-
作者：RICE, JA; ROSENBLATT, M
摘要：This paper discusses a least-squares procedure and the use of the periodogram for isolating a discrete harmonic of a time series. It is shown that the usual asymptotics on estimation of frequency, amplitude and phase of such a harmonic have to be used with great caution from a moderate sample perspective. Computational issues are discussed and some illustrations are provided. Bolt and Brillinger (1979) make use of these asymptotic results.
-
作者：AHN, SK
摘要：The asymptotic distribution is derived for residual autocovariances in the multivariate autoregressive model with structured parameterization, a form often employed in multivariate time series modelling to achieve parsimony. It is shown that a similar result for the asymptotic distribution of a portmanteau statistic for the usual full-rank autoregressive-moving average model can be extended to the autoregressive model with structured parameterization.
-
作者：GOULD, A; LAWLESS, JF
摘要：The effect on estimation of regression coefficients in linear location-scale models is investigated when the error distribution is misspecified. It is shown that the maximum likelihood estimator under the incorrect model is still consistent. Its asymptotic efficiency relative to that of the maximum likelihood estimator based on the correct model is obtained and the estimation of asymptotic variances for the regression coefficient estimators is addressed.
-
作者：KENT, JT; OQUIGLEY, J
作者单位：Fred Hutchinson Cancer Center
摘要：In the linear regression model with normal errors the squared product-moment correlation provides the standard measure of dependence between the explanatory variable and the response variable. Using the concept of information gain, a measure of dependence can also be defined for more general regression models used in survival analysis, such as the Weibull regression model or Cox''s proportional hazards model. Further, this measure of dependence can be conveniently estimated even when the respo...
-
作者：WOLAK, FA
摘要：This paper derives a duality result for a general class of hypothesis testing problems in multivariate analysis utilizing the relationship between convex cones and their polar cones together with the properties of minimum norm problems between points and cones in Euclidian space. Special cases of this result yield generalizations of a well-known duality relation in multivariate equality constraints testing. For example, any multivariate inequality constraints test on the parameters of a multiv...
-
作者：MEESTER, SG; LOCKHART, RA
作者单位：University of Toronto; Simon Fraser University
摘要：Goodness-of-fit tests are provided for the assumption of homoscedastic normal errors in experimental designs where the number of fitted parameters is large. Asymptotic critical points are given for the Cramer-von Mises statistic, Watson''s statistic and the Anderson-Darling statistic. An expansion of the covariance function of the empirical process of standardized residuals is given. The corresponding weak convergence result is established for one-way layouts when the number of parameters grow...
