bluuebunny/crossref_metadata_2025_split huggingface dataset:
Loten bij delicate vragen; een overzicht van “randomized response“‐technieken
Authors: Verdooren L. R. 
Published: April 2008

SamenvattingIn een populatie wenst men de fractie personen te schatten, die een zeker kenmerk vertoont. Bij het interview krijgt men vaak een weigering of een ontwijkend of een bewust onjuist antwoord op vragen m.b.t. delicate kenmerken, waardoor de schatter van de fractie onzuiver kan worden. Door gebruik te maken van statistische technieken, die de laatste tien jaren in de V.S. zijn ontwikkeld, kan men deze fractie toch zuiver schatten.Ook van kwantitatieve kenmerken, zoals de hoogte van het inkomen, kan men m.b.v. deze technieken het populatiegemiddelde zuiver schatten.Een overzicht van deze “randomized response”‐technieken wordt behandeld. Een bibliografie van de tot nu toe verschenen publikaties wordt gegeven.
On Markov games
Authors: Wal J. van der , Wessels J. 
Published: April 2008

AbstractIn the paper it is demonstrated, how a dynamic programming approach may be useful for the analysis of Markov games or stochastic games. Markov games with finitely many stages are dealt with extensively. The existence of optimal Markov strategies is proven for finite stage Markov games using a shortcut of a proof by Derman for the analogous result for Markov decision processes. For Markov games with a countably infinite number of stages some results are summarized. Here again the results and the methods of proof have much in common with results and proofs for Markov decision processes. Actually the theory of Markov games is a generalisation. The paper contains short introductions into the theories of matrix games and tree games.
Merkkeuze bij consumenten
Authors: Wierenga B. 
Published: April 2008

SamenvattingBij iedere aankoop van een produkt waarvan meer dan één merk wordt aangeboden, moet de consument een keuze doen uit de beschikbare merken. Welk merk wordt gekozen is afhankelijk van: eerder gekochte merken, de winkel waarin wordt gekocht en marketing variabelen zoals prijs en reclame.De invloed van eerder gekochte merken kan worden weergegeven door merkkeuzemodellen, waarvan er in het artikel enkele worden besproken. Deze modellen worden vervolgens toegepast op empirische gegevens. Hierdoor wordt inzicht verkregen in de aard van het merkkeuzeproces. Voor dezelfde empirische gegevens wordt ook de invloed op de merkkeuze onderzocht van winkelkeuze en marketing variabelen.
Regen, een toepassing van dynamische programering
Authors: Wijngaard J. 
Published: April 2008

InleidingVeel mensen zal het wel eens overkomen zijn dat ze tijdens een wandeling overvallen werdcn door een regenbui. De eerste reactie in zo'n situatie is in de regel, hard te gaan lopen teneinde zo droog mogelijk thuis te komen. Bij sommigen echter zal ongetwijfeld wel eens de vraag zijn opgekomen hoeveel effect dat harde lopen nu heeft; als je hard loopt ben je weliswaar eerder thuis maar je vangt ook meer regen per tijdseenheid, en stel je voor dat het al gauw ophoudt met regenen.In dit verhaaltje wordt het probleem van de optimale strategie aan de orde gesteld, wat is de optimale snelheid in verschillende omstandigheden. Als criterium gebruiken we de (verwachte) totale hoeveelheid opgevangen regen. Daarbij gaan we er van uit dat de regen recht naar beneden valt en homogeen verdeeld is over de ruimte.In paragraaf 1 wordt aangenomen dat het blijft regenen. In paragraaf 2 wordt rekening gehouden met de mogelijkheid dat het ophoudt met regenen en daarna droog blijft. In paragraaf 3 nemen we aan dat het steeds opnieuw kan gaan regenen.
Overflow traffic from the viewpoint of renewal theory
Authors: WALLIN J. F. E. 
Published: April 2008

SummaryIn this paper some known formulae concerning overflow traffic have been derived in a simpler way than is generally done in literature, i.e. by using simple results obtained from elementary renewal theory.After the model has been introduced, the distribution of intervals between overflows is calculated by means of a recurrence relation. A generalization of Erlang's formula for the call congestion follows almost immediately. The last section the special case of Poisson input is discussed.
The discrete Kalman filter applied to linear regression models: statistical considerations and an application
Authors: Otter Pieter W. 
Published: April 2008

AbstractIn this paper we show how the Kalman filter, which is a recursive estimation procedure, can be applied to the standard linear regression model. The resulting “Kalman estimator” is compared with the classical least‐squares estimator.The applicability and (dis)advantages of the filter are illustrated by means of a case study which consists of two parts. In the first part we apply the filter to a regression model with constant parameters and in the second part the filter is applied to a regression model with time‐varying stochastic parameters. The prediction‐powers of various “Kalman predictors” are compared with “least‐squares predictors” by using Theil‘s prediction‐error coefficient U.
Inequalities compared
Authors: Hoekstra A.H. , Runnenburg J. Th. 
Published: April 2008

SummaryWe know that the partial means mrof a sequence of i.i.d. standardized random variables tend to 0 with probability 1. If we want P{mk≥εfor some k ≥r}≤δ for given positive ε and δ, how large should we take r? Several (strong) inequalities for the distribution of partial sums providing an answer to this question can be found in the literature (Hájek‐RényiRobbins, Khan). Furthermore there exist wellknown (weak) inequalities (Bienaymé‐Chebyshev, Bernstein, Okamoto) that give us values of rfor which P{mr≥ε}≤δ. We compare these inequalities and illustrate them with numerical results for a fixed choice ofε and δ.After a general survey and introduction in section 1, the normal and the binomial distribution are considered in more detail in the sections 2 and 3, while in section 4 it is shown that the strong inequality essentially due to Robbinscan give an inferior result for particular distributions.
On estimation of variance components*
Authors: Verdooren L.R. 
Published: April 2008

SummaryIn this survey paper the estimation of variance components is given. The least squares approach in variance component estimation is a unifying principle which includes the analysis of variance estimators and the MINQUE. When normality is assumed the maximum likelihood estimators can be used. Many variance component estimators are not permissible because they are not non‐negative. The development of non‐negative variance component estimators is indicated.
Consistent selection of explanatory variables
Authors: Bierens Herman J. 
Published: April 2008

AbstractWe consider a linear regression model where some explanatory variables are unknown members of sets of alternative explanatory variables. It will be shown that under weak conditions the minimum residual variance criterion for selecting these explanatory variables has the property that the probability of selecting wrong explanatory variables vanishes if the number of observations increases to infmity. Moreover, the O.L.S. estimator of the resulting “specified” model turns out to be consistent, while in the case that all the parameters are nonzero it can be shown that this O.L.S. estimator has the same limiting distribution as the O.L.S. estimator of the true model.
Admissibility Considerations in the Finite State Compound and Empirical Bayes Decision Problems*
Authors: Boyer JohnE. , Cilliland DennisC. 
Published: April 2008

SummaryIn the compound decision problem the same decision problem. called the component decision problem, occurs repeatedly. Data from all repetitions are used to reach decisions concerning the parameter values in each component; such rules are called compound decision rules. The compound risk is the average risk across all component decisions. In the analogous empirical Bayes problem the parameters are taken to be independent and identically distributed with unknown distribution. This paper explores the relationship between compound risk admissibility and component risk admissibility in these problems. The definitions are general and the results are fairly obvious and proved for the finite parameter set component only.
Small sample behaviour of some nonparametric multi‐sample location tests in the presence of dispersion differences
Authors: Fung Karen Yuen 
Published: April 2008

SummaryThis paper describes the small and moderate sample behaviour of three studentized non‐parametric statistics by Sen and a modified Wilcoxon statistic by Potthoff for testing the equality of location parameters in the presence of dispersion differences. Based on the agreement between the asymptotic and small sample distributions of the statistics as well as a comparison of their power under heteroscedasticity, the studentized Wilcoxon and the studentized Brown and Mood tests arc preferred in the two‐sample and c‐sample situations, respectively.
Mixing of direct, ratio, and product method estimators
Authors: Vos J.W.E. 
Published: April 2008

AbstractIn a paper by SrivenkataramanaTracy[4], four methods of estimating a population total Ywith the use of an auxiliary variable were introduced, given a random sample without replacement from that population. These methods were “built around the idea that estimating the population total is essentially equivalent to estimating the total corresponding to the non‐sample units, since that corresponding to the sample units is known once the sample is drawn and measurements are made on it.”However, in the case of small sampling fractions the nonsample units constitute most of the population and no great improvement over the traditional estimators is to be expected. Therefore the methods are compared with the existing estimators and it turns out that they are special cases of the “mixing estimators”, introduced in this paper. The latter estimators can be made asymptotically equivalent to the regression estimator and are therefore asymptotically superior to all other estimators. An exact comparison is carried out on the artificial example given in [4]. The statement in this paper that “the proposed estimators are to be preferred to the regression estimator for., superiority of performance in the case of small samples” is evidently misleading. Finally a comparison is made with other “mixing‐type” estimators, that can prove very useful in practice.
Some Comments on Latent Structure Analysis, Arising Out of a Paper by R.D. Gill
Authors: Altham P.M.E. 
Published: April 2008

SummaryThe model of latent structure analysis forkdiscrete‐valued variates was explained and illustrated by R.D. Gill[5], Here the latent structure model is related to a condition for a covariance matrix, as in factor analysis theory, and a word of warning is given for the interpretation of a factor analysis from discrete valued variables.
ON THE DISTRIBUTION OF ORDER STATISTICS FOR A RANDOM SAMPLE SIZE
Authors: Gupta D. , Gupta R. C. 
Published: April 2008

AbstractThe distributions of the life lengths of a parallel and of a series system with a random number of components have been studied in reliability theory. In this paper we obtain the distributions of the i'th order statistics and the range, assuming the sample size to be random, with a generalized negative binomial, a generalized Poisson and a generalized logarithmic series distribution. The results of Raghunandanan and Patil (1972) follow immediately from our results.
THE ASYMPTOTIC BEHAVIOR OF SIMPLE LINEAR RANK STATISTICS
Authors: Does Ronald J. M. M. 
Published: April 2008

AbstractThe concept of a simple linear rank statistic is essential in nonparametric theory. These statistics may be used for testing the null‐hypothesis that all observations are independent and identically distributed against classes of alternatives indicated by the choice of regression constants and scores. Special cases are the two‐sample Linear rank statistics and Spearman's rank correlation coefficient rho under the null‐hypothesis of independence.In this paper we shall give a survey of the asympotic distribution theory of simple linear rank statistics.
MODELS FOR RESPONSE DATA SHOWING EXTRA‐POISSON VARIATION
Authors: Engel Jan 
Published: April 2008

AbstractWhen count data show extra‐Poisson variation, standard log‐linear techniques to analyse the data may fail. In ihis paper a generalization of the log‐linear modelling technique is proposed for the negative binomial model, as an extension of the Poisson model. An illustration is given by the analysis of a twoway classification of soldering failure data; extensions to more general classifications are possible.
ASYMPTOTIC ABSOLUTE EFFICIENCY OF PROJECTION TESTS WITH AN APPLICATION TO N‐RANKING TESTS
Authors: Rothe Günter 
Published: April 2008

AbstractA class of χ2‐type goodness‐of‐fit tests for the hypotheses of equal cell probabilities is introduced and the quality of the tests under arbitrary model restrictions is compared, where a suitable efficiency concept is used. As a special case, several nonparametric tests on treatment effects in the randomized block design can be considered. Some well known cases, such as the Anderson‐, Friedman‐ and the Page‐test, turn out to possess a certain minimax efficiency property under reasonable model assumptions. Finally a direct comparison between the Anderson‐ and Friedman‐tests is given.
THE JOINT ARRIVAL AND DEPARTURE PROCESS FOR THE M/M/l QUEUE
Authors: Boxma O. J. 
Published: April 2008

AbstractWe consider the M/M/1‐queue and derive an explicit expression for the joint distribution of the number of arrivals and the number of departures in [0, t), given the number of customers initially present. The derivation is almost purely combinatorial, it avoids the use of generating functions, and immediately yields a simple probabilistic interpretation of the result.
ON THE DISTRIBUTIONS OF ORDER STATISTICS FOR A RANDOM SAMPLE SIZE*
Authors: Consul P.C. 
Published: April 2008

AbstractThe probability distribution of the i –th and j–th order statistics and of the range R of a sample of size n, taken from a population with probability density function f (x) have been obtained when the sample size n is a random variable N and has: (i) a generalized Poisson distribution; and (ii) a generalized negative bonimial distribution. Specific results are then obtained; (a) when f (x) is uniform over (0,1); and (b) when f(x) is exponential. All the results for N, being a Poisson, binomial and negative binomial rv follow as special cases.
THE BIVARIATE EXPONENTIAL DISTRIBUTION; A REVIEW AND SOME NEW RESULTS
Authors: Barnett V. 
Published: April 2008

AbstractVarious models have been proposed as bivariate forms of the exponential distribution. A brief but comprehensive review is presented which classifies, interrelates and contrasts the different models and outlines what is known about distributional properties, applicability and estimation and testing of parameters (particularly the association parameter). Some new results are presented for one particular model. Maximum likelihood, and moment–type, estimators of the association parameter are examined. Asymptotic variances are derived and attention is given to the relative efficiency of the estimators and to problems of their evaluation.
MULTIPLE FAILURE CAUSES AND OBSERVATIONS OF TIME DEPENDENT COVARIABLES
Authors: Hempenius A.L. , Mulder P.G.H. 
Published: April 2008

AbstractIn this paper firstly a summary of the theory of competing risks is presented; it shows how cause specific failure time distributions, failure probabilities and failure rate functions relate to the joint survivor function in the presence of various competing failure causes. This first part of the paper gives the insight useful for the second part, which concerns the way in which the dependency of the failure process on given time–dependent observations of covariables is specified and estimated. An application is presented briefly.
Polytomous logistic regression
Authors: Engel J. 
Published: April 2008

In this paper a review will be given of some methods available for modelling relationships between categorical response variables and explanatory variables. These methods are all classed under the name polytomous logistic regression (PLR). Models for PLR will be presented and compared; model parameters will be tested and estimated by weighted least squares and by likelihood. Usually, software is needed for computation, and available statistical software is reported.An industrial problem is solved to some extent as an example to illustrate the use of PLR. The paper is concluded by a discussion on the various PLR‐methods and some topics that need a further study are mentioned.
Approximate inference in multivariate nonlinear functional relationships
Authors: Linssen H.N. , Hillegers L.T.M.E. 
Published: April 2008

An estimation procedure based on estimating equations is presented for the parameters in a multivariate functional relationship model, where all observations are subject to error. The covariance matrix of the observational errors may be parametrized and is allowed to be different for different sets of observations. Estimators are defined for the unknown relation parameters and error parameters.For linear models (i.e. where the model function is linear in the incidental parameters) the estimators are consistent and asymptotically normal. A consistent expression for the covariance matrix of the estimators is derived. The results are valid for general error distributions.For nonlinear models the estimators are based on locally linear approximations to the model function. The afore mentioned properties of the estimators are now only approximately valid. The adequacy of the approximate inference, based on asymptotic theory for the linearized model, needs at least informal check. Some examples are given to illustrate the estimation procedure.
Albert's theorem applied to problems of efficiency and MSE superiority
Authors: Bekker P.A. , Neudecker H. 
Published: April 2008

Albert's Theorem, which is closely related to general results on Schur complements can be successfully applied to statistical problems.In the present paper a concise proof for a slightly more general version of the theorem will be given. Two applications on efficiency and a structured overview of results on MSE superiority are then presented. They are the main statistical results of this self–contained paper.
Approximation for the cumulative and inverse gamma distribution
Authors: Revfeim K.J.A. 
Published: April 2008

The gamma distribution function can be expressed in terms of the Normal distribution and density functions with sufficient accuracy for most practical purposes.The distribution function for the density xΛ‐1e‐x/μ/μΛΓ(A) on 0 <x<∞ is well approximated by e ‐R(Λ){(1 + 1/1 2Λ) φ(z) + 11 ‐z/4Λ1/2+2(z2+ 2)/45Λ] φ(z)/3Λ1/2} where φ(z)≅1/[1 +e‐2z(√2/π+z2 /28)] and φ(z) = e‐z2 /2/√2π are the Normal distribution and density functions, y is the appropriate root of y‐y2/6+y3/36‐y4/270= In (x/Λμ), z=Λ1/2 y, and R(Λ) is the remainder term in Stirling's approximation for In Γ(Λ).
A Statistical analysis of spatial point patterns A case study
Authors: Barendregt L.G. , Rottschäfer M.J. 
Published: April 2008

In the project “statistical image analysis” of CWI we have studied some spatial point patterns that originated from biological observations. These observations were the positions of so called EGF‐receptors on the surface of human carcinoma cells.We propose a stochastic model for these point patterns. Since the EGF‐receptors appear in clusters on the cell surface, we have opted for the Poisson‐cluster‐process as the model. We estimated the three parameters in this process by means of a method described by Diggle. We also did some work in assessing the statistical reliability of our estimates.
A Note on the Estimation of Non‐Differentiable Functions of MuItinomial ProbabiIities
Authors: Weba M. 
Published: April 2008

Abstract. Consider the problem of estimating f(θ) where fis a given function and 8 is the unknown parameter of a multinomial distribution. In order to describe the asymptotic behaviour of the frequency substitution estimator, conventional methods typically require differentiability of f, and the error representations depend on the unknown parameter θ.In this note, a pararneter‐free bound for the mean square error is derived which requires continuity of f only.
Descriptive statistics of large data sets by scatter plots, an exploratory approach
Authors: Rey W.J.J. 
Published: April 2008

In the analysis of large tables of M variables on N observations one is interested in the relations between the variables and it is usual to inspect the M(M‐1)/2 scatter plots of N points. Clearly, the scatter plot approach relies on visual inspection and is to be preferred in so far as applicable to detect simple relations, namely when M is small. Other approaches are needed for large values of M.We consider that only the relatively few scatter plots that present a ‘structure’ are of interest for an exploratory analysis and, by ‘structure’, we mean a domain of specially high local density in the plot. Based on this concept, we propose a method constructed around two steps: the selection of the possibly interesting pairs of variables and the validation of the corresponding scatter plots. The selection of the pairs results from an algorithm based on a binary partitioning tree. The validation of the corresponding scatter plots enables the production of only those where a structure is found the recognition of a structure is derived from a statistic based on the length of the Minimum Spanning Tree constructed on the N points of the candidate scatter plot.For illustration, we report on an industrial application where the method is routinely applied for exploratory purposes.
Constructive identification of the mixed proportional hazards model
Authors: Kortram R. A. , van Rooij A. C. M. , Lenstra A. J. , Ridder G. 
Published: April 2008

We give a new proof of the identifiably of the MPH model. This proof is constructive: it is a recipe for constructing the triple—regression function, base‐line hazard, and distribution of the individual effect—from the observed cumulative distribution functions.We then prove that the triples do not depend continuously on the observed cumulative distribution functions. Uniformly consistent estimators do not exist.Finally we show that the MPH model is even identifiable from two‐sided censored observations. This proof is constructive, too.
Recent Ph.D. Theses in the Netherlands
Authors: Koning R. H. 
Published: April 2008

Statistica Neerlandica encourages the reporting on theses in probability, statistics, biometrics, econometrics, and operations research, submitted to Dutch universities. The main purpose of this section is to inform the reader briefly of the nature, the practical and theoretical importance, the methods used, and the results presented in recent theses.Notes (not exceeding 300 words) should be sent to the column editor.
RECONSIDERING THE INVESTMENT–PROFIT NEXUS IN FINANCE‐LED ECONOMIES: AN ARDL‐BASED APPROACH
Authors: Van Treeck Till 
Published: April 2008

ABSTRACTA Post‐Keynesian growth model is developed, in which financial variables are explicitly taken into account. Variants of an investment function are estimated econometrically, applying the ARDL (auto‐regressive distributed lag)‐based approach proposed by Pesaran et al. (Journal of Applied Econometrics, 16 (3), pp. 289–326). The econometric results are discussed with respect to a remarkable phenomenon that can be observed for some important OECD countries since the early 1980s: accumulation has generally been declining while profit shares and rates have shown a tendency to rise. We concentrate on one potential explanation of this phenomenon, which is particularly relevant for the USA and relies on a high propensity to consume out of capital income.