標(biāo)題: Titlebook: Advances in the Statistical Sciences: Foundations of Statistical Inference; Volume II of the Fes Ian B. MacNeill,Gary J. Umphrey,Serge B. P [打印本頁] 作者: firearm 時間: 2025-3-21 18:51
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書目名稱Advances in the Statistical Sciences: Foundations of Statistical Inference影響因子(影響力)學(xué)科排名
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書目名稱Advances in the Statistical Sciences: Foundations of Statistical Inference年度引用學(xué)科排名
書目名稱Advances in the Statistical Sciences: Foundations of Statistical Inference讀者反饋
書目名稱Advances in the Statistical Sciences: Foundations of Statistical Inference讀者反饋學(xué)科排名
作者: 稱贊 時間: 2025-3-21 22:31 作者: 未完成 時間: 2025-3-22 03:28
Statistical Principles and Tangent Models,of sufficiency and conditionality is an underlying intention of separating . from .. This manifests itself in the ordinary analysis of variance and also for the generalizations of that analysis for the transformation models and for the exponential models. This paper gives preliminary introduction to作者: 牢騷 時間: 2025-3-22 05:48
Bernoulli Pairs with Invariant Reversals: An Example of Partial Likelihood,interest. The likelihood factorizes and the partial likelihood depends on. alone. This paper examines the problem of making inferences about. in detail and concludes that although the partial likelihood method is asymptotically sound the approach to the limit is slow, so that the method can lose a l作者: 腐敗 時間: 2025-3-22 08:53 作者: 描述 時間: 2025-3-22 14:58
Statistical Inference for the Overlap Hypothesis,n between .. and the gain in height, .. - .., or that the correlation between .. and .. is the same as that between .. and .. - ... An estimate of the correlation when either of these hypotheses holds is obtained. A statistical test for the hypothesis is also developed, and indications of a multivar作者: 洞穴 時間: 2025-3-22 17:40 作者: 粗俗人 時間: 2025-3-22 22:11
An Algorithm for Concave Regression,mputation of the maximum likelihood (normality) or least squares fit is available for the isotonic case in a bounded number of steps. For the concave case most of the algorithms have been difficult to implement or had no assured convergence; Dykstra (1983) gave an algorithm easy to implement and con作者: CT-angiography 時間: 2025-3-23 02:46
On the Prediction of the Difference between Responses from Two Linear Models, transformation, the prediction distributions of the differences between responses are obtained. The usual method of derivation involves a cumbersome integration procedure which is avoided here by the use of structural relations.作者: 集合 時間: 2025-3-23 08:23
On Ultrastructural Relationships Models,s models. Dolby (1976) combined these two models in the univariate case into a single model called the ultrastructural relationships model and found the maximum likelihood estimators of the parameters. We extend Dolby’s ultrastructural relationships model to the multivariate case, assuming the exist作者: 表示向前 時間: 2025-3-23 13:02
Testing for the Nullity of the Multiple Correlation Coefficient with Incomplete Multivariate Data,umption that (X., X.,..., X.) has a multivariate normal distribution and a sample of size . is available, where for . observation vectors all components are available, while for . = (.) observation vectors, the data on the last . components, (..,..,...,..), are missing.作者: 親屬 時間: 2025-3-23 17:13 作者: 本能 時間: 2025-3-23 19:59
Maximum Likelihood Estimates for Stochastically Ordered Multinomial Populations with Fixed and Randalogues for the one-sided Mann-Whitney-Wilcoxon and Kolmogorov-Smirnov tests. They obtained closed form expressions for the maximum likelihood estimates when all frequencies are positive. The purpose of this article is to provide closed form expressions for the maximum likelihood estimates with fixe作者: artless 時間: 2025-3-23 23:44 作者: 小卷發(fā) 時間: 2025-3-24 04:51 作者: 用樹皮 時間: 2025-3-24 08:45 作者: 鋼盔 時間: 2025-3-24 10:51 作者: enflame 時間: 2025-3-24 16:51 作者: ticlopidine 時間: 2025-3-24 19:11
Contemporary Issues in Accounting Regulation the notion of tangent model which in turn allows the partial extension of this error-effect separation to more general statistical models. The emphasis is on finding techniques for determining both significance tests and confidence regions for general models, particularly for complex multiparameter models.作者: pantomime 時間: 2025-3-24 23:42 作者: 連累 時間: 2025-3-25 04:57
Helen Chiappini,Gianfranco A. Ventoence of an estimator for the error covariance matrix, independent of the observations. We find that the maximum likelihood method is unable to distinguish between the multivariate ultrastructural relationships model and the multivariate functional relationships model considered by Amemiya and Fuller (1984).作者: Left-Atrium 時間: 2025-3-25 08:51 作者: 歪曲道理 時間: 2025-3-25 14:24 作者: 圍裙 時間: 2025-3-25 16:04 作者: arbiter 時間: 2025-3-25 20:56 作者: SEEK 時間: 2025-3-26 00:24
Statistical Principles and Tangent Models, the notion of tangent model which in turn allows the partial extension of this error-effect separation to more general statistical models. The emphasis is on finding techniques for determining both significance tests and confidence regions for general models, particularly for complex multiparameter models.作者: 強(qiáng)行引入 時間: 2025-3-26 08:19
How Much Improvement can a Shrinkage Estimator Give?,xcept on a small set..As a corollary we show that when independent estimation problems are combined, large Stein effects occur only on small sets. In Appendix I, we show that a similar result holds if the parameter space is compact, whether the model is invariant or not.作者: LAY 時間: 2025-3-26 12:27 作者: irradicable 時間: 2025-3-26 16:06
1566-659X o- fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi‘s research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposi作者: 可用 時間: 2025-3-26 18:23 作者: Enervate 時間: 2025-3-27 00:06 作者: 按等級 時間: 2025-3-27 03:45
Myriam García-Olalla,Judith Cliftonrformed. It is found that for a wide class of conditions, in the sense of mean squared error, the alternative method is superior to the method of linear prediction and the method of maximum likelihood for estimating the coefficients of both completely and incompletely observed variables.作者: mucous-membrane 時間: 2025-3-27 07:23 作者: 慢慢沖刷 時間: 2025-3-27 13:27
Bernoulli Pairs with Invariant Reversals: An Example of Partial Likelihood,l and concludes that although the partial likelihood method is asymptotically sound the approach to the limit is slow, so that the method can lose a lot of information even with quite large samples. Computations of posterior distributions for 100 pairs illustrate the argument.作者: 帶子 時間: 2025-3-27 16:35
Missing Value Problems in Multiple Linear Regression with Two Independent Variables,rformed. It is found that for a wide class of conditions, in the sense of mean squared error, the alternative method is superior to the method of linear prediction and the method of maximum likelihood for estimating the coefficients of both completely and incompletely observed variables.作者: 眼界 時間: 2025-3-27 20:08
Contemporary Issues in Accounting RegulationA data based method is presented for choosing from different ancillary statistics, for the purpose of conditioning.作者: Synovial-Fluid 時間: 2025-3-28 01:07
Introduction: Framing the African Condition,A Bayesian method is given to detect a change point of a regression model when some of the parameters are known a . not to change, while others are subject to change. The same method is applied to a growth curve model. An illustrative numerical example is given.作者: 四牛在彎曲 時間: 2025-3-28 03:03
Contemporary Issues in Applied EconomicsIn a multi-sample simple regression model for which homogeneity of the regression slopes is plausible, shrinkage as well as preliminary test versions of .-estimators of the intercepts are considered. In the light of the asymptotic distributional risk, the relative dominance pictures of these estimators are studied.作者: 戰(zhàn)役 時間: 2025-3-28 08:09
https://doi.org/10.1007/978-3-319-90294-4It is shown in this paper that the tail probability of the usual Student’s . statistic under the assumption that the sample arises from a symmetrically truncated normal population, is greater than the corresponding tail probability of the usual .-distribution under normality assumptions for the population for sufficiently large values of ..作者: 藥物 時間: 2025-3-28 13:27 作者: Arctic 時間: 2025-3-28 17:16 作者: Transfusion 時間: 2025-3-28 21:57
Bayesian Method of Detecting Change Point in Regression and Growth Curve Models,A Bayesian method is given to detect a change point of a regression model when some of the parameters are known a . not to change, while others are subject to change. The same method is applied to a growth curve model. An illustrative numerical example is given.作者: 突襲 時間: 2025-3-29 00:26
On Shrinkage and Preliminary Test M-Estimation in a Parallelism Problem,In a multi-sample simple regression model for which homogeneity of the regression slopes is plausible, shrinkage as well as preliminary test versions of .-estimators of the intercepts are considered. In the light of the asymptotic distributional risk, the relative dominance pictures of these estimators are studied.作者: modest 時間: 2025-3-29 04:19
A Bound for the Tail Area of the , Distribution for Samples from a Symmetrically Truncated Normal PIt is shown in this paper that the tail probability of the usual Student’s . statistic under the assumption that the sample arises from a symmetrically truncated normal population, is greater than the corresponding tail probability of the usual .-distribution under normality assumptions for the population for sufficiently large values of ..作者: bronchiole 時間: 2025-3-29 07:13 作者: Dri727 時間: 2025-3-29 14:27 作者: stress-response 時間: 2025-3-29 19:38
Statistical Inference for the Overlap Hypothesis,n between .. and the gain in height, .. - .., or that the correlation between .. and .. is the same as that between .. and .. - ... An estimate of the correlation when either of these hypotheses holds is obtained. A statistical test for the hypothesis is also developed, and indications of a multivariate version are presented.作者: 外露 時間: 2025-3-29 22:53 作者: conifer 時間: 2025-3-30 02:29
Testing for the Nullity of the Multiple Correlation Coefficient with Incomplete Multivariate Data,umption that (X., X.,..., X.) has a multivariate normal distribution and a sample of size . is available, where for . observation vectors all components are available, while for . = (.) observation vectors, the data on the last . components, (..,..,...,..), are missing.作者: Mets552 時間: 2025-3-30 05:38 作者: 云狀 時間: 2025-3-30 09:50 作者: 新義 時間: 2025-3-30 15:48 作者: quiet-sleep 時間: 2025-3-30 17:24
Contemporary Issues in Accountings meant for prospective assessment of uncertainty. Widespread opportunities exist for developing statistics along these lines, through practical attempts to bridge the gap from evidence to probability representations in appropriately selected domains of science. Illustrations are drawn from policy-r作者: Medicaid 時間: 2025-3-30 22:22 作者: ARIA 時間: 2025-3-31 02:10
Contemporary Issues in Accounting Regulationof sufficiency and conditionality is an underlying intention of separating . from .. This manifests itself in the ordinary analysis of variance and also for the generalizations of that analysis for the transformation models and for the exponential models. This paper gives preliminary introduction to作者: Esalate 時間: 2025-3-31 08:55
Mawuadem Koku Amedeker,Thomas Tachie Younginterest. The likelihood factorizes and the partial likelihood depends on. alone. This paper examines the problem of making inferences about. in detail and concludes that although the partial likelihood method is asymptotically sound the approach to the limit is slow, so that the method can lose a l作者: endure 時間: 2025-3-31 12:35
Language Proficiency and Science Learning,s. The resulting best binary decision criterion is everywhere randomized, the probability of choosing. = 1 as opposed to. = 0, being given by.where.. is the loss due to the wrong decision when θ is the state of Nature, where f. is a density, and where . is the outcome.作者: chondromalacia 時間: 2025-3-31 15:42 作者: Chemotherapy 時間: 2025-3-31 19:37 作者: LEVY 時間: 2025-3-31 22:31
Moriki Hosoe,Tadahisa Ohno,Akio Kawasakimputation of the maximum likelihood (normality) or least squares fit is available for the isotonic case in a bounded number of steps. For the concave case most of the algorithms have been difficult to implement or had no assured convergence; Dykstra (1983) gave an algorithm easy to implement and con作者: VEN 時間: 2025-4-1 02:47
https://doi.org/10.1007/978-981-13-7036-6 transformation, the prediction distributions of the differences between responses are obtained. The usual method of derivation involves a cumbersome integration procedure which is avoided here by the use of structural relations.作者: Stagger 時間: 2025-4-1 07:45 作者: 令人作嘔 時間: 2025-4-1 13:44
Helen Chiappini,Gianfranco A. Ventoumption that (X., X.,..., X.) has a multivariate normal distribution and a sample of size . is available, where for . observation vectors all components are available, while for . = (.) observation vectors, the data on the last . components, (..,..,...,..), are missing.作者: Trigger-Point 時間: 2025-4-1 15:18
Myriam García-Olalla,Judith Cliftonependent variables .. and .. with missing values on x. only. A Monte Carlo study of observations generated from a trivariate normal distribution is performed. It is found that for a wide class of conditions, in the sense of mean squared error, the alternative method is superior to the method of line作者: relieve 時間: 2025-4-1 20:21
