A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups

Two new nonparametric common principal component model selection procedures based on bootstrap distributions of the vector correlations of all combinations of the eigenvectors from two groups are proposed. The performance of these methods is compared in a simulation study to the two parametric methods previously suggested by Flury in 1988, as well as modified versions of two nonparametric methods proposed by Klingenberg in 1996 and then by Klingenberg and McIntyre in 1998. The proposed bootstrap vector correlation distribution (BVD) method is shown to outperform all of the existing methods in most of the simulated situations considered.     

Probability Generating Function Based Jeffrey's Divergence for Statistical Inference

Statistical inference procedures based on transforms such as characteristic function and probability generating function have been examined by many researchers because they are much simpler than probability density functions. Here, a probability generating function based Jeffrey's divergence measure is proposed for parameter estimation and goodness-of-fit test. Being a member of the M-estimators, the proposed estimator is consistent. Also, the proposed goodness-of-fit test has good statistical power. The proposed divergence measure shows improved performance over existing probability generating function based measures. Real data examples are given to illustrate the proposed parameter estimation method and goodness-of-fit test.     

基于自组织的大型建筑企业控制力协同进化研究

针对大型建筑企业控制力动态协同的定量化仿真问题,基于复杂系统视角,应用自组织理论分析大型建筑企业控制力自组织耦合网络作用关系,选择有效朗之万方程构建大型建筑企业控制力系统的自组织协同进化模型,通过线性近似法的性态稳定求解非线性方程的稳定性,得出大型建筑企业控制力系统协同进化演化过程的四个决定性参数,并通过MATLAB软件进行参数枚举取值,具体分析企业控制力协同演化。案例验证该模型可对大型建筑企业控制力协同演化最佳状态实现更加精确的参数取值,并发现大型建筑企业控制力协同演化最佳状态的充要条件,以及一种新的大型建筑企业控制力协同演化状态。     

空间面板杜宾模型的Bootstrap Wald-COMFAC检验研究

将共同因子约束(COMFAC)的Wald检验问题引入到空间面板模型中,讨论空间面板杜宾模型与空间面板误差模型的识别问题。蒙特卡洛模拟表明:在有限样本下,基于渐近临界值的Wald检验有着良好的检验功效,但存在着较为严重的尺度扭曲。进一步采用残差Bootstrap方法,在不损失检验功效的前提下,能够显著地降低检验的尺度扭曲。因此,残差Bootstrap方法是更为有效的检验方法。     

船舶反弯扭螺旋桨水力特性的数值模拟与分析

运用计算流体力学方法(CFD)对船舶反弯扭螺旋桨的水力特性进行数值模拟计算,获得了螺旋桨的推力系数、扭矩系数及敞水效率等水力特性参数,与试验结果进行了比较,两者吻合良好.模拟计算提供了详细的三维流场分布,可对反弯扭桨叶的工作特性和叶梢涡、尾涡及气蚀的分布状态进行深入的分析.在叶面邻近区域采用层叠式的半结构网格以适应边界层的计算要求,在边界层外的流动区域采用非结构网格,取得了较高的计算精度.     

Multivariate process dispersion monitoring without subgrouping

The memory-type adaptive and non-adaptive control charts are among the best control charts for detecting small-to-moderate changes in the process parameter(s). In this paper, we propose the Crosier CUSUM (CCUSUM), EWMA, adaptive CCUSUM (ACCUSUM) and adaptive EWMA (AEWMA) charts for efficiently monitoring the changes in the covariance matrix of a multivariate normal process without subgrouping. Using extensive Monte Carlo simulations, the length characteristics of these control charts are computed. It turns out that the ACCUSUM and AEWMA charts perform uniformly and substantially better than the CCUSUM and EWMA charts when detecting a range of shift sizes in the covariance matrix. Moreover, the AEWMA chart outperforms the ACCUSUM chart. A real dataset is used to explain the implementation of the proposed control charts.     

Construction Safety Risk Modeling and Simulation

By building on a genetic‐inspired attribute‐based conceptual framework for safety risk analysis, we propose a novel approach to define, model, and simulate univariate and bivariate construction safety risk at the situational level. Our fully data‐driven techniques provide construction practitioners and academicians with an easy and automated way of getting valuable empirical insights from attribute‐based data extracted from unstructured textual injury reports. By applying our methodology on a data set of 814 injury reports, we first show the frequency‐magnitude distribution of construction safety risk to be very similar to that of many natural phenomena such as precipitation or earthquakes. Motivated by this observation, and drawing on state‐of‐the‐art techniques in hydroclimatology and insurance, we then introduce univariate and bivariate nonparametric stochastic safety risk generators based on kernel density estimators and copulas. These generators enable the user to produce large numbers of synthetic safety risk values faithful to the original data, allowing safety‐related decision making under uncertainty to be grounded on extensive empirical evidence. One of the implications of our study is that like natural phenomena, construction safety may benefit from being studied quantitatively by leveraging empirical data rather than strictly being approached through a managerial perspective using subjective data, which is the current industry standard. Finally, a side but interesting finding is that in our data set, attributes related to high energy levels (e.g., machinery, hazardous substance) and to human error (e.g., improper security of tools) emerge as strong risk shapers.     

A backward construction and simulation of correlated Poisson processes

In this paper, we consider a generalisation of the backward simulation method of Duch et al. [New approaches to operational risk modeling. IBM J Res Develop. 2014;58:1–9] to build bivariate Poisson processes with flexible time correlation structures, and to simulate the arrival times of the processes. The proposed backward construction approach uses the Marshall–Olkin bivariate binomial distribution for the conditional law and some well-known families of bivariate copulas for the joint success probability in lieu of the typical conditional independence assumption. The resulting bivariate Poisson process can exhibit various time correlation structures which are commonly observed in real data.     

‘Media Events’ reconsidered: from ritual theory to simulation and performativity

This paper re-examines the long-established notion of ‘media events’ by contrasting and critically appraising three distinct approaches to the question of media events. These are: ritual theory associated with Daniel Dayan and Elihu Katz, secondly, Jean Baudrillard’s approach rooted in his notions of simulation and ‘non-events’ and, finally, the more recent performative approaches to media and mediation. I take Sarah Kember and Joanna Zylinska’s reading of media events presented in Life After New Media (2012) as exemplary of the performative approach. An argument is made that the accounts of media events offered by performative approaches add very little, and, indeed, lack the critical insightfulness of the earlier approaches. Both ritual theory and Baudrillard’s thought are briefly reappraised and, against Nick Couldry, I try to show that these accounts are not characterised by binary and reductive thinking. The major misunderstandings concern the nature of the sacred and profane dualism and the further dualisms developed in Baudrillard’s thought, particularly the figures of implosion and reversibility. Finally, Baudrillard’s position on technology is addressed and the paper concludes with the suggestion that his account is not solely negative, since technological developments are not only at the mercy of ironic reversals they may also enable new rituals of disappearance.     

The inverse power Lindley distribution

Several probability distributions have been proposed in the literature, especially with the aim of obtaining models that are more flexible relative to the behaviors of the density and hazard rate functions. Recently, two generalizations of the Lindley distribution were proposed in the literature: the power Lindley distribution and the inverse Lindley distribution. In this article, a distribution is obtained from these two generalizations and named as inverse power Lindley distribution. Some properties of this distribution and study of the behavior of maximum likelihood estimators are presented and discussed. It is also applied considering two real datasets and compared with the fits obtained for already-known distributions. When applied, the inverse power Lindley distribution was found to be a good alternative for modeling survival data.