A semiparametric maximum likelihood ratio test for the change point in copula models

In the present paper, a semiparametric maximum-likelihood-type test statistic is proposed and proved to have the same limit null distribution as the classical parametric likelihood one. Under some mild conditions, the limiting law of the proposed test statistic, suitably normalized and centralized, is shown to be double exponential, under the null hypothesis of no change in the parameter of copula models. We also discuss the Gaussian-type approximations for the semiparametric likelihood ratio. The asymptotic distribution of the proposed statistic under specified alternatives is shown to be normal, and an approximation to the power function is given. Simulation results are provided to illustrate the finite sample performance of the proposed statistical tests based on the double exponential and Gaussian-type approximations.     

A class of distributions with the linear mean residual quantile function and it’s generalizations

In the present paper, we introduce and study a class of distributions that has the linear mean residual quantile function. Various distributional properties and reliability characteristics of the class are studied. Some characterizations of the class of distributions are presented. We then present generalizations of this class of distributions using the relationship between various quantile based reliability measures. The method of L-moments is employed to estimate parameters of the class of distributions. Finally, we apply the proposed class of distributions to a real data set.     

Local Power Analyses of Goodness-of-fit Tests for Copulas

Abstract.  The asymptotic behaviour of several goodness-of-fit statistics for copula families is obtained under contiguous alternatives. Many comparisons between a Cramér–von Mises functional of the empirical copula process and new moment-based goodness-of-fit statistics are made by considering their associated asymptotic local power curves. It is shown that the choice of the estimator for the unknown parameter can have a significant influence on the power of the Cramér–von Mises test and that some of the moment-based statistics can provide simple and efficient goodness-of-fit methods.     

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.     

Shrinkage Structure of Partial Least Squares

Partial least squares regression (PLS) is one method to estimate parameters in a linear model when predictor variables are nearly collinear. One way to characterize PLS is in terms of the scaling (shrinkage or expansion) along each eigenvector of the predictor correlation matrix. This characterization is useful in providing a link between PLS and other shrinkage estimators, such as principal components regression (PCR) and ridge regression (RR), thus facilitating a direct comparison of PLS with these methods. This paper gives a detailed analysis of the shrinkage structure of PLS, and several new results are presented regarding the nature and extent of shrinkage.     

How dominance hierarchies emerge from conflict: A game theoretic model and experimental evidence

We develop a game theoretic model of conflict and empirically test its predictions to study the emergence of social hierarchies in small groups. Previous research shows uncertainty about actors' ability may lead to more conflict; conflict demonstrates actors' ability and establishes relationships of dominance and submissiveness. Since we assume uncertainty regarding ability to be a crucial cause of conflict, we focus on the effects of different information conditions. We posit that actors know the distribution of abilities in their group and vary whether or not they know (1) their own ability and (2) their interaction partners' interaction histories. Our results from a laboratory experiment closely match qualitative model predictions. Most importantly, conflict produces information about actors’ ability, which reduces subsequent conflict. In an exploratory analysis we investigate to what extent gender, social value orientation, risk preferences and a competitive personality account for the quantitative discrepancies between model predictions and subject behavior.     

超文本阅读的模式与效果——一项基于元认知的实验研究

超文本是文本的电子表现形式,其阅读需要读者和文本之间的互动及读者的控制。有理论表明,以超文本为媒介的学习特别依赖元认知技能的运用,如监测和控制等。实验采取3×2的组间设计,交叉比较读者在元认知激活或控制的状态下进行线性文本和超文本阅读的效果差异,发现学习者在元认知激活的状态下阅读超文本,学习效果最好。     

一种抗干扰时间闸门电路的设计

针对内插法计数器中存在的寄生脉冲,设计了一种特殊的滞回比较器,这种电路不仅有效地抑制了寄生脉冲干扰,而且可对双阈值带来的时间扩展误差进行补偿,该电路用于脉冲式激光测距,可使距离分辨精度达到±5mm．     

政治仪式中的权力结构及其动态分析

本文从势能的角度提出一种理解政治权力的理论图式,权力的涵括范围和价值位阶是衡量权力关系的两大基本变量。在政治仪式中,权力的涵括范围主要指仪式的类型、政治背景和政治空间、参与者以及规模等方面的差别;权力的价值位阶则主要取决于仪式主导者所处地位的绝对高度。这两种变量不仅是政治仪式中评估权力关系的关键指标,同时在实践中,政治仪式通过调控两种变量实现权力的生产和再生产。     

日、唐律令官人出身制度的比较研究

通过日、唐律令官人出身制度的分析比较可以看出,古代日本的贡举(科举)实际上是作为荫位制的一种附属形式而存在,从这个侧面可以发现日、唐政体的异同,探究古代日本政治体制的发展进程。