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作者：BANKS, DL
摘要：This paper describes a version of the Bayesian bootstrap that assigns random Dirichlet mass uniformly across statistically equivalent blocks. The method requires prior knowledge that the underlying distribution is continuous with known compact support. Under these conditions, the resulting analysis has three advantages over traditional bootstrap competitors. First, it takes account of the probability integral transformation. Secondly, it often enables exact expressions for the bootstrap distri...
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作者：DAVIES, P; PHILLIPS, AJ
摘要：A modified Mann-Whitney statistic is used to construct a permuation test for comparing samples of paired data from two populations when the population identities of each pair are uncertain. An estimator of the probability of population misidentification within a pair is also proposed. This is based on the Lehmann family of distributions. Simulation results show the new methods are generally as more effective than existing normal theory unless there is strong correlation within pairs.
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作者：LUUKKONEN, R; SAIKKONEN, P; TERASVIRTA, T
作者单位：University of Helsinki
摘要：We study a general univariate smooth transition autoregressive, STAR, model. It contains as a special case the self-exciting threshold autoregressive, SETAR, model. We present three tests for testing linearity against STAR models and discuss their properties. The power of the tests in small samples is investigated by simulation when the alternative is the logistic STAR model. One of the tests is identical to Tsay''s (1986) test statistic and is recommended only in a special case. Of the two re...
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作者：SCHOTT, JR
摘要：The asymptotic variance of a statistic used to test the equality of the smallest latent roots of a correlation matrix is computed. This permits an approximation to its null distribution suggested by Lawley (1956). A simulation is used to compare the performance of this approximation with others currently in use.
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作者：HURVICH, CM
摘要：A periodogram mean integrated squared error criterion is proposed for assessing the performance of time series data windows, or tapers. The criterion is evaluated numerically for several known autoregressive processes to determine the optimal amount of tapering in Turkey''s cosine window. It is found that tapering can be extremely beneficial if the spectrum contains sharp peaks. Also, in all cases studied, the optimal number of points tapered converges to a constant as the sample size increase...
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作者：GEARY, DN
摘要：In some clinical trials, the number of subjects on each treatment is fixed and at successive equally-spaced time points each subject yields a measurement which reflects response to treatment. A model is presented for such repeated measurements data. A sequential procedure is proposed for testing the null hypothesis of no difference in mean effect between two treatments. In this procedure, the maximum number of measurements per subject and absorption probabilities for intermediate significance ...
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作者：LEIGH, GM
摘要：Tagging experiments in which recaptures have to be made by professional fishermen are considered. The methods put forward are shown to be maximum likelihood solutions, and expressions are derived for the variances of the estimators. Optimal conditions for the experiment are found, and cases of questionable behaviour are identified.
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作者：YEH, L
摘要：In this paper, we develop a model of sampling plans for variables with a polynomial loss function, in which the decision function is either one-sided or two-sided. Based on a Bayesian approach, we suggest a simple finite algorithm for the determination of the optimal single sampling plan. Furthermore, for the case of a symmetric two-sided decision function, we propose an approximate method for determining its optimal single sampling plan.
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作者：HALL, P; HANNAN, EJ
摘要：We use the concepts of stochastic complexity, description length, and model selection to develop data-based methods for choosing smoothing parameters in nonparametric density estimation. In the case of histogram estimators, we derive a simple, exact formula for stochastic complexity when the prior distribution of cell probabilities is uniform over the class of all possible choices. The formula depends only on the data and the smoothing parameter, which is readily chosen according to the criter...
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作者：HALPERIN, M; LAN, KKG; HAMDY, MI
作者单位：George Washington University
摘要：An approach to multiple comparisons defines the error control objective as assuring with given probability that k or fewer out of N specific linear combinations of p means are significant when an overall null hypothesis is true, or that k or fewer confidence interval statements are incorrect. The case k=0 is basically the Scheffe (1953) method except for the consideration of a specified set of N linear combinations rather than all possible linear combinations. A theorectical result is obtained...
