A procedure is studied that uses rank-transformed data to perform exact and estimated exact tests, which is an alternative to the commonly used F-ratio test procedure. First, a common parametric test statistic is computed using rank-transformed data, where two methods of ranking-ranks taken for...

After a brief review of the literature, two non-parametric tests for homogeneity of variances are presented. The first test is based on the analysis of means for ranks, which is a non-parametric version of the analysis of means (ANOM) that uses ranks as input for an ANOM test. The second test...

Methods for comparing designs for a random (or mixed) linear model have focused primarily on criteria based on single-valued functions. In general, these functions are difficult to use, because of their complex forms, in addition to their dependence on the model's unknown variance components. In...

In the literature on unobservable component models , three main statistical instruments have been used for signal extraction: fixed interval smoothing (FIS), which derives from Kalman's seminal work on optimal state-space filter theory in the time domain; Wiener-Kolmogorov-Whittle optimal signal...

There has been increasing interest in the assessment of surgeon effects for survival data of post-operative cancer patients. In particular, the measurement of surgeon's surgical performance after eliminating significant risk variables is considered. The generalized linear mixed model approach,...

Testing against ordered alternatives in the c -sample location problem plays an important role in statistical practice. The parametric test proposed by Barlow et al .-in the following, called the 'B-test'-is an appropriate test under the model of normality. For non-normal data, however, there...

In 1995, Arnold and Groeneveld introduced the measure of skewness gammaM in terms of F(mode)-the cumulative probability of a random variable less than or equal to the mode of the distribution. They assumed that the mode of a distribution exists and is unique. Independently, in 1996, the present...

Assume that a k-element vector time series follows a vector autoregressive (VAR) model. Obtaining simultaneous forecasts of the k elements of the vector time series is an important problem. Based on the Bonferroni inequality, Lutkepohl (1991) derived the procedures which construct the...

In this paper, we provide an easy-to-program algorithm for constructing the preselected 100(1 - alpha)% nonparametric confidence interval for an arbitrary quantile, such as the median or quartile, by approximating the distribution of the linear interpolation estimator of the quantile function Q...

Feedforward networks have demonstrated their ability to model non-linear data. Despite this success, their use as a statistical analysis tool has been limited by the persistent assumption that these networks can only be implemented as non-parametric models. In fact, a feedforward network can be...