An empirical likelihood goodness-of-fit test for time series

Summary. Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric alternatives are based on residuals arising from a fitted model. When a parametric regression model is compared with a nonparametric model, goodness-of-fit testing can be naturally approached by evaluating the likelihood of the parametric model within a nonparametric framework. We employ the empirical likelihood for an α -mixing process to formulate a test statistic that measures the goodness of fit of a parametric regression model. The technique is based on a comparison with kernel smoothing estimators. The empirical likelihood formulation of the test has two attractive features. One is its automatic consideration of the variation that is associated with the nonparametric fit due to empirical likelihood's ability to Studentize internally. The other is that the asymptotic distribution of the test statistic is free of unknown parameters, avoiding plug-in estimation. We apply the test to a discretized diffusion model which has recently been considered in financial market analysis.     

托马斯·阿奎那论宗教与政治

作为神学家和西方教会的代言人,阿奎那深入讨论了宗教与政治的关系问题,包括如何协调教权与王权的关系、如何对待异教徒、如何对待叛教者等。针对不同情况,他的政策也不相同,但其目的只有一个:在保持基督教国家内部稳定的前提下,打击异教力量和异端分子,维护和加强教会的势力。     

Evaluation: Stakeholder-focused Criteria

Identifying and selecting suitable criteria is an important consideration in evaluating the performance of public sector organizations. Which criteria are chosen, and how they are weighted, will depend largely on the perspective being taken; different stakeholders (for example, clients, providers or commissioners) are likely to emphasize different criteria. In this paper a number of criteria are identified and an argument is developed to indicate which criteria are likely to be valued by various stakeholders. Furthermore, a number of approaches and mechanisms for evaluation are identified and the links between these, the criteria appropriate to them and the various stakeholders are made explicit. Finally, the issue of politics and the distribution of power between the stakeholders is addressed with a call for greater explicitness in using and balancing criteria (for example, as between professionals and the intended beneficiaries of services). In this way, while recognizing the inherent political nature of performance evaluation, the planning and implementation of services may be improved by a more mutually informed approach to evaluation.     

Minimum power assignment in wireless ad hoc networks with spanner property

Power assignment for wireless ad hoc networks is to assign a power for each wireless node such that the induced communication graph has some required properties. Recently research efforts have focused on finding the minimum power assignment to guarantee the connectivity or fault-tolerance of the network. In this paper, we study a new problem of finding the power assignment such that the induced communication graph is a spanner for the original communication graph when all nodes have the maximum power. Here, a spanner means that the length of the shortest path in the induced communication graph is at most a constant times of the length of the shortest path in the original communication graph. Polynomial time algorithm is given to minimize the maximum assigned power with spanner property. The algorithm also works for any other property that can be tested in polynomial time and is monotone. We then give a polynomial time approximation method to minimize the total transmission radius of all nodes. Finally, we propose two heuristics and conduct extensive simulations to study their performance when we aim to minimize the total assigned power of all nodes. The author is partially supported by NSF CCR-0311174.     

Testing the Equality of Two Exponential Distributions

This paper proposes an overlapping-based test statistic for testing the equality of two exponential distributions with different scale and location parameters. The test statistic is defined as the maximum likelihood estimate of the Weitzman's overlapping coefficient, which estimates the agreement of two densities. The proposed test statistic is derived in closed form. Simulated critical points are generated for the proposed test statistic for various sample sizes and significance levels via Monte Carlo Simulations. Statistical powers of the proposed test are computed via simulation studies and compared to those of the existing Log likelihood ratio test.     

A goodness of fit test for the multilevel proportional odds model

It is essential to test the goodness of fit of the model before making inferences based on it. Multilevel modeling of ordinal categorical responses is not as developed as for continuous responses. Assessing model adequacy in terms of the goodness of fit with ordinal categorical responses is still being developed and no satisfactory tests are available so far. As a consequence of that, this study concentrates on developing such a goodness of fit test for Multilevel Proportional Odds models and to study the properties of the test.     

Testing equality of variances for several normal populations

In this study, we develop a test based on computational approach for the equality of variances of several normal populations. The proposed method is numerically compared with the existing methods. The numeric results demonstrate that the proposed method performs very well in terms of type I error rate and power of test. Furthermore we study the robustness of the tests by using simulation study when the underlying data are from t, exponential and uniform distributions. Finally we analyze a real dataset that motivated our study using the proposed test.     

体系变革、战略塑造与近代日本的海权兴衰

本文提出了地缘政治学的三种研究路径:地理要素、权力政治、战略分析。针对1868年明治维新至1941年的太平洋战争这段时期,日本的海权崛起为何逐渐走向失控这个议题,提出的自变量解释是体系变革,它涵盖权力结构、地理因素与攻防平衡交互影响等;国家的战略塑造能力是中介变量,包括:战略对手的塑造、国内共识的形成、地缘学说的吸收和运用、联盟战略构成等。结合海军与陆军部门的竞争关系、国内政治与外部战略环境的交互影响、地理与历史的基础性作用、对马汉、豪斯浩弗等地缘学者的历史影响考察,以及近代日本先后针对中国、俄国(苏联)和美国进行的战略调整优劣进行评估。最后得出结论:国家的海权发展应有大战略思维,片面追求军国主义和穷兵黩武不利于国家的长远利益。