学科分类
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9 个结果
  • 简介:这篇论文与混合未知的比例在二件样品的正常混合物为同质调查修改可能性比率测试(LRT)。修改可能性比率测试的限制分发是χ(1),这被证明[2]。

  • 标签: 混合物 比率 似真 垂直分布
  • 简介:Thispaperdealswithestimationandtestproceduresforrestrictedlinearerrors-invariables(EV)modelswithnonignorablemissingcovariates.Wedeveloparestrictedweightedcorrectedleastsquares(WCLS)estimatorbasedonthepropensityscore,whichisfittedbyanexponentiallytiltedlikelihoodmethod.Thelimitingdistributionsoftheproposedestimatorsarediscussedwhentiltedparameterisknownorunknown.Totestthevalidityoftheconstraints,weconstructtwotestproceduresbasedoncorrectedresidualsumofsquaresandempiricallikelihoodmethodandderivetheirasymptoticproperties.Numericalstudiesareconductedtoexaminethefinitesampleperformanceofourproposedmethods.

  • 标签: ERRORS-IN-VARIABLES model nonignorable MISSING data PROPENSITY
  • 简介:Hypothesistestingfortheparametriccomponentinthepartiallinearerrors-in-variables(EV)regressionmodelsisdiscussedinthispaper.Basedonthecorrectedprofileleastsquareestimator,fiveteststatisticsareproposedandtheasymptoticnulldistributionsofthemarededuced.Simulationshavebeendonetoshowtheperformanceoftheseteststatisticsundernullandalternativehypothesis.

  • 标签: 线性模型参数 假设检验 最小二乘估计 检验统计量 检验问题 回归模型
  • 简介:RecentlyR.S.SinghhasstudiedtheempiricalBayes(EB)estimationinamultiplelinearregressionmodel.InthispaperweconsidertheEBtestofregressioncoefficientβforthismodel.WeworkouttheEBtestdecisionrulebyusingkernelestimationofmultivariatedensityfunctionanditsfirstorderpartialderivatives.Weobtainitsasymptoticallyoptimal(a.o.)propertyundertheconditionE||β||1<∞.ItisshownthattbeconvergenceratesofthisEBtestdecisionruleareO(n-(r-1)λ/p+r)undertheconditionE||β||pr/2-λ<∞.whereanintegerr>l,0

  • 标签: ASYMPTOTICALLY KERNEL INTEGER MULTIVARIATE Singh empirical
  • 简介:Letfnbeanon-parametrickerneldensityestimatorbasedonakernelfunctionK.andasequenceofindependentandidenticallydistributedrandomvariablestakingvaluesinR.Thegoalofthisarticleistoprovemoderatedeviationsandlargedeviationsforthestatisticsupx∈R|fn(x)-fn(-x)|.

  • 标签: 核函数 密度估计 对称测试 偏差
  • 简介:Inthispaper,wedevotetoconstructingtheone-sidedempiricalBayes(EB)testforthelocationparameterintheGammadistributionbynonparametricmethod.Undersomemildconditions,weprovethattheEBtestisasymptoticallyoptimalwiththerateoftheorderO(n-δs/2s+1),where1/2≦δ<1ands>1isagivennaturalnumber.Anexampleisalsogiventoillustratethattheconditionsofthemaintheoremsareeasilysatisfied.

  • 标签: three PARAMETER Gamma distribution location PARAMETER
  • 简介:TheusualF--testhasbeenusedtotestagenerallinearhypothesisforatwo--stageleastsquaresmethodinasystemofeconomicequations.However,wefindthatthisF--testisactuallyasymptoticallyinvalid.Somesuggestionsaregivenfortestingagenerallinearhypothesisinthissituation.

  • 标签: HYPOTHESIS usual ordinary PROOF 田祖 丁耳