A bayesian estimator for the dependence function of a bivariate extreme‐value distribution

Any continuous bivariate distribution can be expressed in terms of its margins and a unique copula. In the case of extreme‐value distributions, the copula is characterized by a dependence function while each margin depends on three parameters. The authors propose a Bayesian approach for the simultaneous estimation of the dependence function and the parameters defining the margins. They describe a nonparametric model for the dependence function and a reversible jump Markov chain Monte Carlo algorithm for the computation of the Bayesian estimator. They show through simulations that their estimator has a smaller mean integrated squared error than classical nonparametric estimators, especially in small samples. They illustrate their approach on a hydrological data set.     

Improved model selection criteria for SETAR time series models

The purpose of this paper is threefold. First, we obtain the asymptotic properties of the modified model selection criteria proposed by Hurvich et al. (1990. Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples. Biometrika 77, 709–719) for autoregressive models. Second, we provide some highlights on the better performance of this modified criteria. Third, we extend the modification introduced by these authors to model selection criteria commonly used in the class of self-exciting threshold autoregressive (SETAR) time series models. We show the improvements of the modified criteria in their finite sample performance. In particular, for small and medium sample size the frequency of selecting the true model improves for the consistent criteria and the root mean square error (RMSE) of prediction improves for the efficient criteria. These results are illustrated via simulation with SETAR models in which we assume that the threshold and the parameters are unknown.     

Some results on optimality in models with heteroscedastic errors from partial optimum designs

This paper studies optimum designs for linear models when the errors are heteroscedastic. Sufficient conditions are given in order to obtainD-, A- andE-optimum designs for a complete regression model from partial optimum designs for some sub-parameters. A result about optimality for a complete model from the optimality for the submodels is included. Supported by Junta de Andalucía, research group FQM244.     

A Bayesian Hierarchical Model for the Evaluation of a Website

Consider a website and the surfers visiting its pages. A typical issue of interest, for example while monitoring an advertising campaign, concerns whether a specific page has been designed successfully, i.e. is able to attract surfers or address them to other pages within the site. We assume that the surfing behaviour is fully described by the transition probabilities from one page to another, so that a clickstream (sequence of consecutively visited pages) can be viewed as a finite-state-space Markov chain. We then implement a variety of hierarchical prior distributions on the multivariate logits of the transition probabilities and define, for each page, a content effect and a link effect. The former measures the attractiveness of the page due to its contents, while the latter signals its ability to suggest further interesting links within the site. Moreover, we define an additional effect, representing overall page success, which incorporates both effects previously described. Using WinBUGS, we provide estimates and credible intervals for each of the above effects and rank pages accordingly.     

A Non-parametric Frailty Model for Temporally Clustered Multivariate Failure Times

Abstract A model is introduced here for multivariate failure time data arising from heterogenous populations. In particular, we consider a situation in which the failure times of individual subjects are often temporally clustered, so that many failures occur during a relatively short age interval. The clustering is modelled by assuming that the subjects can be divided into ‘internally homogenous’ latent classes, each such class being then described by a time‐dependent frailty profile function. As an example, we reanalysed the dental caries data presented earlier in Härkänen et al. [Scand. J. Statist. 27 (2000) 577], as it turned out that our earlier model could not adequately describe the observed clustering.     

Human Salmonellosis: Estimation of Dose-Illness from Outbreak Data

The quantification of the relationship between the amount of microbial organisms ingested and a specific outcome such as infection, illness, or mortality is a key aspect of quantitative risk assessment. A main problem in determining such dose-response models is the availability of appropriate data. Human feeding trials have been criticized because only young healthy volunteers are selected to participate and low doses, as often occurring in real life, are typically not considered. Epidemiological outbreak data are considered to be more valuable, but are more subject to data uncertainty. In this article, we model the dose-illness relationship based on data of 20 Salmonella outbreaks, as discussed by the World Health Organization. In particular, we model the dose-illness relationship using generalized linear mixed models and fractional polynomials of dose. The fractional polynomial models are modified to satisfy the properties of different types of dose-illness models as proposed by Teunis et al . Within these models, differences in host susceptibility (susceptible versus normal population) are modeled as fixed effects whereas differences in serovar type and food matrix are modeled as random effects. In addition, two bootstrap procedures are presented. A first procedure accounts for stochastic variability whereas a second procedure accounts for both stochastic variability and data uncertainty. The analyses indicate that the susceptible population has a higher probability of illness at low dose levels when the combination pathogen-food matrix is extremely virulent and at high dose levels when the combination is less virulent. Furthermore, the analyses suggest that immunity exists in the normal population but not in the susceptible population.     

独立学院应用性人才培养模式的构建与探索

独立学院是我国现行高教体制的突破与革新，既不同于传统的公办普通高校，又有别于已有的民办高校和职业技术学院。随着高等教育大众化，面对着竞争愈演愈烈的人才市场，独立学院如何在高等教育竞争中的勇立潮头，赢得一席之地，必须就“独立学院应用性人才培养模式的构建”进行认真的研究与探索，根据社会对人才需求呈现出多样化趋势的实际，找准学院定位，明确办学理念，理清办学思路，创新培养模式，全力打造“应用性”人才。     

基于TOPSIS理论的企业供应商选择应用

供应链管理已经成为企业获取竞争优势的手段,供应商选择是企业构建供应链体系的重要内容。TOPSIS是一种简单易行的多因素选优的理论方法,它利用熵来确定评价指标的权重,避免了在确定评价指标权重时主观因素的影响,为公司的供应商选择提供了一种科学、量化、高效的手段。文章回顾了供应商选择的理论现状,介绍了TOPSIS理论模型和利用它进行供应商选择的步骤,通过对典型企业的深入调研,阐述了该企业如何应用TOPSIS进行供应商选择。     

附加价值链与企业长程发展

企业附加价值链表征企业文化的浓缩 ,是企业发展的生命线。企业附加价值链清晰、完备与否 ,是剖析企业存在、发展的根本之所在 ,也是考查、评价企业现状的基本依据。     

略论邓小平理论萌芽的界定及其标志

作为邓小平理论萌芽的标志不是某一具体的时间、论著、观点。对邓小平理论萌芽应作出系统的、全面的科学界定。邓小平理论萌芽的标志应该是时间段、论著链、观点网