Random translation of discrete order statistics

We investigate the existence and uniqueness of a discrete parent distribution supported on the integers whose order statistics are related by a random translation. We also provide some examples using the constructive method that we propose.     

The S-estimator in the change-point random model with long memory

This paper considers two-phase random design linear regression models. Errors and regressors are stationary long-range-dependent Gaussian processes. The regression parameters, the scale parameter and the change-point are estimated using a method introduced by Rousseeuw and Yohai [Robust regression by means of S-estimators, in Robust and Nonlinear Time Series Analysis, J. Franke, W. Hrdle, and R.D. Martin, eds., Lecture Notes in Statistics, Vol. 26, Springer, New York, 1984, pp. 256–272], which is called the S-estimator and has the property be more robust than the classical estimators in the sense that the outliers do not bias the estimation results. Some asymptotic results, including the strong consistency and the convergence rate of the S-estimator are proved. Simulations and an application to the Nile River data are also presented. It is shown via Monte Carlo simulations that the S-estimator is better than two other estimators that are proposed in the literature.     

Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes

We propose a sparse coefficient estimation and automated model selection procedure for autoregressive processes with heavy-tailed innovations based on penalized conditional maximum likelihood. Under mild moment conditions on the innovation processes, the penalized conditional maximum likelihood estimator satisfies a strong consistency, O_P(N^?1/2) consistency, and the oracle properties, where N is the sample size. We have the freedom in choosing penalty functions based on the weak conditions on them. Two penalty functions, least absolute shrinkage and selection operator and smoothly clipped average deviation, are compared. The proposed method provides a distribution-based penalized inference to AR models, which is especially useful when the other estimation methods fail or under perform for AR processes with heavy-tailed innovations [Feigin, Resnick. Pitfalls of fitting autoregressive models for heavy-tailed time series. Extremes. 1999;1:391–422]. A simulation study confirms our theoretical results. At the end, we apply our method to a historical price data of the US Industrial Production Index for consumer goods, and obtain very promising results.     

Efficient Estimation of an Additive Quantile Regression Model

Abstract. In this paper, two non‐parametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a more viable alternative to existing kernel‐based approaches. The second estimator involves sequential fitting by univariate local polynomial quantile regressions for each additive component with the other additive components replaced by the corresponding estimates from the first estimator. The purpose of the extra local averaging is to reduce the variance of the first estimator. We show that the second estimator achieves oracle efficiency in the sense that each estimated additive component has the same variance as in the case when all other additive components were known. Asymptotic properties are derived for both estimators under dependent processes that are strictly stationary and absolutely regular. We also provide a demonstrative empirical application of additive quantile models to ambulance travel times.     

A quantile-based study on ageing intensity function

Jiang, Ji, and Xiao (2003 Jiang, R., P. Ji, and X. Xiao. 2003. Aging property of unimodal failure rate models. Reliability Engineering and System Safety 79(1):113–6.[Crossref], [Web of Science ®] , [Google Scholar]) has introduced a quantitative measure known as the ageing intensity function for evaluating the ageing properties of a component/system. In recent years, there has been a great interest on the study of quantile function, an equivalent alternative to the distribution function approach. Unlike the distribution function approach, the quantile method possess some unique properties (see Gilchrist 2000 Gilchrist, W. 2000. Statistical modelling with quantile functions. Boca Raton, Florida: Chapman and Hall/CRC.[Crossref] , [Google Scholar], Nair, Sankaran, and Balakrishnan 2013 Nair N. U., P. G. Sankaran, N. Balakrishnan. 2013. Quantile-based reliability concepts. In: Quantile-Based Reliability Analysis. Statistics for Industry and Technology. New York, NY: Birkhäuser.[Crossref] , [Google Scholar]). Motivated with this, in the present paper we introduce a quantile-based ageing intensity function and study its various ageing properties. We also study some stochastic comparison of random variables based on the proposed measure.     

Large sample behavior of the Bernstein copula estimator

Bernstein polynomial estimators have been used as smooth estimators for density functions and distribution functions. The idea of using them for copula estimation has been given in Sancetta and Satchell (2004). In the present paper we study the asymptotic properties of this estimator: almost sure consistency rates and asymptotic normality. We also obtain explicit expressions for the asymptotic bias and asymptotic variance and show the improvement of the asymptotic mean squared error compared to that of the classical empirical copula estimator. A small simulation study illustrates this superior behavior in small samples.     

俄语名词的计量特征研究

传统语法主要采用定性方法对语言作出描述,而计量语言学采用统计方法,利用（经过句法标注的）语料库对语言进行定量分析,是对语言进行精确研究的有效途径。以俄罗斯科学院编制的STR树库为数据来源,通过从树库中提取由名词充当支配词构成的名词性结构的相关数据,对名词性结构的基本类型、词序特征及其句法功能进行统计分析,得到了三个研究结果：一是验证了传统语法中已有的定论;二是使这些定论得到了更为精确的阐释;三是发现了传统研究方法难以发现的一些俄语名词的结构规律。由此可见,采用计量方法对词类的句法进行研究,不仅可以从定量的角度对传统语法中的有关论述加以补充与完善,而且具有语言类型学的意义。     

高职可持续发展的基础：“双师型”师资队伍建设

加强教师队伍建设是教育事业发展最重要的基础工作。高等职业教育同时具有＂高等教育＂和＂职业教育＂的双重属性,因此加强＂双师型＂师资队伍建设是高等职业教育事业发展的最重要的基础工作,对高等职业教育的可持续发展具有十分重要的意义。     

橡胶缓冲垫受偏心冲击特性的数值研究

气动钉枪缓冲垫在工作过程中常受到来自枪针组件的偏心冲击。文章以气动钉枪工作状态为基础,通过ANSYS/LS-DYNA软件对缓冲垫承受偏心冲击的特性进行数值模拟研究。研究表明,在偏心冲击下,橡胶缓冲垫的损坏将加剧,提高枪针组件的对中性将有助于橡胶缓冲垫寿命的提高     

网络阅读与期刊特性

网络阅读对传统期刊已经构成了严重的挑战,但期刊的特性并没有泯灭.这些特性中的弹性、时间因素(关联着阅读的即时性)和空间因素(关联于阅读中的休闲),使传统期刊在面对电子技术挑战时有可能找到一条新的出路.