Linear estimation for the extended exponential power distribution

Tiao and Lund [The use of OLUMV estimators in inference robustness studies of the location parameter of a class of symmetric distributions. J Amer Statist Assoc. 1970;65(329):370–386] tabulated the coefficients of the best linear unbiased estimators (BLUEs) of location and scale for a particular family of symmetric distributions. This family was a reparameterization of the extended exponential power distribution (EEPD) with the shape parameter restricted to be greater than or equal to one. In this work, we consider the BLU estimation of the location and scale parameters of the EEPD when the shape parameter is one-third and one-half. We obtain closed-form expressions for the single and product moments of the order statistics when the shape parameter is in general in the form of a reciprocal of an integer. These expressions are then used to determine the BLUEs and the corresponding variances for complete samples of size 20 and less. We consider some other linear estimators of the location and scale parameters and then compare them with the BLUEs. Finally, we present a numerical example to illustrate the developed results.     

Estimation of the extended Weibull parameters and acceleration factors in the step-stress accelerated life tests under an adaptive progressively hybrid censoring data

ABSTRACT

Based on the tampered failure rate model under the adaptive Type-II progressively hybrid censoring data, we discuss the maximum likelihood estimators of the unknown parameters and acceleration factors in the general step-stress accelerated life tests in this paper. We also construct the exact and unique confidence interval for the extended Weibull shape parameter. In the numerical analysis, we describe the simulation procedures to obtain the adaptive Type-II progressively hybrid censoring data in the step-stress accelerated life tests and present an experimental data to illustrate the performance of the estimators.     

Quantile regression in longitudinal studies with dropouts and measurement errors

ABSTRACT

Quantile regression models, as an important tool in practice, can describe effects of risk factors on the entire conditional distribution of the response variable with its estimates robust to outliers. However, there is few discussion on quantile regression for longitudinal data with both missing responses and measurement errors, which are commonly seen in practice. We develop a weighted and bias-corrected quantile loss function for the quantile regression with longitudinal data, which allows both missingness and measurement errors. Additionally, we establish the asymptotic properties of the proposed estimator. Simulation studies demonstrate the expected performance in correcting the bias resulted from missingness and measurement errors. Finally, we investigate the Lifestyle Education for Activity and Nutrition study and confirm the effective of intervention in producing weight loss after nine month at the high quantile.     

Bivariate deconvolution with SIMEX: an application to mapping Alaska earthquake density

Constructing spatial density maps of seismic events, such as earthquake hypocentres, is complicated by the fact that events are not located precisely. In this paper, we present a method for estimating density maps from event locations that are measured with error. The estimator is based on the simulation–extrapolation method of estimation and is appropriate for location errors that are either homoscedastic or heteroscedastic. A simulation study shows that the estimator outperforms the standard estimator of density that ignores location errors in the data, even when location errors are spatially dependent. We apply our method to construct an estimated density map of earthquake hypocenters using data from the Alaska earthquake catalogue.     

Measurement error effect on the CUSUM control chart

The performance of the cumulative sum (CUSUM) control chart for the mean when measurement error exists is investigated. It is shown that the CUSUM chart is greatly affected by the measurement error. A similar result holds for the case of the CUSUM chart for the mean with linearly increasing variance. In this paper, we consider multiple measurements to reduce the effect of measurement error on the charts performance. Finally, a comparison of the CUSUM and EWMA charts is presented and certain recommendations are given.     

Bias-corrected random forests in regression

It is well known that random forests reduce the variance of the regression predictors compared to a single tree, while leaving the bias unchanged. In many situations, the dominating component in the risk turns out to be the squared bias, which leads to the necessity of bias correction. In this paper, random forests are used to estimate the regression function. Five different methods for estimating bias are proposed and discussed. Simulated and real data are used to study the performance of these methods. Our proposed methods are significantly effective in reducing bias in regression context.     

儿童识别和修复交际失败的实验研究

运用关联理论、会话含义理论,从微观角度分析汉语儿童在理解话语时可能出现的交际失败。采用Baosco等人提出的分类方法,通过实验方式对40个就读于小学一年级的中国儿童识别和修复交际失败的情况进行分析,以期探讨中国儿童识别和修复不同类型交际失败时在难度方面的差异性。     

秦简所见田租的征收

根据新发现的秦简可知,井田制破坏之后,秦国实行授田制,田租征收采取了寓"公田"于"私田"之中的办法,由田部官吏按照一定的比例(1/10)从各户田地中划出一部分作为"税田","税田"上的收获物作为"田租"全部上缴。这种田租属于分成租而非定额租。     

国际承认与国家身份建构的全球治理

2008年科索沃单方面宣布独立。2010年国际法院发表科索沃单方面宣布独立不违反国际法的咨询意见。科索沃尚未获得国际社会的广泛承认, 能够参与具体、现实的国际关系的程度和范围是有限的。国际承认对于国家身份建构有着极为重要的证据确认作用。国家建构是一种国际主体身份的获得与拥有, 宣布独立事关国际社会整体利益和秩序。国际承认构成对国家身份建构秩序进行全球治理的基本内容和方法。主权国家、国际组织等应当根据现有的国际法原则、观念及其变化发展, 负责任地采取行动。