Showing 1 - 10 of 17
We propose a scaled linear mixed model to assess the effects of exposure and other covariates on multiple continuous outcomes. The most general form of the model allows a different exposure effect for each outcome. An important special case is a model that represents the exposure effects using a...
Persistent link: https://www.econbiz.de/10009476540
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In this paper, we define different types of estimators for the distribution function, namely preliminary test (PT), shrinkage PT (SPT), Stein type (S), and Thompson shrinkage (TS) estimators based on lower record observations and their inter record times. Their asymptotic distributional bias and...
Persistent link: https://www.econbiz.de/10011241314
A new class of distribution-free tests for the k-sample location problem based on the linear combination of two-sample U-statistics proposed by Ozturk (2001) is proposed. Asymptotic distribution of the test statistic is obtained and the optimal weights are also determined. AREs of the proposed...
Persistent link: https://www.econbiz.de/10010776525
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Classical estimation techniques for linear models either are inconsistent, or perform rather poorly, under α-stable error densities; most of them are not even rate-optimal. In this paper, we propose an original one-step R-estimation method and investigate its asymptotic performances under...
Persistent link: https://www.econbiz.de/10011052279
Three nonparametric tests for several sample scale problem against umbrella alternative, when the peak of the umbrella is known, are proposed. The proposed statistics have the advantage of not requiring the several distribution functions to have a common median, but rather any common quantile of...
Persistent link: https://www.econbiz.de/10011039820
A very general measure of skewness based on the quantiles is introduced, which includes several well-known measures as special cases. Sample versions of our measure may be used as test statistics for testing the hypothesis of symmetry about an unknown value. We provide large sample theory for...
Persistent link: https://www.econbiz.de/10011040078
The main results imply that the probability P(Z∈A+θ) is Schur-concave/Schur-convex in (θ12,…,θk2) provided that the indicator function of a set A in Rk is so, respectively; here, θ=(θ1,…,θk)∈Rk and Z is a standard normal random vector in Rk. Moreover, it is shown that the...
Persistent link: https://www.econbiz.de/10011041960
A class of nonparametric test statistics for several sample scale problem is proposed by considering extrema of subsamples of size c. The proposed class of statistics has the advantage of not requiring the several distribution functions to have a common median, but rather any common quantile of...
Persistent link: https://www.econbiz.de/10011000643