几种岭参数选择方法的比较

比较了不同的几种岭参数选择方法的应用效果，结果表明，几种方法中没有一种方法被认为是优于其它的方法。但在均方误差准则下．几种岭参数选择方法所获得的估计都改进了设计阵呈病态时的最小二乘估计。     

Statistical inference for a relaxation index of stochastic dominance under density ratio model

Stochastic dominance is usually used to rank random variables by comparing their distributions, so it is widely applied in economics and finance. In actual applications, complete stochastic dominance is too demanding to meet, so relaxation indexes of stochastic dominance have attracted more attention. The π index, the biggest gap between two distributions, can be a measure of the degree of deviation from complete dominance. The traditional estimation method is to use the empirical distribution functions to estimate it. Considering the populations under comparison are generally of the same nature, we can link the populations through density ratio model under certain condition. Based on this model, we propose a new estimator and establish its statistical inference theory. Simulation results show that the proposed estimator substantially improves estimation efficiency and power of the tests and coverage probabilities satisfactorily match the confidence levels of the tests, which show the superiority of the proposed estimator. Finally we apply our method to a real example of the Chinese household incomes.     

科技投入与国际贸易互动关系研究——基于面板向量自回归模型的估计

利用2000-2008年面板数据,采用面板向量自回归模型研究了科技投入与出口之间的互动关系。结果表明,出口在滞后1～3期的情况下都是科技投入的格兰杰原因,而科技投入只在滞后2期的情况下才是出口的原因;科技投入的冲击对出口的影响和出口的冲击对科技投入的影响相似,均为正值,作用稳定,持续时间较长;方差分解中,科技投入对经济发展水平的影响要大于对出口的影响;外商直接投资的冲击无论对出口的影响还是对科技的影响均是负值。方差分解中,外商直接投资对出口和科技均有一定的贡献,但对经济增长几乎没有贡献,要加强对外商直接投资的宏观管理。     

On the power of goodness-of-fit tests for the exponential distribution under progressive Type-II censoring

The aim of this article is to review existing goodness-of-fit tests for the exponential distribution under progressive Type-II censoring and to provide some new ideas and adjustments. In particular, we consider two-parameter exponentially distributed random variables and adapt the proposed test procedures to our scenario if necessary. Then, we compare their power by an extensive simulation study. Furthermore, we propose five new test procedures that provide reasonable alternatives to those already known.     

Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models

In this article, we first propose the modified Hannan–Rissanen Method for estimating the parameters of autoregressive moving average (ARMA) process with symmetric stable noise and symmetric stable generalized autoregressive conditional heteroskedastic (GARCH) noise. Next, we propose the modified empirical characteristic function method for the estimation of GARCH parameters with symmetric stable noise. Further, we show the efficiency, accuracy and simplicity of our methods with Monte-Carlo simulation. Finally, we apply our proposed methods to model the financial data.     

A multivariate zero-inflated binomial model for the analysis of correlated proportional data

In this paper, a new multivariate zero-inflated binomial (MZIB) distribution is proposed to analyse the correlated proportional data with excessive zeros. The distributional properties of purposed model are studied. The Fisher scoring algorithm and EM algorithm are given for the computation of estimates of parameters in the proposed MZIB model with/without covariates. The score tests and the likelihood ratio tests are derived for assessing both the zero-inflation and the equality of multiple binomial probabilities in correlated proportional data. A limited simulation study is performed to evaluate the performance of derived EM algorithms for the estimation of parameters in the model with/without covariates and to compare the nominal levels and powers of both score tests and likelihood ratio tests. The whitefly data is used to illustrate the proposed methodologies.     

Why bother with testing? The validity of immigrants’ self-assessed language proficiency

Due to its central role in social integration, immigrants’ language proficiency is a matter of considerable societal concern and scientific interest. This study examines whether commonly applied self-assessments of linguistic skills yield results that are similar to those of competence tests and thus whether these self-assessments are valid measures of language proficiency. Analyses of data for immigrant youth reveal moderate correlations between language test scores and two types of self-assessments (general ability estimates and concrete performance estimates) for the participants’ first and second languages. More importantly, multiple regression models using self-assessments and models using test scores yield different results. This finding holds true for a variety of analyses and for both types of self-assessments. Our findings further suggest that self-assessed language skills are systematically biased in certain groups. Subjective measures thus seem to be inadequate estimates of language skills, and future research should use them with caution when research questions pertain to actual language skills rather than self-perceptions.     

Objective Tests versus Subjective tests

objective test has only one correct answer, while subjective test has a range of possible answers. Because of this feature, reliability will not be difficult to achieve in the marking of the objective item, while the marking of the subjective items is reliable. On the whole, a good test must contain both subjective and objective test items.     

Global and multiple test procedures using ordered p-values—a review

This paper reviews global and multiple tests for the combination ofn hypotheses using the orderedp-values of then individual tests. In 1987, Röhmel and Streitberg presented a general method to construct global level α tests based on orderedp-values when there exists no prior knowledge regarding the joint distribution of the corresponding test statistics. In the case of independent test statistics, construction of global tests is available by means of recursive formulae presented by Bicher (1989), Kornatz (1994) and Finner and Roters (1994). Multiple test procedures can be developed by applying the closed test principle using these global tests as building blocks. Liu (1996) proposed representing closed tests by means of “critical matrices” which contain the critical values of the global tests. Within the framework of these theoretical concepts, well-known global tests and multiple test procedures are classified and the relationships between the different tests are characterised.