Cumulative correspondence analysis using orthogonal polynomials

Taguchi's statistic has long been known to be a more appropriate measure of association of the dependence for ordinal variables compared to the Pearson chi-squared statistic. Therefore, there is some advantage in using Taguchi's statistic in the correspondence analysis context when a two-way contingency table consists at least of an ordinal categorical variable. The aim of this paper, considering the contingency table with two ordinal categorical variables, is to show a decomposition of Taguchi's index into linear, quadratic and higher-order components. This decomposition has been developed using Emerson's orthogonal polynomials. Moreover, two case studies to explain the methodology have been analyzed.     

对华北油田勘探历程的再认识

华北油田是我国最早发现古潜山海相碳酸盐岩油气藏的地方,也是产量骤起骤降幅度最大的一个油田,它的勘探过程中蕴含着太多丰富的经验值得总结.从任4井发现的细节入手进行回顾,对华北油田勘探经验中的古潜山、碳酸盐岩、震旦系灰岩等关键问题进行了深入思考.指出按有机成油论的学说很难将华北油田的历史经验深入总结下去,应按无机成油论的观点,对华北油田的历史经验进行再认识.     

Optimal designs for additive mixture model with heteroscedastic errors

This paper presents a study of D- and A-optimality of direct sum designs for additive mixture models when the errors are heteroscedastic. Sufficient conditions are given so that D- and A-optimal designs for additive mixture models can be constructed from the D- and A-optimal designs for homogeneous models in sub-mixture systems.     

美国视频通信市场的转型——付费视频内容转向互联网

本文概述了当前美国有线电视行业／付费视频行业的局势，以及一些重要问题和面临的挑战，展望了未来的视频市场，概述了一个未来视频／宽带市场的战略愿景，然后回归到政策建议及具体的立法和管制行动。这将帮助我们在最短的、可操作的时间内通向一个开放的、非歧视性的、无处不在的宽带网络。     

1517年伦敦五朔节骚乱原因初探

1517年发生的伦敦五朔节骚乱属于典型的群体性突发事件。它是在近代早期英国经济快速发展与城市社会关系日趋复杂的背景下发生的。因经济竞争而引发的民族排外情绪是骚乱发生的思想动力；学徒处境地位的恶化则是骚乱发生的主要原因；自负、偏狭的民族心理成为了骚乱的助推力；政府处置措施的不当则诱发了骚乱的发生。多种因素综合作用使得五朔节骚乱得以突然发生。     

Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models

In this study, we develop nonparametric analysis of deviance tools for generalized partially linear models based on local polynomial fitting. Assuming a canonical link, we propose expressions for both local and global analysis of deviance, which admit an additivity property that reduces to analysis of variance decompositions in the Gaussian case. Chi-square tests based on integrated likelihood functions are proposed to formally test whether the nonparametric term is significant. Simulation results are shown to illustrate the proposed chi-square tests and to compare them with an existing procedure based on penalized splines. The methodology is applied to German Bundesbank Federal Reserve data.     

Group Benefit and Protection of Pediatric Research Subjects: Grimes v. Kennedy Krieger and the Lead Abatement Study

The Maryland Court of Appeals in Grimes v. Kennedy Krieger Institute was sharply critical of the lead abatement study conducted by this Institute, an affiliate of Johns Hopkins University. Grimes ruled that investigators might, given the facts of the case, have a special relationship with subjects, thereby creating a duty of care that could, if breached, give rise to an action in negligence. This ruling has implications for pediatric research practices and long-standing disputes among informed people of good will about what pediatric studies should be permitted.     

A model with long-term survivors: negative binomial Birnbaum-Saunders

Abstract

We propose a cure rate survival model by assuming that the number of competing causes of the event of interest follows the negative binomial distribution and the time to the event of interest has the Birnbaum-Saunders distribution. Further, the new model includes as special cases some well-known cure rate models published recently. We consider a frequentist analysis for parameter estimation of the negative binomial Birnbaum-Saunders model with cure rate. Then, we derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes. We illustrate the usefulness of the proposed model in the analysis of a real data set from the medical area.     

Closed-form likelihood estimation for one type of affine point processes

ABSTRACT

This paper presents a closed-form likelihood approximation for one type of affine point processes widely used in financial credit risk models. We proceed by first conjecturing the concrete series form of the transition density, verifying our postulation and then establishing the related coefficients by means of Kolmogorov equations. The asymptotic properties of the maximum-likelihood estimators (MLEs) are given in the end.