Plans d'expérience adaptés à un champ d'hypothèses a priori. Construction. Précision globale
Possibilities of the determination of sample size in regression analysis: a review
Posterior odds ratios for selected regression hypotheses.
Bayesian posterior odds ratios for frequently encountered hypotheses about parameters of the normal linear multiple regression model are derived and discussed. For the particular prior distributions utilized, it is found that the posterior odds ratios can be well approximated by functions that are monotonic in usual sampling theory F statistics. Some implications of these finding and the relation of our work to the pioneering work of Jeffreys and others are considered. Tabulations of odd ratios...
Precise small deviations in L 2 of some Gaussian processes appearing in the regression context
We find precise small deviation asymptotics with respect to the Hilbert norm for some special Gaussian processes connected to two regression schemes studied by MacNeill and his coauthors. In addition, we also obtain precise small deviation asymptotics for the detrended Brownian motion and detrended Slepian process.
Problems of an additional experiment
Problems of sensitiveness and linearization in a determination of isobestic points
Properly recorded estimate and confidence regions obtained by an approximate covariance operator in a special nonlinear model
The properly recorded standard deviation of the estimator and the properly recorded estimate are introduced. Bounds for the locally best linear unbiased estimator and estimate and also confidence regions for a linearly unbiasedly estimable linear functional of unknown parameters of the mean value are obtained in a special structure of nonlinear regression model. A sufficient condition for obtaining the properly recorded estimate in this model is also given.
Propriétés de moindres carrés de la matrice de covariance d'un vecteur aléatoire et applications statistiques
Pyrrho's Lemma, or have it your Way.
QML estimators in linear regression models with functional coefficient autoregressive processes.
Quadratic unbiased estimation of nonstandard parametric functions
Quelques alternatives à la régression classique dans le cas de la colinéarité
Random thresholds for linear model selection
A method is introduced to select the significant or non null mean terms among a collection of independent random variables. As an application we consider the problem of recovering the significant coefficients in non ordered model selection. The method is based on a convenient random centering of the partial sums of the ordered observations. Based on L-statistics methods we show consistency of the proposed estimator. An extension to unknown parametric distributions is considered. Simulated examples...
Rank conditions for estimability of covariances
Rank Test for Testing Randomness of a Regression Coefficient in a Linear Regression Model.
Rank tests in regression model based on minimum distance estimates
In this paper a new rank test in a linear regression model is introduced. The test statistic is based on a certain minimum distance estimator, however, unlike classical rank tests in regression it is not a simple linear rank statistic. Its exact distribution under the null hypothesis is derived, and further, the asymptotic distribution both under the null hypothesis and the local alternative is investigated. It is shown that the proposed test is applicable in measurement error models. Finally, a...
Rank theory approach to ridge, LASSO, preliminary test and Stein-type estimators: Comparative study
In the development of efficient predictive models, the key is to identify suitable predictors for a given linear model. For the first time, this paper provides a comparative study of ridge regression, LASSO, preliminary test and Stein-type estimators based on the theory of rank statistics. Under the orthonormal design matrix of a given linear model, we find that the rank based ridge estimator outperforms the usual rank estimator, restricted R-estimator, rank-based LASSO, preliminary test and Stein-type...
Recent Contributions to Censored Regression Models.
Recherche de plans d'expérience adaptés à des hypothèses a priori dans certains cas particuliers
Recursive parameter estimation of regression model when the interval of possible values is given