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统计假设检验的诊断与数值影响分析 被引量:3

Diagnosis and Numerical Influence Analysis for Statistical Hypothesis Tests
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摘要 本文对统计假设检验引入诊断与影响分析的概念,对参数和非参数假设检验进行了数值影响分析,由此表明统计诊断与影响分析在假设检验与统计推断中是必不可少的一个环节.最后建议了一个参考性诊断统计量. In this paper we introduce the concepts of diagnosis and influence analysis into the statistical hypothesis tests. For the cases of parameter and non-parameter hypothesis tests,we have made the numerical influence analysis. These show that diagnosis and influence analysis are the indispensable links in the hypothesis tests and the statistical inference. Finally we suggest a reference diagnosis statistic.
作者 赵进文
机构地区 山西师大数学系
出处 《山西师大学报(自然科学版)》 1994年第2期1-6,共6页 Journal of Shanxi Teachers University(Natural Science Edition)
关键词 统计诊断 数值 统计推断 参考 环节 影响分析 统计假设检验 非参数假设检验 统计量 Hypothesis test Testing statistic Hide from view Statistical diagnosis Influence analysis Testing influence case
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参考文献1

  • 1[英]西格耳(Siegel,S·) 著,北星.非参数统计[M]科学出版社,1986.

同被引文献26

  • 1赵进文.病态预测建模中影响点的探测与评价[J].统计研究,1994,11(2):40-43. 被引量:5
  • 2赵进文.经济计量诊断学[M].天津:天津人民出版社,2000..
  • 3GRANGER C E J. Some Properties of Time Series Data and Theirs in Econometric Model Specification [J]. Journal of Econometrics, 1981 : 121-130.
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  • 5COOK R D, WEISBERG S. Residuals and Influence in Regression[ M ]. New York:Chapman and Hall, 1982.
  • 6HUBER P J. Robust Statistics[M]. New York: Wiley, 1981.
  • 7PERRON P, VOGELSANG T J. Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions[J]. Journal of Business and Economic Statistics, 1992( 10 ) : 467-70.
  • 8LUCAS A. An Outlier Robust Unit Root Test With an Application to the Extended Nelson-Plosser Data [J].Journal of Econometrics, 1995(66) : 153-173.
  • 9LUCAS A. Unit Root Test Based on M Estimators[J]. Econometric Theory, 1995( 11 ):331-346.
  • 10FRANSES P H, Haldrup N. The Effects of Additive Outliers on Tests for Unit Root and Cointegcation [J]. Journal of Business & Economic Statistics, 1994(12) :471-478.

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