作者：AITCHISON, J; BACONSHONE, J
作者：HOSKING, JRM
摘要：When a sequence of extreme values of a physical process was observed it is often of interest to test whether the observations are distributed according to a type I Fisher-Tippett extreme-value distribution rather than one of types II or III. This is equivalent to testing whether the shape parameter is zero in the generalized extreme-value distribution. Thirteen tests of this hypothesis are here compared in terms of their empirical significance levels and power in small samples. A modified like...
作者：CHEN, CH
摘要：For testing a composite goodness-of-fit hypothesis with randomly censored data, a correlation statistic which is an analog of the Shapiro-Francia statistic is presented. The test for exponentiality, in case of light censoring, is asymptotically robust against departures from the Koziol-Green model of random censorship. The power of the test is compared with the total-time-on-test procedure and the new-better-than-used test using Monte Carlo simulation. As an example, the test is applied to som...
作者：LIANG, KY
摘要：The efficiency of the conditional likelihood method for inference in models which include nuisance parameters is examined. A new concept of ancillarity, asymptotic weak ancillarity, is introduced. It is shown that the conditional maximum likelihood estimator and the conditional score test of .theta., the parameter of interest, are asymptotically equivalent to their unconditional counterparts, and hence are asymptotically efficient, provided that the conditioning statistic is asymptotically wea...
