不完全信息下基于GSP的竞价排名问题研究

本文研究对象是不完全信息下搜索引擎基于GSP拍卖的竞价排名问题。基于静态博弈模型,首先给出了按点击付费情况下广告商的贝叶斯均衡出价函数;其次为了保证均衡存在,给出了关于点击率的充分条件,并分析了点击率与均衡存在的关系;最后分析了点击率变化对搜索引擎收益的影响。结果对不完全信息下广告商的出价策略和搜索引擎的广告位置拍卖策略提供了决策依据。     

Rank-based ridge estimation in multiple linear regression

Multicollinearity and model misspecification are frequently encountered problems in practice that produce undesirable effects on classical ordinary least squares (OLS) regression estimator. The ridge regression estimator is an important tool to reduce the effects of multicollinearity, but it is still sensitive to a model misspecification of error distribution. Although rank-based statistical inference has desirable robustness properties compared to the OLS procedures, it can be unstable in the presence of multicollinearity. This paper introduces a rank regression estimator for regression parameters and develops tests for general linear hypotheses in a multiple linear regression model. The proposed estimator and the tests have desirable robustness features against the multicollinearity and model misspecification of error distribution. Asymptotic behaviours of the proposed estimator and the test statistics are investigated. Real and simulated data sets are used to demonstrate the feasibility and the performance of the estimator and the tests.     

Sample size determination for the weighted log‐rank test with the Fleming–Harrington class of weights in cancer vaccine studies

In recent years, immunological science has evolved, and cancer vaccines are available for treating existing cancers. Because cancer vaccines require time to elicit an immune response, a delayed treatment effect is expected. Accordingly, the use of weighted log‐rank tests with the Fleming–Harrington class of weights is proposed for evaluation of survival endpoints. We present a method for calculating the sample size under assumption of a piecewise exponential distribution for the cancer vaccine group and an exponential distribution for the placebo group as the survival model. The impact of delayed effect timing on both the choice of the Fleming–Harrington's weights and the increment in the required number of events is discussed. Copyright © 2014 John Wiley & Sons, Ltd.     

高校科级干部素质状况与提升途径 ——以武汉理工大学为例

高校科级干部是维系学校日常运转的一支重要力量,通过分析高校科级干部的状况及形成原因,提出建立科学管理机制、营造和谐工作环境等途径,以及进一步加强高校科级干部的思想政治素质、知识文化技能和业务工作能力,使之胜任新时期高校管理职能,促进和谐校园建设。     

基于秩和比法的石油企业营销力评价

为了寻找中国石油企业在营销力方面与国际石油公司存在的差距,采用秩和比方法并借助Excel统计软件对九大石油公司的营销力作了评价。通过分析得出九大石油公司RSR值差别较大,营销力水平成等级排列。在九大石油公司中,Exxon-Mobil和Shell处于第一等级。CNPC分值仅列第七,虽与TOTAL、BP、Texaco、Chevron、ENI一起被列入第二等级,但与国际大石油公司相比还存在差距。研究结果对提高中国石化企业竞争力有指导意义。     

有序秩聚类及对地震活跃期的分析

 本文在对Fisher最优求解有序聚类方法和有序近邻聚类方法剖析的基础上,提出了有序秩聚类分析方法,并对Fisher最优求解、有序近邻聚类和有序秩聚类在计算效率上进行了比较分析,研究表明有序秩聚类在处理海量数据具有明显的优势。最后利用该方法对我国南北地震带活跃期进行分析,取得了良好的效果。     

Assessment of delay factors in construction of sport facilities through multi criteria decision making

Abstract

The construction of sports facilities widened drastically as the number of sport events gradually increased during the last two decades in the global environment. The requirements of International Federations to host these sports events impact the construction of these facilities. Construction complexity, budget and time constraints and pressure from the project stakeholders play an important role on delivery time of such facilities. The aim of this paper is to identify and evaluate the most significant delay factors that affecting the delivery of sport projects worldwide. From previous literatures and one-to-one meetings with technical experts, a list of 37 delays attributes were identified. These factors were categorised in 8 groups and distributed through an online questionnaire portal to sport facility professionals. 101 completed responses were collected and analysed through different ranking approaches and multi criteria decision making methods (Relative Importance Index (RII), Spearman’s Rank Correlation, T-Test and Analytical Hierarchy Process (AHP). The analysis of AHP concluded that “low level of consultant experience”, “low level of contractor experience”, “shortage of construction materials” and “difficulties in financing the project by contractor” were the most critical delay factors, while “delays related to contractor capabilities” was the most critical delay group. The value of this paper is to provide the industry professionals with the most significant delay factors in construction of sports facilities to take proper managerial actions to reduce delays.     

Rank-based multiple change-point detection

Abstract

A nonparametric procedure is proposed to estimate multiple change-points of location changes in a univariate data sequence by using ranks instead of the raw data. While existing rank-based multiple change-point detection methods are mostly based on sequential tests, we treat it as a model selection problem. We derive the corresponding Schwarz’s information criterion for rank-statistics, theoretically prove the consistency of the change-point estimator and use a pruned dynamic programing algorithm to achieve the change-point estimator. Simulation studies show our method’s robustness, effectiveness and efficiency in detecting mean-changes. We also apply the method to a gene dataset as an illustration.     

Smoothed alternatives of the two-sample median and Wilcoxon's rank sum tests

We discuss smoothed rank statistics for testing the location shift parameter of the two-sample problem. They are based on discrete test statistics – the median and Wilcoxon's rank sum tests. For the one-sample problem, Maesono et al. [Smoothed nonparametric tests and their properties. arXiv preprint. 2016; ArXiv:1610.02145] reported that some nonparametric discrete tests have a problem with their p-values because of their discreteness. The p-values of Wilcoxon's test are frequently smaller than those of the median test in the tail area. This leads to an arbitrary choice of the median and Wilcoxon's rank sum tests. To overcome this problem, we propose smoothed versions of those tests. The smoothed tests inherit the good properties of the original tests and are asymptotically equivalent to them. We study the significance probabilities and local asymptotic powers of the proposed tests.     

Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review

The paper reviews recent contributions to the statistical inference methods, tests and estimates, based on the generalized median of Oja. Multivariate analogues of sign and rank concepts, affine invariant one-sample and two-sample sign tests and rank tests, affine equivariant median and Hodges–Lehmann-type estimates are reviewed and discussed. Some comparisons are made to other generalizations. The theory is illustrated by two examples.