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作者：WALDEN, AT
摘要：An important problem in the physical sciences is estimation of the innovations of a noninvertible linear process. Here the problem of deconvolving such a time series containing a phase-lead is investigated. A compensating phase-lag filter is sought, and is estimated by maximization of a chosen statistic or projection index. It is demonstrated by simulation that a statistic which is superior to another in the ideal case of a full-band time series can be substantially inferior in the band-limite...
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作者：ROSENBAUM, PR
摘要：In observational studies, treated and control subjects may differ in ways that have not been observed, so that reference distributions for statistics that would be appropriate in randomized experiments may lead to incorrect inferences. A previous paper (Rosenbaum, 1987a) proposed a method for displaying the sensitivity of permutation inferences to bias due to an unobserved covariate in two cases: (i) the case of matched pairs, with arbitrary response variables, and (ii) the case of matching wi...
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作者：HOMMEL, G
摘要：Simes (1986) has proposed a modified Bonferroni procedure for the test of an overall hypothesis which is the combination of n individual hypotheses. In contrast to the classical Bonferroni procedure, it is not obvious how statements about individual hypotheses are to be made for this procedure. In the present paper a multiple test procedure allowing statements on individual hypotheses is proposed. It is based on the principle of closed test procedures (Marcus, Peritz and Gabriel, 1976) and con...
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作者：TIBSHIRANI, R
摘要：We investigate the use of a variance stabilizing transformation for the computation of a bootstrap t confidence interval. The transformation is estimated in an ''automatic'' manner through an initial bootstrap step. A bootstrap t interval is then computed for the variance stabilized parameter and the interval is mapped back to the original scale. The resultant procedure is second-order correct in some settings, invariant and in a number of examples it performs better than the usual untransform...
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作者：COX, DR; SOLOMON, PJ
作者单位：University of Adelaide
摘要：Methods are outlined for testing for serial correlation in large numbers of small samples, emphasis being placed on samples of size three. Some data on pulse rates are analyzed in illustration.
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作者：TONG, H
摘要：We have shown how a locally orthogonal reparameterization of an autoregressive model leads to the Levinson-Durbin algorithm.
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作者：BRIEN, CJ; JAMES, AT; VENABLES, WN
作者单位：University of Adelaide
摘要：A procedure similar to an analysis of variance is presented for examining the structure in correlation matrices whose variables are cross-classified by two factors, such as multitrait-multimethod matrices. The method tests an equal correlation hypothesis against natural alternative hypotheses suggested by group representations. When there is significant departure from the hypothesized pattern, alternative models to be pursued are indicated. The method is illustrated using an example.
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作者：OWEN, AB
摘要：The empirical distribution function based on a sample is well known to be the maximum likelihood estimate of the distribution from which the sample was taken. In this paper the likelihood function for distributions is used to define a likelihood ratio function for distributions. It is shown that this empirical likelihood ratio function can be used to construct confidence intervals for the sample mean, for a class of M-estimates that includes quantiles, and for differentiable statistical functi...
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作者：KUO, L
摘要：The prior distribution on the class of potency curves in quantal bioassay is assumed to be Ferguson''s Dirichlet distribution. Given integrated squared error loss and quantal response data, we derive the Bayes estimator in a linear space generated by the data. Some numerical examples and asymptotic results are also given.
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作者：DAVISON, AC; HINKLEY, DV
作者单位：University of Texas System; University of Texas Austin
摘要：Saddlepoint approximations are shown to be easy to use and accurate in a variety of simple bootstrap and randomization applications. Examples include mean estimation, ratio estimation, two-sample comparisons, and autoregressive estimation.
