The two-sample problem with multivariate censored data: a new rank test family

A new rank test family is proposed to test the equality of two multivariate failure times distributions with censored observations. The tests are very simple: they are based on a transformation of the multivariate rank vectors to a univariate rank score and the resulting statistics belong to the familiar class of the weighted logrank test statistics. The new procedure is also applicable to multivariate observations in general, such as repeated measures, some of which may be missing. To investigate the performance of the proposed tests, a simulation study was conducted with bivariate exponential models for various censoring rates. The size and power of these tests against Lehmann alternatives were compared to the size and power of two other tests (Wei and Lachin, 1984 and Wei and Knuiman, 1987). In all simulations the new procedures provide a relatively good power and an accurate control over the size of the test. A real example from the National Cooperative Gallstone Study is given     

Alternative Time Scales and Failure Time Models

In many reliability applications, there may not be a unique plausible scale in which to measure time to failure or assess performance. This is especially the case when several measures of usage are available on each unit. For example, the age, the total number of flight hours, and the number of landings are usage measures that are often considered important in aircraft reliability. Similarly, in medical or biological applications of survival analysis there are often alternative scales (e.g., Oakes, 1995). This paper considers the definition of a "good" time scale, along with methods of determining a time scale.     

Linear Regression Models under Conditional Independence Restrictions

Maximum likelihood estimation is investigated in the context of linear regression models under partial independence restrictions. These restrictions aim to assume a kind of completeness of a set of predictors Z in the sense that they are sufficient to explain the dependencies between an outcome Y and predictors X: ?(Y|Z, X) = ?(Y|Z), where ?(·|·) stands for the conditional distribution. From a practical point of view, the former model is particularly interesting in a double sampling scheme where Y and Z are measured together on a first sample and Z and X on a second separate sample. In that case, estimation procedures are close to those developed in the study of double‐regression by Engel & Walstra (1991) and Causeur & Dhorne (1998) . Properties of the estimators are derived in a small sample framework and in an asymptotic one, and the procedure is illustrated by an example from the food industry context.     

ERRATA CORRIGE: “ARE MUSLIM IMMIGRANTS DIFFERENT IN TERMS OF CULTURAL INTEGRATION?”

We are thankful to Michael Lundholm and Mahmood Arai for pointing us towards a coding error which invalidates the regressions in our paper. Correcting the code leads to a decrease in sample sizes, though much smaller than Arai et al. (2011) claim based on their “replication”. An appropriate redefinition of the variables and of the model specification allows us to reproduce the substance of the empirical analysis in our original published paper. Although the results are now less clear‐cut, our analysis remains essentially unchanged.     

Estimation of the Sobol indices in a linear functional multidimensional model

We consider a functional linear model where the explicative variables are known stochastic processes taking values in a Hilbert space, the main example is given by Gaussian processes in L²([0,1])${\mathbb{L}}^2([0,1])$. We propose estimators of the Sobol indices in this functional linear model. Our estimators are based on U-statistics. We prove the asymptotic normality and the efficiency of our estimators and we compare them from a theoretical and practical point of view with classical estimators of Sobol indices.     

从民间金融组织到正规金融机构--谈台湾中小企业融资之问题

对台湾中小企业而言,从民间金融组织转变到正规金融机构,经历了大约一百年的漫长时间.从1895年清政府把台湾岛的主权割让给日本(<中日马关条约>)开始,到1995年中小企业银行取消了"合会金"管理业务为止.从最初的日本殖民政府,到后来的中国国民党政府,对"合会金"都制定了相同的管理策略:严格规范,个别取缔,允许专业金融机构吸收容纳.     

Estimations of the parameter of a Dirichlet distribution using residual allocation model representations and sampling properties

Estimating the parameter of a Dirichlet distribution is an interesting question since this distribution arises in many situations of applied probability. Classical procedures are based on sample of Dirichlet distribution. In this paper we exhibit five different estimators from only one observation. They are based either on residual allocation model decompositions or on sampling properties of Dirichlet distributions. Two ways are investigated: the first one uses fragments’ size and the second one uses size-biased permutations of a partition. Numerical computations based on simulations are supplied. The estimators are finally used to estimate birth probabilities per month.