Confidence Intervals for Linear Combinations of Poisson Means

Parametric confidence intervals are given for linear combinations of the means of independent Poisson variables and for their continuous versions. The performance of the intervals is assessed using simulation. A real data set is used to compare the proposed intervals with known ones. The proposed intervals are shown to be superior to known ones and comparable to exact intervals.     

Aalen's Linear Model for Sampled Risk Set Data: A Large Sample Study

Borgan and Langholz (1997) describe a method for estimating the parameter functions in Aalen's linear hazard regression model from sampled risk set data. Using a counting process formulation and the martingale central limit theorem, we provide a study of the asymptotic distributional properties of the estimator. The results are applied to study the efficiencies of the nested case-control and counter-matched designs relative to a full cohort analysis.     

Covariate Order Tests for Covariate Effect

A new approach for constructing tests for association between a random right censored life time variable and a covariate is proposed. The basic idea is to first arrange the observations in increasing order of the covariate and then base the test on a certain point process defined by the observation times. Tests constructed by this approach are robust against outliers in the covariate values or misspecification of the covariate scale since they only use the ordering of the covariate. Of particular interest is a test based on the Anderson-Darling statistic. This test has good power properties both against monotonic and nonmonotonic dependencies between the covariate and the life time variable.     

Asymptotic Distributions of Unit-Root Tests When the Process Is Nearly Stationary

Several test criteria are available for testing the hypothesis that the autoregressive polynomial of an autoregressive moving average process has a single unit root. Schwert (1989), using a Monte Carlo study, investigated the performance of some of the available test criteria. He concluded that the actual levels of the test criteria considered in his study are far from the specified levels when the moving average polynomial also has a root close to 1. This article studies the asymptotic null distribution of the test statistics for testing p = 1 in the model Y_t = pY _t-1 + e _t – 0e _t-1 as 0 approaches 1. It is shown that the test statistics differ from one another in their asymptotic properties depending on the rate at which 0 converges to 1.     

The Semiparametric Normal Variance-Mean Mixture Model

We study the normal variance-mean mixture model from a semiparametric point of view, i.e. we let the mixing distribution belong to a non-parametric family. The main results are consistency of the non-parametric maximum likelihood estimator and construction of an asymptotically normal and efficient estimator for the Euclidian part of the parameter. We study the model according to the theory outlined in the monograph by Bickel et al. (1993) and apply a general result (based on the theory of empirical processes) for semiparametric models from van der Vaart (1996) to prove asymptotic normality and efficiency of the proposed estimator.     

Product-limit Estimators and Cox Regression with Missing Censoring Information

The Kaplan–Meier estimator of a survival function requires that the censoring indicator is always observed. A method of survival function estimation is developed when the censoring indicators are missing completely at random (MCAR). The resulting estimator is a smooth functional of the Nelson–Aalen estimators of certain cumulative transition intensities. The asymptotic properties of this estimator are derived. A simulation study shows that the proposed estimator has greater efficiency than competing MCAR-based estimators. The approach is extended to the Cox model setting for the estimation of a conditional survival function given a covariate.     

Gibt es (noch) etwas spezifisch Ostdeutsches im Beratungsbedarf?

Is there still something specific East German in the need for counseling? There is a specific East German background, considering the adaption of issues, contents and methods of counseling of East German top management, enterprises and institutions. In the last ten years, development in East Germany was above all a make up for the development of West German conditions. Today the trends in West and East Germany are equally faced with the reorganization of processes resulting from global standards. These are confronted with a hardly stabil economical and social basis in East Germany. The general need for counseling is determined by psychological counseling and change management.     

Complaining Our Way to Quality: Complaints, Contracts and the Voluntary Sector

The research on which this paper is based is part of a wider study of quality assurance and the voluntary sector. The focus of this paper is on complaints procedures, as part of quality assurance mechanisms, where voluntary agencies are the contracted service providers. The authors argue that, with the introduction of contracting and particularly with its further development, the way in which complaints mechanisms currently operate will need to be revised if they are to be an effective part of the quality assurance process.     

加涅累积学习理论与幼儿科学教育

作为将行为主义学习论与认知主义学习论相结合的代表,加涅的累积学习理论日益受到教育者的关注.其累积学习的模式,以及关于学习的条件、学习的要素、学习的过程等理论为幼儿科学教育内容的选择和安排以及方法的选择和运用提供了有力的理论依据.     

Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes

We observe a realization of an inhomogeneous Poisson process whose intensity function depends on an unknown multidimensional parameter. We consider the asymptotic behaviour of the Rao score test for a simple null hypothesis against the multilateral alternative. By using the Edgeworth type expansion (under the null hypothesis) for a vector of stochastic integrals with respect to the Poisson process, we refine the (classic) threshold of the test (obtained by the central limit theorem), which improves the first type probability of error. The expansion allows us to describe the power of the test under the local alternative, i.e. a sequence of alternatives, which converge to the null hypothesis with a certain rate. The rates can be different for components of the parameter.