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This paper introduces a method of blockwise empirical Euclidean likelihood for weakly dependent processes. The strong consistency and asymptotic normality of the blockwise empirical Euclidean likelihood estimation are proved. It is deduced that the blockwise empirical Euclidean likelihood ratio...
Persistent link: https://www.econbiz.de/10005319343
Zhang et al. (Stat Sinica 18:1689–1705, <CitationRef CitationID="CR15">2008</CitationRef>) introduced an aliased effect-number pattern for two-level regular designs and proposed a general minimum lower-order confounding (GMC) criterion for choosing optimal designs. All the GMC <InlineEquation ID="IEq7"> <EquationSource Format="TEX">$$2^{n-m}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msup> <mn>2</mn> <mrow> <mi>n</mi> <mo>-</mo> <mi>m</mi> </mrow> </msup> </math> </EquationSource> </InlineEquation> designs with <InlineEquation ID="IEq8"> <EquationSource Format="TEX">$$N/4+1\le n\le...</equationsource></inlineequation></equationsource></equationsource></inlineequation></citationref>
Persistent link: https://www.econbiz.de/10010995015
Chen and Cheng [Chen, H., Cheng, C.-S., 2006. Doubling and projection: A method of constructing two-level designs of resolution IV. Ann. Statist. 34, 546-558] discussed the method of doubling for constructing two-level regular designs of resolution IV. In this paper, we study some further...
Persistent link: https://www.econbiz.de/10005211835
We apply empirical likelihood method to constructing confidence regions for the difference of the means of two d-dimensional samples. It is shown that the empirical likelihood ratio test has an asymptotic chi-squared distribution. The Bartlett correction for the univariate case (d=1) has been...
Persistent link: https://www.econbiz.de/10005319912
For a fixed number of runs, when can designs have clear main effects or clear two-factor interactions (in brief, 2fi's)? This paper gives the maximum value of n in sn-m designs containing clear main effects or clear 2fi's, where s is any prime or prime power. It is a generalization of the...
Persistent link: https://www.econbiz.de/10005254189
This paper introduces minimum secondary aberration (MSA) and maximum secondary estimation capacity (MSEC) criteria for discriminating among rival nonisomorphic regular multistratum fractional factorial split-plot (FFSP) designs. Some general rules for identifying MSA or MSEC multistratum FFSP...
Persistent link: https://www.econbiz.de/10005254913
Fractional factorial split-plot (FFSP) designs with minimum aberration have been applied in industrial experiments. But, they are not so easy to construct for cases having many whole plot (or subplot) factors and only few subplot (or whole plot) factors. Weak minimum aberration is a weak version...
Persistent link: https://www.econbiz.de/10005259065
Persistent link: https://www.econbiz.de/10005760178
Supersaturated designs (SSDs) are widely researched because they can greatly reduce the number of experiments. However, analyzing the data from SSDs is not easy as their run size is not large enough to estimate all the main effects. This paper introduces contrast-orthogonality cluster and...
Persistent link: https://www.econbiz.de/10008550878
Phillips [Phillips R.F., 1991. A constrained maximum likelihood approach to estimating switching regressions. Journal of Econometrics 48, 241-262] proposed a constrained maximum-likelihood approach to estimating the parameters in a switching regression model. In this note, we propose a new...
Persistent link: https://www.econbiz.de/10008493187