Outlier detection in linear models: a comparative study in simple linear regression

Five widely used test statistics for detecting outliers and influential observations were studied using Monte Carlo method . The test statistic based on Studentized residuals, with critical values given by Tietjen, Moore and Beckman (1973), appears to be the best procedure for detecting a single outlier in simple linear regression.     

Expectation–maximization algorithm for system-based lifetime data with unknown system structure

AStA Advances in Statistical Analysis - In science and engineering, we are often interested in learning about the lifetime characteristics of the system as well as those of the components that made...     

A New Pearson-Type QMLE for Conditionally Heteroscedastic Models

This article proposes a novel Pearson-type quasi-maximum likelihood estimator (QMLE) of GARCH(p, q) models. Unlike the existing Gaussian QMLE, Laplacian QMLE, generalized non-Gaussian QMLE, or LAD estimator, our Pearsonian QMLE (PQMLE) captures not just the heavy-tailed but also the skewed innovations. Under strict stationarity and some weak moment conditions, the strong consistency and asymptotic normality of the PQMLE are obtained. With no further efforts, the PQMLE can be applied to other conditionally heteroscedastic models. A simulation study is carried out to assess the performance of the PQMLE. Two applications to four major stock indexes and two exchange rates further highlight the importance of our new method. Heavy-tailed and skewed innovations are often observed together in practice, and the PQMLE now gives us a systematic way to capture these two coexisting features.     

How effective are the reset tests for omitted variables

In regression analysis, RESET has widely been regarded as an effective diagnostic test especially for omitted variables. This paper investigates the limitations of the existing RESET tests in detecting omitted variables. We analyze the sources from which RESET draws its power and point out the circumstances under which RESET will likely be ineffective. We offer some Monte Carlo evidence as well as an empirical application to illustrate the weaknesses of the RESET tests. A more robust RESET type test is proposed.     

Online interval scheduling: randomized and multiprocessor cases

We consider the problem of scheduling a set of equal-length intervals arriving online, where each interval is associated with a weight and the objective is to maximize the total weight of completed intervals. An optimal 4-competitive algorithm has long been known in the deterministic case, but the randomized case remains open. We give the first randomized algorithm for this problem, achieving a competitive ratio of 3.5822. We also prove a randomized lower bound of 4/3, which is an improvement over the previous 5/4 result. Then we show that the techniques can be carried to the deterministic multiprocessor case, giving a 3.5822-competitive 2-processor algorithm, and a 4/3 lower bound for any number of processors. We also give a lower bound of 2 for the case of two processors. A preliminary version of this paper appeared in the Proceedings of COCOON 2007, LNCS, vol. 4598, pp. 176–186. The work described in this paper was fully supported by a grant from City University of Hong Kong (SRG 7001969), and NSFC Grant No. 70525004 and 70702030.     

Expected experiment times for the Weibull distribution under progressive censoring with random removals

SUMMARY This paper considers the expected experiment times for Weibull-distributed lifetimes under type II progressive censoring, with the numbers of removals being random. The formula to compute the expected experiment times is given. A detailed numerical study of this expected time is carried out for different combinations of model parameters. Furthermore, the ratio of the expected experiment time under this type of progressive censoring to the expected experiment time under complete sampling is studied.     

Generational Differences in Work Values,Perceived Job Rewards,and Job Satisfaction of Chinese Female Migrant Workers: Implications for Social Policy and Social Services

This cross-sectional survey study is a pioneering attempt to investigate the generational differences in the work values, perceived job rewards, and job satisfaction of Chinese female migrant workers. The study targeted two toy factories in the Guangdong Province of China and recruited a total of 1,307 female workers as participants. Among them were 577 female migrant workers who comprised the target group for this research. The authors hypothesized that the younger generation of female migrant workers would have higher levels of cognitive work values (such as self-enhancement and career development) but lower levels of perceived job rewards and job satisfaction than those of the older generation. The results indicate that there are no generational differences in work values among the three birth cohorts of Chinese female migrant workers. The older generation felt more satisfied with the job rewards that they received, and their sense of job satisfaction was higher than that of the younger generation. Furthermore, the findings showed a substantial positive influence of perceived social job rewards (such as support from co-workers and supervisors) on job satisfaction among the younger generation. The current findings suggest that in China, generational differences in work are affected by both the generation factor and the rural–urban stratification factor. The authors hope that the study will provide a knowledge base for understanding the perceptions of Chinese female migrant workers toward work and for exploring the ways in which new policies and social services can be developed in order to address their needs.     

Statistical analysis of Weibull distributed lifetime data under Type II progressive censoring with binomial removals

This paper considers the analysis of Weibull distributed lifetime data observed under Type II progressive censoring with random removals, where the number of units removed at each failure time follows a binomial distribution. Maximum likelihood estimators of the parameters and their asymptotic variances are derived. The expected time required to complete the life test under this censoring scheme is investigated.     

法国传教士与法国早期藏族文化研究

本文在勾勒19世纪中期至20世纪初法国传教士在中国藏族地区活动情况的基础上,以法国早期关于藏族文化的研究成果为参照,探讨了法国传教士在进行文化传递过程中所扮演的重要角色.在法国与中国藏族地区的早期文化交流过程中,法国传教士发挥了重要作用.