Discretely Observed Diffusions: Approximation of the Continuous-time Score Function

We discuss parameter estimation for discretely observed, ergodic diffusion processes where the diffusion coefficient does not depend on the parameter. We propose using an approximation of the continuous-time score function as an estimating function. The estimating function can be expressed in simple terms through the drift and the diffusion coefficient and is thus easy to calculate. Simulation studies show that the method performs well.     

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.     

Simultaneous inference on diversity of biological communities

In environmental statistics, surveys on the structure of biological communities are generally carried out by focusing on diversity indexes. A more complete analysis may be performed by means of an appropriate function giving a spectrum of different measures of diversity: diversity profiles. They can be expressed as a function of the unknown abundance vector of the ecological population. In this paper we develop a non parametric approach based on bootstrap in order to make inference on diversity profiles. The proposed procedure is applied on biological data of four parks in Milan, Italy.     

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.     

Behavior-Based Safety in a Coal Mine: The Relationship Between Observations,Participation, and Injuries Over a 14-Year Period

Safety is an important topic in the inherently dangerous mining industry. The creation of a behavior-based safety program and improved employee-management relationships reduced incident rates by 50%. The safety program focused on employee observations and oversight from steering committees. This case study suggests that participation rates of 30% could produce mine-wide safety improvement and considers possible explanations in the context of current literature and anecdotal reports.     

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.