The Statistician : journal of the Institute of Statisticians最新文献_第6页

Use of the bootstrap in robust estimation of location 自举法在鲁棒位置估计中的应用

The Statistician : journal of the Institute of Statisticians Pub Date : 2000-04-01 DOI: 10.1111/1467-9884.00220

G. E. Thomas

引用次数: 8

Bayes Prediction in a Pareto Lifetime Model With Random Sample Size 随机样本量Pareto寿命模型的贝叶斯预测

The Statistician : journal of the Institute of Statisticians Pub Date : 2000-04-01 DOI: 10.1111/1467-9884.00219

A. Soliman

引用次数: 23

Wavelet Analysis and its Statistical Applications 小波分析及其统计应用

The Statistician : journal of the Institute of Statisticians Pub Date : 2000-04-01 DOI: 10.1111/1467-9884.00216

F. Abramovich, T. Bailey, T. Sapatinas

{"title":"Wavelet Analysis and its Statistical Applications","authors":"F. Abramovich, T. Bailey, T. Sapatinas","doi":"10.1111/1467-9884.00216","DOIUrl":"https://doi.org/10.1111/1467-9884.00216","url":null,"abstract":"Summary. In recent years there has been a considerable development in the use of wavelet methods in statistics. As a result, we are now at the stage where it is reasonable to consider such methods to be another standard tool of the applied statistician rather than a research novelty. With that in mind, this paper gives a relatively accessible introduction to standard wavelet analysis and provides a review of some common uses of wavelet methods in statistical applications. It is primarily orientated towards the general statistical audience who may be involved in analysing data where the use of wavelets might be effective, rather than to researchers who are already familiar with the field. Given that objective, we do not emphasize mathematical generality or rigour in our exposition of wavelets and we restrict our discussion to the more frequently employed wavelet methods in statistics. We provide extensive references where the ideas and concepts discussed can be followed up in greater detail and generality if required. The paper first establishes some necessary basic mathematical background and terminology relating to wavelets. It then reviews the more well-established applications of wavelets in statistics including their use in nonparametric regression, density estimation, inverse problems, changepoint problems and in some specialized aspects of time series analysis. Possible extensions to the uses of wavelets in statistics are then considered. The paper concludes with a brief reference to readily available software packages for wavelet analysis.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"49 1","pages":"1-29"},"PeriodicalIF":0.0,"publicationDate":"2000-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77951009","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 253

Prediction Intervals Based on Autoregression Forecasts 基于自回归预测的预测区间

The Statistician : journal of the Institute of Statisticians Pub Date : 2000-04-01 DOI: 10.1111/1467-9884.00222

X. Luna

引用次数: 13

Cobweb Diagrams for Multiway Contingency Tables 多路列联表的蛛网图

The Statistician : journal of the Institute of Statisticians Pub Date : 2000-04-01 DOI: 10.1111/1467-9884.00221

G. Upton

引用次数: 13

Construction of Reference Centiles Using Mean and Dispersion Additive Models 使用平均值和色散加性模型构建参考百分位

The Statistician : journal of the Institute of Statisticians Pub Date : 2000-04-01 DOI: 10.1111/1467-9884.00218

R. Rigby, D. Stasinopoulos

引用次数: 13

Batting strategy in limited-overs cricket 限时板球的击球策略

The Statistician : journal of the Institute of Statisticians Pub Date : 2000-04-01 DOI: 10.1111/1467-9884.00223

I. Preston, Jonathan M. Thomas

引用次数: 77

Two discordancy tests for location slippage and dispersion slippage outlier detection in agreement studies 一致性研究中位置滑移和离散滑移离群值检测的两种不一致性检验

The Statistician : journal of the Institute of Statisticians Pub Date : 1999-12-01 DOI: 10.1111/1467-9884.00209

B. Giraudeau, C. Chastang

{"title":"Two discordancy tests for location slippage and dispersion slippage outlier detection in agreement studies","authors":"B. Giraudeau, C. Chastang","doi":"10.1111/1467-9884.00209","DOIUrl":"https://doi.org/10.1111/1467-9884.00209","url":null,"abstract":"Summary. The agreement between quantitative replicate measures is usually assessed by using the intraclass correlation coefficient (ICC). Estimates of this coefficient can be influenced by outlying observations (the outlying mean or outlying variance of the measures). The purpose of this paper is to provide a procedure to detect these two types of outlier by means of approximate tests. These are derived from an analytical formula of the influence of a subject io on the maximum likelihood estimator of the ICC. Satterthwaite's approximation is used to derive approximate probability density functions, and Bonferroni's bound is then used to obtain two approximate tests allowing us to detect a potential outlier because of location slippage and a potential outlier because of dispersion slippage. Then, a Monte Carlo study is conducted to determine the type I error probabilities and the performance of the tests in the presence of a contaminant observation, as defined by Barnett and Lewis. The tests turn out to be rather conservative and their ability to detect a contaminant observation rapidly increases with the degree of contamination.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"34 1","pages":"517-527"},"PeriodicalIF":0.0,"publicationDate":"1999-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88449552","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4

Asymptotic information and variance-covariance matrices for the linear structural model 线性结构模型的渐近信息和方差-协方差矩阵

The Statistician : journal of the Institute of Statisticians Pub Date : 1999-12-01 DOI: 10.1111/1467-9884.00206

K. Hood, B. Nix, T. Iles

{"title":"Asymptotic information and variance-covariance matrices for the linear structural model","authors":"K. Hood, B. Nix, T. Iles","doi":"10.1111/1467-9884.00206","DOIUrl":"https://doi.org/10.1111/1467-9884.00206","url":null,"abstract":"Many papers have addressed the problem of fitting a straight line to a set of bivariate data where both the dependent variable Y and the predictor variable X are assumed to be measured subject to error, the problem that has generally become known as errors-in-variables regression. Several statistical models have been suggested to describe the problem, and many papers contain a discussion on the choice of model, generally going on to give a derivation of estimating equations for the parameters of the models. Rather less work has been published on the precision of the estimators derived, and the work published to date applies only in certain special cases. In the present paper the complete asymptotic variance–covariance matrices for all estimators are derived for the linear structural model, when various assumptions are made about the error variances involved. The equations that are obtained can readily be used in practice, though the algebra needed to derive these equations is somewhat lengthy. With the aid of a simulation exercise we show that these asymptotic variance and covariance terms are remarkably accurate even for relatively small data sets. To establish a consistent notation, we give the estimating equations derived from a rigorous and unified framework underpinned by the principle of maximum likelihood. Attention is focused on the special cases of the model for which solutions have been published previously as a useful check on the algebraic integrity of our results.","PeriodicalId":83973,"journal":{"name":"The Statistician : journal of the Institute of Statisticians","volume":"138 1","pages":"477-493"},"PeriodicalIF":0.0,"publicationDate":"1999-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78268983","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 24

Leverage in Inequality‐constrained Regression Models 不等式约束回归模型中的杠杆作用

The Statistician : journal of the Institute of Statisticians Pub Date : 1999-12-01 DOI: 10.1111/1467-9884.00210

G. Paula

引用次数: 15