MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated

In this paper, we analytically derive the exact formula for the mean squared error (MSE) of two weighted average (WA) estimators for each individual regression coefficient. Further, we execute numerical evaluations to investigate small sample properties of the WA estimators, and compare the MSE performance of the WA estimators with the other shrinkage estimators and the usual OLS estimator. Our numerical results show that (1) the WA estimators have smaller MSE than the other shrinkage estimators and the OLS estimator over a wide region of parameter space; (2) the range where the relative MSE of the WA estimator is smaller than that of the OLS estimator gets narrower as the number of explanatory variables k increases.     

新疆维吾尔自治区死亡水平的演变规律及分布特征分析

本文根据《新疆辉煌50年》及三次人口普查数据,分析了新疆维吾尔自治区历年来死亡率、死亡人数、死亡率模式、平均预期寿命等指标的演变过程及分布特征,试图揭示新疆维吾尔自治区死亡水平的内在变动规律,为计划生育及相关政府部门制定政策提供依据。     

一种简单有效的二项分布比例参数似然比置信区间的求法

对二项分布比例参数p的似然比置信区间,提出一种简便求解方法。在平均覆盖率、平均区间长度及区间长度的95%置信区间准则下与WScore、Plus4、Jeffreys置信区间进行模拟比较。试验表明,在二项分布b(n,p)的参数n≥20且p∈(0.1,0.9)时,该方法获取的似然比置信区间性能优良。当点估计p值不是接近于0或1且n≥20时,推荐使用本方法获取p的置信区间。     

New V control chart for the Maxwell distribution

Control charts have been popularly used as a user-friendly yet technically sophisticated tool to monitor whether a process is in statistical control or not. These charts are basically constructed under the normality assumption. But in many practical situations in real life this normality assumption may be violated. One such non-normal situation is to monitor the process variability from a skewed parent distribution where we propose the use of a Maxwell control chart. We introduce a pivotal quantity for the scale parameter of the Maxwell distribution which follows a gamma distribution. Probability limits and L-sigma limits are studied along with performance measure based on average run length and power curve. To avoid the complexity of future calculations for practitioners, factors for constructing control chart for monitoring the Maxwell parameter are given for different sample sizes and for different false alarm rate. We also provide simulated data to illustrate the Maxwell control chart. Finally, a real life example has been given to show the importance of such a control chart.     

Monitoring the coefficient of variation using a variable sample size and sampling interval control chart

This article proposes a CV chart by using the variable sample size and sampling interval (VSSI) feature to improve the performance of the basic CV chart, for detecting small and moderate shifts in the CV. The proposed VSSI CV chart is designed by allowing the sample size and the sampling interval to vary. The VSSI CV chart's statistical performance is measured by using the average time to signal (ATS) and expected average time to signal (EATS) criteria and is compared with that of existing CV charts. The Markov chain approach is employed in the design of the chart.     

‘There it will be better … ’: Southern Sudanese in Khartoum imagining a new ‘home’ away from ‘home’

At the time of the research, Khartoum was a multi-ethnic and multinational metropolis of 8 million people. A considerable part of the population consists of Southern Sudanese migrants and displaced persons that came during the 20 years plus of civil war in South Sudan to the capital. These people were categorised after the Comprehensive Peace Agreement (CPA), as displaced people regardless as to whether they come to the capital as labour migrants, students or because of the war to the capital. The notion of displacement assumes that they are people who are ‘out of place’: thereby assuming a former situation of being in place, a place that can be called ‘home’. After the CPA from 2005, this frequently only imagined home became a real place for the IDP’s to which they are supposed to go back. Yet, many migrants and displaced people are reluctant to move to Southern Sudan. Their decision about going to the South or staying in Khartoum depends not only on the opportunities and perspectives in their respective ‘home’ areas but also on the perceptions of belonging and identity. The imaginations and aspirations about the future life in South Sudan, which I analyse in this article, reflect this ambivalent positioning.     

Program Evaluation and Causal Inference With High‐Dimensional Data

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data‐rich environments. We can handle very many control variables, endogenous receipt of treatment, heterogeneous treatment effects, and function‐valued outcomes. Our framework covers the special case of exogenous receipt of treatment, either conditional on controls or unconditionally as in randomized control trials. In the latter case, our approach produces efficient estimators and honest bands for (functional) average treatment effects (ATE) and quantile treatment effects (QTE). To make informative inference possible, we assume that key reduced‐form predictive relationships are approximately sparse. This assumption allows the use of regularization and selection methods to estimate those relations, and we provide methods for post‐regularization and post‐selection inference that are uniformly valid (honest) across a wide range of models. We show that a key ingredient enabling honest inference is the use of orthogonal or doubly robust moment conditions in estimating certain reduced‐form functional parameters. We illustrate the use of the proposed methods with an application to estimating the effect of 401(k) eligibility and participation on accumulated assets. The results on program evaluation are obtained as a consequence of more general results on honest inference in a general moment‐condition framework, which arises from structural equation models in econometrics. Here, too, the crucial ingredient is the use of orthogonal moment conditions, which can be constructed from the initial moment conditions. We provide results on honest inference for (function‐valued) parameters within this general framework where any high‐quality, machine learning methods (e.g., boosted trees, deep neural networks, random forest, and their aggregated and hybrid versions) can be used to learn the nonparametric/high‐dimensional components of the model. These include a number of supporting auxiliary results that are of major independent interest: namely, we (1) prove uniform validity of a multiplier bootstrap, (2) offer a uniformly valid functional delta method, and (3) provide results for sparsity‐based estimation of regression functions for function‐valued outcomes.     

关于弱化缓冲算子的研究

通过对缓冲算子的研究,构造了几何平均弱化缓冲算子GAWBO、加权平均弱化缓冲算子WAWBO、加权几何平均弱化缓冲算子WGAWBO等若干个具有普遍意义的实用弱化算子,并研究了其特性及各种弱化缓冲算子之间的内在关系,从而使序列前一部分增长(衰减)速度过快,而后一部分增长(衰减)速度过缓的冲击扰动系统数据序列在建模预测过程中常常出现的定量预测结果与定性分析结论不符的问题得到有效解决。     

供应链环境下合作预测效果的分析

本文定量分析了供应链中合作预测对需求长鞭效应的减小作用,在多节点企业所组成的供应链中,合作预测对订单量的波动和需求预测误差的波动起到积极的抑制作用。本文通过理论研究和数值分析的结果表明,供应链信息共享和合作预测能够控制需求流动现象。     

A study on cyclic bandwidth sum

Suppose G is a graph of p vertices. A proper labeling f of G is a one-to-one mapping f:V(G)→{1,2,…,p}. The cyclic bandwidth sum of G with respect to f is defined by CBS _f (G)=∑ _uv∈E(G)|f(v)−f(u)| _p , where |x| _p =min {|x|,p−|x|}. The cyclic bandwidth sum of G is defined by CBS(G)=min {CBS _f (G): f is a proper labeling of G}. The bandwidth sum of G with respect to f is defined by BS _f (G)=∑ _uv∈E(G)|f(v)−f(u)|. The bandwidth sum of G is defined by BS(G)=min {BS _f (G): f is a proper labeling of G}. In this paper, we give a necessary and sufficient condition for BS(G)=CBS(G), and use this to show that BS(T)=CBS(T) when T is a tree. We also find cyclic bandwidth sums of complete bipartite graphs. Dedicated to Professor Frank K. Hwang on the occasion of his 65th birthday. Supported in part by the National Science Council under grants NSC91-2115-M-156-001.