The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR(1) errors. The elliptical class includes several symmetric multivar...The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR(1) errors. The elliptical class includes several symmetric multivariate distributions such as normal, Student-S, power exponential, among others. Several diagnostic tests using score statistics and their adjustment are constructed. The asymptotic properties, including asymptotic chi-squave and approximate powers under local alternatives of the score statistics, are studied. The properties of test statistics are investigated through Monte Carlo simulations. A data set previously analyzed under normal errors is reanalyzed under elliptical models to illustrate our test methods.展开更多
Nonregular fractional factorial designs such as Plackett-Burman designs and other orthogonal arrays are widely used in various screening experiments for their run size economy and flexibility. In this paper,we study m...Nonregular fractional factorial designs such as Plackett-Burman designs and other orthogonal arrays are widely used in various screening experiments for their run size economy and flexibility. In this paper,we study matrix image theory and present a new method for distinguishing and assessing nonregular designs with complex alias structure, which works for all symmetrical and asymmetrical, regular and nonregular orthogonal arrays. Based on the matrix image theory, our proposed method captures orthogonality and projection properties. Empirical studies show that the proposed method has a more precise differentiation capacity when comparing with some other criteria.展开更多
Count data with excess zeros encountered in many applications often exhibit extra variation. There- fore, zero-inflated Poisson (ZIP) model may fail to fit such data. In this paper, a zero-inflated double Poisson mo...Count data with excess zeros encountered in many applications often exhibit extra variation. There- fore, zero-inflated Poisson (ZIP) model may fail to fit such data. In this paper, a zero-inflated double Poisson model (ZIDP), which is generalization of the ZIP model, is studied and the score tests for the significance of dis- persion and zero-inflation in ZIDP model are developed. Meanwhile, this work also develops homogeneous tests for dispersion and/or zero-inflation parameter, and corresponding score test statistics are obtained. One numer- ical example is given to illustrate our methodology and the properties of score test statistics are investigated through Monte Carlo simulations.展开更多
Let{Yi;-∞〈i〈∞}be a doubly infinite sequence of identically distributed φ-mixing random variables and let{ai;-∞〈i〈∞}be an absolutely summable sequence of real numbers. In this paper we study the moments of su...Let{Yi;-∞〈i〈∞}be a doubly infinite sequence of identically distributed φ-mixing random variables and let{ai;-∞〈i〈∞}be an absolutely summable sequence of real numbers. In this paper we study the moments of sup n〉1k=1-|∞∑^n∑^∞aiYi+k/n^1/r|^p(1〈r〈2,P〉0)under the conditions of some moments.展开更多
基金Supported by the National Natural Science Foundation of China (No. 11171065 and NSFJSBK2011058)
文摘The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR(1) errors. The elliptical class includes several symmetric multivariate distributions such as normal, Student-S, power exponential, among others. Several diagnostic tests using score statistics and their adjustment are constructed. The asymptotic properties, including asymptotic chi-squave and approximate powers under local alternatives of the score statistics, are studied. The properties of test statistics are investigated through Monte Carlo simulations. A data set previously analyzed under normal errors is reanalyzed under elliptical models to illustrate our test methods.
基金supported by National Natural Science Foundation of China(Nos.11601195,11601538,11571073)Natural Science Foundation of Jiangsu Province of China(No.BK20160289)+1 种基金Natural Science Foundation of the Jiangsu Higher Education Institutions of China(No.16KJB110005)Jiangsu Qing Lan Project
文摘Nonregular fractional factorial designs such as Plackett-Burman designs and other orthogonal arrays are widely used in various screening experiments for their run size economy and flexibility. In this paper,we study matrix image theory and present a new method for distinguishing and assessing nonregular designs with complex alias structure, which works for all symmetrical and asymmetrical, regular and nonregular orthogonal arrays. Based on the matrix image theory, our proposed method captures orthogonality and projection properties. Empirical studies show that the proposed method has a more precise differentiation capacity when comparing with some other criteria.
基金Supported in part by the National Natural Science Foundation of China under Grant No.11271193 and 11571073the Natural Science Foundation of Jiangsu Province under Grant No.BK20141326
文摘Count data with excess zeros encountered in many applications often exhibit extra variation. There- fore, zero-inflated Poisson (ZIP) model may fail to fit such data. In this paper, a zero-inflated double Poisson model (ZIDP), which is generalization of the ZIP model, is studied and the score tests for the significance of dis- persion and zero-inflation in ZIDP model are developed. Meanwhile, this work also develops homogeneous tests for dispersion and/or zero-inflation parameter, and corresponding score test statistics are obtained. One numer- ical example is given to illustrate our methodology and the properties of score test statistics are investigated through Monte Carlo simulations.
基金Supported by the National Natural Science Foundation of China (No. 11001052, 10971097)the Anhui Provincial Natural Science Foundation (No. 11040606M04)the Anhui Provincial College Excellent Young Talents Foundation (No. 2009SQRZ176ZD)
文摘Let{Yi;-∞〈i〈∞}be a doubly infinite sequence of identically distributed φ-mixing random variables and let{ai;-∞〈i〈∞}be an absolutely summable sequence of real numbers. In this paper we study the moments of sup n〉1k=1-|∞∑^n∑^∞aiYi+k/n^1/r|^p(1〈r〈2,P〉0)under the conditions of some moments.