First‐order bias correction for fractionally integrated time series

Most of the long memory estimators for stationary fractionally integrated time series models are known to experience non‐negligible bias in small and finite samples. Simple moment estimators are also vulnerable to such bias, but can easily be corrected. In this article, the authors propose bias reduction methods for a lag‐one sample autocorrelation‐based moment estimator. In order to reduce the bias of the moment estimator, the authors explicitly obtain the exact bias of lag‐one sample autocorrelation up to the order n⁻¹. An example where the exact first‐order bias can be noticeably more accurate than its asymptotic counterpart, even for large samples, is presented. The authors show via a simulation study that the proposed methods are promising and effective in reducing the bias of the moment estimator with minimal variance inflation. The proposed methods are applied to the northern hemisphere data. The Canadian Journal of Statistics 37: 476–493; 2009 © 2009 Statistical Society of Canada     

Trade-off between quoted lead time and price

In a make-to-order environment, lead time and price can play a crucial role in determining the financial success of a firm. Their importance increases when demand is sensitive to the quoted lead time and price. A model is presented which uses the quoted lead time and price as a mechanism to determine the optimal demand level. The relationships between the model parameters and their impacts on the firm's profit is also analysed. In addition, the effect of the number of job requests, and the mean processing time are examined. Based on the results presented in this paper, there is clear indication that the firm's profit is sensitive to the inventory holding rate, and that the inventory holding cost component is redundant in the presence of a tardiness cost component.     

Estimation with right‐censored observations under a semi‐Markov model

The semi‐Markov process often provides a better framework than the classical Markov process for the analysis of events with multiple states. The purpose of this paper is twofold. First, we show that in the presence of right censoring, when the right end‐point of the support of the censoring time is strictly less than the right end‐point of the support of the semi‐Markov kernel, the transition probability of the semi‐Markov process is nonidentifiable, and the estimators proposed in the literature are inconsistent in general. We derive the set of all attainable values for the transition probability based on the censored data, and we propose a nonparametric inference procedure for the transition probability using this set. Second, the conventional approach to constructing confidence bands is not applicable for the semi‐Markov kernel and the sojourn time distribution. We propose new perturbation resampling methods to construct these confidence bands. Different weights and transformations are explored in the construction. We use simulation to examine our proposals and illustrate them with hospitalization data from a recent cancer survivor study. The Canadian Journal of Statistics 41: 237–256; 2013 © 2013 Statistical Society of Canada     

The effects of testosterone deficiency on male sexual function

Introduction. Patients with late onset hypogonadism (LOH) also suffered from lower urinary tract symptoms (LUTS) and LOH symptoms. The objects of this study are to evaluate the efficacy of testosterone replace therapy (TRT) by testosterone ointment (Glowmin: GL) for LUTS in LOH patients.

Methods. The Aging Male Symptom (AMS) scale, Medical Outcomes Study (MOS) 36-Item Short-Form Health Survey (SF-36), International Index of Erectile Function (IIEF-5) and the International Prostate Symptom Score (IPSS) were obtained from patients with LOH. A total of 41 patients with LOH have been treated with TRT using 6 mg/day of GL for 3 months. Serum free testosterone levels (FT) and these four scores were compared before and after TRT.

Results. Serum FT levels and the scores for the four parameters of AMS, six of eight domains in SF-36, IIEF-5 and total IPSS improved significantly after 3 months TRT. In addition, all IPSS domains also improved significantly, and voiding disturbance seems to have improved more than storage disturbance (P?=?0.0280 vs. 0.0483).

Conclusion. TRT by administration of GL is considered to be effective in the improvement of not only ED and LOH symptoms, but also LUTS (especially voiding disturbance) of patients with LOH.     

从货币职能面分析我国M2/GDP的偏高现象

本文将主要从M2/GDP的两种增长方式和货币的五个基本职能出发,结合货币经济和实体经济的发展,总结我国M2/GDP偏高的原因,货币的僵化和低能是最重要的两个方面,并由此给出相应的政策建议.     

Overdispersed negative binomial regression models

Overdispersion is a common phenomenon in actual data sets. It is important to have methods of dealing with extra variation in regression situations. This article develops tests for extra-negative binomial variation and gives some numerical methods to deal with it. Simulations show power comparisons between some of the overdispersion tests discussed. Finally, an example is given to demonstrate the methods.     

试论李家窑M44墓主身份及西虢东迁问题

李家窑西周44号墓出土铜器之铭文显示的信息是:墓主名叫"追夷",以"宫"为氏,子男一级贵族。结合其他铜器铭文可知,宫氏为姬姓,是西虢小宗。追夷大约在西周末年随其宗子由西虢迁居今三门峡一带。平王东迁,西虢随之东来,便以"宫"氏居地为基础建立了虢国。     

从里尔克的《豹》看抒情主体的结构

在抒情诗中,潜在于诗句之外的第一人称主体不止一个,"抒情主体"也不仅仅要么是对"诗人",要么是对诗歌世界中的某个对象性"人物"的指涉。以《豹》为个案对抒情主体进行的结构分析提示,诗歌中有多个潜在主体的代换。