Workload Control and Order Release: A Lean Solution for Make‐to‐Order Companies

Protecting throughput from variance is the key to achieving lean. Workload control (WLC) accomplishes this in complex make‐to‐order job shops by controlling lead times, capacity, and work‐in‐process (WIP). However, the concept has been dismissed by many authors who believe its order release mechanism reduces the effectiveness of shop floor dispatching and increases work center idleness, thereby also increasing job tardiness results. We show that these problems have been overcome. A WLC order release method known as “LUMS OR” (Lancaster University Management School order release) combines continuous with periodic release, allowing the release of work to be triggered between periodic releases if a work center is starving. This paper refines the method based on the literature (creating “LUMS COR” [Lancaster University Management School corrected order release]) before comparing its performance against the best‐performing purely periodic and continuous release rules across a range of flow directions, from the pure job shop to the general flow shop. Results demonstrate that LUMS COR and the continuous WLC release methods consistently outperform purely periodic release and Constant WIP. LUMS COR is considered the best solution in practice due to its excellent performance and ease of implementation. Findings have significant implications for research and practice: throughput times and job tardiness results can be improved simultaneously and order release and dispatching rules can complement each other. Thus, WLC represents an effective means of implementing lean principles in a make‐to‐order context.     

中国居民收入代际流动性测度——“二代”现象经济分析

近年来“二代”现象广受热议。收入的代际流动问题,实质是经济资源或经济地位的代际传承问题。作为社会收入代际流动程度的衡量指标,收入代际流动系数的正确测度是该领域实证研究的核心问题之一。针对现有文献的不足,通过构建一个合理的IV估计量分析框架,得到了代际流动系数的一致估计;并基于CHNS的调查数据测度了中国居民收入的代际流动系数,估计值为0.830,位于包含参数β真值的估计区间［0.615, 1.280］中。通过与其他国家的比较,认为：中国目前仍是一个收入代际流动性较低的社会,父辈收入水平对子辈的收入有着很重要的影响;中国要改善经济不平等的状况,还有很长的路要走。     

On the Strong Consistency of Ridge Estimates

In this article, we establish strong consistency of the ridge estimates using extended results for the strong consistency of the least squares estimates in multiple regression models which discard the usual assumption of null mean value for the errors and only requires them to be i.i.d. with absolute moment of order r (0 < r ? 1).     

A Computer Program to Improve LR Tests for Generalized Linear Models

Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion distributions. Improved likelihood ratio tests for these models were developed by Cordeiro (1983 Cordeiro , G. M. (1983). Improved likelihood ratio statistics for generalized linear models. Journal of the Royal Statistical Society, Series B: Methodological 45:404–413. [Google Scholar])Cordeiro (1987 Cordeiro , G. M. ( 1987 ). On the corrections to the likelihood ratio statistics . Biometrika 74 : 265 – 274 .[Crossref], [Web of Science ®] , [Google Scholar]). We present a simple R program source for calculating Bartlett corrections to improve likelihood ratio tests in these models. The program was tested on some special models, confirming all of the previously reported numerical results for the Bartlett corrections.     

A General Class of Estimators for the Linear Regression Model Affected by Collinearity and Outliers

In this article, a general class of estimators for the linear regression model affected by outliers and collinearity is introduced and studied in some detail. This class of estimators combines the theory of light, maximum entropy, and robust regression techniques. Our theoretical findings are illustrated through a Monte Carlo simulation study.     

On the correspondence between frequentist and Bayesian tests

Modern theory for statistical hypothesis testing can broadly be classified as Bayesian or frequentist. Unfortunately, one can reach divergent conclusions if Bayesian and frequentist approaches are applied in parallel to analyze the same data set. This is a serious impasse since there is a lack of consensus on when to use one approach in detriment of the other. However, this conflict can be resolved. The present paper shows the existence of a perfect equivalence between Bayesian and frequentist methods for testing. Hence, Bayesian and frequentist decision rules can always be calibrated, in both directions, in order to present concordant results.     

On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws

In this work we study the limiting distribution of the maximum term of periodic integer-valued sequences with marginal distribution belonging to a particular class where the tail decays exponentially. This class does not belong to the domain of attraction of any max-stable distribution. Nevertheless, we prove that the limiting distribution is max-semistable when we consider the maximum of the first k_n observations, for a suitable sequence {_kn}$\{k_n\}$ increasing to infinity. We obtain an expression for calculating the extremal index of sequences satisfying certain local conditions similar to conditions D^(m)(_un)$D^{(m)}(u_n)$, m∈N$m\in \mathbb{N}$, defined by Chernick et al. (1991). We apply the results to a class of max-autoregressive sequences and a class of moving average models. The results generalize the ones obtained for the stationary case.     

The Touchard distribution

We present a novel model, which is a two-parameter extension of the Poisson distribution. Its normalizing constant is related to the Touchard polynomials, hence the name of this model. It is a flexible distribution that can account for both under- or overdispersion and concentration of zeros that are frequently found in non-Poisson count data. In contrast to some other generalizations, the Hessian matrix for maximum likelihood estimation of the Touchard parameters has a simple form. We exemplify with three data sets, showing that our suggested model is a competitive candidate for fitting non-Poisson counts.