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作者：DAVIS, AW
摘要：A technique for the formal construction of statistical distributions in multivariate Edgeworth populations is applied to investigate the effects of moderate multivariate nonnormality on the test statistics used in connection with the general linear model, in particular, Wilks''s likelihood ratio criterion. The 1st-order approximation to the sampling distributions under nonnormality are shown to involve Mardia''s measures of multivariate skewness and kurtosis, together with a supplementary skew...
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作者：POSKITT, DS; TREMAYNE, AR
摘要：An extension of the application of score, or Lagrangian multiplier, tests to diagnostic checking of ARMA (autoregressive-moving average) models. The score test procedure for testing the null hypothesis of an ARMA (p,q) process against certain ARMA (p + r, q + s) alternatives is considered and shown to be of the form of a pure significance test.
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作者：FAREWELL, VT; PRENTICE, RL
摘要：For many case-control applications, previously suggested approximations to Cox''s (1972, 1975) partial likelihood in prospective applications are seriously inadequate. Alternative approximations based on unconditional maximum likelihood estimation and Taylor series expansion are developed and shown to yield an improvement over the previous methods. In particular, an approximation to the maximum partial likelihood estimator is proposed using the log partial likelihood and its derivatives at the...
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作者：STEELE, JM
摘要：Efron (1971) proposed a method for sequential assignment to treatments or control which is in many ways superior to traditional procedures. To analyze the method''s susceptibility to accidental bias, a criterion concerning the maximum eigenvalue of a fundamental covariance matrix was introduced. On the basis of numerical evidence, Efron conjectured an explicit formula for this eigenvalue. A proof of that conjecture is given.
