A monte carlo analysis of two spectral tests of the martingale hypothesis

Summary The size, power, and robustness properties of the Kolmogorov-Smirnov and Cramér-von Mises spectral tests of the martingale (difference) hypothesis are investigated by Monte Carlo methods. The results highlight a marked superiority of the Cramér-von Mises with respect to the Kolmogorov-Smirnov test. The paper also shows that the Cramér-von Mises test is simple to compute, more general and more powerful than other converntionally used tests.     

曲面工件超声检测机器人误差补偿分析

针对曲面工件超声波检测过程中,超声检测机器人末端探头位姿误差对检测精度影响的问题。根据超声检测机器人自身特点,提出基于多关节摄动误差补偿原理逆向求解标定误差模型参数的方法,利用误差模型参数实现对检测中所有扫描点位姿误差的实时补偿,提高检测的精度。首先,应用Denavit-Hartenberg方法建立超声检测机器人的运动学模型;其次,分析超声检测机器人的误差原因和来源,并利用矩阵微分原理建立误差模型;最后,结合超声检测机器人测距功能和多关节摄动误差补偿原理得到位姿误差实时补偿方法。通过螺旋桨曲面工件扫描检测实验验证该位姿误差补偿方法的有效性。     

The World of Research Has Gone Berserk: Modeling the Consequences of Requiring “Greater Statistical Stringency” for Scientific Publication

ABSTRACT

In response to growing concern about the reliability and reproducibility of published science, researchers have proposed adopting measures of “greater statistical stringency,” including suggestions to require larger sample sizes and to lower the highly criticized “p?<?0.05” significance threshold. While pros and cons are vigorously debated, there has been little to no modeling of how adopting these measures might affect what type of science is published. In this article, we develop a novel optimality model that, given current incentives to publish, predicts a researcher’s most rational use of resources in terms of the number of studies to undertake, the statistical power to devote to each study, and the desirable prestudy odds to pursue. We then develop a methodology that allows one to estimate the reliability of published research by considering a distribution of preferred research strategies. Using this approach, we investigate the merits of adopting measures of “greater statistical stringency” with the goal of informing the ongoing debate.     

异常值对计量建模影响的典型案例

在经济计量建模过程中,异常值的影响评价与诊断问题越来越显得重要。本文旨在提供异常值对复共线性关系检验、序列相关性检验、异方差性检验、单位根检验等经济计量检验产生致命影响的典型案例,为经济计量学的教学与相关建模理论研究提供有说服力的数据资料。     

Testing for the Cointegrating Rank of a VAR Process With Structural Shifts

Tests for the cointegrating rank of a vector autoregressive process are considered that allow for possible exogenous shifts in the mean of the data-generation process. The break points are assumed to be known a priori. It is proposed to estimate and remove the deterministic terms such as mean, linear-trend term, and a shift in a first step. Then systems cointegration tests are applied to the adjusted series. The resulting tests are shown to have known limiting null distributions that are free of nuisance parameters and do not depend on the break point. The tests are applied for analyzing the number of cointegrating relations in two German money-demand systems.     

Estimation,Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models

We provide three new results concerning quasi-maximum likelihood (QML) estimators in generalized autoregressive conditional heteroskedastic in mean (GARCH-M) models. We first show that, depending on the functional form that we impose in the mean equation, the properties of the model may change and the conditional variance parameter space may be restricted, in contrast to the theory of traditional GARCH processes. Second, we also present a new test for GARCH effects in the GARCH-M context which is simpler to implement than alternative procedures such as in Beg et al. (2001 Beg , R. , Silvapulle , M. , Silvapulle , P. ( 2001 ). Tests against inequality constraints when some nuisance parameters are present only under the alternative: test of ARCH in ARCH-M models . Journal of Business and Economic Statistics 19 : 245 – 485 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]). We propose a new way of dealing with parameters that are not identified by creating composites of parameters that are identified. Third, the finite sample properties of QML estimators are explored in a restricted ARCH-M model and bias and variance approximations are found which show that the larger the volatility of the process the better the variance parameters are estimated. The invariance properties that Lumsdaine (1995 Lumsdaine , R. L. ( 1995 ). Finite sample properties of the maximum likelihood estimator in GARCH(1,1) and IGARCH(1,1) models: a Monte Carlo investigation . Journal of Business and Economic Statistics 13 ( 1 ): 1 – 10 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) proved for the traditional GARCH are shown not to hold in the GARCH-M. For those researchers who choose not to rely on the first order asymptotic approximation of our proposed test statistic, we also show how our bias expressions can be used to bias correct the QML estimates with a view to improving the finite sample performance of the test. Finally, we show how our new proposed test works in practice in an empirical economic application.     

Sequential testing with interval censored data ∗

Let X ₁,…,X _n be the lifetimes of n items put on testing at the same time. It is not possible to observe the actual lifetimes. However, it is possible to inspect the items at a finite number of time intervals. At each time of inspection, the number of failures can be recorded. Only these numbers of failures at times of inspections will be available to make decision on the distribution of the lifetimes. Decision can be made at the time of inspection. A “sequential” statistical test is developed to test the mean levels of the lifetimes when the probability distribution is assumed to be exponential. Some numerical results will be presented. The power and the expected time for the decision are compared with those for the idealized situation when each and every actual lifetime is recorded. They are also compared with those for the case when one and only one inspection is allowed to make the decision.     

Optimal predictive sample size for case–control studies

Summary.  The identification of factors that increase the chances of a certain disease is one of the classical and central issues in epidemiology. In this context, a typical measure of the association between a disease and risk factor is the odds ratio. We deal with design problems that arise for Bayesian inference on the odds ratio in the analysis of case–control studies. We consider sample size determination and allocation criteria for both interval estimation and hypothesis testing. These criteria are then employed to determine the sample size and proportions of units to be assigned to cases and controls for planning a study on the association between the incidence of a non-Hodgkin's lymphoma and exposition to pesticides by eliciting prior information from a previous study.     

高校体育课程考试体系的改革

现行高校体育课程体系存在着有些项目重复考试次数过多 ,考试重生理、轻心理等问题。应以“健康第一”为指导思想 ,以完成体育教学的两项基本任务为主要依据 ,改革现行考试体系 ,减缩运动素质项目 ,增加心理素质成份 ,取消课堂表现成绩。考试形式也应多样化     

高校学生思想品德行为量化测评浅探

在高校 ,如何提高大学生的思想政治素质 ,是值得深入探讨的重要问题。人们思想和行为的活动规律告诉我们 ,在加强马列主义、毛泽东思想、邓小平理论正面教育的同时 ,必须加强对大学生思想品德行为的规范、引导和测评。行为不仅能具体地从不同侧面反映、表现人们的思想 ,而且能对原有的思想产生影响和作用 ,促使产生新的思想和新的行为。