IFLA Library Reference Model,RDA, and Serials in a Nutshell

Abstract

IFLA Library Reference Model (IFLA LRM) represents the consolidation of Functional Requirements for Bibliographic Records (FRBR) and the two other conceptual models of the Functional Requirements (FR) family, the Functional Requirements for Authority Data (FRAD) and the Functional Requirements for Subject Authority Data (FRSAD). IFLA LRM includes a specific section (5.8) devoted to serials. The RDA Steering Committee adopted IFLA LRM as the conceptual model for the development of RDA in November 2016. The 3R (RDA Toolkit Restructure and Redesign) Project’s purpose is partly to make RDA compatible with the IFLA LRM. A beta version of the English-language content of the RDA Toolkit, which incorporates the IFLA LRM, was released in June 2018. This column explores, in lay terms, serials in relation to the IFLA LRM and the RDA Toolkit Restructure and Redesign (3R) Project. The beta version of the restructured and redesigned RDA Toolkit introduces several new concepts relating to serials.     

Serial Review Index

Abstract

The Program for Cooperative Cataloging (PCC) is working to make tools available to catalogers of electronic serials and integrating resources. These resources are being developed to help catalogers understand and implement the 2002 revision of Anglo-American Cataloguing Rules, 2d ed. (AACR2), related Library of Congress Rule Interpretations, and new MARC 21 coding. This column focuses on the revision plans for documentation of the program components of the PCC and new workshops from the Serials Cataloging Cooperative Training Program. Serials Review 2003; 29:40–42.     

NISO Webinar: “The Case of the Disappearing Journal: Solving the Title Transfer and Online Display Mystery” (November 10, 2010)

Abstract

In December 2012, Eric Hanson interviewed Christopher Cronin, director of technical services at the University of Chicago, about their participation as an RDA test partner and issues surrounding RDA training and implementation.     

A characterization of the dilation order and its applications

LetX andY be two random variables with finite expectationsE X andE Y, respectively. ThenX is said to be smaller thanY in the dilation order ifE[ϕ(X-E X)]≤E[ϕ(Y-E Y)] for any convex functionϕ for which the expectations exist. In this paper we obtain a new characterization of the dilation order. This characterization enables us to give new interpretations to the dilation order, and using them we identify conditions which imply the dilation order. A sample of applications of the new characterization is given. Partially supported by MURST 40% Program on Non-Linear Systems and Applications. Partially supported by “Gruppo Nazionale per l'Analisi Funzionale e sue Applicazioni”—CNR.     

Update on the CONSER BIBFRAME Task Group

ABSTRACT

This column provides an update on the Cooperative Online Serials Program (CONSER) Bibliographic Framework Initiative (BIBFRAME) Task Group, which was expanded as the Program for Cooperative Cataloging (PCC) BIBFRAME Task Group in 2016.     

CORE (Cost of Resource Exchange) Standard

Abstract

This article describes the CORE (Cost of Resource Exchange) standard. CORE defines an XML schema to allow the exchange of financial information relating to library resources among library systems.     

CONSER Editing Guide

Abstract

The 2011 American Library Association conference took place June 23–28 at the Morial Convention Center in New Orleans, Louisiana. This report summarizes several programs and forums including the Association for Library Collections and Technical Services (ALCTS) Continuing Resources Section, Electronic Resources Interest Group program; Holdings Forum: Universal and Repurposed Holdings Information: Emerging Initiatives and Projects; the RDA Update Forum; and the Continuing Resources Cataloging Committee Update Forum.     

Electronic Journal Forum: Update on CONSER Summit Recommendations

Abstract

The CONSER Summit, held in March 2004, was a meeting of representatives from all library service areas, the serials industry, and standards communities. It was organized as an opportunity for the Program for Cooperative Cataloging (PCC) to shape strategies on the provision and sharing of metadata for electronic resources. This column is an update on actions taken on some of the summit recommendations     

54 40’ or Fight: Our 33rd State

Abstract

This article covers practical solutions to the problems of cataloging and classifying the majority of “graphic novels” with information on useful RDA changes. The author also discusses analytic serials cataloging, MARC fields, and field types with a list ranked by importance, classification information, and a sample procedure.     

Improved estimation of the population parameters when some additional information is available

Estimation of population parameters is considered by several statisticians when additional information such as coefficient of variation, kurtosis or skewness is known. Recently Wencheko and Wijekoon (Stat Papers 46:101–115, 2005) have derived minimum mean square error estimators for the population mean in one parameter exponential families when coefficient of variation is known. In this paper the results presented by Gleser and Healy (J Am Stat Assoc 71:977–981, 1976) and Arnholt and Hebert (, 2001) were generalized by considering T (X) as a minimal sufficient estimator of the parametric function g(θ) when the ratio t²=[ g(q) ]^-2Var[ T(X ) ]{\tau^{2}=[ {g(\theta )} ]^{-2}{\rm Var}[ {T(\boldsymbol{X} )} ]} is independent of θ. Using these results the minimum mean square error estimator in a certain class for both population mean and variance can be obtained. When T (X) is complete and minimal sufficient, the ratio τ² is called “WIJLA” ratio, and a uniformly minimum mean square error estimator can be derived for the population mean and variance. Finally by applying these results, the improved estimators for the population mean and variance of some distributions are obtained.     

Three optimal cut-point selection criteria based on sensitivity and specificity with user-defined weights

Methods: Based on the index S (S = SENSITIVITY (SEN) × SPECIFICITY (SPE)), the new weighted product index S_w is defined as S_w = (SEN)^2w × (SPE)^2(1-w), where (0≤w≤1). The S_w is developed to be a new tool to select the optimal cut point in ROC analysis and be compared with the other two commonly used criteria.

Results: Comparing the optimal cut point for the three criteria, the wave range of the optimal cut point for the maximized weighted Youden index criterion is the widest, the weighted closest-to-(0,1) criterion is the narrowest and the weighted product index S_w criterion lays between the ranges of the two criteria.     

Point estimation after early stopping in a repeated measures trial

When the individual measurements are statistically independent, the maximum likelihood estimator calculated at the end of a sequential procedure overestimates the underlying effect. There are many clinical trials in which we are interested in comparing changes in responses between two treatment groups sequentially. Lee and DeMets (1991, JASA 86, 757–762) proposed a group sequential method for comparing rates of change when a response variable is measured for eaeh patient at successive follow-up visits. They assumed that the response follows the linear mixed effects model and derived the asymptotic joint distribution of the sequentially computed statistics. In this article, we consider the maximum likelihood estimator (MLE), the median unbiased estimator (MUE) and the midpoint of a 100(1-α)% confidence interval as point estimators for the rate of change in the linear mixed effects model, and investigate their properties by Monte Carlo simulation.     

Serials Spoken Here

Abstract

This quarter's column features a report from the Ohio Valley Group of Technical Services Librarians (OVGTSL), held May 15–17, 2013, in Richmond, KY; the 29th Annual North American Serials Interest Group (NASIG) Conference, held June 5–9, 2013, in Buffalo, NY, including a separate report on the June 6 RDA &; Serials preconference; and, the American Library Association's Annual Conference, held June 27–July 2, 2013, in Chicago, IL.     

NISO Webinar: The Future of Integrated Library Systems: Part 1: RDA & Cataloging

Abstract

This column's offerings cover late spring through summer to fall of 2011: NISO Webinar: The Future of Integrated Library Systems: Part 1: RDA & Cataloging (May 11); American Library Association Annual Conference (June 23–28); Association of College and Research Libraries New England Serials and Electronic Resources Interest Group Summer Program: Current Trends in E-Journals (August 18); Kentucky Library Association/Kentucky School Media Association Joint Conference (September 28–October 1); American Society for Information Science and Technology Annual Meeting (October 9–12); Great Lakes E-Summit Conference (October 10–11); and Potomac Technical Processing Librarians Annual Meeting (October 21).     

On periodic autoregressive stochastic volatility models: structure and estimation

To capture both the volatility evolution and the periodicity feature in the autocorrelation structure exhibited by many nonlinear time series, a Periodic AutoRegressive Stochastic Volatility (PAR-SV ) model is proposed. Some probabilistic properties, namely the strict and second-order periodic stationarity, are provided. Furthermore, conditions for the existence of higher-order moments are established. The autocovariance structure of the squares and higher order powers of the PAR-SV process is studied. Its dynamic properties are shown to be consistent with financial time series empirical findings. Ways in which the model may be estimated are discussed. Finally, a simulation study of the performance of the proposed estimation methods is provided and the PAR-SV is applied to model the spot rates of the euro and US dollar both against the Algerian dinar. The empirical analysis shows that the proposed PAR-SV model can be considered as a viable alternative to the periodic generalized autoregressive conditionally heteroscedastic (PGARCH) model.     

A study of generalized skew-normal distribution

Following the paper by Genton and Loperfido [Generalized skew-elliptical distributions and their quadratic forms, Ann. Inst. Statist. Math. 57 (2005), pp. 389–401], we say that Z has a generalized skew-normal distribution, if its probability density function (p.d.f.) is given by f(z)=2φ _p (z; ξ, Ω)π (z?ξ), z∈? ^p , where φ _p (·; ξ, Ω) is the p-dimensional normal p.d.f. with location vector ξ and scale matrix Ω, ξ∈? ^p , Ω>0, and π is a skewing function from ? ^p to ?, that is 0≤π (z)≤1 and π (?z)=1?π (z), ? z∈? ^p . First the distribution of linear transformations of Z are studied, and some moments of Z and its quadratic forms are derived. Next we obtain the joint moment-generating functions (m.g.f.’s) of linear and quadratic forms of Z and then investigate conditions for their independence. Finally explicit forms for the above distributions, m.g.f.’s and moments are derived when π (z)=κ (α′z), where α∈? ^p and κ is the normal, Laplace, logistic or uniform distribution function.