Nonparametric and semiparametric estimation of the three way receiver operating characteristic surface

In many situations the diagnostic decision is not limited to a binary choice. Binary statistical tools such as receiver operating characteristic (ROC) curve and area under the ROC curve (AUC) need to be expanded to address three-category classification problem. Previous authors have suggest various ways to model the extension of AUC but not the ROC surface. Only simple parametric approaches are proposed for modeling the ROC measure under the assumption that test results all follow normal distributions. We study the estimation methods of three-dimensional ROC surfaces with nonparametric and semiparametric estimators. Asymptotical results are provided as a basis for statistical inference. Simulation studies are performed to assess the validity of our proposed methods in finite samples. We consider an Alzheimer's disease example from a clinical study in the US as an illustration. The nonparametric and semiparametric modelling approaches for the three way ROC analysis can be readily generalized to diagnostic problems with more than three classes.     

A case–control study relating railroad worker mortality to diesel exhaust exposure using a threshold regression model

A case–control study of lung cancer mortality in U.S. railroad workers in jobs with and without diesel exhaust exposure is reanalyzed using a new threshold regression methodology. The study included 1256 workers who died of lung cancer and 2385 controls who died primarily of circulatory system diseases. Diesel exhaust exposure was assessed using railroad job history from the US Railroad Retirement Board and an industrial hygiene survey. Smoking habits were available from next-of-kin and potential asbestos exposure was assessed by job history review. The new analysis reassesses lung cancer mortality and examines circulatory system disease mortality. Jobs with regular exposure to diesel exhaust had a survival pattern characterized by an initial delay in mortality, followed by a rapid deterioration of health prior to death. The pattern is seen in subjects dying of lung cancer, circulatory system diseases, and other causes. The unique pattern is illustrated using a new type of Kaplan–Meier survival plot in which the time scale represents a measure of disease progression rather than calendar time. The disease progression scale accounts for a healthy-worker effect when describing the effects of cumulative exposures on mortality.     

Nonparametric control charts based on runs and Wilcoxon-type rank-sum statistics

In this article, we introduce three new distribution-free Shewhart-type control charts that exploit run and Wilcoxon-type rank-sum statistics to detect possible shifts of a monitored process. Exact formulae for the alarm rate, the run length distribution, and the average run length (ARL) are all derived. A key advantage of these charts is that, due to their nonparametric nature, the false alarm rate (FAR) and in-control run length distribution is the same for all continuous process distributions. Tables are provided for the implementation of the charts for some typical FAR values. Furthermore, a numerical study carried out reveals that the new charts are quite flexible and efficient in detecting shifts to Lehmann-type out-of-control situations.     

Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities

Under appropriate long range dependence conditions, the point process of exceedances of a stationary sequence weakly converges to a homogeneous compound Poisson point process. This limiting point process can be characterized by the extremal index and the cluster-size probabilities. In this paper we address the problem of estimating these quantities and we consider the intervals estimators introduced in Ferro and Segers [2003. Inference for clusters of extreme values. J. Roy. Statist. Soc. Ser. B 545–556] and in Ferro [2004. Statistical methods for clusters of extreme values. Ph.D. Thesis, Lancaster University]. We establish asymptotic weak convergence to Gaussian random variables and we give their asymptotic variance.     

Nonparametric estimation of the shape function in a Gamma process for degradation data

The author considers estimation under a Gamma process model for degradation data. The setting for degradation data is one in which n independent units, each with a Gamma process with a common shape function and scale parameter, are observed at several possibly different times. Covariates can be incorporated into the model by taking the scale parameter as a function of the covariates. The author proposes using the maximum pseudo‐likelihood method to estimate the unknown parameters. The method requires usage of the Pool Adjacent Violators Algorithm. Asymptotic properties, including consistency, convergence rate and asymptotic distribution, are established. Simulation studies are conducted to validate the method and its application is illustrated by using bridge beams data and carbon‐film resistors data. The Canadian Journal of Statistics 37: 102‐118; 2009 © 2009 Statistical Society of Canada     

Practical Maximum Pseudolikelihood for Spatial Point Patterns(with Discussion)

This paper describes a technique for computing approximate maximum pseudolikelihood estimates of the parameters of a spatial point process. The method is an extension of Berman & Turner's (1992) device for maximizing the likelihoods of inhomogeneous spatial Poisson processes. For a very wide class of spatial point process models the likelihood is intractable, while the pseudolikelihood is known explicitly, except for the computation of an integral over the sampling region. Approximation of this integral by a finite sum in a special way yields an approximate pseudolikelihood which is formally equivalent to the (weighted) likelihood of a loglinear model with Poisson responses. This can be maximized using standard statistical software for generalized linear or additive models, provided the conditional intensity of the process takes an 'exponential family' form. Using this approach a wide variety of spatial point process models of Gibbs type can be fitted rapidly, incorporating spatial trends, interaction between points, dependence on spatial covariates, and mark information.     

管理是企业永恒的主题

在我国社会主义市场经济条件下,确立管理对经济效益的决定作用,大刀阔斧地改革落后的管理模式是企业改革最迫切、最重要的任务,也是实行现代企业制度的重点.     

建国来我国婴幼儿照护服务政策：发展历程、演进逻辑与行动展望

回顾建国后婴幼儿照护服务政策的发展历程可为未来婴幼儿照护服务的发展提供历史镜鉴。梳理已有婴幼儿照护服务政策,可以发现婴幼儿照护服务遵循着以供需矛盾为表征的政策动力机制、以普惠公益为目标的政策服务定位、以责任分担为机制的政策服务路径等演进逻辑。未来应在理顺政府、市场及家庭的定位与职责的基础上增加婴幼儿照护服务的有效供给、加快顶层设计的同时明确婴幼儿照护服务的主管部门、完善政策配套实施的方式上激发婴幼儿照护服务内生发展动力,促进婴幼儿照护服务良性发展。     

基于 RosettaNet 视角的商业银行金融服务能力跨组织协同流程研究

银行的信息系统原来以削减流程成本、优化流程结构为主要目的,现在需要转向关注应对灵活的商业模式,以及与各类企业的跨界无缝合作,进而能够使用IT优势影响与各类企业的合作模式,帮助银行创造价值。为了应对以上需求,提出了从金融服务嵌入的角度将银行产品进行解构并重构,以RosettaNet的技术经验和视角构建商业银行金融服务能力体系FSIF,并建立跨组织协同工作流模型。