A Consistent Method of Estimation For The Three-Parameter Gamma Distribution

For the three-parameter gamma distribution, it is known that the method of moments as well as the maximum likelihood method have difficulties such as non-existence in some range of the parameters, convergence problems, and large variability. For this reason, in this article, we propose a method of estimation based on a transformation involving order statistics from the sample. In this method, the estimates always exist uniquely over the entire parameter space, and the estimators also have consistency over the entire parameter space. The bias and mean squared error of the estimators are also examined by means of a Monte Carlo simulation study, and the empirical results show the small-sample superiority in addition to the desirable large sample properties.     

Robustness of subset response surface designs to missing observations

Experiments designed to investigate the effect of several factors on a process have wide application in modern industrial and scientific research. Response surface designs allow the researcher to model the effects of the input variables on the response of the process. Missing observations can make the results of a response surface experiment quite misleading, especially in the case of one-off experiments or high cost experiments. Designs robust to missing observations can attract the user since they are comparatively more reliable. Subset designs are studied for their robustness to missing observations in different experimental regions. The robustness of subset designs is also improved for multiple levels by using the minimax loss criterion.     

门限自回归下的单位根检验可靠性研究

在非对称的门限自回归模型下,由于传统单位根检验式的误设,会导致单位根检验势下降。本文通过一系列的Monte-Carlo模拟表明：非对称性对ADF和PP检验的检验势会产生较大影响,而对其他四种常用的单位根检验势产生的影响较小,也就是说,在非对称的门限自回归下,非对称性对退势单位根检验势产生的影响较小。模拟中也发现：NP单位根检验对TAR模型和持久性都具有稳健性。     

Asymptotic behaviour of the mean integrated squared error of kernel density estimators for dependent observations

Let X₁, X₂, … be a strictly stationary sequence of observations, and g be the joint density of (X₁, …, X_d) for some fixed d ? 1. We consider kernel estimators of the density g. The asymptotic behaviour of the mean integrated squared error of the kernel estimators is obtained under an assumption of weak dependence between the observations.     

An Efficient Method of Parameter and Quantile Estimation for the Three-Parameter Weibull Distribution Based on Statistics Invariant to Unknown Location Parameter

The three-parameter Weibull distribution is widely used in life testing and reliability analysis. In this article, we propose an efficient method for the estimation of parameters and quantiles of the three-parameter Weibull distribution, which avoids the problem of unbounded likelihood, by using statistics invariant to unknown location. Through a Monte Carlo simulation study, we show that the proposed method performs well compared to other prominent methods based on bias and MSE. Finally, we present two illustrative examples.     

老龄化、延迟退休与财政可持续

文章利用2006-2015年31个省份的面板数据研究老龄化程度持续加深会否导致财政负担加剧。首先构造跨期迭代模型发现,老龄化对财政可持续性的影响与老龄人口负担的所得税率有关,当所得税率低于临界值时,老龄化率提高会对财政可持续性产生负面影响;而当老龄人口所得税率高于临界值时,老龄化率提高转向改善财政可持续性的一面。因此,以老年人相对工资水平为门槛变量,进一步建立面板门槛模型进行实证研究,结果表明,老龄化对财政可持续性的影响并非简单线性,而是存在非线性的门槛效应,并且区域差异明显。延迟退休的直接效应是通过增收减支来提高财政可持续性,然而更重要的是,延迟退休通过延长老年人的工作时长来拓展其创造的生产价值,并通过提高老年人收入水平来增加老年人缴纳的所得税,间接促进财政可持续性。     

Warranted inferences of mediation and possibility of a threshold effect: Verifying the mediating effects of anger in situational crisis communication theory

Scholars have called for communication research to verify the causal claims of mediation models from a research design perspective, instead of only proving mediation statistically. This study validates whether and how anger mediates the causal effects of crisis types on publics’ responses in Situational Crisis Communication Theory (SCCT), including reputation, negative word-of-mouth intention, and purchase intention in China. Two experiments were conducted based on the experimental-causal-chain design. Results in Study 1 demonstrate that the causal relationships between three crisis types and publics’ emotional and other responses in China are consistent with findings in Western contexts. In Study 2, the results of a 2 (anger: low, high) x 3 (crisis types: victim crisis, accidental crisis, preventable crisis) factorial experiment reveal significant mediating effects of anger on publics’ responses in the victim and accidental crisis conditions, but not for preventable crises. This novel finding suggests the possibility of a threshold effect of anger in the mediating process. Specifically, anger has a mediating effect on publics’ responses when it is below the high-anger threshold. However, anger may no longer be the mediator when it exceeds this threshold. This finding empirically challenges the common assumption that emotions have a linear relationship with publics’ responses, thus offering a new research avenue and deeper understanding of how emotions function in crises. Therefore, this research serves as a pioneer, calling for future studies to validate other theories involving mediation to yield fruitful insights.     

Estimation for change point of discretely observed ergodic diffusion processes

We treat the change point problem in ergodic diffusion processes from discrete observations. Tonaki et al. (2021a) proposed adaptive tests for detecting changes in the diffusion and drift parameters in ergodic diffusion process models. When any change in the diffusion or drift parameter is detected by this or any other method, the next question to consider is where the change point is located. Therefore, we propose the method to estimate the change point of the parameter for two cases: the case where there is a change in the diffusion parameter, and the case where there is no change in the diffusion parameter but a change in the drift parameter. Furthermore, we present rates of convergence and distributional results of the change point estimators. Some examples and simulation results are also given.     

Associations Between Adolescents' Antisocial Behavior,Conflict Management Styles,and Romantic Relationship Breakup: An Observational Study

Adolescents' antisocial behavior and negative conflict management styles are each associated with adverse romantic relationship outcomes, yet little research exists on their associations. We investigated whether adolescents' antisocial behavior was associated with conflict management styles, and whether it predicted breakup 3 months later. In total, 91 adolescent couples (M_age = 16.43, SD = 0.99; 41.2% Hispanic/Latinx) participated in videotaped conflict discussions coded for negotiation, coercion, and avoidance. Actor–partner interdependence models suggest adolescents' antisocial behavior is associated with decreased use of negotiation (couple pattern) and increased use of coercion (actor pattern). No significant associations were found for avoidance. Neither antisocial behavior nor conflict management styles predicted breakup. Findings are discussed in light of the unique developmental importance of adolescents' romantic relationships.