Estimation for Continuous Branching Processes

The maximum-likelihood estimator for the curved exponential family given by continuous branching processes with immigration is investigated. These processes originated from population biology but also model the dynamics of interest rates and development of the state of technology in economics. It is proved that in contrast to branching processes with discrete space and/or time the MLE gives a unified approach to the inference. In order to include singular subdomains of the parameter space we modify the MLE slightly. Consistency and asymptotic normality for the MLE are considered. Concerning the asymptotic theory of the experiments, all three properties LAQ, LAN, and LAMN occur for different submodels     

On the shrinkage of local linear curve estimators

Local linear curve estimators are typically constructed using a compactly supported kernel, which minimizes edge effects and (in the case of the Epanechnikov kernel) optimizes asymptotic performance in a mean square sense. The use of compactly supported kernels can produce numerical problems, however. A common remedy is ridging, which may be viewed as shrinkage of the local linear estimator towards the origin. In this paper we propose a general form of shrinkage, and suggest that, in practice, shrinkage be towards a proper curve estimator. For the latter we propose a local linear estimator based on an infinitely supported kernel. This approach is resistant against selection of too large a shrinkage parameter, which can impair performance when shrinkage is towards the origin. It also removes problems of numerical instability resulting from using a compactly supported kernel, and enjoys very good mean squared error properties.     

身份认同·英雄血统·史诗架构——刘萧《筸军之城》小说艺术论

刘萧的长篇小说《筸军之城》,究其内部属性而言,实为当代文学制度规约下的宏大题材小说,其以浓厚的女性自我意识、家族观念和边地风情为写作基础,写就了超越的族裔认同、国族想象,并意图获得一种超越的文化认同;在叙事技巧层面,小说以替补与重复的方式塑造英雄,在母性情怀与男子气概之间寻求平衡,以此建构了筸军的英雄血统,进一步丰富了湘西世界的“边地”内涵。     

刘湛恩研究综述

刘湛恩（1895—1938）,是我国近代著名爱国教育家、沪江大学首任华人校长。自1938年以来,学界陆续开展对刘湛恩思想与活动的研究。大体来说,学界的研究主要围绕以下几个方面进行：对刘湛恩爱国活动进行概括并歌颂其爱国主义精神;对刘湛恩的教育思想与实践活动进行分析;对刘湛恩与沪江大学的关系进行探讨。有关刘湛恩的研究成果不断丰富和深入,但仍存在一定的研究空间。     

Testing Inference in Inflated Beta Regressions under Model Misspecification

We consider testing inference in inflated beta regressions subject to model misspecification. In particular, quasi-z tests based on sandwich covariance matrix estimators are described and their finite sample behavior is investigated via Monte Carlo simulations. The numerical evidence shows that quasi-z testing inference can be considerably more accurate than inference made through the usual z tests, especially when there is model misspecification. Interval estimation is also considered. We also present an empirical application that uses real (not simulated) data.     

Notes on Interval Estimation of Odds Ratio in Matched Pairs under Stratified Sampling

We develop four asymptotic interval estimators and one exact interval estimator for the odds ratio (OR) under stratified random sampling with matched pairs. We apply Monte Carlo simulation to evaluate the performance of these five interval estimators. We note that the conditional score test-based interval estimator with a monotonic transformation and the interval estimator based on the Mantel–Haenszel (MH) type point estimator with the logarithmic transformation are generally preferable to the others considered here. We also note that the conditional exact confidence interval can be of use when the total number of matched pairs with discordant responses is small.     

Limit theorems for dependent Bernoulli variables with statistical inference

We consider a class of dependent Bernoulli variables where the conditional success probability is a linear combination of the last few trials and the original success probability. We obtain its limit theorems including the strong law of large numbers, weak invariance principle, and law of the iterated logarithm. We also derive some statistical inference results which make the model applicable. Simulation results are exhibited as well to show that with small sample size the convergence rate is satisfying and the proposed estimators behave well.     

Population structure and correlation between auxiliary and target variables may affect precision of estimates in forest inventory

Simulations of forest inventory in several populations compared simple random with “quick probability proportional to size” (QPPS) sampling. The latter may be applied in the absence of a list sampling frame and/or prior measurement of the auxiliary variable. The correlation between the auxiliary and target variables required to render QPPS sampling more efficient than simple random sampling varied over the range 0.3–0.6 and was lower when sampling from populations that were skewed to the right. Two possible analytical estimators of the standard error of the estimate of the mean for QPPS sampling were found to be less reliable than bootstrapping.     

Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models

The marginal likelihood can be notoriously difficult to compute, and particularly so in high-dimensional problems. Chib and Jeliazkov employed the local reversibility of the Metropolis–Hastings algorithm to construct an estimator in models where full conditional densities are not available analytically. The estimator is free of distributional assumptions and is directly linked to the simulation algorithm. However, it generally requires a sequence of reduced Markov chain Monte Carlo runs which makes the method computationally demanding especially in cases when the parameter space is large. In this article, we study the implementation of this estimator on latent variable models which embed independence of the responses to the observables given the latent variables (conditional or local independence). This property is employed in the construction of a multi-block Metropolis-within-Gibbs algorithm that allows to compute the estimator in a single run, regardless of the dimensionality of the parameter space. The counterpart one-block algorithm is also considered here, by pointing out the difference between the two approaches. The paper closes with the illustration of the estimator in simulated and real-life data sets.     

Some Results Based on a Version of the Generalized Dynamic Entropies

We propose new dynamic measures of uncertainty based on the notion of generalized dynamic entropy introduced in Di Crescenzo and Longobardi (2006). These can uniquely determine distribution functions in continuous and discrete cases, and the characterizations of some well-known distributions are provided. We also define some orderings and aging notions based on the generalized dynamic measures, and prove some of their properties, obtaining as corollaries results that have recently appeared in the literature.