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作者：DUPAC, V; HERKENRATH, U
作者单位：University of Bonn
摘要：The Robbins-Monro stochastic approximation procedure is modified so as to be applicable in the presence of delayed observations; asymptotic properties of the modified procedure are investigated.
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作者：FLIGNER, MA
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作者：TARONE, RE
作者单位：National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI)
摘要：For cases in which a parameter may be estimated from several independent data sets, Mather (1935) proposed a heterogeneity test based on the efficient scores for the individual data sets evaluated at the overall maximum liklihood estimator. Following Fisher (1946), a modification of the heterogeneity score test is presented wherein a consistent but inefficient estimator of the parameter of interest is substituted for the overall maximum likelihood estimator. The modified test is derived using ...
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作者：EDWARDS, D; HAVRANEK, T
作者单位：Czech Academy of Sciences
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作者：LIANG, KY; SELF, SG
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作者：LUNDY, M
作者单位：University of Cambridge
摘要：There are several problems is statistics which can be formulated so that the desired solution is the global minimum of some explicitly defined objective function. In many cases the number of candidate solutions increases exponentially with the size of the problem making exhaustive search impossible, but descent procedures, devised to reduce the number of solutions examined, can terminate with local minima. The annealing algorithm, a widely applicable stochastic search procedure which can escap...
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作者：HARRIS, P
作者单位：Liverpool John Moores University; University of Liverpool
摘要：Four large-sample methods are proposed for testing the equality of the variances of a p-variate normal population. Of the methods, 2 are asymptotically distribution robust against departures from the multinormality assumption of the parent population. In applying the tests no restrictive assumptions are made about the off-diagonal structure of the covariance matrix and no random splitting of the sample into subsamples is required. An example of the use of the tests is provided.
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作者：JEWELL, NP
摘要：A method of estimating parameters in the linear regression model from data collected from stratified samples of the dependent variable is described. The residual distribution is allowed to be unspecified. The method is iterative and involves estimates of the residual distribution under the given sampling scheme. [Applications to human populations are discussed.].
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作者：GART, JJ; PETTIGREW, HM; THOMAS, DG
作者单位：National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI)
摘要：The bias and first 4 cumulants of the empirical logit tranformation of a binomial variate are studied by means of asymptotic expansions and exact computation. The covariance of the empirical logit and its estimated variance is derived. Neither the +1/2 correction of Haldane (1955) and Anscombe (1956) nor the -1/2 suggested by Cox (1970) for weighted logit regression is universally effective in reducing bias. Other corrections are considered. The distribution of the empirical logit is considera...
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作者：LEE, SY
摘要：In the context of a robust generalized least squares approach, a new statistic for testing the validity of constraints in structural equation models is proposed. The new test requires significantly less computational effort that the traditional one. Extension to models in several populations is also considered. Illustrative applications based on real data are given.
