Parameter estimation of the generalized Pareto distribution—Part I

The generalized Pareto distribution (GPD) has been widely used in the extreme value framework. The success of the GPD when applied to real data sets depends substantially on the parameter estimation process. Several methods exist in the literature for estimating the GPD parameters. Mostly, the estimation is performed by maximum likelihood (ML). Alternatively, the probability weighted moments (PWM) and the method of moments (MOM) are often used, especially when the sample sizes are small. Although these three approaches are the most common and quite useful in many situations, their extensive use is also due to the lack of knowledge about other estimation methods. Actually, many other methods, besides the ones mentioned above, exist in the extreme value and hydrological literatures and as such are not widely known to practitioners in other areas. This paper is the first one of two papers that aim to fill in this gap. We shall extensively review some of the methods used for estimating the GPD parameters, focusing on those that can be applied in practical situations in a quite simple and straightforward manner.     

汉语“子”的构词与构形

和印欧语相比，汉语是靠语序和虚词表示词语之间语法关系，缺少形态变化。关于汉语的形态是现代汉语专家学者多年研究的课题。本文通过对汉语”子”的构词、构形分析研究，探索出汉语里的一种新生的并且正在发展的形态构词方法。     

How was a national moving and handling people guideline intended to work? The underlying programme theory

In healthcare, moving and handling people (MHP) often cause musculoskeletal disorders. To prevent musculoskeletal disorders due to MHP, many national evidence-based guidelines have been developed. However, little is known about how these guidelines were intended to work, i.e. their ‘programme theory’, how implementation by intended users is influenced by contextual factors and mechanisms to produce outcomes. This paper identifies the programme theory of a national MHP guideline (MHPG) using thematic analysis of the MHPG document, three organisational planning documents, and interviews with MHPG developers. The analysis identified the intended users of the MHPG as health and safety managers and MHP coordinators. The programme theory comprised contextual factors, potentially hindering (e.g. budget constraints) or facilitating (e.g. changing demographics) implementation, being influenced by mechanisms mainly based on ethical (quality of care, evidence-based practices), and economic reasoning (reducing cost of MHP, return on investment) to reduce injuries caused by MHP – the intended outcome.     

Assessing the performance of the least developed countries in terms of the Millennium Development Goals

This article presents a proposal for assessing the progress of least developed countries towards the achievement of the Millennium Development Goals over the period 2000–2015. Composite indices are built to perform spatial and temporal benchmarking relying on the P2 Distance method. The results are contrasted with other indices developed under a multi-criterion approach with a double reference point. The main findings are that all the countries have improved their situation and country disparities have been reduced. Cambodia and Ethiopia have registered the best trends and South Sudan and Timor-Leste show the worse performance. Considering the position in the 2015 ranking, Rwanda and Bhutan performed the best, while Somalia and Chad rank in the last position. Having now reached the end of the Millennium Development Goals period, the gap with respect to the world average indicates that much work remains to be done in the 2030 Agenda for Sustainable Development.     

A GEOMETRIC CHARACTERIZATION OF LINEAR REGRESSION

This paper concerns the asymptotic properties of the maximum likelihood estimators of the parameters in a non regular Cox model involving a change-point in the regression on time-dependent covariates. The global consistency derives from the uniform convergence of the partial log-likelihood. We prove that the estimator of the change-point is n -consistent and the estimator of the regression parameter n 1/2 -consistent, and their asymptotic distributions are established.     

准噶尔盆地陆西地区石炭系火山岩有利区分析

通过对陆西地区石炭系火山岩岩性特征、岩相展布、构造演化过程、裂缝分布规律、已知含油气层分布区、岩性与油气层的关系、不同岩性岩相的物性特征、烃源条件等进行分析，认为陆西石炭系存在上、下两个层序，这两个层序的顶界均为区域性不整合面；火山岩相主要有火山通道相、爆发相、溢流相和火山沉积相等4 种类型，不同层序相分布有所不同；陆梁隆起的雏形形成于中海西运动第一幕，晚海西期得到定型与加强；上层序物性最好的岩相是溢流相，其次是爆发相，物性最好的岩性是玄武岩，其次是火山角砾岩；有利储层分布区有两个，一个位于夏盐凸起东部的夏盐1—石南3 井区，另一个位于夏盐凸起西部及三个泉凸起区；陆西地区的烃源主要来源于玛湖凹陷。最后指出陆西石炭系油气勘探的有利区主要位于夏盐凸起与三个泉凸起的西部。     

Empirical assessment of the applicability of shrinkage predictors in regression when past and future data differ

Jones and Copas (1986) present theoretical and simulation results on the relative merits of a Stein predictor (Copas, 1983) and the ordinary least squares predictor in the usual linear multiple regression model, when certain distributional properties of the regressor variables arising in the past differ from those for which predictions are to be made. Here, extension is made to the practical situation where the true regression parameters are unknown. A hypothesis testing procedure is developed to help determine which of shrinkage and least squares is preferable in any given instance. This approach is applied to explain some empirical evidence on the comparative merits of the two procedures, recently given by Berk (1984).     

铁路客运分段能力配置策略研究

铁路客运分段能力配置策略能够针对季节客流特征,在春节等节假日客运需求非常巨大、平时客流明显减少的情况下,最大程度地满足旅客出行需求。基于线性回归方程的铁路客运需求预测模型,能够科学合理、有效地配置客运能力。运用MATLAB软件,结合南京站旅客运输数据,通过实证分析研究,验证优化模型在阶段性运能配置方面的期望效应。     

False Discovery Rate Control of Step‐Up‐Down Tests with Special Emphasis on the Asymptotically Optimal Rejection Curve

Abstract. This paper is concerned with exact control of the false discovery rate (FDR) for step‐up‐down (SUD) tests related to the asymptotically optimal rejection curve (AORC). Since the system of equations and/or constraints for critical values and FDRs is numerically extremely sensitive, existence and computation of valid solutions is a challenging problem. We derive explicit formulas for upper bounds of the FDR and show that under a well‐known monotonicity condition, control of the FDR by a step‐up procedure results in control of the FDR by a corresponding SUD procedure. Various methods for adjusting the AORC to achieve finite FDR control are investigated. Moreover, we introduce alternative FDR bounding curves and study their connection to rejection curves as well as the existence of critical values for exact FDR control with respect to the underlying FDR bounding curve. Finally, we propose an iterative method for the computation of critical values.     

Multiple comparisons with ‘best’ for multivariate normal populations

Comparisons of multivariate normal populations are made using a mul-tivariate approach (instead of reducing the problem to a univariate one). A rather negative finding is that, for comparisons with the ‘best’ of each variate, repeated univariate comparisons appear to be almost as efficient as multivariate comparisons, at least for the bivariate case and, under certain circumstances, for higher dimensional cases. Investigations are done on comparisons with the ‘MAX-best’ population (that one having the largest maximum of the marginal means), the ‘MIN-best’ (having the largest minimum) and the ‘O-best’ (being closest to largest in all marginal means). Detailed results are given for the bivariate normal with extensions indicated for the multivariate.