不完全信息下的寻租博弈分析

从寻租过程中客观存在的信息的不完全和寻租人不同的风险态度出发,通过建立不完全信息下的寻租竞争博弈模型分析,得出当寻租方存在信息不对称、寻租人数无限增加时,寻租人会退出寻租竞争,导致寻租市场消失的结论.     

On Bartlett correction of empirical likelihood for regularly spaced spatial data

Bartlett correction constitutes one of the attractive features of empirical likelihood because it enables the construction of confidence regions for parameters with improved coverage probabilities. We study the Bartlett correction of spatial frequency domain empirical likelihood (SFDEL) based on general spectral estimating functions for regularly spaced spatial data. This general formulation can be applied to testing and estimation problems in spatial analysis, for example testing covariance isotropy, testing covariance separability as well as estimating the parameters of spatial covariance models. We show that the SFDEL is Bartlett correctable. In particular, the improvement in coverage accuracies of the Bartlett‐corrected confidence regions depends on the underlying spatial structures. The Canadian Journal of Statistics 47: 455–472; 2019 © 2019 Statistical Society of Canada     

钛合金电子束焊接接头疲劳试验数据统计分析

本文利用国际焊接学会推荐的统计方法，对BT20钛合金电子束焊接接头焊态和焊后电子束局部热处理两种试样的疲劳试验结果进行了统计处理与分析．结果表明：对于BT20钛合金母材和电子束对接接头可以按铝合金参考FAT80级S—N曲线进行疲劳设计．建议在对BT20薄板进行电子束焊接和电子束局部热处理时应采取必要措施，以保证将焊接变形控制到最小程度，从而提高其疲劳强度．     

外语类核心期刊栏目发文计量学分析——以《外语教学与研究》2006～2009年为例

本文以外语类核心期刊《外语教学与研究》（外语类权威刊物）2006~2009年期各期各栏目发文数量为统计源,从栏目发文情况、各栏目作者区域分布情况和区域作者发文情况进行统计分析,以期获得相关数据,向作者和读者提供该核心期刊的发文现状信息,为他们今后的研究、撰写论文、投稿提供参考.     

Cumulative correspondence analysis of ordered categorical data from industrial experiments

Most studies of quality improvement deal with ordered categorical data from industrial experiments. Accounting for the ordering of such data plays an important role in effectively determining the optimal factor level of combination. This paper utilizes the correspondence analysis to develop a procedure to improve the ordered categorical response in a multifactor state system based on Taguchi's statistic. Users may find the proposed procedure in this paper to be attractive because we suggest a simple and also popular statistical tool for graphically identifying the really important factors and determining the levels to improve process quality. A case study for optimizing the polysilicon deposition process in a very large-scale integrated circuit is provided to demonstrate the effectiveness of the proposed procedure.     

A robust QTL mapping procedure

In quantitative trait linkage studies using experimental crosses, the conventional normal location-shift model or other parameterizations may be unnecessarily restrictive. We generalize the mapping problem to a genuine nonparametric setup and provide a robust estimation procedure for the situation where the underlying phenotype distributions are completely unspecified. Classical Wilcoxon–Mann–Whitney statistics are employed for point and interval estimation of QTL positions and effects.     

Testing independence based on Bernstein empirical copula and copula density

In this paper we provide three nonparametric tests of independence between continuous random variables based on the Bernstein copula distribution function and the Bernstein copula density function. The first test is constructed based on a Cramér-von Mises divergence-type functional based on the empirical Bernstein copula process. The two other tests are based on the Bernstein copula density and use Cramér-von Mises and Kullback–Leibler divergence-type functionals, respectively. Furthermore, we study the asymptotic null distribution of each of these test statistics. Finally, we consider a Monte Carlo experiment to investigate the performance of our tests. In particular we examine their size and power which we compare with those of the classical nonparametric tests that are based on the empirical distribution function.     

Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes

In this paper, we show that proportions of observations that fall into a random region determined by a given Borel set and a central order statistic converge almost surely, provided that the corresponding population quantile is unique. We also describe three types of possible asymptotic behaviour of these proportions in the case of non-unique population quantile. As an application of our findings we establish limiting properties of numbers of ties with a central order statistics in a discrete sample. Our results are derived not only for independent and identically distributed observations but more generally for strictly stationary and ergodic sequences of random variables.     

Tolerance limits under Poisson regression based on small-sample asymptotic methodology

This article explores the calculation of tolerance limits for the Poisson regression model based on the profile likelihood methodology and small-sample asymptotic corrections to improve the coverage probability performance. The data consist of n counts, where the mean or expected rate depends upon covariates via the log regression function. This article evaluated upper tolerance limits as a function of covariates. The upper tolerance limits are obtained from upper confidence limits of the mean. To compute upper confidence limits the following methodologies were considered: likelihood based asymptotic methods, small-sample asymptotic methods to improve the likelihood based methodology, and the delta method. Two applications are discussed: one application relating to defects in semiconductor wafers due to plasma etching and the other examining the number of surface faults in upper seams of coal mines. All three methodologies are illustrated for the two applications.     

Bootstrap methods for multivariate hypothesis testing

The nonparametric and parametric bootstrap methods for multivariate hypothesis testing are developed. They are used to approximate the null distribution of the test statistics proposed by Duchesne and Francq (2015 Duchesne, P., Francq, C. (2015). Multivariate hypothesis testing using generalized and {2}-inverses—with applications. Statistics 49:475–496.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]), resulting in bootstrap testing procedures. In the problem of testing for the mean vector of a multivariate distribution, the asymptotic validity of the bootstrap methods is proved. The finite sample performance of the new solutions is demonstrated by means of Monte Carlo simulation studies. They indicate that for small-sample size, the bootstrap tests provide a better finite sample properties than the asymptotic tests considered by Duchesne and Francq (2015 Duchesne, P., Francq, C. (2015). Multivariate hypothesis testing using generalized and {2}-inverses—with applications. Statistics 49:475–496.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]).