A semiparametric nonlinear mixed model approach to phase I profile monitoring

When process data follow a particular curve in quality control, profile monitoring is suitable and appropriate for assessing process stability. Previous research in profile monitoring focusing on nonlinear parametric (P) modeling, involving both fixed and random-effects, was made under the assumption of an accurate nonlinear model specification. Lately, nonparametric (NP) methods have been used in the profile monitoring context in the absence of an obvious linear P model. This study introduces a novel technique in profile monitoring for any nonlinear and auto-correlated data. Referred to as the nonlinear mixed robust profile monitoring (NMRPM) method, it proposes a semiparametric (SP) approach that combines nonlinear P and NP profile fits for scenarios in which a nonlinear P model is adequate over part of the data but inadequate of the rest. These three methods (P, NP, and NMRPM) account for the auto-correlation within profiles and treats the collection of profiles as a random sample with a common population. During Phase I analysis, a version of Hotelling’s T² statistic is proposed for each approach to identify abnormal profiles based on the estimated random effects and obtain the corresponding control limits. The performance of the NMRPM method is then evaluated using a real data set. Results reveal that the NMRPM method is robust to model misspecification and performs adequately against a correctly specified nonlinear P model. Control charts with the NMRPM method have excellent capability of detecting changes in Phase I data with control limits that are easily computable.     

Bayesian process monitoring schemes for the two-parameter exponential distribution

In this paper a Bayesian procedure is applied to obtain control limits for the location and scale parameters, as well as for a one-sided upper tolerance limit in the case of the two-parameter exponential distribution. An advantage of the upper tolerance limit is that it monitors the location and scale parameter at the same time. By using Jeffreys’ non-informative prior, the predictive distributions of future maximum likelihood estimators of the location and scale parameters are derived analytically. The predictive distributions are used to determine the distribution of the “run-length” and expected “run-length”. A dataset given in Krishnamoorthy and Mathew (2009 Krishnamoorthy, K., and T. Mathew. 2009. Statistical Tolerance Regions: Theory, Applications and Computation. Wiley Series in Probability and Statistics.[Crossref] , [Google Scholar]) are used for illustrative purposes. The data are the mileages for some military personnel carriers that failed in service. The paper illustrates the flexibility and unique features of the Bayesian simulation method.     

Evaluating the Accuracy of Small P‐Values In Genetic Association Studies Using Edgeworth Expansions

The asymptotic distributions of many classical test statistics are normal. The resulting approximations are often accurate for commonly used significance levels, 0.05 or 0.01. In genome‐wide association studies, however, the significance level can be as low as 1×10⁻⁷, and the accuracy of the p‐values can be challenging. We study the accuracies of these small p‐values are using two‐term Edgeworth expansions for three commonly used test statistics in GWAS. These tests have nuisance parameters not defined under the null hypothesis but estimable. We derive results for this general form of testing statistics using Edgeworth expansions, and find that the commonly used score test, maximin efficiency robust test and the chi‐squared test are second order accurate in the presence of the nuisance parameter, justifying the use of the p‐values obtained from these tests in the genome‐wide association studies.     

GMM estimation of a realized stochastic volatility model: A Monte Carlo study

This article investigates alternative generalized method of moments (GMM) estimation procedures of a stochastic volatility model with realized volatility measures. The extended model can accommodate a more general correlation structure. General closed form moment conditions are derived to examine the model properties and to evaluate the performance of various GMM estimation procedures under Monte Carlo environment, including standard GMM, principal component GMM, robust GMM and regularized GMM. An application to five company stocks and one stock index is also provided for an empirical demonstration.     

Efficiency of an adaptive estimator of a log-zero-poisson parameter

An estimator, λ is proposed for the parameter λ of the log-zero-Poisson distribution. While it is not a consistent estimator of λ in the usual statistical sense, it is shown to be quite close to the maximum likelihood estimates for many of the 35 sets of data on which it is tried. Since obtaining maximum likelihood estimates is extremely difficult for this and other contagious distributions, this estimate will act at least as an initial estimate in solving the likelihood equations iteratively. A lesson learned from this experience is that in the area of contagious distributions, variability is so large that attention should be focused directly on the mean squared error and not on consistency or unbiasedness, whether for small samples or for the asymptotic case. Sample sizes for some of the data considered in the paper are in hundreds. The fact that the estimator which is not a consistent estimator of λ is closer to the maximum likeli-hood estimator than the consistent moment estimator shows that the variability is large enough to not permit consistency to materialize even for such large sample sizes usually available in actual practice.     

论公益征收正当程序的构建

公益征收关涉公民宪法财产权的保障,为此各国建立了正当程序对公益征收进行规制。我国公益征收缺乏正当程序的规制,导致征收权被滥用,公民的合法权益得不到有效的保障,因此我国应汲取这些国家的先进经验,构建公益征收的正当程序。     

刑事诉讼中的“歧视性起诉”

我国公诉实践中存在相似情形不同处理的歧视性起诉现象,这违反了平等保护原则。为了实践宪法,实现法治,缓和社会冲突,防止公诉权滥用,保障被告人权利,我国也应当建立歧视性起诉辩护制度,对起诉进行司法审查,并进行程序性制裁。     

刑事诉讼模式的进化论研究

刑事诉讼模式不仅是刑事诉讼法学界研究的理论热点问题,同时也是改革刑事诉讼制度所必须涉及的基本要素。以法律进化论为视角,以美国学者帕卡的刑事诉讼模式学说为理论背景,运用价值分析法,在立足传统的研究成果之上,剖析了我国的刑事诉讼模式重构可能存在的误区,并建议从本土法制资源和环境的改善为出发点,在强调制度整体性的基础上重构我国刑事诉讼模式。     

略论全国人大常委会议事规则的修改与完善——基于政治文明的视角

2009年全国人大常委会议事规则的修改有利于增强委员的程序意识,有利于保持议事制度的均衡发展,有利于提高委员的素质。政治文明具有普遍性与特殊性的特点,全国人大可以借鉴西方议会中具有普适性价值的规则,通过完善旁听制度、建立辩论制度、适当延长会期等方式促进我国人大议事规则的不断完善。     

论量刑程序改革中的被害人权利

2009年量刑程序改革正式启动,从目前量刑指导文件和各地实践来看,被害人参与量刑程序尚未引起足够重视。对此,应当明确被害人参与量刑程序的必要性,赋予其量刑程序中的知情权和量刑建议权,以实现建立公开、公正量刑程序之目标。