Bootstrap order selection for SETAR models

In this paper, we investigate the selecting performances of a bootstrapped version of the Akaike information criterion for nonlinear self-exciting threshold autoregressive-type data generating processes. Empirical results will be obtained via Monte Carlo simulations. The quality of our method is assessed by comparison with its non-bootstrap counterpart and through a novel procedure based on artificial neural networks.     

Notes on testing carry-over effects in continuous data under an incomplete block crossover design

We consider hypothesis testing and estimation of carry-over effects in continuous data under an incomplete block crossover design when comparing two experimental treatments with a placebo. We develop procedures for testing differential carry-over effects based on the weighted-least-squares (WLS) method. We apply Monte Carlo simulations to evaluate the performance of these test procedures in a variety of situations. We use the data regarding the forced expiratory volume in one second (FEV₁) readings taken from a double-blind crossover trial comparing two different doses of formoterol with a placebo to illustrate the use of test procedures proposed here.     

Recent developments in D-optimal designs

In the paper, some issues concerned with the determining spring balance weighing designs satisfying the criterion of D-optimality under the assumption measurement errors are uncorrelated and they have the same variances are discussed. In addition, highly D-efficient spring balance weighing designs are also considered. Some conditions under which any spring balance weighing design is regular D-optimal or highly D-efficient are proved. What is more, new construction methods of regular D-optimal and highly D-efficient spring balance weighing designs are presented.     

On Hotelling’s T2 test in a special paired sample case

In a special paired sample case, Hotelling’s T² test based on the differences of the paired random vectors is the likelihood ratio test for testing the hypothesis that the paired random vectors have the same mean; with respect to a special group of affine linear transformations it is the uniformly most powerful invariant test for the general alternative of a difference in mean. We present an elementary straightforward proof of this result. The likelihood ratio test for testing the hypothesis that the covariance structure is of the assumed special form is derived and discussed. Applications to real data are given.     

高含水期复杂断块油藏剩余油分布及挖潜

高含水期陆相复杂断块层状油藏剩余油分布复杂,油藏模拟难度大。马11复杂断块油藏在油藏精细描述基础上,利用动静态综合分析研究与密网格大规模数值模拟研究相结合,提高了剩余油研究精度和可信度;在此基础上,针对油藏剩余油分布特点并结合当前经济技术条件,部署实施了以调整井、调剖、堵水、油水井大修为主的剩余油挖潜方案,油藏含水上升率大幅度下降、采油速度上升、采收率提高了。     

On the existence of linear trend free block designs

We present a class of counerexamples for a conjecture on the existence or linear trend free block designs we will also prove a considerably weakened version of this conjecture which will determine all combinations of designs parmetres for which the class of linear trend free block designs is non empty.     

Construction of incomplete Sudoku square and partially balanced incomplete block designs

Abstract

The present article deals with the study of association among the elements of a Sudoku square. In this direction, we have defined an association scheme and constructed incomplete Sudoku square designs which are capable of studying four explanatory variables and also happen to be the designs for two-way elimination of heterogeneity. Some series of Partially Balanced Incomplete Block (PBIB) designs have also been obtained.     

信息技术对审计的影响研究

随着信息技术在社会经济生活中的全方位渗透,适用于传统经济环境的审计理论、方法与技术需要变革以适应现代组织的各类日常运营和活动,通过调研信息技术在审计中的具体应用,从12个方面对信息技术进步与审计发展面临的问题和趋势进行系统性研究。研究认为,信息技术促使审计职能从审计为主变为审计与管控并重,审计范围从经济安全变为经济与信息安全并重,审计内容从财务为主变为财务与业务并重,审计对象从账本变为数据库,审计模式从事后变为事前事中事后全包含,审计方式从现场勘察为主变为远程分析为主,审计介质从纸质变为电子,审计证据从有形变为无形,数据来源从抽样变为全样本,测试内容从人工系统变为信息系统,工作形式从审计合作变为审计协同,风险计算从依赖审计人员经验变为依据系统模型,这些变革极大地推进了审计向现代化方向发展。     

Disaster response on September 11, 2001 through the lens of statistical network analysis

The rescue and relief operations triggered by the September 11, 2001 attacks on the World Trade Center in New York City demanded collaboration among hundreds of organisations. To shed light on the response to the September 11, 2001 attacks and help to plan and prepare the response to future disasters, we study the inter-organisational network that emerged in response to the attacks. Studying the inter-organisational network can help to shed light on (1) whether some organisations dominated the inter-organisational network and facilitated communication and coordination of the disaster response; (2) whether the dominating organisations were supposed to coordinate disaster response or emerged as coordinators in the wake of the disaster; and (3) the degree of network redundancy and sensitivity of the inter-organisational network to disturbances following the initial disaster. We introduce a Bayesian framework which can answer the substantive questions of interest while being as simple and parsimonious as possible. The framework allows organisations to have varying propensities to collaborate, while taking covariates into account, and allows to assess whether the inter-organisational network had network redundancy—in the form of transitivity—by using a test which may be regarded as a Bayesian score test. We discuss implications in terms of disaster management.     

A formula for a missing plot in a general incomplete block design,when recovery of interblock information is used

In this paper, Yate's missing plot technique is used to derive the formula for substitution in a missing plot in a general incomplete block design, where blocks are assumed to be independent normal. The use of penalized normal equations, using BLUPS, makes this task simpler.