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作者:ANSLEY, CF; NEWBOLD, P
摘要:Using simulation, the finite sample properties of tests of model adequacy based on individual residual autocorrelations, and of portmanteau statistics based on several residual autocorrelations, for autoregressive-moving average models were examined. Both nonseasonal and seasonal models are considered.
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作者:BUCKLEY, J; JAMES, I
作者单位:University of Western Australia
摘要:A method is given of estimating parameters in the linear regression model which allows the dependent variable to be censored and the residual distribution to be unspecified. The method differs from that of Miller (1976) in that the normal equations rather than the sum of squares of residuals are modified and this overcomes the inconsistency problems in Miller''s approach. Large sample properties of the estimator of slope are derived heuristically and substantiated by simulations. Some of the h...
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作者:JENSEN, DR
作者单位:Virginia Polytechnic Institute & State University
摘要:In models y = X.beta. + e having spherical errors without moments, the usual estimator .cxa..beta. is median-unbiased for .beta., most concentrated around .beta. among all median-unbiased linear estimates and consistent for .beta. in a sequence of identical but dependent experiments possibly having Cauchy errors. It is shown for all spherical error laws that the joint null distributions of variance ratios have exactly their normal theory forms, and for unimodal error laws that the power functi...
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作者:STEPHENS, MA
摘要:Goodness-of-fit tests are given for the logistic distribution, based on statistics calculated from the empirical distribution function. Emphasis is on the statistics W2, U2 and A2, for which asymptotic percentage points are given, for each of the 3 cases where 1 or both of the parameters of the distribution must be estimated from the data. Slight modifications of the calculated statistics are given to enable the points to be used with small samples. Monte Carlo results are included also for st...
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作者:WHITEHEAD, J; JONES, D
摘要:The conduct of a sequential clinical trial is considered in 2 distinct stages, the planning of the trial and the analysis of the results. Tests based on straight line stopping boundaries are considered. The planning stage is described in terms of existing theory and results are presented which allow significance levels to be quoted and interval estimates to be given at the analysis stage. Tables for use in the calculation of significance levels are included. The accuracy of large sample result...
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作者:WOODROOFE, M
摘要:The actual significance level which results from performing repeated likelihood ratio tests over time was studied. A general method is presented for estimating the actual significance level when sampling from an exponential family, and applied to problems of testing hypotheses about means, variance, correlations and failure rates. Results confirm and extend earlier results that the actual significance level may exceed the nominal one by several times.
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作者:CLIFFORD, P; SUDBURY, AW
作者单位:Monash University
摘要:Explicit solutions for the equilibrium distributions of competitive spatial processes in which the rate of invasion is directly proportional to the number of neighbors of a certain type exist only in special cases. These models may be more realistic than those required to produce Markov random fields. As an alternative to Monte Carlo simulation, local balance equations were used to find bounds for important properties of the limiting configuration such as the population density. When a suffici...
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作者:GOODMAN, LA
摘要:For the analysis of square contingency tables having ordered categories, this study introduces the diagonals-parameter symmetry model and other related multiplicative models. When these models are applied to the 4 .times. 4 table on unaided vision 1st analyzed by Stuart (1953, 1955), a possible explanation is obtained for the strange residual pattern noted by McCullagh (1978), both in a recent analysis of the data using the palindromic symmetry model and in the analysis of the data using the q...
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作者:HAYRE, LS
摘要:A sequential procedure is proposed for choosing 1 of 3 hypotheses concerning the difference between the means of 2 normal populations. Error probabilities are approximately independent of the sampling rule for a wide class of sampling rules, and approximate expressions are derived for these probabilities. A data-dependent sampling rule is given for minimizing any weighted average of the average sample numbers on the 2 populations, with the weights being allowed to depend on the difference betw...
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作者:JONES, D; WHITEHEAD, J
作者单位:University of Reading
摘要:Sequential procedures for the comparison of 2 groups of survival times are considered. The assumption that the 2 survival curves are members of a Lehmann family, i.e., the proportional hazards model, leads to a sequential version of the log rank test. The alternative assumption of a logistic family leads to a sequential modified Wilcoxon test. Theoretical large-sample properties of both methods are assessed for trials of realistic dimensions by computer simulation.