On L 1-consistency of kernel-type density estimator for stationary markov processes

A convergence result for kernel type density estimators, proved by Devroye and Gyrofi (1985), is extended to stationary Markov processess satisfying (G ₂-condition introduced by Rosenblatt (1970).     

On the sample breakdown robustness of some nonparametric tests

In this paper, relying on the sample breakdown points, we investigate the sample breakdown properties of some nonparametric tests. It is shown that the sample breakdown points of the sign test asymptotically dominate those of the Wilcoxon test for one–sided hypotheses, However, the different conclusion is derived in the case of testing some shrinking neighborhood hypotheses. The breakdown behaviors of the Kolmogorov test and X²–test are also explored. These studies unify or refine some existing breakdown analyses of tests.     

Diagnosis of Multivariate Control Chart Signal Based on Dummy Variable Regression Technique

Abstract

It is common to monitor several correlated quality characteristics using the Hotelling's T ² statistic. However, T ² confounds the location shift with scale shift and consequently it is often difficult to determine the factors responsible for out of control signal in terms of the process mean vector and/or process covariance matrix. In this paper, we propose a diagnostic procedure called ‘D-technique’ to detect the nature of shift. For this purpose, two sets of regression equations, each consisting of regression of a variable on the remaining variables, are used to characterize the ‘structure’ of the ‘in control’ process and that of ‘current’ process. To determine the sources responsible for an out of control state, it is shown that it is enough to compare these two structures using the dummy variable multiple regression equation. The proposed method is operationally simpler and computationally advantageous over existing diagnostic tools. The technique is illustrated with various examples.     

Comment: The Future of Administrative Records in the Economic Programs of the Census Bureau

Using recently developed statistical tools for analyzing cointegrated 1(2) data, this article models money, income, prices, and interest rates in Denmark. The final model describes the dynamic adjustment to short-run changes of the process, to deviations from long-run steady states, and to several political interventions. It provides new insights about the effects of the liberalization of trade and capital in a small open European economy.     

The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator

In this paper we show that the 3SLS estimator of a system of equations is asymptotically equivalent to an iterative 2SLS estimator applied to each equation, augmented with the residuals from the other equations. This result is a natural extension of Telser (1964).     

Testing Equality of Mean Vectors in Two Sample Problem with Missing Data

Finding the influence of traffic accident on the road is helpful to analyze the characteristics of traffic flow, and take reasonable and effective control measures. Here, the detrended fluctuation analysis method is applied to investigate the complexity of time series in mixed traffic flow with a blockage induced by an accident. As a parameter to depict the long-term evolutionary behavior of the time series in traffic flow, the scaling exponent is analyzed. According to the scaling exponent, it is shown that the traffic flow time series can display long-range correlation characteristics, short-range correlation characteristics, and non-power-law relation in the long-range correlation characteristics, which is strongly dependent on the entering probability of vehicle, the ratio of slow vehicle and the blockage duration time.     

A Comparative Study of Different Methodologies for Fault Diagnosis in Multivariate Quality Control

Different methodologies for fault diagnosis in multivariate quality control have been proposed in recent years. These methods work in the space of the original measured variables and have performed reasonably well when there is a reduced number of mildly correlated quality and/or process variables with a well-conditioned covariance matrix. These approaches have been introduced by emphasizing their positive or negative virtues, generally on an individual basis, so it is not clear for the practitioner the best method to be used. This article provides a comprehensive study of the performance of diverse methodological approaches when tested on a large number of distinct simulated scenarios. Our primary aim is to highlight key weaknesses and strengths in these methods as well as clarifying their relationships and the requirements for their implementation in practice.     

Likelihood Ratio Order of m-Spacings in Multiple-Outlier Models

This article deals with the multiple-outlier exponential model. The likelihood ratio order between m-spacings of the combined sample is developed, some results extend the conclusions on simple spacings in Wen et al. (2007 Wen , S. , Lu , Q. , Hu , T. ( 2007 ). Likelihood ratio order of spacings of heterogeneous exponential random variables . J. Multivariate Anal. 98 : 743 – 756 .[Crossref], [Web of Science ®] , [Google Scholar]).     

More Powerful Tests from Confidence Interval p Values

In this article the problem of comparing two independent binomial populations is considered. It is shown that the test based on the confidence interval p value of Berger and Boos often is uniformly more powerful than the standard unconditional test. This test also requires less computational time.