Some count-based nonparametric tests for circular symmetry of a bivariate distribution

In this paper, we revisit the problem of testing of the hypothesis of circular symmetry of a bivariate distribution. We propose some nonparametric tests based on sector counts. These include tests based on chi-square goodness-of-fit test, the classical likelihood ratio, mean deviation, and the range. The proposed tests are easy to implement and the exact null distributions for small sample sizes of the test statistics are obtained. Two examples with small and large data sets are given to illustrate the application of the tests proposed. For small and moderate sample sizes, the performances of the proposed tests are evaluated using empirical powers (empirical sizes are also reported). Also, we evaluate the performance of these count-based tests with adaptations of several well-known tests such as the Kolmogorov–Smirnov-type tests, tests based on kernel density estimator, and the Wilcoxon-type tests. It is observed that among the count-based tests the likelihood ratio test performs better.     

FEPA-金融时间序列自适应组合预测模型

本文报告一种金融时间序列预测的信号分析、信息融合与智能计算组合模型，简称FEPA，由针对金融时间序列（FTS）信号分析的经验模态分解（EMD）、用于数据降维的主成分分析（PCA）和用于非线性建模的人工神经网络（ANN）三部分组成。该模型首先应用滑动窗口截取原始金融时间序列最近期数据集，应用EMD分解算法把数据集分解成不同尺度的本征模态函数（IMF），然后通过主成分分析将分解后的数据降维，提取最有信息量的特征；然后将这些特征输入到神经网络进行组合预测。本文提出的组合预测模型FEPA是基于分解-提优-合成的信息融合思想，有效提高了预测可靠性。其创新点在于：1）首次给出了EMD算法的结构化表达，提供了今后融合更多信息的算法接口；2）通过多步长预测输出深入研究EMD分解的有效信息结构；3）通过切换到更细时间框架来处理EMD的端点效应，并探索了两级时间框架下的预测效果；4）给出了金融时间序列组合预测模型的一般性架构，具有可升级性和可扩展性。并且通过滑动窗口EMD使得实证更能切近实际。通过在沪深300股指和澳大利亚股指上的实证，结果表明FEPA预测模型在沪深300股指日线和15分钟线上的预测命中率高达78%和82%，在澳大利亚股指日线上也达到了74%的命中率，经比较，明显高于文献中常见的5种模型。     

Simultaneous estimation and inference for multiple response variables

Multivariate data arise frequently in biomedical and health studies where multiple response variables are collected across subjects. Unlike a univariate procedure fitting each response separately, a multivariate regression model provides a unique opportunity in studying the joint evolution of various response variables. In this paper, we propose two estimation procedures that improve estimation efficiency for the regression parameter by accommodating correlations among the response variables. The proposed procedures do not require knowledge of the true correlation structure nor does it estimate the parameters associated with the correlation. Theoretical and simulation results confirm that the proposed estimators are more efficient than the one obtained from the univariate approach. We further propose simple and powerful inference procedures for a goodness-of-fit test that possess the chi-squared asymptotic properties. Extensive simulation studies suggest that the proposed tests are more powerful than the Wald test based on the univariate procedure. The proposed methods are also illustrated through the mother’s stress and children’s morbidity study.     

Likelihood ratio tests for multivariate normality

This paper presents some powerful omnibus tests for multivariate normality based on the likelihood ratio and the characterizations of the multivariate normal distribution. The power of the proposed tests is studied against various alternatives via Monte Carlo simulations. Simulation studies show our tests compare well with other powerful tests including multivariate versions of the Shapiro–Wilk test and the Anderson–Darling test.     

An Empirical Analysis of Some Nonparametric Goodness-of-Fit Tests for Censored Data

In this article, we consider some nonparametric goodness-of-fit tests for right censored samples, viz., the modified Kolmogorov, Cramer–von Mises–Smirnov, Anderson–Darling, and Nikulin–Rao–Robson χ² tests. We also consider an approach based on a transformation of the original censored sample to a complete one and the subsequent application of classical goodness-of-fit tests to the pseudo-complete sample. We then compare these tests in terms of power in the case of Type II censored data along with the power of the Neyman–Pearson test, and draw some conclusions. Finally, we present an illustrative example.     

多学科视野中的民族地区乡村治理研究--广西社会学学会2014年学术年会暨民族地区乡村治理研讨会综述

为了总结和探讨现阶段我国民族地区乡村治理的问题和对策,为社会主义新农村建设提供有益参考,广西社会学学会主办了2014年学术年会,会议的主题是民族地区乡村治理。与会代表主要分析了当前我国乡村治理的难点、热点和存在的问题,从多学科交叉的角度提出了民族地区乡村治理的成功案例和丰富对策。     

The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein's loss function

For the hierarchical Poisson and gamma model, we calculate the Bayes posterior estimator of the parameter of the Poisson distribution under Stein's loss function which penalizes gross overestimation and gross underestimation equally and the corresponding Posterior Expected Stein's Loss (PESL). We also obtain the Bayes posterior estimator of the parameter under the squared error loss and the corresponding PESL. Moreover, we obtain the empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior by two methods. In numerical simulations, we have illustrated: The two inequalities of the Bayes posterior estimators and the PESLs; the moment estimators and the Maximum Likelihood Estimators (MLEs) are consistent estimators of the hyperparameters; the goodness-of-fit of the model to the simulated data. The numerical results indicate that the MLEs are better than the moment estimators when estimating the hyperparameters. Finally, we exploit the attendance data on 314 high school juniors from two urban high schools to illustrate our theoretical studies.     

Bootstrapping estimators for the seemingly unrelated regressions model

In this paper we consider the possibility of using the bootstrap to estimate the finite sample variability of feasible generalized least squares and improved estimators applied to the seemingly unrelated regressions model. The improved estimators we employ include members of the Stein-rule family and a hierarchical Bayes estimator proposed by Blattberg and George (1991). Simulation experiments are carried out using several SUR examples as well as a very large example based on the price-promotion model, and data, from marketing research.     

An integral formula for the distribution of self-normalized Gaussian random samples

Given i.i.d. Gaussian random variables and after standardizing the sample by subtracting the sample mean and dividing it by the sample deviation, we obtain an integral formula for the distribution of these self-normalized variables. Using geometrical arguments, we obtain the distribution of each and the joint distribution of two of them. These formulas can be used to calculate the expected value of the particular type of Cramér von Mises statistic to test normality.     

An empirical assessment of writing and research proficiency in HBCU social work students

ABSTRACT

Lack of proficiency in writing and research among social work students has increasingly concerned social work educators and practitioners. Given the significance of written communication with clients and emphasis on evidence-based practice in the field of social work, it is critical to assess students’ competence in both writing and research. However, deficit-based approaches to assessing writing and research competence have disadvantaged students at historically black colleges and universities (HBCUs). This pilot study aims to assess writing and research proficiency of HBCU master’s of social work (MSW) students through empirical analysis of their capstone papers and surveys from educators to provide implications for developing a writing and research manual for social work programs at HBCUs. Ten capstone papers were randomly selected and qualitatively analyzed; nine faculty and one field supervisor completed the survey, and their respondents were analyzed using cross-case analysis. Analyses of the capstone papers identified two themes for writing and research domains, respectively: (1) weakness in developing statements and lack of knowledge of writing style and (2) plagiarism and lack of understanding of research structure. Moreover, analyses of the surveys revealed four themes regarding assessment of writing and research skills among students struggling with basic writing mechanics, indicating that HBCU MSW students may have potential and capacity for learning, as evidenced by their ideas and critical thinking skills. These findings suggest both teaching- and research-oriented programs could employ the proposed writing and research assessment manual, as well as a writing and research lab/center for improving writing and research skills among their students.