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作者:DUPAC, V
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作者:FUJIKOSHI, Y
摘要:The distribution of latent roots of the sample covariance matrix is studied when the parent population is nonnormal. Asymptotic expansions of the marginal and joint distributions of the sample roots and the distribution of a function of the sample roots are given by finding the Edgeworth expansions.
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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:SCHRADER, RM; HETTMANSPERGER, TP
作者单位:Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
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作者:CHEN, HJ; TSAI, PJ
摘要:A single-stage sampling procedure is proposed for obtaining an optimal confidence interval on the largest or smallest mean of k variates in a repeated measurements design. The variates are assumed to obey a multivariate normal distribution with common and known correlation coefficient with the common variance being known or unknown. Percentage points to apply this procedure are also provided.
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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:SINGH, P; SRIVASTAVA, AK
摘要:A sampling scheme is proposed for which the usual regression estimator is unbiased. Another sampling scheme with an unbiased regression-type estimator is also considered. On comparing the efficiencies of these sampling strategies with some existing strategies, the performance of the 1st of the new schemes is highly satisfactory.
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作者:ANDERSON, D; WATSON, R
作者单位:University of Melbourne
摘要:A model is investigated with assumptions as for the so-called general epidemic model, except that the latent and infectious periods are independently gamma distributed. For this model, results were obtained concerning the progress of the epidemic. These results allow assessment of the effects of the latent period and the infectious period on the behavior of the epidemic model. Many of the results can be generalized.
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作者:SMITH, AFM; VERDINELLI, I
作者单位:Sapienza University Rome
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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...