Extended ANOVA and Rank Transform Procedures

The rank transform procedure is often used in the analysis of variance when observations are not consistent with normality. The data are ranked and the analysis of variance is applied to the ranked data. Often the rank residuals will be consistent with normality and a valid analysis results. Here we find that the rank transform procedure is equivalent to applying the intended analysis of variance to first order orthonormal polynomials on the rank proportions. Using higher order orthonormal polynomials extends the analysis to higher order effects, roughly detecting dispersion, skewness etc. differences between treatment ranks. Using orthonormal polynomials on the original observations yields the usual analysis of variance for the first order polynomial, and higher order extensions for subsequent polynomials. Again first order reflects location differences, while higher orders roughly detect dispersion, skewness etc. differences between the treatments.     

A Monte Carlo study of rank tests for block designs

Tests based on ranks and the F-test are compared for block designs with n observations per block-treatment combination. Com-parisons are made on level of significance and on power. Rank tests examined include the Friedman as well as those using aligned ranks, weighted ranks, and the rank transformation. It is seen that the performance of these tests in relationship to each other depends on sample size, distribution of the random error term, and the severity of the block effects.     

Limitations of the rank transform statistic in tests for interactions

Conover and Iman (1976), Iman (1974), and Iman and Conover (1976) have found the rank transform test to be robust and powerful when testing for interaction in experimental designs.The current study shows that, insofar as tests for interactions

are concerned, the rank transform test is robust and powerful in some circumstances but is dramatically nonrobust and manifests power significantly below that of the usual F test in some cases. Therefore, this procedure should be used only withcaution when employed in designs suchas those examined here.     

New approximations to the exact distribution of the kruskal-wallis test statistic

Several approximations to the exact distribution of the Kruskal-Wallis test' statistic presently exist. There approximations can roughly be grouped into two classes: (i) computationally difficult with good accuracy, and (ii) easy to compute but not as accurate as the first class. The purpose of this paper is to introduce two nev approximations (one in the latter class and one which is computationally more involved)y and to compare these with other popular approximations. These comparisons use exact probabilities where available and Monte Carlo simulation otherwise.     

Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator

ABSTRACT

In this paper we propose a new non parametric estimator of the spectral matrix of a multivariate stationary stochastic process, with the main goal to locally improve the deficiencies of the smoothed periodogram in terms of mean square error of the estimates. Our estimator is based on a convex linear combination of the frequency averaged periodogram and an estimate of the true mean spectral matrix across frequencies. In a wide simulation study we show that our estimator turns out to be able to markedly improve the frequency averaged periodogram especially at central frequencies.     

Some simulations and applications of forecasting long-memory time-series models

In this paper, we show some results of forecasting based on the ARFIMA(p,d,q) and ARIMA(p,d,q) models. We show, by simulation, that the technique of forecasting of the ARIMA(p,d,q) model can also be used when d is fractional, i.e., for the ARFIMA(p,d,q) model. We also conduct a simulation study to compare the two estimators of d obtained through regression methods. They are used in the hypothesis test to decide whether or not the series has long memory property and are compared on the basis of their k-step ahead forecast errors. The properties of long-memory models are also investigated using an actual set of data.     

实现高校后勤社会化党委应高度重视后勤干部队伍建设

论述了高校后勤干部队伍在学校的地位和作用 ,提出了党委重视是搞好高校后勤队伍建设的关键的观点 ,阐述了高校后勤队伍培养教育的三项重要内容。     

中学生思想政治教育问题的分析与工作对策

青少年思想教育问题是社会各界所关注的问题。加强和改进青少年思想政治教育工作,促进青少年一代的健康成长,事关建设有中国特色社会主义事业的大局。青少年正处于长身体、长知识逐步形成初步的人生观和价值观的时期,具有多变性和不稳定性,是一生成长中的最关键时期。在新的历史条件下,随着社会情况特别是全球化引发的复杂而深刻的变化,青少年思想政治工作也面临着许多新情况、新问题。在当前新形势下对青少年思想教育问题进行调查与思考有着很大的必要性和重要性。本文试图通过对中学生思想政治教育问题的分析研究与工作对策来探讨青少年思想政治教育问题。     

A one-sample adaptive distribution-free test with a stable power function

An asymptotically efficient combination of rank statistics with a variety of score functions is studied. The results of a Monte Carlo study show that the power function of the test for location is very stable across density types varying from heavy to light tails.     

Large‐sample tests of extreme‐value dependence for multivariate copulas

Starting from the characterization of extreme‐value copulas based on max‐stability, large‐sample tests of extreme‐value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula of the data and a multiplier technique for obtaining approximate p‐values for the derived statistics. The asymptotic validity of the multiplier approach is established, and the finite‐sample performance of a large number of candidate test statistics is studied through extensive Monte Carlo experiments for data sets of dimension two to five. In the bivariate case, the rejection rates of the best versions of the tests are compared with those of the test of Ghoudi et al. (1998) recently revisited by Ben Ghorbal et al. (2009). The proposed procedures are illustrated on bivariate financial data and trivariate geological data. The Canadian Journal of Statistics 39: 703–720; 2011. © 2011 Statistical Society of Canada