Showing 1 - 10 of 10
It is well known that Bartlett adjustment yields an improvement on the chi-squared approximations to the likelihood ratio test statistics. However, it is not possible to obtain such an improvement for some test statistics. Typical examples are the score test statistic and...
Persistent link: https://www.econbiz.de/10005153146
In the present paper, we consider the likelihood ratio criterion (LRC) for mean structure in the growth curve model with random effects. It is difficult to express the LRC as a closed form because of a restriction on parameters. The lower bound and upper bound of the LRC are suggested as a...
Persistent link: https://www.econbiz.de/10005160340
The conditional maximum likelihood estimator is suggested as an alternative to the maximum likelihood estimator and is favorable for an estimator of a dispersion parameter in the normal distribution, the inverse-Gaussian distribution, and so on. However, it is not clear whether the conditional...
Persistent link: https://www.econbiz.de/10005160624
In this paper we consider robust parameter estimation based on a certain cross entropy and divergence. The robust estimate is defined as the minimizer of the empirically estimated cross entropy. It is shown that the robust estimate can be regarded as a kind of projection from the viewpoint of a...
Persistent link: https://www.econbiz.de/10005199754
We study the dependence structure of bivariate order statistics from bivariate distributions, and prove that if the underlying bivariate distribution H is positive quadrant dependent (PQD) then so is each pair of bivariate order statistics. As an application, we show that if H is PQD, the...
Persistent link: https://www.econbiz.de/10011041961
For the purpose of testing the spherical uniformity based on i.i.d. directional data (unit vectors) zi, i=1,...,n, Anderson and Stephens (Biometrika 59 (1972) 613-621) proposed testing procedures based on the statistics Smax=maxu S(u) and Smin=minu S(u), where u is a unit vector and nS(u) is the...
Persistent link: https://www.econbiz.de/10005006391
We give James-Stein type estimators of a multivariate normal mean vector by shrinkage towards a closed convex set K with a smooth or piecewise smooth boundary. The rate of shrinkage is determined by the curvature of the boundary of K at the projection point onto K. By considering a sequence of...
Persistent link: https://www.econbiz.de/10005006484
A square contingency table often appears in social, biomedical and behavioral science to be used to display joint responses when two variables have the same category levels. When responses are ordered categories, it is usually important to test the hypotheses of marginal homogeneity against...
Persistent link: https://www.econbiz.de/10005093881
For two-way ordered categorical data, correspondence analysis and the RC association model (the row-column-effect association model) with order-restricted scores have been proposed mainly for descriptive purposes. In this paper, tests for independence in two-way ordered contingency tables based...
Persistent link: https://www.econbiz.de/10005021312
A polynomial that is nonnegative over a given interval is called a positive polynomial. The set of such positive polynomials forms a closed convex cone K. In this paper, we consider the likelihood ratio test for the hypothesis of positivity that the estimand polynomial regression curve is a...
Persistent link: https://www.econbiz.de/10010608103