O pewnych testach statystycznych i ich porównywaniu

• Autorzy: Ledwina T.
• Języki publikacji: PL

Słowa kluczowe

PL

statystyka matematyczna; teoria testów

• Wydawca: Polskie Towarzystwo Matematyczne
• Czasopismo: Roczniki Polskiego Towarzystwa Matematycznego. Seria 2: Wiadomości Matematyczne
• Rocznik: 2005
• Tom: [Z] 41
• Strony: 81--106
• Opis fizyczny: wykr., bibliogr. 66 poz.

Twórcy

autor

Ledwina T.

• Wrocław

Bibliografia

• [1] J. Arbuthnott, An argument for Divine Providence, taken from the constant regularity observ’d in the births of both sexes, Philos. Trans. Roy. Soc., London., 27 (1710), 186-190.
• [2] Y. Baraud, S. Huet, B. Laurent, Adaptive tests of linear hypotheses by model selection, Ann. Statist. 31 (2003), 225-251.
• [3] A. R. Barron, T. M. Cover, Minimum complexity density estimation, IEEE Trans. Inf. Th. 37 (1991), 1034-1054.
• [4] D. Bernoulli, Quelle est la cause physique de l’inclinaison de planètes..., Recueil des Pièces qui ont Remporté le Prix de l’Académie Royale des Sciences 3 (1734), 95-122.
• [5] P. J. Bickel, Y. Ritov, Testing for goodness of fit: a new approach, w: A. K. Md. E. Saleh (redaktor), Nonparametric Statistics and Related Topics, North-Holland, Amsterdam 1992, 51-57.
• [6] M. Bogdan, Data driven versions of Pearson’s chi-squre test for uniformity, J. Statist. Comput. Simulation 52 (1995), 217-237.
• [7] H. Cramér, On the composition of elementary errors. Second paper: statistical applications, Skand. Aktuarietidskrift. 11 (1928), 141-180.
• [8] H. Cramér, Collected Works, I, A. Martin-Löf (edytor), Springer, Berlin 1993.
• [9] R. B. D’Agostino, M. A. Stephens, Goodness-of-Fit Techniques, Marcel Dekker, New York 1986.
• [10] G. R. Ducharme, T. Ledwina, Efficient and adaptive nonparametric test for the two-sample problem, Ann. Statist. 31 (2003), 2036-2058.
• [11] J. Durbin, Distribution Theory for Tests Based on the Sample Distribution Function, SIAM, Philadelphia 1973.
• [12] F. Y. Edgeworth, Methods of Statistics, Jubilee volume of the Statist. Soc., E. Stanford, London 1885.
• [13] R. L. Eubank, J. D. Hart, Testing goodness of fit in regression via order selection criteria, Ann. Statist. 20 (1992), 1412-1425.
• [14] J. Gavarret, Principes géneraux de statistique médicale, Paris 1840.
• [15] C. Huyghens, De ratiociniis in ludo aleae, Exercitationum Mathematicarum, 517-534, Leiden 1657.
• [16] T. Inglot, Generalized intermediate efficiency of goodness of fit tests, Math. Methods Statist. 8 (1999), 487-509.
• [17] T. Inglot, A. Janic-Wróblewska, Data driven chi-square test for uniformity with unequal cells, J. Stat. Comput. Simulation 73 (2003), 545-561.
• [18] T. Inglot, W. C. M. Kallenberg, T. Ledwina, Vanishing shortcoming of data driven Neyman’s tests, Asymptotic Methods in Probability and Statistics, w: B. Szyszkowicz (redaktor), A volume to honour Miklós Csörgő, Elsevier, Amsterdam 1978, 811-829.
• [19] T. Inglot, W. C. M. Kallenberg, T. Ledwina, Vanishing shortcoming and asymptotic relative efficiency, Ann. Statist. 28 (2000), 215-238.
• [20] T. Inglot, T. Ledwina, On probabilities of excessive deviations for Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics, Ann. Statist. 18 (1990), 1491-1495.
• [21] T. Inglot, T. Ledwina, Asymptotic optimality of data driven Neyman’s tests for uniformity, Ann. Statist. 24 (1996), 1982-2019.
• [22] T. Inglot, T. Ledwina, Intermediate approach to comparison of some goodness-of-fit tests, Ann. Inst. Statist. Math. 53 (2001), 810-834.
• [23] T. Inglot, T. Ledwina, Asymptotic optimality of data driven smooth tests for location-scale family, Sankhy-a, Ser. A. 63 (2001), 41-71.
• [24] T. Inglot, T. Ledwina, On consistent minimax distinguishability and intermediate efficiency of Cramér-von Mises test, J. Statist. Plan. Inference. 124 (2004), 453-474.
• [25] T. Inglot, T. Ledwina, Intermediate efficiency of some max-type statistics, J. Statist. Plan. Inference (w druku).
• [26] T. Inglot, T. Ledwina, Asymptotic optimality of new adaptive test in regression model, Annales de L’Institut Henri Poincaré, Probab. & Stat. (w druku).
• [27] T. Inglot, T. Ledwina, Towards data driven selection of a penalty function for data driven Neyman tests, Linear Algebra Appl., A volume to honour Ingram Olkin (w druku).
• [28] A. Janic-Wróblewska, T. Ledwina, Data driven rank test for two-sample problem, Scand. J. Statist. 27 (2000), 281-297.
• [29] W. C. M. Kallenberg, Asymptotic Optimality of Likelihood Ratio Tests in Exponential Families, Mathematical Centre Tracts No. 77, Amsterdam 1978.
• [30] W. C. M. Kallenberg, Intermediate efficiency, theory and examples, Ann. Statist. 11 (1983), 170-182.
• [31] W. C. M. Kallenberg, T. Ledwina, Consistency and Monte Carlo simulation of data driven version of smooth goodness of fit tests, Ann. Statist. 23 (1995), 1594-1608.
• [32] W. C. M. Kallenberg, T. Ledwina, Data driven smooth tests when the hypothesis is composite, J. Amer. Statist. Assoc. 92 (1997), 1094-1104.
• [33] W. C. M. Kallenberg, T. Ledwina, Data driven rank tests for independence, J. Amer. Statist. Assoc. 94 (1999), 285-301.
• [34] M. G. Kendall, R. L. P1ackett (redaktorzy), Studies in the History of Statistics and Probability, II. Charles Griffin & Co Ltd, London 1977.
• [35] A. Kolmogorov, Sulla determinazione empirica di una legge di distribuzione, Ist. Ital. Attuari, G., 4 (1933), 1-11.
• [36] S. Kotz, N. L. Johnson (redaktorzy), Breakthroughs in Statistics, I (Foundations and Basic Theory), Springer-Verlag, New York 1992.
• [37] S. Kotz, N. L. Johnson, (edytorzy), Breakthroughs in Statistics, II (Methodology and Distributions), Springer-Verlag, New York 1992.
• [38] A. D. Lanterman, Schwarz, Wallace, and Rissanen: intertwining themes in theories of model selection, Int. Statist. Rev. 69 (2001), 185-212.
• [39] P. S. Laplace (1773), Mémoire sur l’inclinaison moyenne des orbites des comètes, Mem. Acad. Roy. Sci. Paris, VII (1776), 503-524.
• [40] L. Le Cam, E. L. Lehmann, J. Neyman On the occasion of his 80th birthday, Ann. Statist. 2 (1974), vii-xiii.
• [41] T. Ledwina, Data driven version of the Neyman smooth test of fit, J. Amer. Statist. Assoc. 89 (1994), 1000-1005.
• [42] T. Ledwina, Idee Neymana w teorii testowania hipotez, w: S. Domoradzki, Z. Pawlikowska-Brożek, D. Węglowska (redaktorzy), XII Szkoła Historii Matematyki, Wydawnictwo AGH (1999), 37-44.
• [43] E. L. Lehmann, Testing Statistical Hypotheses, Wiley, New York 1986.
• [44] W. Lexis, Einleitung in die Theorie der Bevölkerungsstatistik, Strassburg 1875.
• [45] W. Lexis, Zur Theorie der Massenerscheinungen in der Menschlichen Gesellschaft, Wagner, Freiburg 1877.
• [46] R. von Mises, Vorlesungen aus dem Gebiete der Angewandten Mathematik, 1, Wahrscheinlichkeitsrechnung und ihre Anwendung in der Statistik und Theoretischen Physik, Deuticke, Leipzig 1931.
• [47] G. Neuhaus, Asymptotic power properties of the Cramér-von Mises test under contiguous altermatives, J. Multivariatre Anal. 6 (1976), 95-110.
• [48] G. Neuhaus, Addendum to: „Local asymptotics for linear rank statistics with estimated score functions”, Ann. Statist. 16 (1988), 1342-1343.
• [49] J. Neyman, ‘Smooth’ test for goodness of fit, Scand. Aktuarietidskr. 20 (1937), 149-199.
• [50] J. Neyman, Optimal asymptotic tests of composite statistical hypotheses, Probability and Statistics (The Harald Cramér Volume), 213-234, Almquist and Wiksells, Uppsala 1959.
• [51] J. Neyman, E. S. Pearson, On the use and interpretation of certain certain test criteria for purposes of statistical inference. Part I, Biometrika 20 A (1928), 175-240.
• [52] J. Neyman, E. S. Pearson, On the use and interpretation of certain test criteria for purposes of statistical inference. Part II, Biometrika 20 A (1928), 263-294.
• [53] J. Neyman, E. S. Pearson, On the problem of most efficient tests of statistical hypotheses, Phil. Trans. Roy. Soc. A 231 (1933), 289-337.
• [54] J. Neyman, E. S. Pearson, Contributions to the theory of testing statistical hypotheses. Part I. Unbiased critical regions of type A and type A1, Statist. Res. Mem. 1 (1936), 1-37.
• [55] J. Neyman, E. S. Pearson, Contributions to the theory of testing statistical hypotheses. Part II. Certain theorems on unbiased critical regions of type A, Statist. Res. Mem. 2 (1938), 25-57.
• [56] Ya. Yu. Nikitin, Asymptotic Efficiency of Nonparametric Tests, Cambridge Univ. Press, Cambridge 1995.
• [57] E. S. Pearson, M. G. Kendall (redaktorzy), Studies in the History of Statistics and Probability, Carles Griffin & Co Ltd, London 1970.
• [58] K. Pearson, On the criterion that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonable supposed to have arisen from random sampling London, Edinburgh and Dublin Philos. Mag. and J. of Sci. 50 (1900), 157-172.
• [59] A. V. Prohorov, On sums of random vectors, Theory Probab. Appl. 18 (1973), 186-188.
• [60] D. B. Rubin, Comment: Neyman (1923) and causal inference in experiments and observational studies, Statist. Sci. 5 (1990), 472-480.
• [61] G. Schwarz, Estimating the dimension of a model, Ann. Statist. 6 (1978), 461-464.
• [62] N. V. Smirnov, Sur la distribution de ω2 (criterium de M. R. von Mises), C. R. Acad. Sci. (Paris) 202 (1936), 449-452.
• [63] J. Spława-Neyman, On the application of probability theory to agricultural experiments. Essay on principles. Section 9, Statist. Sci. 5 (1990), 465-472.
• [64] S. M. Stigler, The History of Statistics. The Measurement of Uncertainty before 1900, The Belkamp Press, Cambridge, 1986.
• [65] A Selection of Early Statistical Papers of J. Neyman, University of California Press, Berkeley 1967.
• [66] Joint Statistical Papers of J. Neyman & E. S. Pearson, University of California Press, Berkeley 1967.