On constructing T 2 control charts for retrospective examination

In this paper we consider the issue of constructing retrospective T ² control chart limits so as to control the overall probability of a false alarm at a specified value. We describe an exact method for constructing the control limits for retrospective examination. We then consider Bonferroni-adjustments to Alt's control limit and to the standard x ² control limit as alternatives to the exact limit since it is computationally cumbersome to find the exact limit. We present the results of some simulation experiments that are carried out to compare the performance of these control limits. The results indicate that the Bonferroni-adjusted Alt's control limit performs better that the Bonferroni-adjusted x ² control limit. Furthermore, it appears that the Bonferroni-adjusted Alt's control limit is more than adequate for controlling the overall false alarm probability at a specified value.     

Multivariate Kendall's tau for change‐point detection in copulas

Statistical procedures for the detection of a change in the dependence structure of a series of multivariate observations are studied in this work. The test statistics that are proposed are $L_1$ , $L_2$ , and $L_{\infty }$ distances computed from vectors of differences of Kendall's tau; two multivariate extensions of Kendall's measure of association are used. Since the distributions of these statistics under the null hypothesis of no change depend on the unknown underlying copula of the vectors, a procedure based on the multiplier central limit theorem is used for the computation of p‐values; the method is shown to be valid both asymptotically and for moderate sample sizes. Alternative versions of the tests that take into account possible breakpoints in the marginal distributions are also investigated. Monte Carlo simulations show that the tests are powerful under many scenarios of change‐point. In addition, two estimators of the time of change are proposed and their efficiency is carefully studied. The methodologies are illustrated on simulated series from the Canadian Regional Climate Model. The Canadian Journal of Statistics 41: 65–82; 2013 © 2012 Statistical Society of Canada     

Tests for Symmetry Based on the One-Sample Wilcoxon Signed Rank Statistic

ABSTRACT

The one-sample Wilcoxon signed rank test was originally designed to test for a specified median, under the assumption that the distribution is symmetric, but it can also serve as a test for symmetry if the median is known. In this article we derive the Wilcoxon statistic as the first component of Pearson's X ² statistic for independence in a particularly constructed contingency table. The second and third components are new test statistics for symmetry. In the second part of the article, the Wilcoxon test is extended so that symmetry around the median and symmetry in the tails can be examined seperately. A trimming proportion is used to split the observations in the tails from those around the median. We further extend the method so that no arbitrary choice for the trimming proportion has to be made. Finally, the new tests are compared to other tests for symmetry in a simulation study. It is concluded that our tests often have substantially greater powers than most other tests.     

Regression model with elliptically contoured errors

For the regression model y=X β+ε where the errors follow the elliptically contoured distribution, we consider the least squares, restricted least squares, preliminary test, Stein-type shrinkage and positive-rule shrinkage estimators for the regression parameters, β.

We compare the quadratic risks of the estimators to determine the relative dominance properties of the five estimators.     

Optimal orthogonal block designs for four-mixture components in two blocks based on F-squares for Becker's models and K-model

Orthogonal block designs in mixture experiments have been extensively studied by various authors. Aggarwal et al. [M.L. Aggarwal, P. Singh, V. Sarin, and B. Husain, Mixture designs in orthogonal blocks using F-squares, METRON – Int. J. Statist. LXVII(2) (2009), pp. 105–128] considered the case of components assuming the same volume fractions and obtained mixture designs in orthogonal blocks using F-squares. In this paper, we have used the class of designs presented by Aggarwal et al. and have obtained D-, A- and E-optimal orthogonal block designs for four components in two blocks for Becker's mixture models and K-model, respectively. Orthogonality conditions for the considered models are also given.     

Importance of the prior mass for agreement between frequentist and Bayesian approaches in the two-sided test

We study distributional properties of generalized order statistics (gos) related by a random shift or scaling scheme in the continuous and discrete case, respectively. In the continuous case, we obtain new characterizations of distributions relating non-neighbouring gos extending some results given in the literature for the neighbouring cases. On the other hand, in the discrete case, we investigate the existence and uniqueness of a discrete parent distribution supported on the integers whose gos are related by a random translation.     

Kolmogorov–Smirnov,Fluctuation, and Z g Tests for Convergence of Markov Chain Monte Carlo Draws

We examine the sizes and powers of three tests of convergence of Markov Chain Monte Carlo draws: the Kolmogorov–Smirnov test, fluctuation test, and Geweke's test. We show that the sizes and powers are sensitive to the existence of autocorrelation in the draws. We propose a filtered test that is corrected for autocorrelation. We present a numerical illustration using the Federal funds rate.     

社会性别视角下少数民族妇女在边疆生态治理中的作用分析——基于对怒江傈僳族的调查

本文在对国内外以社会性别视角进行的生态研究进行梳理的基础上,深入分析了历史上中缅边境北段怒江峡谷中以傈僳族为主体的少数民族妇女在地方民族社会发展进程中为当地生态平衡所做的重要贡献。同时,对在社会转型和边疆农业女性化的现实背景下傈僳族妇女在与生态环境互动的诸多细节进行了深入的调研分析,进而认为妇女与环境的关系必须要放在具体的经济和社会发展的语境中阐释,环境治理中应为少数民族妇女提供发挥能动性的平台,并强调社会性别分析对边疆生态环境治理的积极意义,以及少数民族妇女在边疆地区生态安全的建设过程中所发挥的独特而重要的作用。     

Rewriting dominant narratives of the academy: women faculty of color and identity management

Drawing on Delgado and Yosso’s counterstory, Yosso’s community cultural wealth, and Alsup’s borderland discourses, the authors, who are women of color academics, use narratives from their lives to discuss the ways in which they draw on resources in managing and reconfiguring their multiple identities within the academy. These include identities of scholars, mentors, teachers, community members, mothers, and partners. They suggest that rather than merely being socialized into cultural reproduction, as much of the literature oriented toward women of color advises them to do in order to become successful, they seek to actually engage in transforming their roles and that of the academy by consciously and repeatedly making present and visible facets of identity that have previously been more-or-less absent in higher education. By presenting these counter-narratives the authors attempt to engage with ways of self-positioning that are, especially for women of color in academia, not frequently discussed or presented.     

Migrant women’s economic success in Russia: objective reality and subjective assessment

This study contributes to the growing body of literature on the outcomes of labour migration by focusing on the effects of migrant legal status on the economic and perceptual measures of migration success. To study the effects of legal status, we use a sample of Central Asian migrant women who work in Russia and of their native counterparts who occupy the same positions on the labour market. Similar to the studies in the developed settings, we find that a temporary legal status is associated with an earnings penalty and that permanent legal status corrects this earning disparity. We also find that both temporary and permanent migrant status is positively associated with perceptions of pay inequality but that, irrespective of these perceptions, both types of migrants are more likely to be satisfied with their jobs than natives. We interpret these findings within the legal and social context of migrant economic incorporation in Russia and relate them to the findings from other migrant-receiving settings.