极限证明初探

本文结合教学中正反两方面的例子,从理论上较深入地讨论了如何理解极限定义和掌握极限证明的方法,并回答了证明中可能出现的问题.     

从供应链分析探讨传统出口型外贸企业的发展战略

从分析传统外贸企业在国际供应链中的地位入手,研究了传统外贸企业的现有功能和功能扩展空间,从而提出传统外贸企业应该坚持加强供应链管理、加强战略合作伙伴关系的建设,并努力实现信息化的战略发展方向。     

Between stability and higher-order asymptotics

We discuss the effects of model misspecifications on higher-order asymptotic approximations of the distribution of estimators and test statistics. In particular we show that small deviations from the model can wipe out the nominal improvements of the accuracy obtained at the model by second-order approximations of the distribution of classical statistics. Although there is no guarantee that the first-order robustness properties of robust estimators and tests will carry over to second-order in a neighbourhood of the model, the behaviour of robust procedures in terms of second-order accuracy is generally more stable and reliable than that of their classical counterparts. Finally, we discuss some related work on robust adjustments of the profile likelihood and outline the role of computer algebra in this type of research.     

Conditionally Reducible Natural Exponential Families and Enriched Conjugate Priors

Consider a standard conjugate family of prior distributions for a vector-parameter indexing an exponential family. Two distinct model parameterizations may well lead to standard conjugate families which are not consistent, i.e. one family cannot be derived from the other by the usual change-of-variable technique. This raises the problem of finding suitable parameterizations that may lead to enriched conjugate families which are more flexible than the traditional ones. The previous remark motivates the definition of a new property for an exponential family, named conditional reducibility. Features of conditionally-reducible natural exponential families are investigated thoroughly. In particular, we relate this new property to the notion of cut, and show that conditionally-reducible families admit a reparameterization in terms of a vector having likelihood-independent components. A general methodology to obtain enriched conjugate distributions for conditionally-reducible families is described in detail, generalizing previous works and more recent contributions in the area. The theory is illustrated with reference to natural exponential families having simple quadratic variance function.     

Error rates in classification consisting of discrete and continuous variables in the presence of covariates

We consider classifying an object based on mixed continuous and discrete variables between two populations. Mixed discrete and continuous covariates with identical means in both populations are amongst the variables. Under the location model with homogeneous location specific conditional dispersion matrices for both populations, the Bayes rule is given. Classification is implemented by a plug-in version of the Bayes rule with full covariate adjustment. An asymptotic expansion of the overall expected error of the procedure is derived. Our findings generalize several classical results.     

Vector random fields with compactly supported covariance matrix functions

The objective of this paper is to construct covariance matrix functions whose entries are compactly supported, and to use them as building blocks to formulate other covariance matrix functions for second-order vector stochastic processes or random fields. In terms of the scale mixture of compactly supported covariance matrix functions, we derive a class of second-order vector stochastic processes on the real line whose direct and cross covariance functions are of Pólya type. Then some second-order vector random fields in R^d${\mathbb{R}}^d$ whose direct and cross covariance functions are compactly supported are constructed by using a convolution approach and a mixture approach.     

Nonparametric smooth estimation of the expected inactivity time function

The expected inactivity time (EIT) function (also known as the mean past lifetime function) is a well known reliability function which has application in many disciplines such as survival analysis, actuarial studies and forensic science, to name but a few. In this paper, we use a fixed design local polynomial fitting technique to obtain estimators for the EIT function when the lifetime random variable has an unknown distribution. It will be shown that the proposed estimators are asymptotically unbiased, consistent and also, when standardized, has an asymptotic normal distribution. An optimal bandwidth, which minimizes the AMISE (asymptotic mean integrated squared error) of the estimator, is derived. Numerical examples based on simulated samples from various lifetime distributions common in reliability studies will be presented to evaluate the performances of these estimators. Finally, three real life applications will also be presented to further illustrate the wide applicability of these estimators.     

Adaptive estimation of the conditional cumulative distribution function from current status data

Consider a positive random variable of interest Y depending on a covariate X, and a random observation time T independent of Y given X. Assume that the only knowledge available about Y is its current status at time T  : δ=_I{Y≤T}$\delta ={\mathbb{I}}_{\{Y\le T\}}$ with I$\mathbb{I}$ the indicator function. This paper presents a procedure to estimate the conditional cumulative distribution function F of Y given X   from an independent identically distributed sample of (X,T,δ)$(X,T,\delta )$.     

Robust estimation for ordinal regression

Ordinal regression is used for modelling an ordinal response variable as a function of some explanatory variables. The classical technique for estimating the unknown parameters of this model is Maximum Likelihood (ML). The lack of robustness of this estimator is formally shown by deriving its breakdown point and its influence function. To robustify the procedure, a weighting step is added to the Maximum Likelihood estimator, yielding an estimator with bounded influence function. We also show that the loss in efficiency due to the weighting step remains limited. A diagnostic plot based on the Weighted Maximum Likelihood estimator allows to detect outliers of different types in a single plot.     

Decomposition of Variance for Spatial Cox Processes

Abstract. Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.