Distorted Copulas: Constructions and Tail Dependence

Given a copula C, we examine under which conditions on an order isomorphism ψ of [0, 1] the distortion C _ψ: [0, 1]² → [0, 1], C _ψ(x, y) = ψ{C[ψ^?1(x), ψ^?1(y)]} is again a copula. In particular, when the copula C is totally positive of order 2, we give a sufficient condition on ψ that ensures that any distortion of C by means of ψ is again a copula. The presented results allow us to introduce in a more flexible way families of copulas exhibiting different behavior in the tails.     

The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data

The regression model with randomly censored data has been intensively investigated. In this article, we consider a goodness-of-fit test for this model. Empirical likelihood (EL) tests are constructed. The asymptotic distributions of the test statistic under null hypothesis and the local alternative hypothesis are given. Simulations are carried out to illustrate the methodology.     

On the Mixture of Proportional Odds Models

This article studies the mixed proportional odds model. We build TP2 dependence between the overall population variable and the unobservable covariate and present some preservation properties. Relations on aging characteristics, such as odds function and (reversed) hazard rate, are discussed. Stochastic comparisons on overall population variables are conducted as well.     

On the Mixture Proportional Mean Residual Life Model

In this article, we propose a new mixture model induced by the model of proportional mean residual life. Under some appropriate assumptions, it is shown that the mixing and overall variables in the model admit the positive likelihood ratio dependence structure. To see how the overall variable is affected by the stochastic variation of the mixing variable, we study some stochastic comparisons using these variables. Finally, some useful bounds for tail probability of the overall variable for large values of the mixing variable are derived.     

Shrinkage Estimation Under Multivariate Elliptic Models

The estimation of the location vector of a p-variate elliptically contoured distribution (ECD) is considered using independent random samples from two multivariate elliptically contoured populations when it is apriori suspected that the location vectors of the two populations are equal. For the setting where the covariance structure of the populations is the same, we define the maximum likelihood, Stein-type shrinkage and positive-rule shrinkage estimators. The exact expressions for the bias and quadratic risk functions of the estimators are derived. The comparison of the quadratic risk functions reveals the dominance of the Stein-type estimators if p ≥ 3. A graphical illustration of the risk functions under a “typical” member of the elliptically contoured family of distributions is provided to confirm the analytical results.     

On the behaviour of some transforms of the sample correlation coefficient in samples from the bivariate t and the bivariate X2distribution

The present paper studies the normality of five transformations suggested in the literature to normalize the sample correlation coefficient. The parent populations are the bivariate t and the bivariate X ²The results in the previous work of Subrahmaniam and Gajjar are exploited to assess their performance. The density estimation procedure of Tarter and Kronmal is used to provide empiric support to the asymptotic results     

Phase I Analysis of Multiple Linear Regression Profiles

This article considers the Phase I analysis of data when the quality of a process or product is characterized by a multiple linear regression model. This is usually referred to as the analysis of linear profiles in the statistical quality control literature. The literature includes several approaches for the analysis of simple linear regression profiles. Little work, however, has been done in the analysis of multiple linear regression profiles. This article proposes a new approach for the analysis of Phase I multiple linear regression profiles. Using this approach, regardless of the number of explanatory variables used to describe it, the profile response is monitored using only three parameters, an intercept, a slope, and a variance. Using simulation, the performance of the proposed method is compared to that of the existing methods for monitoring multiple linear profiles data in terms of the probability of a signal. The advantage of the proposed method over the existing methods is greatly improved detection of changes in the process parameters of linear profiles with high-dimensional space. The article also proposes useful diagnostic aids based on F-statistics to help in identifying the source of profile variation and the locations of out-of-control samples. Finally, the use of multiple linear profile methods is illustrated by a data set from a calibration application at National Aeronautics and Space Administration (NASA) Langley Research Center.     

A Double Multivariate Exponentially Weighted Moving Average (dMEWMA) Control Chart for a Process Location Monitoring

A new control scheme, dMEWMA, for detecting shifts in the mean vector of multivariately normally distributed quality characteristics is presented. It is shown that the ARL performance of dMEWMA depends on the mean and variance-covariance matricies only through the non-centrality parameter value. Through Monte Carlo simulations, the performance of dMEWMA for detecting various shifts is compared to the competing control schemes, MEWMA and Hotelling's χ². It is concluded that dMEWMA outperforms MEWMA and Hotelling's χ² control schemes for small and larger shifts. In comparison to MEWMA control schemes, dMEWMA schemes are optimal for larger values of the smoothing parameter λ and perform much better for very small shifts in the process mean. Finally, an example to illustrate the construction of the dMEWMA control scheme is introduced.     

感受善良和智慧完美统一的灵魂——赛珍珠故居行

美国费城的赛珍珠故居以及故居博物馆的陈列物品,从不同侧面阐述了夫人一生在文学创作和社会公益事业上所做出的贡献,向人们展示了一个充满爱心的女性,一位文品与人品高度融合、善良与智慧完美统一的伟大作家,"一座沟通东西方文明的人桥"。赛珍珠的文品人品及其人生境界的高度,展现了她永不褪色的"珍珠"般的美丽。     

Origin法拟合Ni2FeAl超顺磁性的研究

Heusler合金Ni2FeAl甩带样品具有超顺磁性,铁磁相和顺磁相在高于Blocking温度时共存.本文运用M. Pissas 等人对铁磁和顺磁相的研究方法,对Ni2FeAl的超顺磁现象进行Origin拟合研究,表明随着温度的增加系数α不断增大,铁磁在向顺磁转变,但仍处在超顺磁范围内.