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Hypothesis Testing of Population Percentiles via the Wald Test with Bootstrap Variance Estimates
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作者 William D. Johnson Jacob E. Romer 《Open Journal of Statistics》 2016年第1期14-24,共11页
Testing the equality of percentiles (quantiles) between populations is an effective method for robust, nonparametric comparison, especially when the distributions are asymmetric or irregularly shaped. Unlike global no... Testing the equality of percentiles (quantiles) between populations is an effective method for robust, nonparametric comparison, especially when the distributions are asymmetric or irregularly shaped. Unlike global nonparametric tests for homogeneity such as the Kolmogorv-Smirnov test, testing the equality of a set of percentiles (i.e., a percentile profile) yields an estimate of the location and extent of the differences between the populations along the entire domain. The Wald test using bootstrap estimates of variance of the order statistics provides a unified method for hypothesis testing of functions of the population percentiles. Simulation studies are conducted to show performance of the method under various scenarios and to give suggestions on its use. Several examples are given to illustrate some useful applications to real data. 展开更多
关键词 BOOTSTRAP Hypothesis Testing Nonparametric Methods Percentile Profiles wald Test
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产业间信用风险的测算 被引量:2
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作者 唐元琦 邓翔 《统计与决策》 CSSCI 北大核心 2011年第16期139-141,共3页
文章从信用风险对制造业经营效率的影响出发,以Battese和Coelli的随机边界模型为基础、研究中国制造业在2002-2008年间的企业主要信用指标对经营绩效影响。实证结果表明,企业举债数量、应付利息和应收帐款周转期限都会影响经营效率;企... 文章从信用风险对制造业经营效率的影响出发,以Battese和Coelli的随机边界模型为基础、研究中国制造业在2002-2008年间的企业主要信用指标对经营绩效影响。实证结果表明,企业举债数量、应付利息和应收帐款周转期限都会影响经营效率;企业拥有充沛现金流将使信用风险降低,亦提高营运绩效。总体发现信用风险对中国制造业营运效率成反向关系。 展开更多
关键词 随机边界 超对数函数 信用风险 wald—test
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Adaptive detector design of MIMO radar with unknown covariance matrix 被引量:1
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作者 Lingjiang Kong Guolong Cui Xiaobo Yang Jianyu Yang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2010年第6期954-960,共7页
The problem of detecting signal with multiple input mul-tiple output (MIMO) radar in correlated Gaussian clutter dominated scenario with unknown covariance matrix is dealt with. The gen-eral MIMO model, with widely ... The problem of detecting signal with multiple input mul-tiple output (MIMO) radar in correlated Gaussian clutter dominated scenario with unknown covariance matrix is dealt with. The gen-eral MIMO model, with widely separated sub-arrays and co-located antennas at each sub-array, is adopted. Firstly, the generalized likelihood ratio test (GLRT) with known covariance matrix is ob-tained, and then the Rao and Wald detectors are devised, which have proved that the Rao and Wald test coincide with GLRT detec-tor. To make the detectors fully adaptive, the secondary data with signal-free will be collected to estimate the covariance. The per-formance of the proposed detector is analyzed, however, it is just ancillary. A thorough performance assessment by several numer-ical examples is also given, which has considered the sense with co-located antennas configure of transmitters and receivers array. The results show that the performance the proposed adaptive de-tector is better than LJ-GLRT, and the loss can be acceptable in comparison to their non-adaptive counterparts. 展开更多
关键词 MIMO radar generalized likelihood ratio test Rao and wald tests correlated Gaussian clutter fully adaptive.
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Subspace detection for range-spread target to suppress interference:exploiting persymmetry in non-homogeneous scenario 被引量:1
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作者 GAO Yongchan MAO Linlin +1 位作者 ZHU Shengqi ZUO Lei 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第1期60-71,共12页
This paper deals with subspace detection for rangespread target in non-homogeneous clutter with unknown covariance matrix where structured interference is presented in the received data.Through exploiting the persymme... This paper deals with subspace detection for rangespread target in non-homogeneous clutter with unknown covariance matrix where structured interference is presented in the received data.Through exploiting the persymmetry of the clutter covariance matrix,we propose two adaptive target detectors,which are referred to as persymmetric subspace Rao to suppress interference and persymmetric subspace Wald to suppress interference("PS-Rao-I"and"PS-Wald-I"),respectively.The persymmetry-based design brings in the advantage of easy implementation for small training sample support.The signal flow analysis of the two detectors shows that the PS-Rao-I rejects interference and integrates signals successively through separated matrix projection,while the PS-Wald-I jointly achieves interference elimination and signal combination via oblique projection.In addition,both detectors are shown to be constant false alarm rate detectors,significantly improving the detection performance with other competing detectors under the condition of limited training. 展开更多
关键词 adaptive detection range-spread target persymmetric structure Rao test wald test
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Asymptotics on Semiparametric Analysis of Multivariate Failure Time Data Under the Additive Hazards Model
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作者 Huan-binLiu Liu-quanSun Li-xingZhu 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2005年第2期237-246,共10页
Many survival studies record the times to two or more distinct failures oneach subject. The failures may be events of different natures or may be repetitions of the same kindof event. In this article, we consider the ... Many survival studies record the times to two or more distinct failures oneach subject. The failures may be events of different natures or may be repetitions of the same kindof event. In this article, we consider the regression analysis of such multivariate failure timedata under the additive hazards model. Simple weighted estimating functions for the regressionparameters are proposed, and asymptotic distribution theory of the resulting estimators are derived.In addition, a class of generalized Wald and generalized score statistics for hypothesis testingand model selection are presented, and the asymptotic properties of these statistics are examined. 展开更多
关键词 Multivariate failure times additive hazards model CENSORING estimatingequation wald test score test
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