Convex rearrangements,generalized Lorenz curves,and correlated Gaussian data

We propose a statistical index for measuring the fluctuations of a stochastic process ξ$\xi$. This index is based on the generalized Lorenz curves and (modified) Gini indices of econometric theory.     

Bayesian model selection for D‐vine pair‐copula constructions

In recent years analyses of dependence structures using copulas have become more popular than the standard correlation analysis. Starting from Aas et al. ( 2009 ) regular vine pair‐copula constructions (PCCs) are considered the most flexible class of multivariate copulas. PCCs are involved objects but (conditional) independence present in data can simplify and reduce them significantly. In this paper the authors detect (conditional) independence in a particular vine PCC model based on bivariate t copulas by deriving and implementing a reversible jump Markov chain Monte Carlo algorithm. However, the methodology is general and can be extended to any regular vine PCC and to all known bivariate copula families. The proposed approach considers model selection and estimation problems for PCCs simultaneously. The effectiveness of the developed algorithm is shown in simulations and its usefulness is illustrated in two real data applications. The Canadian Journal of Statistics 39: 239–258; 2011 © 2011 Statistical Society of Canada     

Uncovering peer effects mechanisms with weight outcomes using spatial econometrics

Research about how peers influence weight outcomes among adolescents has yielded mixed findings. This paper seeks to not only estimate these peer effects, but also to distinguish between two mechanisms: social multiplier effects and social norm effects. After estimating an augmented spatial autoregressive model using data from the National Longitudinal Study of Adolescent to Adult Health Survey, this study finds significant peer interactions in body mass index, which can be explained by both mechanisms of peer influence; the social norm effect is much larger than the social multiplier effect. The estimated peer effects for overweight and obesity statuses suggest that peer effects are important for overweight status but not for obesity status, and peer influence for overweight status appears to operate solely through social multiplier effect. These findings provide important information for the design of obesity-prevention interventions in schools.     

The impact of India’s food security policy on domestic and international rice market

Food security policy making in India is at crossroads. India has emerged as a leading rice exporter. The Government of India has introduced the National Food Security Act which requires 33.6 million tons of rice per year for its public food distribution system. In this study, we modeled India’s rice market and analyzed policy implications of the long-term impact of India’s food security act on domestic and international rice market. We developed a structural economic demand and supply model for India’s rice market and further added subsidy equations to trace the consequence of National Food Security Act on domestic rice consumption and on the international market. We specifically focus on three different scenarios: subsidy as price effect, subsidy as inelastic income effect, and subsidy as elastic income effect under the broader framework of National Food Security Act. We found that at the end of the projection period (2024–2025), as a result of rice subsidy program, the consumption of rice increases significantly in the case of price effect while the inelastic income effect has no or less impact on production, consumption, and export of rice. Hence, the policy implication of our study is that if the objective of the National Food Security Act is to increase consumption then it needs to be implemented as price effect.     

Non‐parametric interval estimation for the partial area under the ROC curve

Accurate diagnosis of disease is a critical part of health care. New diagnostic and screening tests must be evaluated based on their abilities to discriminate diseased conditions from non‐diseased conditions. For a continuous‐scale diagnostic test, a popular summary index of the receiver operating characteristic (ROC) curve is the area under the curve (AUC). However, when our focus is on a certain region of false positive rates, we often use the partial AUC instead. In this paper we have derived the asymptotic normal distribution for the non‐parametric estimator of the partial AUC with an explicit variance formula. The empirical likelihood (EL) ratio for the partial AUC is defined and it is shown that its limiting distribution is a scaled chi‐square distribution. Hybrid bootstrap and EL confidence intervals for the partial AUC are proposed by using the newly developed EL theory. We also conduct extensive simulation studies to compare the relative performance of the proposed intervals and existing intervals for the partial AUC. A real example is used to illustrate the application of the recommended intervals. The Canadian Journal of Statistics 39: 17–33; 2011 © 2011 Statistical Society of Canada     

Migration as a source of growth: The perspective of a developing country

This paper analyses the dynamics of migratory flows and growth in a developing economy. We show that when workers freely choose their location, some natives can rationally decide to return to their home country after they have accumulated a certain amount of knowledge abroad, while some prefer to stay permanently in the same economy (either at home or abroad). We point out that worker mobility can have an expansionary effect on the developing economy. Moreover, we show that in the long-run, as the sending economy develops, fewer natives are likely to emigrate and more migrants are likely to return. Received: 7 December 2000/Accepted: 25 April 2001     

浅析15世纪汉朝佛经翻译

以《楞严经 (卷十 )》为主要分析材料 ,《金刚经》为补充材料 ,从当时佛经翻译中出现的汉字词和固有词 ,直译和意译 ,翻译技巧的使用状况和朝鲜语语序排列的特点 ,分析 1 5世纪朝鲜人的翻译思想、翻译原则和翻译技巧。     

Laws of large numbers for bootstrappedU-statistics

For the bootstrapped mean, a strong law of large numbers is obtained under the assumption of finiteness of the rth moment, for some r>1, and a weak law of large numbers is obtained under the finiteness of the first moment. The results are then extended to bootstrapped U-statistics under parallel conditions. Stochastic convergence of the jackknifed estimator of the variance of a bootstrapped U-statistic is proved. The asymptotic normality of the bootstrapped pivot and the bias of the bootstrapped U-statistic are indicated.     

An exact decomposition for a class of exponential dispersion models: Application to sequential testing

We define the Wishart distribution on the cone of positive definite matrices and an exponential distribution on the Lorentz cone as exponential dispersion models. We show that these two distributions possess a property of exact decomposition, and we use this property to solve the following problem: given q samples (y_il,… y_iNj), i = l,…,q, from a N(μ_i,Σ_i,) distribution, test H:Σ₁ = Σ₂ = … = σ_q. Using the exact decomposition property, the classical test statistic for H, involving q parameters p_i = (N_i, - l)/2, i = 1,…,q, is replaced by a sequence of q - l test statistics for the sequence of tests H_i,:σ₁ =σ₂ = … =σ_i given that H_i-1 is true, i = 2,…,q. Each one of these test statistics involves two parameters only, p._i-1 = p₁ + … + p_i-1 and p_i. We also use the exact decomposition property to test equality of the “direction parameters” for q sample points from the exponential distribution on the Lorentz cone. We give a table of critical values for the distribution on the three-dimensional Lorentz cone. Tables of critical values in higher dimensions can easily be computed following the same method as in dimension three.