The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes

In this paper we consider the problem of testing for a scale change in the infinite order moving average process X _j = _{i =0} a _{i j i} , where _j are i.i.d. r.v.s with E ₁ < for some > 0. In performing the test, a cusum of squares test statistic analogous to Inclan & Tiao's (1994) statistic is considered. It is well-known from the literature that outliers affect test procedures leading to false conclusions. In order to remedy this, a cusum of squares test based on trimmed observations is considered. It is demonstrated that this test is robust against outliers, is valid for infinite variance processes as well. Simulation results are given for illustration.     

A non-stationary integer-valued autoregressive model

It is frequent to encounter a time series of counts which are small in value and show a trend having relatively large fluctuation. To handle such a non-stationary integer-valued time series with a large dispersion, we introduce a new process called integer-valued autoregressive process of order p with signed binomial thinning (INARS(p)). This INARS(p) uniquely exists and is stationary under the same stationary condition as in the AR(p) process. We provide the properties of the INARS(p) as well as the asymptotic normality of the estimates of the model parameters. This new process includes previous integer-valued autoregressive processes as special cases. To preserve integer-valued nature of the INARS(p) and to avoid difficulty in deriving the distributional properties of the forecasts, we propose a bootstrap approach for deriving forecasts and confidence intervals. We apply the INARS(p) to the frequency of new patients diagnosed with acquired immunodeficiency syndrome (AIDS) in Baltimore, Maryland, U.S. during the period of 108 months from January 1993 to December 2001.     

Single-machine scheduling with periodic due dates to minimize the total earliness and tardy penalty

We consider a single-machine scheduling problem such that the due dates are assigned to each job depending on its order, and the lengths of the intervals between consecutive due dates are identical. The objective is to minimize the total penalty for the earliness and tardiness of each job. The early penalty proportionally increases according to the earliness amount, while the tardy penalty increases according to the step function. We show that the problem is strongly NP-hard, and furthermore, polynomially solvable if the two types of processing times exist.

     

DNA Screening, Pooling Design and Simplicial Complex

Pooling designs are used for DNA library screening. In this paper, we present a construction of pooling design with simplicial complex and establish some general results on the construction.     

Robust penalized logistic regression with truncated loss functions

The penalized logistic regression (PLR) is a powerful statistical tool for classification. It has been commonly used in many practical problems. Despite its success, since the loss function of the PLR is unbounded, resulting classifiers can be sensitive to outliers. To build more robust classifiers, we propose the robust PLR (RPLR) which uses truncated logistic loss functions, and suggest three schemes to estimate conditional class probabilities. Connections of the RPLR with some other existing work on robust logistic regression have been discussed. Our theoretical results indicate that the RPLR is Fisher consistent and more robust to outliers. Moreover, we develop estimated generalized approximate cross validation (EGACV) for the tuning parameter selection. Through numerical examples, we demonstrate that truncating the loss function indeed yields better performance in terms of classification accuracy and class probability estimation.     

Estimation of the scale parameter of the half-logistic distribution with multiply type II censored sample

In this paper, we consider the maximum likelihood and Bayes estimation of the scale parameter of the half-logistic distribution based on a multiply type II censored sample. However, the maximum likelihood estimator(MLE) and Bayes estimator do not exist in an explicit form for the scale parameter. We consider a simple method of deriving an explicit estimator by approximating the likelihood function and discuss the asymptotic variances of MLE and approximate MLE. Also, an approximation based on the Laplace approximation (Tierney & Kadane, 1986) is used to obtain the Bayes estimator. In order to compare the MLE, approximate MLE and Bayes estimates of the scale parameter, Monte Carlo simulation is used.     

China’s Non-governmental Microcredit Practice: History and Challenges

This paper provides a systematic assessment of China’s non-governmental microcredit practice. Based on survey results and existing key reports, this paper reviews the evolution and current situation, discusses the policy and legal framework, assesses the poverty outreach and social impact, and extracts the problems and challenges. This paper concludes with presenting some potential initiatives to address the key restrictive issues for sustainable development of the non-governmental microcredit sector.     

Elicitation of farming agendas in a complex environment

Agricultural and environmental issues are currently the subject of a great deal of debate. Many feel that policies affecting farming and the countryside are formulated without sufficient research into their full implications. In this paper a semi-structured interview technique is used to highlight the complexity of the agenda facing a small section of the farming community. Current policy is creating high levels of uncertainty within farming, forcing the farming community into an economic straight-jacket based on short-term survival. It is concluded that policy-makers need to be aware of the complexity of the farming agenda and that a policy framework needs to be constructed which gives clear long-term objectives to farmers and encourages the diverse practice which is central to long-term continuity. The need to develop improved techniques for eliciting information about farming agendas will be seen as a central requirement of this framework.     

Are Networks Flat or Vertical?: Developing a Multi-Level Multi-Dimension Network Model

Extant public administration network literature tend to conceptualize and measure relationships in networks based on the premise that the nodes and ties in networks lie on a single-level horizontal structure. The purpose of the current study is to suggest that networks are inevitably multi-level and multi-dimension structures and propose a multi-level multi-dimension network model (MLMD). More specifically, network relationships such as within-level, inter-level, and inter-sector are offered to depict the multi-layered and multi-sectoral nature of the network relationships among the government and non-government actors. For empirical analysis, the current study constructs a hypothetical network to describe MLMD.     

Gay Seouls: Expanding Religious Spaces for Non-Heterosexuals in South Korea

What Protestant congregations offer spaces for worship and dialogue among persons with different sexual orientations? The academic literature finds or assumes that non-heterosexuals are stigmatized or invisible in theologically conservative congregations and are welcomed in progressive, affirming congregations. This article develops an alternative claim that some conservative or evangelical congregations offer attractive spaces for non-heterosexuals to worship and dialogue. We illustrate with an exploratory study of four congregations in South Korea—two theologically progressive, two evangelical—whose pastors welcomed everybody regardless of sexual orientation or gender identity. The “inclusive-evangelical” congregations retained conservative theology on sexuality (sexual relations only within heterosexual marriage) but offered more empathic dialogue with non-heterosexuals than did most evangelical congregations; they also provided more resources, conventional religious culture, and ties to traditional affective networks than the affirming-progressive congregations. Inclusive-evangelical congregations offer an institutional venue for non-heterosexual Christians in Korea to potentially reconcile three central values: conservative Christianity, traditional (Confucian) affective networks, and expressive individualism.