作者：赵俊龙

学位名称：硕士

出处：北京理工大学 2004

关键词：Fiducial；分布；先验分布；后验分布；线性模型；线性约束

摘要：本文研究了子参数空间的Fiducial分布的求解，以及Fiducial分布与后验分布的关系。首先，我们研究了一个特定的分布族的Fiducial分布，指出了Fiducial分布与后验分布是不同的。另外，给出了一个分布族本质上是位置参数分布族，具有密度函数的时候，参数的Fiducial分布是后验分布Th ...

作者：赵江涛

出处：北京理工大学 2005

摘要：多项probit(MNP)模型广泛应用于生物、经济和运输模型，此模型可以用来刻画不同分类之间复杂的概率关系。虽然此模型应用广泛，但由于参数估计涉及的计算复杂使得此模型的实际应用大受限制。 本文首先研究了MNP模型中参数极大似然估计存在的充分必要条件。Albert and Anderson(1981) ...

作者：Jiang, Yuanyuan;Xu, Xingzhong （¹School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, 100081, China;²Beijing Key Laboratory on MCAACI, Beijing Institute of Technology, Beijing, 100081, China）

出处：Journal of Statistical Planning and Inference 2022

摘要：Likelihood ratio test is based on the ratio of the maximum values of likelihood functions on the whole parameter space and the null space, respectivel ...

作者：Yan, Liang;Wang, Rui;Xu, Xingzhong （¹School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, 100081, China; ²Beijing Key Laboratory on MCAACI, Beijing Institute of Technology, Beijing, 100081, China）

出处：Metrika: International Journal for Theoretical and Applied Statistics 2017

关键词：Errors-in-variables model;Gleser-Hwang effect;Fiducial generalized confidence interval;Generalized fiducial distribution;Correct asymptotic coverage;Hybrid model

摘要：For the slope parameter of the classical errors-in-variables model, existing interval estimations with finite length will have confidence level equal ...

作者：Wang, Zhendong¹;Xu, Xingzhong^1,2; （¹School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, China;²Beijing Key Laboratory on MCAACI, Beijing Institute of Technology, Beijing, China）

出处：Journal of Statistical Computation and Simulation 2021

关键词：LOCAL-POWER;NORMALITY

摘要：When assessing the compatibility of an assumed model and the observed data, one popular method is the posterior predictive p-value (ppp). However, the ...

作者：Li, Na;Xu, Xingzhong;Liu, Xuhua （Beijing Institute of Technology; Beijing Institute of Technology; Beijing Institute of Technology）

出处：Metrika 2011

摘要：Two hypothesis testing problems are considered in this paper to check the constancy of the coefficients in the varying-coefficient regression model. T ...

作者：Zhendong Wang¹;Xingzhong Xu^1,2;CA1 （¹School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, 100081, China;²Beijing Key Laboratory on MCAACI, Beijing Institute of Technology, Beijing, 100081, China）

出处：Journal of Multivariate Analysis 2021

关键词：Central limit theorem;High-dimensional covariance matrix;Identity test;Posterior Bayes factor;Sphericity test

摘要：With the advent of the era of big data, high dimensional covariance matrices are increasingly encountered and testing covariance structure has become ...