Further theoretical results and a comparison between two methods for approximating eigenvalues of perturbed covariance matrices

Covariance matrices, or in general matrices of sums of squares and cross-products, are used as input in many multivariate analyses techniques. The eigenvalues of these matrices play an important role in the statistical analysis of data including estimation and hypotheses testing. It has been recognized that one or few observations can exert an undue influence on the eigenvalues of a covariance matrix. The relationship between the eigenvalues of the covariance matrix computed from all data and the eigenvalues of the perturbed covariance matrix (a covariance matrix computed after a small subset of the observations has been deleted) cannot in general be written in closed-form. Two methods for approximating the eigenvalues of a perturbed covariance matrix have been suggested by Hadi (1988) and Wang and Nyquist (1991) for the case of a perturbation by a single observation. In this paper we improve on these two methods and give some additional theoretical results that may give further insight into the problem. We also compare the two improved approximations in terms of their accuracies.     

A Comparison of the Cost-efficiencies of the Sequential, Group-sequential, and Variable-sample-size-sequential Probability Ratio Tests

Wald and Wolfowitz (1948) have shown that the Sequential Probability Ratio Test (SPRT) for deciding between two simple hypotheses is, under very restrictive conditions, optimal in three attractive senses. First, it can be a Bayes-optimal rule. Second, of all level α tests having the same power, the test with the smallest joint-expected number of observations is the SPRT, where this expectation is taken jointly with respect to both data and prior over the two hypotheses. Third, the level α test needing the fewest conditional-expected number of observat ions is the SPRT, where this expectation is now taken with respect to the data conditional on either hypothesis being true. Principal among the strong restrictions is that sampling can proceed only in a one-at-a-time manner. In this paper, we relax some of the conditions and show that there are sequential procedures that strictly dominate the SPRT in all three senses. We conclude that the third type of optimality occurs rarely and that decision-makers are better served by looking for sequential procedures that possess the first two types of optimality. By relaxing the one-at-a-time sampling restriction, we obtain optimal (in the first two senses) variable-s ample-size- sequential probability ratio tests.     

A differencing test

This paper proposes and applies a test procedure for misspecification in a dynamic regression model with moving average errors. The test statistics are based on testing for unit roots in the moving average process when the model is deliberately overdifferenced.     

Watching Dutch Change: A Real Time Study of Variation and Change in Standard Dutch Pronunciation

The study investigates phonological variation and change in two varieties of standard Dutch: southern standard Dutch (spoken in Flanders, the northern part of Belgium) and northern standard Dutch (spoken in the Netherlands). A new source for studying language change in progress is introduced: archived recordings of radio broadcasts. The study covers the period from 1935 to 1993. Changes in progress are studied by a combination of insight and techniques from historical linguistics and sociolinguistics. The outcomes of analyzing separate linguistic variables are presented, but the focus of the analysis is on the presence of more general patterns of covariation within the set of linguistic variables and on the possibility of distinguishing (prototypical) temporal and community-based varieties of standard Dutch. The results reveal a pattern of divergence between the two varieties of standard Dutch. The southern variety remained more or less stable between 1935 and 1993. Northern standard Dutch, however, changed substantially.     

An international study of ethics

This study presents the results of a survey of graduate students from three cultural backgrounds. English, German, and American business students responded to an eleven-item survey designed to assess one's beliefs about what is necessary to succeed in graduate business programs. The results indicate that the attributes which students believe are required to succeed differ among cultures, with the greatest differences occurring between the American and European respondents.     

Institutions and Policies for Pro‐poor Agricultural Growth

Global experience with pro‐poor growth and empirical work spanning India, Malawi and Zimbabwe demonstrates the importance of agricultural growth for poverty reduction in poor rural areas, while also pointing to the need for complementary non‐farm sector growth. Theoretical arguments, historical evidence and livelihoods modelling in poor medium‐potential rural economies suggest that, contrary to thinking dominating much of current development policy, subsidies to relieve critical seasonal credit and cash restraints and reduce market and input supply uncertainties need to help in ‘kick‐starting’ agricultural markets if increased smallholder productivity in food‐grains is to drive rural non‐farm growth. Establishing the base conditions for these to work, designing and implementing them to be effective, and then phasing them out are major challenges facing policymakers.     

Robust optimization in distribution-based demand planning: a model for negotiation support

In this paper a model for negotiation support in tactical procurement planning is designed, which is based on a real planning problem from the liquid gas trade sector. The problem is modeled as an assignment problem and transformed into a robust form. Computational experiments using data from a practice partner are presented to demonstrate the effective decision support of our approach.     

Rota-Risk-Profile-Analysis

Abstract

In this article an update of the Rota-Risk-Profile-Analysis (RRPA) is presented. This RRPA is based on 9 rota-risk criteria that are central to a more encompassing rota theory. The RRPA allows coherent assessment of the physical and social risks of a working-time schedule (rota). comparison of schedules with one another in quantitative terms and interpretations of possible differential effects more adequately. First, a closer look at the instrument-a computer program-is taken. Afterwards the criteria and their way of implementation are discussed briefly. To get an impression of the way that RRPA functions an example will be given by applying the instrument to the working rotas from a study on shiftwork in the Netherlands.     

以后期维特根斯坦为导向探讨宗教理解的语言哲学前提

哈贝马斯主张,为使宗教进入公共领域,必须对它们的文本进行分类和翻译,从而把它们的命题含义与它们的神圣外衣加以分离,以便使它们的意义成为公众可理解的.作者以后期维特根斯坦的哲学为基础进行论证,认为宗教语言不同于科学语言,因为它们涉及不同的生活形式、处理不同的主题,宗教所关心的是对作为整体的世界的生活态度,而科学则对作为物的总和的世界加以说明,因而把宗教的话语翻译成命题的表达方式的做法既无必要也无助益.     

Likelihood-based estimation for Gaussian MRFs

Markov random fields (MRFs) express spatial dependence through conditional distributions, although their stochastic behavior is defined by their joint distribution. These joint distributions are typically difficult to obtain in closed form, the problem being a normalizing constant that is a function of unknown parameters. The Gaussian MRF (or conditional autoregressive model) is one case where the normalizing constant is available in closed form; however, when sample sizes are moderate to large (thousands to tens of thousands), and beyond, its computation can be problematic. Because the conditional autoregressive (CAR) model is often used for spatial-data modeling, we develop likelihood-inference methodology for this model in situations where the sample size is too large for its normalizing constant to be computed directly. In particular, we use simulation methodology to obtain maximum likelihood estimators of mean, variance, and spatial-depencence parameters (including their asymptotic variances and covariances) of CAR models.