Robert L. Mason  Youn-Min Chou  John C. Young 《统计学通讯:理论与方法》2013,42(12):2128-2145

Wilks’ ratio statistic can be defined in terms of the ratio of the sample generalized variances of two non-independent estimators of the same covariance matrix. Recently this statistic has been proposed as a control statistic for monitoring changes in the covariance matrix of a multivariate normal process in a Phase II situation, particularly when the dimension is larger than the sample size. In this article we derive a technique for decomposing Wilks’ ratio statistic into the product of independent factors that can be associated with the components of the covariance matrix. With these results, we demonstrate that, when a signal is detected in a control procedure for the Phase II monitoring of process variability using the ratio statistic, the signaling value can be decomposed and the process variables contributing to the signal can be specifically identified.  相似文献   

    

Sarah J. Ryker  Mitchell J. Small 《Risk analysis》2008,28(3):653-666

Characterizing all possible chemical mixtures in drinking water is a potentially overwhelming project, and the task of assessing each mixture's net toxicity even more daunting. We propose that analyzing occurrence information on mixtures in drinking water may help to narrow the priorities and inform the approaches taken by researchers in mixture toxicology. To illustrate the utility of environmental data for refining the mixtures problem, we use a recent compilation of national ground-water-quality data to examine proposed U.S. Environmental Protection Agency (EPA) and Agency for Toxic Substances and Disease Registry (ATSDR) models of noncancer mixture toxicity. We use data on the occurrence of binary and ternary mixtures of arsenic, cadmium, and manganese to parameterize an additive model and compute hazard index scores for each drinking-water source in the data set. We also use partially parameterized interaction models to perform a bounding analysis estimating the interaction potential of several binary and ternary mixtures for which the toxicological literature is limited. From these results, we estimate a relative value of additional toxicological information for each mixture. For example, we find that according to the U.S. EPA's interaction model, the levels of arsenic and cadmium found in U.S. drinking water are unlikely to have synergistic cardiovascular effects, but the same mixture's potential for synergistic neurological effects merits further study. Similar analysis could in future be used to prioritize toxicological studies based on their potential to reduce scientific and regulatory uncertainty. Environmental data may also provide a means to explore the implications of alternative risk models for the toxicity and interaction of complex mixtures.  相似文献   

    

G. Tomas M. Hult 《决策科学》1998,29(1):193-216

This study examines the effects of market-driven organizational learning on a select set of strategic sourcing outcomes involving the sourcing function of a Fortune 500 multinational corporation. The focus is on the dyadic activities and relationships between the domestic and international strategic business units (SBUs) and the corporate buying center. The hypothesized relationships are tested on the overall sample and based on a two-by-two matrix framework defined by international versus domestic settings and frequent versus infrequent sourcing scenarios. Based on a sample of 179 domestic and 167 international SBUs, the results suggest that market-driven organizational learning in the strategic sourcing units influences customer satisfaction, relationship commitment, and cycle time of the sourcing process. However, while the set of learning orientations appears to be strategically robust across the four quadrant scenarios (moderator settings), the sourcing situations differ somewhat in the specific tactical learning orientations preferred.  相似文献   

    

《Statistical Methodology》2014

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Eike Christian Brechmann 《Revue canadienne de statistique》2014,42(1):78-108

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Shuguang He  Zhen He  G. Alan Wang 《统计学通讯:理论与方法》2014,43(6):1192-1208

A cumulative sum control chart for multivariate Poisson distribution (MP-CUSUM) is proposed. The MP-CUSUM chart is constructed based on log-likelihood ratios with in-control parameters, Θ₀, and shifts to be detected quickly, Θ₁. The average run length (ARL) values are obtained using a Markov Chain-based method. Numerical experiments show that the MP-CUSUM chart is effective in detecting parameter shifts in terms of ARL. The MP-CUSUM chart with smaller Θ₁ is more sensitive than that with greater Θ₁ to smaller shifts, but more insensitive to greater shifts. A comparison shows that the proposed MP-CUSUM chart outperforms an existing MP chart.  相似文献   

    

K. S. Sultan  A. S. Al-Moisheer 《Journal of Statistical Computation and Simulation》2013,83(3):405-416

The classification of a random variable based on a mixture can be meaningfully discussed only if the class of all finite mixtures is identifiable. In this paper, we find the maximum-likelihood estimates of the parameters of the mixture of two inverse Weibull distributions by using classified and unclassified observations. Next, we estimate the nonlinear discriminant function of the underlying model. Also, we calculate the total probabilities of misclassification as well as the percentage bias. In addition, we investigate the performance of all results through a series of simulation experiments by means of relative efficiencies. Finally, we analyse some simulated and real data sets through the findings of the paper.  相似文献   

    

Dinghai Xu 《统计学通讯:模拟与计算》2013,42(7):1403-1421

This article investigates an efficient estimation method for a class of switching regressions based on the characteristic function (CF). We show that with the exponential weighting function, the CF-based estimator can be achieved from minimizing a closed form distance measure. Due to the availability of the analytical structure of the asymptotic covariance, an iterative estimation procedure is developed involving the minimization of a precision measure of the asymptotic covariance matrix. Numerical examples are illustrated via a set of Monte Carlo experiments examining the implementation, finite sample property and the efficiency of the proposed estimator.  相似文献   

    

Bariş Sürücü 《统计学通讯:理论与方法》2013,42(7):1319-1331

We propose three new statistics, Z _p , C _p , and R _p for testing a p-variate (p ≥ 2) normal distribution and compare them with the prominent test statistics. We show that C _p is overall most powerful and is effective against skew, long-tailed as well as short-tailed symmetric alternatives. We show that Z _p and R _p are most powerful against skew and long-tailed alternatives, respectively. The Z _p and R _p statistics can also be used for testing an assumed p-variate nonnormal distribution.  相似文献   

    

Francesca Ieva  Anna M. Paganoni 《统计学通讯:理论与方法》2013,42(7):1265-1276

In this article, we address the problem of mining and analyzing multivariate functional data. That is, data where each observation is a set of possibly correlated functions. Complex data of this kind is more and more common in many research fields, particularly in the biomedical context. In this work, we propose and apply a new concept of depth measure for multivariate functional data. With this new depth measure it is possible to generalize robust statistics, such as the median, to the multivariate functional framework, which in turn allows the application of outlier detection, boxplots construction, and nonparametric tests also in this more general framework. We present an application to Electrocardiographic (ECG) signals.  相似文献