Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations

Asymptotics of an alternative extreme-value estimator for the autocorrelation parameter in a first-order bifurcating autoregressive (BAR) process with non-gaussian innovations are derived. This contrasts with traditional estimators whose asymptotic behavior depends on the central part of the innovation distribution. Within any BAR model, the main concern is addressing the complex dependency between generations. The inability of traditional methods to handle this dependency motivated an alternative procedure. With the combination of an extreme-value approach and a clever blocking argument, the dependency issue within the BAR process was resolved, which in turn allowed us to derive the limiting distribution for the proposed estimator through the use of regular variation and non-stationary point processes. Finally, the implications of our extreme-value approach are discussed with an extensive simulation study that not only assesses the reliability of our proposed estimate but also presents the findings for a new estimator of an unknown location parameter θ and its implications.     

基于学分绩点与综合素质测评的换算模型建立

学生综合素质测评体系的完善对有效实施大学生综合素质测评工作以及指导大学生健康发展有重要意义,其中,学生综合素质测评体系的关键在于学分绩点与综合素质测评的换算模型的转化。通过分析高校现行学分绩点测评公式,发现其存在的主要缺陷是转化公式不满足统计学原理,并指出学分绩点测评的换算公式应建立在对特定学生群体特征参数群数值分析的基础上。以西南石油大学某专业学生某学年的成绩分布数据进行验证,采取统计原理、常数变异法和不动点原理进行建模,利用求导方法对学分绩点测评中的特征参数群进行层次划分,然后对每段划分积分,通过归一化来确定变异项,得出新的换算模型。结果表明新模型能更好地反映学生的学习成绩在综合素质测评中的地位。     

Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity

This paper considers quantile regression for a wide class of time series models including autoregressive and moving average (ARMA) models with asymmetric generalized autoregressive conditional heteroscedasticity errors. The classical mean‐variance models are reinterpreted as conditional location‐scale models so that the quantile regression method can be naturally geared into the considered models. The consistency and asymptotic normality of the quantile regression estimator is established in location‐scale time series models under mild conditions. In the application of this result to ARMA‐generalized autoregressive conditional heteroscedasticity models, more primitive conditions are deduced to obtain the asymptotic properties. For illustration, a simulation study and a real data analysis are provided.     

Application of an imputation method for variance estimation under pseudo-likelihood when missing data are NMAR

When data are outcome-dependent non response, pseudo-likelihood yields consistent regression coefficients without specifying the missing data mechanism. However, it is onerous to derive parameter estimators including their standard errors from the regression coefficients under pseudo-likelihood (PL). The present study applies an imputation method to compute the asymptotic standard errors of parameter estimators. The proposed method is simpler than Delta method and it showed similar effect size of the standard errors to bootstrapping in simulation and application studies.     

Decision model for product rollover in manufacturing operations

The purpose of this study is to investigate critical decisions when planning for product rollover at a manufacturing company, and how to organise these decisions. A literature review and a case study are used to develop a decision model. The findings indicate that product rollover can be organised in a five-phase decision model. The research quality is strengthened by a structured literature review, but it can be argued that more empirical research is needed for validation. For researchers, this paper contributes with the identification of critical decisions and a model for product rollover. For practitioners, the study highlights the need to acknowledge the importance of product rollover and its role as a competitive weapon. In earlier studies, product rollover has mainly been investigated from a market perspective, so that this study contributes by investigating the issue from a manufacturing perspective.     

生命意识：新时期散文研究的新的理论基点

基于散文的本体特征及新的历史契机,个体的生命又回归到散文创作的中心,新时期散文凸现了鲜明的生命意识,但对此关注、研究不多。从生命意识的角度重新解读、研究新时期散文作品,不仅具有文学史价值,而且具有社会价值。     

Exact and approximate distributions for linear contrasts of means and variances

A Bayesian analysis is presented for the K-group Behrens-Fisher problem. Both exact posterior distributions and approximations were developed for both a general linear contrast of the K means and the K variances, given either proper diffuse or informative conjugate priors. The contrast of variances is a unique feature of the heterogeneous variance model that enables investigators to test specific effects of experimental manipulations on variance. Finally, important-differences were observed between the heterogeneous variance model and the homogeneous model.     

Sums of powers of binomial coefficients

An asymptotic series for sums of powers of binomial coefficients is derived, the general term being defined and usable with a computer symbolic language. Sums of squares of coefficients in the symmetric case are shown to have a link with classical moment problems, but this property breaks down for cubes and higher powers. Problems of remainders for the asymptotic series are mentioned. Using the reflection formula for I'(.), a continuous form for a binomial function is set up, and this becomes oscillatory outstde the usual range. A new contmued fraction emerges for the logarithm of an adjusted sum of binomial squares. The note is a contribution to the problem of the interpretation of asymptotic series and processes for their convergence acceleration.     

“定岗双元”：STW在健雄职业技术学院的本土化探索和实践

在西方职业教育发展过程中,STW是一个理论与实践探讨的热点。在科学借鉴西方国家STW成功经验的基础上,健雄职业技术学院结合自己实际校情,就＂定岗双元＂人才培养模式进行了探索,较好地解决了高职学生从学校到工作的过渡性问题。     

Sequential estimation problems for negative exponential populations

The literature on sequential estimation problems for negative exponential populations has been reviewed here, We attempt to bring in all the published and unpublished materials known to us in a fairly coherent fashion. Both the concepts and theoretical findings are discussed.