The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models

This paper investigates, by means of Monte Carlo simulation, the effects of different choices of order for autoregressive approximation on the fully efficient parameter estimates for autoregressive moving average models. Four order selection criteria, AIC, BIC, HQ and PKK, were compared and different model structures with varying sample sizes were used to contrast the performance of the criteria. Some asymptotic results which provide a useful guide for assessing the performance of these criteria are presented. The results of this comparison show that there are marked differences in the accuracy implied using these alternative criteria in small sample situations and that it is preferable to apply BIC criterion, which leads to greater precision of Gaussian likelihood estimates, in such cases. Implications of the findings of this study for the estimation of time series models are highlighted.     

新课程标准下高中教师专业发展问题探讨

新一轮高中课程改革对教师的专业发展提出了更新教育理念、完善知识结构、提高驾驭教材能力等要求,建立以校为本的教研制度、发挥教研机构以及大学的专业引领作用是教师专业发展的有效途径,而将理论与教学实践的有机结合则是教师专业发展的根本。     

一类带有时滞的神经网络一致稳定性判别法

讨论带有时滞神经网络一致稳定性的问题,给出了状态函数与输出函数关于平衡点一致稳定、全局一致渐近稳定性等价性定理及判别方法。     

Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions

For a class of multivariate elliptically contoured distributions the maximum-likelihood estimators of the mean vector and covariance matrix are found under certain conditions. Likelihood-ratio criteria are obtained for a class of null hypotheses. These have the same form as in the normal case.     

对传统评课内容的反思

传统的评课内容主要是基于对课堂教学结构的分析,围绕着教学目的、教学内容、教学方法、教学效果、教师素养等课堂教学要素的评价来构建的。它体现的是以教师为中心,以学科知识为中心,看重的是教师课堂教学中的活劳动投入。随着素质教育的深入和“一切为了学生的发展”教学理念的贯彻,评课内容必须着眼于课堂教学的整体最优,必须关注学生课堂学习的表现及其效果,必须重视现代化教学手段在课堂教学中的运用,必须兼顾不同类型、不同形式的课堂教学评价的特殊要求。     

《核电档案分类准则及编码规则》的修订建议

《核电档案分类准则及编码规则》的实施解决了国内核电企业档案分类与编码的行业标准有与无的问题,固化了国内核电企业档案管理对文件分类与编码成果的继承要求,拓展了国内核电企业档案分类与编码的实践空间.面对核电行业信息化及职能管理变化趋势,后续修订需进一步体现档案类目设置的扁平化,强化二级综合类的设置,保证职能分类的一致性,容纳文件编码与档案编码的同一性做法。     

Consistency of information criteria for model selection with missing data

ABSTRACT

In this paper, we investigate the consistency of the Expectation Maximization (EM) algorithm-based information criteria for model selection with missing data. The criteria correspond to a penalization of the conditional expectation of the complete data log-likelihood given the observed data and with respect to the missing data conditional density. We present asymptotic properties related to maximum likelihood estimation in the presence of incomplete data and we provide sufficient conditions for the consistency of model selection by minimizing the information criteria. Their finite sample performance is illustrated through simulation and real data studies.     

Construction of some compound criteria via A-optimality

Abstract

This paper is devoted to attain multiple objects via proposing two compound optimality criteria constructed with A-optimality criterion. The offered compound criteria are ADP-optimality to seek about an optimal design for minimizing the average variance, having an efficient parameter estimates, likewise, maximizing the probability of a particular event and AKL-optimality that provides an identified balance between model discrimination and minimizing the average variance of the parameter estimates. The equivalence theorems are stated and proved. Finally, a numerical example is applied on probit GLMs to illustrate the results for both compound criteria.     

A Variable Selection Method for Analyzing Supersaturated Designs

Supersaturated designs are a large class of factorial designs which can be used for screening out the important factors from a large set of potentially active variables. The huge advantage of these designs is that they reduce the experimental cost drastically, but their critical disadvantage is the confounding involved in the statistical analysis. In this article, we propose a method for analyzing data using several types of supersaturated designs. Modifications of widely used information criteria are given and applied to the variable selection procedure for the identification of the active factors. The effectiveness of the proposed method is depicted via simulated experiments and comparisons.     

Exponentiated power Lindley power series class of distributions: Theory and applications

ABSTRACT

We introduce a new four-parameter generalization of the exponentiated power Lindley (EPL) distribution, called the exponentiated power Lindley power series (EPLPS) distribution. The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the minimum lifetime value among all risks. The distribution exhibits a variety of bathtub-shaped hazard rate functions. It contains as particular cases several lifetime distributions. Various properties of the distribution are investigated including closed-form expressions for the density function, cumulative distribution function, survival function, hazard rate function, the rth raw moment, and also the moments of order statistics. Expressions for the Rényi and Shannon entropies are also given. Moreover, we discuss maximum likelihood estimation and provide formulas for the elements of the Fisher information matrix. Finally, two data applications are given showing flexibility and potentiality of the EPLPS distribution.