Vine copula constructions of higher-dimensional dependent reliability systems

Copulas have proved to be very successful tools for the flexible modeling of dependence. Bivariate copulas have been deeply researched in recent years, while building higher-dimensional copulas is still recognized to be a difficult task. In this paper, we study the higher-dimensional dependent reliability systems using a type of decomposition called “vine,” by which a multivariate distribution can be decomposed into a cascade of bivariate copulas. Some equations of system reliability for parallel, series, and k-out-of-n systems are obtained and then decomposed based on C-vine and D-vine copulas. Finally, a shutdown system is considered to illustrate the results obtained in the paper.     

On extreme order statistics from heterogeneous beta distributions with applications

This paper treats the problem of stochastic comparisons for the extreme order statistics arising from heterogeneous beta distributions. Some sufficient conditions involved in majorization-type partial orders are provided for comparing the extreme order statistics in the sense of various magnitude orderings including the likelihood ratio order, the reversed hazard rate order, the usual stochastic order, and the usual multivariate stochastic order. The results established here strengthen and extend those including Kochar and Xu (2007 Kochar, S.C., Xu, M. (2007). Stochastic comparisons of parallel systems when components have proportional hazard rates. Probab. Eng. Inf. Sci. 21:597–609.[Crossref], [Web of Science ®] , [Google Scholar]), Mao and Hu (2010 Mao, T., Hu, T. (2010). Equivalent characterizations on orderings of order statistics and sample ranges. Probab. Eng. Inf. Sci. 24:245–262.[Crossref], [Web of Science ®] , [Google Scholar]), Balakrishnan et al. (2014 Balakrishnan, N., Barmalzan, G., Haidari, A. (2014). On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables. J. Multivariate Anal. 127:147–150.[Crossref], [Web of Science ®] , [Google Scholar]), and Torrado (2015 Torrado, N. (2015). On magnitude orderings between smallest order statistics from heterogeneous beta distributions. J. Math. Anal. Appl. 426:824–838.[Crossref], [Web of Science ®] , [Google Scholar]). A real application in system assembly and some numerical examples are also presented to illustrate the theoretical results.     

Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix

Statistical inference for the diffusion coefficients of multivariate diffusion processes has been well established in recent years; however, it is not the case for the drift coefficients. Furthermore, most existing estimation methods for the drift coefficients are proposed under the assumption that the diffusion matrix is positive definite and time homogeneous. In this article, we put forward two estimation approaches for estimating the drift coefficients of the multivariate diffusion models with the time inhomogeneously positive semidefinite diffusion matrix. They are maximum likelihood estimation methods based on both the martingale representation theorem and conditional characteristic functions and the generalized method of moments based on conditional characteristic functions, respectively. Consistency and asymptotic normality of the generalized method of moments estimation are also proved in this article. Simulation results demonstrate that these methods work well.     

Pairwise comparisons of treatments with ordinal responses in a two-way setting

In clinical studies, pairwise comparisons are frequently performed to examine differences in efficacy between treatments. The statistical methods of pairwise comparisons are available when treatment responses are measured on an ordinal scale. The Wilcoxon–Mann–Whitney test and the latent normal model are popular examples. However, these procedures cannot be used to compare treatments in parallel groups (a two-way design) when overall type I error must be controlled. In this paper, we explore statistical approaches to the pairwise testing of treatments that satisfy the requirements of a two-way layout. The results of our simulation indicate that the latent normal approach is superior to the Wilcoxon–Mann–Whitney test. Clinical examples are used to illustrate our suggested testing methods.     

Parallel and interacting stochastic approximation annealing algorithms for global optimisation

We present the parallel and interacting stochastic approximation annealing (PISAA) algorithm, a stochastic simulation procedure for global optimisation, that extends and improves the stochastic approximation annealing (SAA) by using population Monte Carlo ideas. The efficiency of standard SAA algorithm crucially depends on its self-adjusting mechanism which presents stability issues in high dimensional or rugged optimisation problems. The proposed algorithm involves simulating a population of SAA chains that interact each other in a manner that significantly improves the stability of the self-adjusting mechanism and the search for the global optimum in the sampling space, as well as it inherits SAA desired convergence properties when a square-root cooling schedule is used. It can be implemented in parallel computing environments in order to mitigate the computational overhead. As a result, PISAA can address complex optimisation problems that it would be difficult for SAA to satisfactory address. We demonstrate the good performance of the proposed algorithm on challenging applications including Bayesian network learning and protein folding. Our numerical comparisons suggest that PISAA outperforms the simulated annealing, stochastic approximation annealing, and annealing evolutionary stochastic approximation Monte Carlo.     

Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes

In this article, we propose a weighted simulated integrated conditional moment (WSICM) test of the validity of parametric specifications of conditional distribution models for stationary time series data, by combining the weighted integrated conditional moment (ICM) test of Bierens (1984 Bierens, H. J. (1984). Model specification testing of time series regressions. Journal of Econometrics 26:323–353.[Crossref], [Web of Science ®] , [Google Scholar]) for time series regression models with the simulated ICM test of Bierens and Wang (2012 Bierens, H. J., Wang, L. (2012). Integrated conditional moment tests for parametric conditional distributions. Econometric Theory 28:328–362.[Crossref], [Web of Science ®] , [Google Scholar]) of conditional distribution models for cross-section data. To the best of our knowledge, no other consistent test for parametric conditional time series distributions has been proposed yet in the literature, despite consistency claims made by some authors.     

Attitudinal and behavioral differences between cigarette users who do and do not identify as “smokers”

Objective: The current research aimed to understand differences in smoking-related identity among college students and to illustrate the distinct characteristics of nonidentified smokers (NIS). Participants: Students from 2 colleges in Massachusetts (N = 538; April 2016). Methods: Respondents reported by online survey whether or not they had smoked a cigarette in the past 30 days and if they self-identified as smokers. Nonsmokers (NIS) and identified smokers (IS) were then compared on their smoking attitudes and behavior. Results: NIS made up 12.5% of the sample and 64% of all tobacco users. NIS perceived themselves as less addicted and were more confident in their ability to quit smoking. They also were less likely to smoke alone, buy their own cigarettes, or have friends who smoked. Conclusions: College health officials can best motivate NIS to quit smoking by focusing on peer norms and the potential of long-term addiction.     

The Association Between the New Rural Cooperative Medical System and Health Care Seeking Behavior Among Middle-Aged and Older Chinese

The new rural cooperative medical system (NCMS) is the primary form of social insurance in rural China. This study aims to explore how the NCMS influences the health care seeking behaviors of middle-aged and older Chinese, considering the family and community contexts. A series of multi-level (three-level) models using data from the first wave of the China Health and Retirement Longitudinal Study (CHARLS) are used. We find that the presence of NCMS coverage has a statistically significant association with seeking inpatient and outpatient care but not physical checkups among middle-aged and older rural Chinese: Rural residents insured by NCMS were more likely to seek inpatient and outpatient care than people who were not insured. Other factors at the individual level (such as self-perceived health and number of doctor-diagnosed chronic diseases), the family level (such as living arrangements and household expenditures), and the community level (such as the presence of township hospitals within the community) are also significant predictors of health care seeking behaviors.     

Racial/Ethnic Minority Vocational Research Trends: An 11‐Year Update

This study extends Flores et al.'s ( 2006 ) 36‐year analysis of racial/ethnic minority (REM) career research to identify recent trends in choice of topics and leading individual and institutional contributors. The authors identified 166 articles on REM career research published from 2005 to 2015 in the Journal of Vocational Behavior, The Career Development Quarterly, the Journal of Career Assessment, and the Journal of Career Development. Of these studies, 92% were empirical, with more than three quarters of these using quantitative rather than qualitative methodology. Most frequently, the empirical studies (n = 153) were based on samples of high school (30.7%) or undergraduate (34.6%) students. The authors discuss the implications of their findings and suggest ways to expand REM career research in the future.     

西藏地区企业现代化与居民现代化相互影响的路径研究

企业现代化与居民现代化均是西藏地区现代化建设所追求的重要目标.本文从西藏地区的实际情况出发,从宏观层面探索了二者的相互联系的内在机理,认为二者通过能量、信息以及物质的交换,将会形成一个微观的现代化社会系统.正是由于这个系统的存在,从而使二者必然存在相互影响,且存在一定的影响路径.