This approach is found to be quite effective at detecting the occurrence of a pulse in growth hormone...
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作者：HOCHBERG, Y
摘要：A simple procedure for multiple tests of significance based on individual p-values is derived. This simple procedure is sharper than Holm''s (1979) sequentially rejective procedure. Both procedures contrast the ordered p-values with the same set of critical values. Holm''s procedure rejects an hypothesis only if its p-value and each of the smaller p-values are less than their corresponding critical-values. The new procedure rejects all hypothesis with smaller or equal p-values to that of any o...
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作者：SRIVASTAVA, MS; KEEN, KJ
摘要：A noniterative method for estimating the interclass correlation coefficient is derived from the technique of weighted sums of squares. The asymptotic variance of this estimator is derived under the assumption of normality. Through extensive Monte Carlo simulations, the sample variance of this estimator is found not to differ greatly from that of the maximum likelihood estimator.
