Asymptotic robustness of least median of squares for autoregressions with additive outliers

This paper considers the robustness properties in the time series context of the least median of squares (LMS) estimator. The influence function of the LMS estimator is derived under additive outlier contamination. This influence function is redescending and bounded for fixed values of the AR parameters. The gross-error sensitivity, however, is an unbounded function of the AR parameters. In order to asses the global robustness behavior of the LMS estimator, we consider several notions of breakdown. The breakdown points of the LMS estimator depend on the value of the underlying AR parameter. Generally, the breakdown point is below one half for high values of the AR parameter. The bias curves of the LMS estimator reveal, however, that the magnitude of outliers has to be considerable in order to cause breakdown.     

Generalized polya eggenberger family of distributions and its relation to lagrangian katz family

Janardan (1973) introduced the generalized Polya Eggenberger family of distributions (GPED) as a limiting distribution of the generalized Markov-Polya distribution (GMPD). Janardan and Rao (1982) gave a number of characterizing properties of the generalized Markov-Polya and generalized Polya Eggenberger distributions. Here, the GPED family characterized by four parameters, is formally defined and studied. The probability generating function, its moments, and certain recurrence relations with the moments are provided. The Lagrangian Katz family of distributions (Consul and Famoye (1996)) is shown to be a sub-class of the family of GPED (or GPED ₁ ) as it is called in this paper). A generalized Polya Eggenberger distribution of the second kind (GPED ₂ ) is also introduced and some of it's properties are given. Recurrence relations for the probabilities of GPED ₁ and GPED ₂ are given. A number of other structural and characteristic properties of the GPED ₁ are provided, from which the properties of Lagrangian Katz family follow. The parameters of GMPD ₁ are estimated by the method of moments and the maximum likelihood method. An application is provided.     

On Second-Order A-, D- and E-Minimax Designs for Estimating Slopes in Extrapolation and Restricted Interpolation Regions

Summary

The concepts of D-, A- and E-minimax optimality criteria of designs for estimating the slopes of a response surface are considered for situations where the region of interest may not be identical to the experimental region. Optimal second-order designs are derived for the situation where the experimental region and the region of interest are both hyperspherical with a common centre. The dependence of the optimal design on the relative sizes of the regions is investigated. Further, the perfomance of designs optimal for one region in estimating slopes in other regions is also examined.     

A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression

We propose a corrected plug-in method for constructing confidence intervals of the conditional quantiles of an original response variable through a transformed regression with heteroscedastic errors. The interval is easy to compute. Factors affecting the magnitude of the correction are examined analytically through the special case of Box–Cox regression. Monte Carlo simulations show that the new method works well in general and is superior over the commonly used delta method and the quantile regression method. An empirical application is presented.     

A political profile of Protestant minorities in Europe

This article uses a large volume of data – in particular, surveys – to explore the character of Protestant identity in contemporary European states. It distinguishes three contexts. First, in the Nordic and certain adjacent states, the dominance of Protestantism was complete, but more recent secularisation has provoked a reaction from Christian parties, which enjoy strong support from active Protestants. Second, in certain states that in the past were predominantly Protestant, and where the ethos of the state was aggressively so, a significant Catholic minority was counter-mobilised politically, but as the dominant state-building parties became increasingly secular, committed Protestants reacted in different ways, including the formation of splinter parties (as in the Netherlands and Switzerland) or working within the traditional parties (as in Great Britain and Germany). Third, in a few states there has traditionally been a small Protestant minority, which has played a significant role in national development, but in these cases (mainly successor states to the Habsburg monarchy) decades of communist rule have largely obliterated what might have been distinctive patterns of political behaviour. The article explores variation in group identity patterns and in attitudes towards the state in those cases for which appropriate survey data are available, and devotes particular attention to the position within the United Kingdom, where religion has played a prominent role in the state- and nation-building process.     

Political constructions of a cross-community identity in a divided society: how politicians articulate Northern Irishness

ABSTRACT

A shared identity has been shown to reduce prejudice between conflicting social groups. One such common national category is the ‘Northern Irish’ identity which can be inclusive of both Catholics and Protestants. This study analyses the plenary sessions of the Northern Ireland Assembly to show how the national category ‘Northern Irish’ is framed by politicians. Content analysis shows that it is used more often by centrist parties who tend to frame it positively and as part of their political viewpoint. There is also evidence of the instrumental use of this identity by unionists in line with the ingroup projection model.     

A Comparison of Three-level Orthogonal Arrays in the Presence of a Possible Correlation in Observations

When we want to compare two designs we usually assume the standard linear model with uncorrelated observations. In this paper we use the comparison method proposed by Ghosh & Shen (2006) to compare three level orthogonal arrays with 18, 27 and 36 runs under a possible presence of correlation in observations.     

中国基础设施投资对经济增长波动的冲击效应分析

基础设施是经济发展的重要影响因素，而“基础设施投资促进经济发展”这一主流观点已得到广泛共识，但人们对经济增长与基础设施的探讨仅局限于总量的分析框架，并未对基础设施的类型加以区分，更没发现经济发展的不同阶段对基础设施的需求结构也是不同的。而以“基础设施投资促进经济发展”为出发点，将基础设施投资细分为生产性、生活性、社会性基础设施投资，并分别讨论其对经济的影响。通过邹检验发现：自1994年以来，基础设施投资冲击改变了中国经济增长的特征。其结论是生产性、生活性基础设施对经济增长的影响是明确的、同步的，但社会性基础设施对经济增长的作用是不确定的。因此，加强社会性基础设施投资是一个渐进地逐步推进的过程。     

由1971—2011年诺贝尔文学奖获奖情况反思中国文学

针对当前现状,以1971—2011年的诺贝尔文学奖四十年来的获奖情况为研究对象,从获奖作家所属的不同的国家分布、作家性别比例及和获奖作品风格与主旨这三个大的方面入手进行分析,探究诺贝尔文学奖的发展态势,概括和反思目前中国文学的发展状况,剖析中国作家莫言的获奖原因,由此提出对于中国作家要在诺贝尔文学奖中占有更多席位需要完善方面的建议和看法。     

诸子政治思想初探

先秦时期诸子的政治思想已相当杰出,而其中又以孔子为代表的“德治”,以荀子为代表的“礼治”和以韩非子为代表的“法治”最具有代表性。“德治”、“礼治”、“法治”各有侧重,各有优劣。对当时的政治乃至对后世都产生了巨大的影响,三者相互独立、相互排斥,却又相互重叠、殊途同归。