Nonparametric Estimation of Multiplicative Counting Process Intensity Functions with an Application to the Beijing SARS Epidemic

The local polynomial methods and martingale estimating equations are used to develop closed form estimators of the intensity function and its derivatives for multiplicative counting process models. The consistency and asymptotic normality of the estimators are established. The estimator generalizes that proposed by Ramlau-Hansen (1983 Ramlau-Hansen , H. ( 1983 ). Smoothing counting process intensities by means of kernel function . Ann. Statist. 11 ( 2 ): 453 – 466 . [Google Scholar]) with a smaller bias than the Ramlau-Hansen intensity estimator. The derivative estimators give smoother estimates than the Ramlau-Hansen derivative estimators. The proposed estimators are applied to analyze the infection rate and its derivatives of the 2003 Severe Acute Respiratory Syndrome (SARS) epidemic in Beijing, China.     

Copulas with Truncation-Invariance Property

For a truncation-invariant copula, truncation does not change the dependence structure as well as all nonparametric measures of association such as Kendall's tau and Spearman's rho. In this article, we show that the products of algebraically independent Archimedean multivariate Clayton copulas and standard uniform distributions are the only truncation-invariant copulas.     

Bivariate Continuous Distributions with Specified Conditional Hazard Functions

Analysis of covariance (ANCOVA) is the standard procedure for comparing several treatments when the response variable depends on one or more covariates. We consider the problem of testing the equality of treatment effects when the variances are not assumed to be equal. It is well known that classical F test is not robust with respect to the assumption of equal variances and may lead to misleading conclusions if the variances are not equal. Ananda (1998 Ananda , M. M. A. ( 1998 ). Bayesian and non-Bayesian solutions to analysis of covariance models under heteroscedasticity . J. Econometrics 86 : 177 – 192 .[Crossref], [Web of Science ®] , [Google Scholar]) developed a generalized F test for testing the equality of treatment effects. However, simulation studies show that the actual size of this test can be much higher than the nominal level when the sample sizes are small, particularly when the number of treatments is large. In this article, we develop a test using the parametric bootstrap approach of Krishnamoorthy et al. (2007 Krishnamoorthy , K. , Lu , F. , Mathew , T. ( 2007 ). A parametric bootstrap approach for ANOVA with unequal variances: Fixed and random models . Computat. Statist. Data Anal. 51 : 5731 – 5742 .[Crossref], [Web of Science ®] , [Google Scholar]). Our simulations show that the actual size of our proposed test is close to the nominal level, irrespective of the number of treatments and sample sizes. Our simulations also indicate that our proposed PB test is more robust, with respect to the assumption of normality, than the generalized F test. Therefore, our proposed PB test provides a satisfactory alternative to the generalized F test.     

A Marginal Additive Rates Model for Recurrent Event Data with a Terminal Event

Recurrent events data with a terminal event often arise in many longitudinal studies. Most of existing models assume multiplicative covariate effects and model the conditional recurrent event rate given survival. In this article, we propose a marginal additive rates model for recurrent events with a terminal event, and develop two procedures for estimating the model parameters. The asymptotic properties of the resulting estimators are established. In addition, some numerical procedures are presented for model checking. The finite-sample behavior of the proposed methods is examined through simulation studies, and an application to a bladder cancer study is also illustrated.     

A Practical Procedure to Find Matching Priors for Frequentist Inference

We present a practical way to find matching priors via the use of saddlepoint approximations and obtain p-values of tests of an interest parameter in the presence of nuisance parameters. The advantages of our procedure are the flexibility in choosing different initial conditions so that one may adjust the performance of a test, and the less intensive computational efforts compared to a Markov Chain Monto Carlo method.     

Stochastic Liénard Equations with Random Switching and Two-time Scales

This article is devoted to the study of stochastic Liénard equations with random switching. The motivation of our study stems from modeling of complex systems in which both continuous dynamics and discrete events are present. The continuous component is a solution of a stochastic Liénard equation and the discrete component is a Markov chain with a finite state space that is large. A distinct feature is that the processes under consideration are time inhomogeneous. Based on the idea of nearly decomposability and aggregation, the state space of the switching process can be viewed as “nearly decomposable” into l subspaces that are connected with weak interactions among the subspaces. Using the idea of aggregation, we lump the states in each subspace into a single state. Considering the pair of process (continuous state, discrete state), under suitable conditions, we derive a weak convergence result by means of martingale problem formulation. The significance of the limit process is that it is substantially simpler than that of the original system. Thus, it can be used in the approximation and computation work to reduce the computational complexity.     

网络购物顾客忠诚度影响因素的实证研究

顾客忠诚度是网络商家维护市场地位、保持持续竞争优势的重要因素。然而,网络环境下顾客忠诚度的复杂性和不确定性却成为阻碍电子商务进一步发展的瓶颈。因此,本文通过对以往文献的梳理,构建了以信任、在线网站特性、线下物流服务质量、顾客满意度、转换成本为外因潜在变量,以顾客忠诚度为内因潜在变量的假设模型,并以问卷调研的方式收集实证数据,采用因子分析和结构方程模型揭示网络环境下顾客忠诚度的影响因素和作用机制。研究发现：在网络环境下,信任不仅可以通过影响顾客满意度来间接地影响顾客忠诚度,而且可以成为顾客忠诚度的直接前因变量;在线网站特性和线下物流服务质量共同作用于顾客满意度的提升,并间接地影响顾客忠诚度的积累;顾客满意度和转换成本是网络环境下顾客忠诚度的主要影响因素。研究结论较为全面地反映了网络环境下顾客忠诚度的影响因素和作用机制,对于网络零售商有针对性地实施顾客忠诚计划有着十分重要的参考价值。     

基于结构方程模型的大学生生命态度影响因素研究

采用"生命态度量表"、"家庭教养方式量表"、"社会支持评定量表"和"应对方式问卷"对西安市816名大学生进行问卷调查,使用SPSS16.0和AMOS17.0统计软件对数据进行分析,探索各变量间的相关关系,并在假设模型的基础上,修正、构建各变量的结构方程模型。研究结果说明,家庭教养方式和社会支持对于大学生的生命态度有重要影响,社会支持对于应对方式有直接影响,同时家庭教养方式和社会支持还通过生命态度这一中介变量间接影响大学生的应对方式。研究结果为大学生生命教育的实施提供理论指导和实证参考。     

Detecting qualitative interactions in clinical trials with binary responses

This study considers the detection of treatment‐by‐subset interactions in a stratified, randomised clinical trial with a binary‐response variable. The focus lies on the detection of qualitative interactions. In addition, the presented method is useful more generally, as it can assess the inconsistency of the treatment effects among strata by using an a priori‐defined inconsistency margin. The methodology presented is based on the construction of ratios of treatment effects. In addition to multiplicity‐adjusted p‐values, simultaneous confidence intervals are recommended to use in detecting the source and the amount of a potential qualitative interaction. The proposed method is demonstrated on a multi‐regional trial using the open‐source statistical software R . Copyright © 2014 John Wiley & Sons, Ltd.