Statistical inference and visualization in scale-space for spatially dependent images

SiZer (SIgnificant ZERo crossing of the derivatives) is a graphical scale-space visualization tool that allows for statistical inferences. In this paper we develop a spatial SiZer for finding significant features and conducting goodness-of-fit tests for spatially dependent images. The spatial SiZer utilizes a family of kernel estimates of the image and provides not only exploratory data analysis but also statistical inference with spatial correlation taken into account. It is also capable of comparing the observed image with a specific null model being tested by adjusting the statistical inference using an assumed covariance structure. Pixel locations having statistically significant differences between the image and a given null model are highlighted by arrows. The spatial SiZer is compared with the existing independent SiZer via the analysis of simulated data with and without signal on both planar and spherical domains. We apply the spatial SiZer method to the decadal temperature change over some regions of the Earth.     

Semiparametric transformation models for multivariate panel count data with dependent observation process

This article discusses regression analysis of multivariate panel count data in which the observation process may contain relevant information about or be related to the underlying recurrent event processes of interest. Such data occur if a recurrent event study involves several related types of recurrent events and the observation scheme or process may be subject-specific. For the problem, a class of semiparametric transformation models is presented, which provides a great flexibility for modelling the effects of covariates on the recurrent event processes. For estimation of regression parameters, an estimating equation-based inference procedure is developed and the asymptotic properties of the resulting estimates are established. Also the proposed approach is evaluated by simulation studies and applied to the data arising from a skin cancer chemoprevention trial.     

一个新的稳健ARCH检验和YJ-GARCH模型

 众所周知,Engle (1982) 的ARCH检验对于条件均值模型误设并不稳健,特别地,当条件均值是非线性过程而我们仅对之建立线性模型时,它过度地拒绝真实的原假设,导致出现严重的水平扭曲 (size distortion)。因此,本文在文献当中首次利用Yeo-Johnson变换方法来转换均值模型的因变量以排除ARCH 过程中均值部分的非线性,进而提出一个新的稳健ARCH检验以及一个新的GARCH模型——Yeo-Johnson (YJ) GARCH模型。蒙特卡罗模拟结果表明,稳健的ARCH检验在水平 (size) 和势 (power) 方面的表现要显著优于Engle (1982) 的ARCH检验。对上证综指收益率的实证研究结果表明,YJ-GARCH模型的拟合效果要显著优于线性GARCH模型。     

Joint impact of multiple observations on a subset of variables in multiple linear regression

In multiple linear regression analysis, each observation affects the fitted regression equation differently and has varying influences on the regression coefficients of the different variables. Chatterjee & Hadi (1988) have proposed some measures such as DSSE_ij (Impact on Residual Sum of Squares of simultaneously omitting the ith observation and the jth variable), F_j (Partial F-test for the jth variable) and F_j(i) (Partial F-test for the jth variable omitting the ith observation) to show the joint impact and the interrelationship that exists among a variable and an observation. In this paper we have proposed more extended form of those measures DSSE_IJ, F_J and F_J(I) to deal with the interrelationships that exist among the multiple observations and a subset of variables by monitoring the effects of the simultaneous omission of multiple variables and multiple observations.     

On calculating the fisher information in order statistics

This article gives a simple result for the expression of the Fisher information in order statistics. This result enables us to calculate easily the Fisher information in any set of order statistics whose details have been known to be messy and complicated. We consider here its application in the optimal spacing problem where the exact Fisher information in order statistics has been approximated with the asymptotic information or the reciprocal of the variance of a suitable estimator. This work was supported by Korea Research Foundation Grant(KRF-2000-015-DP0056)     

中国农村贫困人口的估计与瞄准问题

随着农村低保的全面实施,中国的农村扶贫从开发式扶贫为主转变为扶贫开发与最低生活保障并重,扶贫资源也大幅度增加.然而,这一政策转变似乎没有带来明显的减贫效果.我们的研究发现,由于数据基础和估计方法不同,国家统计局估计的贫困人口和民政部门确定的低保人口在很大程度上是两个不同的群体.国家统计局估计的是经济上的贫困人口,而这些贫困人口绝大部分有劳动能力.民政部门确定的农村低保人口主要是一些特殊的人群(残疾人、慢性病人等没有劳动能力的人口).这些人口中的相当部分的收入水平并不低于贫困线.中国需要建立统一的贫困人口识别机制,改善农村扶贫对象的选择和瞄准机制,以提高扶贫效果.     

An efficient curve in stochastic capacity expansion

An optimum expansion of a single capacity is considered when the installation cost is very large and future demand is given by an evolving process of Wiener. Risk of expansion is evaluated and included in the decision criteria which links the capacity expansion problem with financial investment theory, Numerical results show the existence of an optimum expansion capacity and an efficient curve which represent the optimum choices with respect to the possible combinations of expansion cost and risk.     

Association between sexually explicit messages and sleep health among French sexual minority men

It has been demonstrated that sexual minority men (SMM) participate in sexting. While research has shown that engagement in the exchange of sexually explicit media is associated with poor health outcomes, no previous research has investigated its association with sleep health outcomes. This study sought to examine the association between sexually explicit media and sleep health among SMM, a population that suffers from poor sleep health. A popular geosocial networking application was used to recruit SMM individuals (N?=?580) in the Paris, France, metropolitan area. Multivariate analyses, adjusting for sociodemographics, were used to test the association between the frequency of sexually explicit messaging and three dimensions of sleep health: (1) sleep quality, (2) sleep duration, and (3) two aspects of sleep problems. In multivariate analyses, those who reported engaging in sexually explicit messaging more were more likely to report getting less than seven?hours of sleep (aRR = 1.24; 95% CI = 1.08, 1.43) compared with those who reported engaging in sexually explicit messaging less. No significant associations were found between sexting and sleep quality or reporting sleep problems. Sexually explicit messaging was associated with shorter sleep duration. Intervention targeted at individuals who sext could potentially improve sleep health outcomes.