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作者：TIAO, GC; GRUPE, MR
作者单位：Federal Reserve System - USA; Federal Reserve System Board of Governors
摘要：Some properties of a class of periodic models for characterizing seasonal time series are explored. The relationships between periodic models and multiple autoregressive-moving average models are developed, and used to gain insight into the behavior of periodic models. In particular it is shown how homogeneous autoregressive-moving average models may be mistakenly specified for series in which periodic properties are present. Consequences of such misspecification on forecasting and diagnostic ...
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作者：GUPTA, GD; GOVINDARAJULU, Z
作者单位：University of Kentucky
摘要：Locally most powerful rank tests of randomness against autocorrelated normal alternatives are derived. In particular, autoregressive and moving average alternatives are considered. The distribution of the statistic under the hypothesis of randomness is asymptotically normal. The small sample power of the test procedure is compared with that of 2 other procedures by the Monte Carlo Method.
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作者：PETTITT, AN
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作者：SPIEGELHALTER, DJ
摘要：An extension of the test statistic of Spiegelhalter (1977) is investigated. The Bayesian background to the test is discussed, and numerical examples display the adaptive nature of the statistic. A small simulation study indicates good power properties against all alternatives for n = 20, and symmetric alternatives for n = 50.
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作者：GORIA, MN
摘要：Several well-known rank tests for location and scale are generalized by raising the score generating functions of the tests to an exponent .alpha.. Asymptotic efficiencies of the resulting statistics are relative to the tests for .alpha. = 1, taking various densities. The distributions for which the new tests are locally most powerful are derived.
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作者：REGAL, R
摘要：The 2 sample problem for exponential populations can be tested exactly using an F statistic when the samples are complete or type II censored. An analogous F test was used as an approximate test when the data are type I censored. Sampling theory from Bartholomew (1963) is used to investigate the accuracy of the F approximation for small sample sizes.
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作者：SASABUCHI, S
摘要：A new multivariate generalization of a 1-sided test that is different from that of Kudo (1963) is proposed. Let X be a p-variate normal random variable with the mean vector .mu. and a known covariance matrix. The null hypothesis that .mu. lies on the boundary of a convex polyhedral cone determined by linear inequalities is considered; the alternative is that .mu. lies in its interior. A 2-sided version is also discussed. Likelihood ratio tests are provided and some applications are discussed, ...
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作者：ABRAHAM, B
摘要：A general model is introduced to encapsulate interventions in a multiple time series. The estimation of this model is discussed and a bivariate economic example is presented to illustrate the methods.
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作者：GODOLPHIN, EJ
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作者：HANUMARA, RC; STRAIN, WF
摘要：The actual percentage coverages attained in simultaneous confidence intervals on variance components with confidence level 1-2.alpha. are investigated by Monte Carlo techniques. The percentage points l and u of the extreme roots of a Wishart matrix at .alpha. levels of 0.10 and 0.15 yield 0.95 and 0.90 confidence intervals, respectively.
