An exploratory data analysis in scale-space for interval-valued data

We propose an exploratory data analysis approach when data are observed as intervals in a nonparametric regression setting. The interval-valued data contain richer information than single-valued data in the sense that they provide both center and range information of the underlying structure. Conventionally, these two attributes have been studied separately as traditional tools can be readily used for single-valued data analysis. We propose a unified data analysis tool that attempts to capture the relationship between response and covariate by simultaneously accounting for variability present in the data. It utilizes a kernel smoothing approach, which is conducted in scale-space so that it considers a wide range of smoothing parameters rather than selecting an optimal value. It also visually summarizes the significance of trends in the data as a color map across multiple locations and scales. We demonstrate its effectiveness as an exploratory data analysis tool for interval-valued data using simulated and real examples.     

TESTS FOR EXPONENTIALITY AGAINST GAMMA ALTERNATIVES USING NORMALIZED WAITING TIMES

In this article, we present some tests for Exponentiality against Gamma alternatives by using normalized waiting times. The test is constructed by using a quadratic form. The asymptotic distribution of the proposed test is derived. The power of the test is computed through Monte Carlo simulation and is compared with Linhart (1965) test, Bain and Engelhardt (1975) test and Keating et al. (1990) test.     

Geeta distribution and its properties

A new discrete distribution defined over all the positive integers and with the name of Geeta distribution is described. It is L-shaped like the logarithmic series distribution, Yule distribution and the discrete Pareto distribution but is far more versatile than them as it has two parameters. It belongs to the classes of location parameter distributions, modified power series distributions, Lagrange series distributions and exponential distributions. Its mean fi, variance a2 and two recurrence formulae for higher central moments are obtained. Convolution theorem and variations in the model with changes in the parameters have been considered. ML estimators, MVU estimators and estimators based of mean and variance and on mean and first frequency have been derived.     

An Empirical Comparison of Estimating Methods for the Ramberg–Osgood EIV Model

The standard tensile test is one of the most frequent tools performed for the evaluation of mechanical properties of metals. An empirical model proposed by Ramberg and Osgood fits the tensile test data using a nonlinear model for the strain in terms of the stress. It is an Error-In-Variables (EIV) model because of the uncertainty affecting both strain and stress measurement instruments. The SIMEX, a simulation-based method for the estimation of model parameters, is powerful in order to reduce bias due to the measurement error in EIV models. The plan of this article is the following. In Sec. 2, we introduce the Ramberg–Osgood model and another reparametrization according to different assumptions on the independent variable. In Sec. 3, there is a summary of SIMEX method for the case at hand. Section 4 is a comparison between SIMEX and others estimating methods in order to highlight the peculiarities of the different approaches. In the last section, there are some concluding remarks.     

考虑合作程度的电信数据业务合作创新模型研究

基于模型试验，对堆载诱发型边坡滑坡的变形机理及演化过程进行研究。研究结果表明: （1）堆载诱发型滑坡的变形演化规律可归纳为：后缘压缩阶段→蠕动变形阶段→加速滑动阶段→剧滑阶段，且剧滑启动之前的加速变形过渡时间极短；（2）利用FLAC3D软件进行堆载滑坡演化过程的动态数值分析，模拟过程中坡体应力场和位移场的演化特征表现为从上向下逐步贯通，与模型边坡破坏过程相符；（3）堆载诱发型滑坡破坏过程历时短、突发性强，在坡脚产生持续位移时即应做出滑坡预警。     

Estimation of gaussian mixtures with rotationally invariant covariance matrices

Homoscedastic and heteroscedastic Gaussian mixtures differ in the constraints placed on the covariance matrices of the mixture components. A new mixture, called herein a strophoscedastic mixture, is defined by a new constraint, This constraint requires the matrices to be identical under orthogonal trans¬formations, where different transformations are allowed for different matrices. It is shown that the M-step of the EM method for estimating the parameters of strophoscedastic mixtures from sample data is explicitly solvable using singular value decompositions. Consequently, the EM-based maximum likelihood estimation algorithm is as easily implemented for strophoscedastic mixtures as it is for homoscedastic and heteroscedastic mixtures. An example of a “noisy” Archimedian spiral is presented.     

岩体变形参数的应力状态效应研究

岩体力学参数存在随应力状态不同而变化的特性，称为应力状态效应。岩体力学特性的实测值具有空间场分布特征，分析表明地应力（或围压）的有规律变化是造成岩体力学参数空间变化的主要原因。考虑到实测地应力多具有较大的离散型，尝试利用反演方法获取地应力场信息，通过多元回归分析得到实测岩体变形参数与地应力的经验关系，以研究岩体变形参数的应力状态效应。通过一工程实例研究：得到地下厂房区域的岩体变形模量为16 GPa左右，与反演分析结果也比较符合；通过应力状态效应研究得到的岩体变形参数物理场，是一个渐变的物理场模型，是更为符     

An extension of bayesian measure of information to regression

This paper extends Lindley's measure of average information to the linear model, E(Y∣ß) = Xß. An expression which quantifies the average amount of information provided by the nxl vector of observations Y about the pxl vector of coefficient parameters ß will be derived. The effect of the structure of the regressor matrix, X, on the information measure is discussed. An information theoretic optimal design is characterized. Some applications are suggested.     

Partial Round-Robin Comparisons with Perfect Rankings

In teaching the development of uniformly most powerful unbiased (UMPU) tests, one rarely discusses the performance of alternative biased tests. It is shown, through the comparison of two independent Bernoulli proportions, that a biased test (the Z test) can be more powerful than the UMPU test (Fisher's exact test—randomized) in a large region of the alternative parameter space. A more general example is also given.     

Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.