NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS

In a linear regression model of the type y= θ X+e, it is often assumed that the random error eis normally distributed. In numerous situations, e.g., when ymeasures life times or reaction times, etypically has a skew distribution. We consider two important families of skew distributions, (a) Weibull with support IR: (0, ∞) on the real line, and (b) generalised logistic with support IR: (?∞, ∞). Since the maximum likelihood estimators are intractable in these situations, we derive modified likelihood estimators which have explicit algebraic forms and are, therefore, easy to compute. We show that these estimators are remarkably efficient, and robust. We develop hypothesis testing procedures and give a real life example. Symmetric families of distributions, both long and short tailed, will be considered in a future paper.     

A Genetic Algorithm Based Modification on the LTS Algorithm for Large Data Sets

The authors introduce an algorithm for estimating the least trimmed squares (LTS) parameters in large data sets. The algorithm performs a genetic algorithm search to form a basic subset that is unlikely to contain outliers. Rousseeuw and van Driessen (2006 Rousseeuw , P. J. , van Driessen , K. ( 2006 ). Computing LTS regression for large data sets . Data Mining and Knowledge Discovery 12 : 29 – 45 .[Crossref], [Web of Science ®] , [Google Scholar]) suggested drawing independent basic subsets and iterating C-steps many times to minimize LTS criterion. The authors 'algorithm constructs a genetic algorithm to form a basic subset and iterates C-steps to calculate the cost value of the LTS criterion. Genetic algorithms are successful methods for optimizing nonlinear objective functions but they are slower in many cases. The genetic algorithm configuration in the algorithm can be kept simple because a small number of observations are searched from the data. An R package is prepared to perform Monte Carlo simulations on the algorithm. Simulation results show that the performance of the algorithm is suitable for even large data sets because a small number of trials is always performed.     

Two stage multiple comparison procedures based on the studentized range

Stein’s (1945) two sample approach and Tukey’s T-Method of multiple comparisons (see e.g. Miller, 1966, Ch. 2) are combined to obtain fixed width simultaneous confidence intervals and simultaneous test procedures of predetermined Type I and Type II error levels, for all contrasts, in a one way layout. The necessary constants for implementing the two stage procedure are obtained under a least favorable configuration of the parameters. This provides the required protection of the null and alternative hypotheses under any configuration of parameters. A table is provided for some selected designs and error levels and an example is given to illustrate certain features of the new procedure.     

关于砂轮表面形貌的研究

针对砂轮表面形貌的特征,就砂轮表面形貌本身与磨削输出量之间的关系进行了具体研究,提出表征砂轮形貌的基本参数,着重分析了砂轮形貌的基本参数在磨削过程中的变化与磨削效果的关系,得出砂轮修整的方法。     

回归模型中异性方差问题的克服

提出了回归分析中异性方差的检验和对估计结果带来的影响以及消除其异方差性的两种方法：对原模型进行变换和加权最小二乘法．     

基于VoiceXML的图书馆IVR系统设计研究

文章对基于VoiceXML的IVR系统的关键技术、系统架构模型进行了分析,并对高校图书馆IVR系统的主要功能做以描述,最后对部分代码进行了举例说明。     

Super efficient frequency estimation

In this paper we propose a modified Newton-Raphson method to obtain super efficient estimators of the frequencies of a sinusoidal signal in presence of stationary noise. It is observed that if we start from an initial estimator with convergence rate O_p(n⁻¹) and use Newton-Raphson algorithm with proper step factor modification, then it produces super efficient frequency estimator in the sense that its asymptotic variance is lower than the asymptotic variance of the corresponding least squares estimator. The proposed frequency estimator is consistent and it has the same rate of convergence, namely O_p(n^−3/2), as the least squares estimator. Monte Carlo simulations are performed to observe the performance of the proposed estimator for different sample sizes and for different models. The results are quite satisfactory. One real data set has been analyzed for illustrative purpose.     

试论高等学校大型仪器设备的使用效益

我国正处于高等学校快速发展时期,全国各高等学校都不断加大大型仪器设备投资力度,管好、用好仪器设备成为当前高等学校设备管理工作的重点。本文就如何充分提高大型仪器设备的使用效益进行理论探讨,大胆提出从体制改革入手,改变原有的管理体制和管理模式,建立中心实验室,集中投资,合理配置,高效管理,开放使用,实现资源共享。     

On the Rounded Integer-Valued Autoregressive Process

In recent years, there has been a growing interest in modelling integred-valued time series. In this article, we propose a modified and generalized version of the first order rounded integer-valued autoregressive RINAR(1) model, originally introduced by Kachour and Yao (2009 Kachour , M. , Yao , J. F. ( 2009 ). First-order rounded integer-valued autoregressive (RINAR(1)) process . Journal of Time Series Analysis 30 ( 4 ): 417 – 448 .[Crossref], [Web of Science ®] , [Google Scholar]). Indeed, this class can be considered as an alternative of classical models based on the thinning operators. Using a Markov chain method, conditions for stationarity and the existence of moments are investigated. Least squares estimator of the model parameters is considered and its consistence is established. Finally, we describe the price change data using a model of the new class.