共查询到20条相似文献,搜索用时 0 毫秒
1.
Ansgar Steland 《Metrika》1998,47(1):251-264
The bootstrap, which provides powerful approximations for many classes of statistics, is studied for simple linear rank statistics employing bounded and smooth score functions. To verify consistency we view a rank statistic as a statistic induced by a statistical functional ψ which is evaluated at a pair of dependent signed measures. Thus, we can apply the von Mises method to verify asymptotic results for the bootstrap. The strong consistency of the bootstrap distribution estimator is derived for the bootstrap based on resampling from the original data. Further, the residual bootstrap is studied. The accuracy of the bootstrap approximations for small sample sizes is studied by simulations. The simulations indicate that the bootstrap provides better results than a normal approximation. 相似文献
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Consider a sequence of random points placed on the nonnegative integers with i.i.d. geometric (1/2) interpoint spacings y i . Let x i denote the numbers of points placed at integer i . We prove a central limit theorem for the partial sums of the sequence x 0 y 0 , x 1 y 1 , . . . The problem is connected with a question concerning different bootstrap procedures. 相似文献
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A general class of fluctuation tests for parameter instability in an M-estimation framework is suggested. Tests from this framework can be constructed by first choosing an appropriate estimation technique, deriving a partial sum process of the estimation scores that captures instabilities over time, and aggregating this process to a test statistic by using a suitable scalar functional. Inference for these tests is based on functional central limit theorems, which are derived under the null hypothesis of parameter stability and local alternatives. For (generalized) linear regression models, concrete tests are derived, which cover several known tests for (approximately) normal data but also allow for testing for parameter instability in regressions with binary or count data. The usefulness of the test procedures—complemented by powerful visualizations derived from these—is illustrated using Dow Jones industrial average stock returns, youth homicides in Boston, USA, and illegitimate births in Grossarl, Austria. 相似文献
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Peter Grünwald† 《Statistica Neerlandica》2008,62(3):374-392
We give a characterization of maximum entropy/minimum relative entropy inference by providing two 'strong entropy concentration' theorems. These theorems unify and generalize Jaynes'concentration phenomenon' and Van Campenhout and Cover's 'conditional limit theorem'. The theorems characterize exactly in what sense a prior distribution Q conditioned on a given constraint and the distribution minimizing D(P ‖ Q ) over all P satisfying the constraint are 'close' to each other. We then apply our theorems to establish the relationship between entropy concentration and a game-theoretic characterization of maximum entropy inference of Topsøe and others. 相似文献
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We consider Grenander‐type estimators for a monotone function , obtained as the slope of a concave (convex) estimate of the primitive of λ. Our main result is a central limit theorem for the Hellinger loss, which applies to estimation of a probability density, a regression function or a failure rate. In the case of density estimation, the limiting variance of the Hellinger loss turns out to be independent of λ. 相似文献
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GBF管的质量检查和验收是现浇空心楼板质量控制的关键,包括GBF管材料、制作和施工等多方面内容,而抽样检测又是GBF管质量检查验收的重要手段,本文对监理工程师基于空心楼板GBF管质量检查的内容及抽样检测方法进行了分析和探讨。 相似文献
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The purpose of this paper is twofold: first, to provide a closed form expression for the median of the Poisson distribution and, second, to improve the known estimates of the difference between the median and the mean of the Poisson distribution. We use elementary techniques based on the monotonicity of certain sequences involving tail probabilities of the Poisson distribution and the Central Limit TheoremReceived November 2002 相似文献
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Stein’s method is used to derive an error in normal approximation for sums of pairwise negative quadrant dependent random variables, but under the assumption of second moment only. This allows us to derive a central limit theorem for pairwise negative quadrant dependent random variables with Lindeberg’s condition. Research supported by Science Foundation of Zhejiang Provincial Education(no. 20060122) 相似文献
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We consider the Cox regression model and study the asymptotic global behavior of the Grenander-type estimator for a monotone baseline hazard function. This model is not included in the general setting of Durot (2007). However, we show that a similar central limit theorem holds for Lp-error of the Grenander-type estimator. As an illustration of application of our main result, we propose a test procedure for a Weibull baseline distribution, based on the Lp-distance between the Grenander estimator and a parametric estimator of the baseline hazard. Simulation studies are performed to investigate the performance of this test. 相似文献
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文章分析了当前土工实验中的液、塑限测定过程中应当注意的问题及其存在的问题,并论述了如何对其实验数据进行处理和分析的方法。 相似文献
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Svetlana Borovkova Hendrik P. Lopuhaä Budi Nurani Ruchjana 《Statistica Neerlandica》2008,62(4):482-508
Space–time autoregressive (STAR) models, introduced by Cliff and Ord [Spatial autocorrelation (1973) Pioneer, London] are successfully applied in many areas of science, particularly when there is prior information about spatial dependence. These models have significantly fewer parameters than vector autoregressive models, where all information about spatial and time dependence is deduced from the data. A more flexible class of models, generalized STAR models, has been introduced in Borovkova et al. [Proc. 17th Int. Workshop Stat. Model. (2002), Chania, Greece] where the model parameters are allowed to vary per location. This paper establishes strong consistency and asymptotic normality of the least squares estimator in generalized STAR models. These results are obtained under minimal conditions on the sequence of innovations, which are assumed to form a martingale difference array. We investigate the quality of the normal approximation for finite samples by means of a numerical simulation study, and apply a generalized STAR model to a multivariate time series of monthly tea production in west Java, Indonesia. 相似文献
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公司并购绩效评价最基本的实证方法研究 总被引:2,自引:0,他引:2
企业并购绩效评价的结果是否能真实地反映出并购企业的绩效实际,关键在于绩效评价方法的选择。股票市场事件研究法和经营业绩对比研究法是两种最为基本的实证方法,分析总结和掌握其方法的使用、适用范围和应注意的问题等,对公司并购绩效做出客观评价尤为重要。 相似文献
13.
通过对微分中值定理的应用研究,发现在解决此类命题中,大多采用构造辅助函数的方法来证明,如何构造辅助函数成为证明此类问题的关键。本文给出了三类关于辅助函数的构造的方法和技巧,并给出例题并加以应用。 相似文献
14.
In this short communication, we present a (functional) central limit theorem for the idleness process of a one‐sided reflected Ornstein–Uhlenbeck proces. 相似文献
15.
H. P. Lopuhaä 《Statistica Neerlandica》1997,51(2):220-237
By means of a straightforward application of empirical process theory, we show that S-estimators of multivariate location and covariance are asymptotically equivalent to a sum of independent vector and matrix valued random elements respectively. This provides an alternative proof of asymptotic normality of S-estimators and clearly explains the limiting covariance structure. It also leads to a relatively simple proof of asymptotic normality of the length of the shortest α-fraction. 相似文献
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本交叉口加固及挑顶施工技术是一种主要适用于铁路单洞双线隧道斜井与正洞上断面相交时的施工方法。文章详细介绍斜井与正洞上断面相交时的施工方法和施工工艺流程,为铁路单洞双线隧道斜井与正洞上断面相交的施工提供借鉴和技术支持。 相似文献
19.
Many phenomena in the life sciences can be analyzed by using a fixed design regression model with a regression function m that exhibits a crossing‐point in the following sense: the regression function runs below or above its mean level, respectively, according as the input variable lies to the left or to the right of that crossing‐point, or vice versa. We propose a non‐parametric estimator and show weak and strong consistency as long as the crossing‐point is unique. It is defined as maximizing point arg max of a certain marked empirical process. For testing the hypothesis H0 that the regression function m actually is constant (no crossing‐point), a decision rule is designed for the specific alternative H1 that m possesses a crossing‐point. The pertaining test‐statistic is the ratio max/argmax of the maximum value and the maximizing point of the marked empirical process. Under the hypothesis the ratio converges in distribution to the corresponding ratio of a reflected Brownian bridge, for which we derive the distribution function. The test is consistent on the whole alternative and superior to the corresponding Kolmogorov–Smirnov test, which is based only on the maximal value max. Some practical examples of possible applications are given where a certain study about dental phobia is discussed in more detail. 相似文献
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产品贮存可靠性数据收集和处理方法及贮存失效率预测模型的建模方法研究 总被引:3,自引:0,他引:3
针对库存产品的质量管理,根据国内外有关资料的论述,通过对数据收集、数据处理方法、建立贮存失效率预测模型的研究,提出贮存可靠性数据收集和处理及建立贮存失效率预测模型的一般方法。 相似文献