Empirical comparisons of some tests of separate families of hypotheses

Summary This paper is devoted to a comparison of the asymptotic tests of separate families of hypotheses proposed byCox [1961, 1962] and byAtkinson [1970]. The adequacy of the asymptotic results for finite samples is investigated and some conclusions reached. An examination of the terms which differentiate the two procedures is made. Empirical simulated results are discussed for cases involving the exponential, the lognormal and the Weibull distributions.

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Zusammenfassung In dieser Arbeit wird ein Vergleich angestellt zwischen den Vorschlägen vonCox [1961, 1962] undAtkinson [1970] über asymptotische Tests separierter Familien von Hypothesen. Die Angemessenheit der asymptotischen Resultate für endliche Proben wird untersucht und einige Folgerungen gezogen. Eine Prüfung der Terme, die die beiden Verfahren differenzieren, wird vorgenommen. Empirisch simultierte Resultate werden distribuiert für Fälle mit exponential, lognormal und Weibull Verteilungen.

     

Approximations of the eigenvalues of the covariance matrix of a first-order autoregressive process

This paper provides explicit estimates of the eigenvalues of the covariance matrix of an autoregressive process of order one. Also explicit error bounds are established in closed form. Typically, such an error bound is given by $\text{ε}{}_{\mathrm{k}}\text{= (}\text{4}\text{(n+1)}\text{)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{ρ}{}^2\text{sin}\text{(}\text{kπ}\text{(n+1)}\text{)}$, so that the approximations improve as the size of the matrix increases. In other words, the accuracy of the approximations increases as direct computations become more costly.     

Characterizations of distributions via linearity of regression of generalized order statistics

Let X (r, n, m, k), 1 r n, denote generalized order statistics based on an absolutely continuous distribution function F. We characterize all distribution functions F for which the following linearity of regression holds E(X(r+l,n,m,k) | X(r,n,m,k))=aX(r,n,m,k)+b.We show that only exponential, Pareto and power distributions satisfy this equation. Using this result one can obtain characterizations of exponential, Pareto and power distributions in terms of sequential order statistics, Pfeifers records and progressive type II censored order statistics. Received July 2001/Revised August 2002     

Application of a double bootstrap to investigation of determinants of technical efficiency of farms in Central Europe

The paper provides one of the first applications of the double bootstrap procedure (Simar and Wilson 2007) in a two-stage estimation of the effect of environmental variables on non-parametric estimates of technical efficiency. This procedure enables consistent inference within models explaining efficiency scores, while simultaneously producing standard errors and confidence intervals for these efficiency scores. The application is to 88 livestock and 256 crop farms in the Czech Republic, split into individual and corporate.

Evaluation of inequivalent projections of Hadamard matrices of order 24

Screening designs are useful for situations where a large number of factors (q) is examined but only few (k) of these are expected to be important. It is of practical interest for a given k to know all the inequivalent projections of the design into the k dimensions. In this paper we give all the (combinatorially) inequivalent projections of inequivalent Hadamard matrices of order 24 into k=3,4 and 5 dimensions, as well as their frequencies. Then, we sort these projections according to their generalized resolution, generalized aberration and centered L₂-discrepancy measure of uniformity. Then, we study the hidden projection properties of these designs as they are introduced by Wang and Wu (1995). The hidden projection property suggests that complex aliasing allows some interactions to be estimated without making additional runs.     

Asymptotic normality of linear functions of concomitants of order statistics

Let T( ) be a linear function of concomitants of order statistics, whereT (·) denotes a statistical functional depending on some distribution function (df)F and is an estimator ofF. Under an auxiliary model approach we consider statistics of the form , where denotes a weighted empirical df and a finite population df (t denotes a triangular array). The results can be used to estimate income inequality in finite populations and especially when the survey is based on some design. The paper was written when the author was working at the Statistical Research Unit, Statistics Sweden, Stockholm, Sweden The research was supported by the Joint Committé of the Nordic Social Research Council.     

Asymptotic behaviour of near-maxima of Gaussian sequences

Let \((X_1,X_2,\ldots ,X_n)\) be a Gaussian random vector with a common correlation coefficient \(\rho _n,\,0\le \rho _n<1\) , and let \(M_n= \max (X_1,\ldots , X_n),\,n\ge 1\) . For any given \(a>0\) , define \(T_n(a)= \left\{ j,\,1\le j\le n,\,X_j\in (M_n-a,\,M_n]\right\} ,\,K_n(a)= \#T_n(a)\) and \(S_n(a)=\sum \nolimits _{j\in T_n(a)}X_j,\,n\ge 1\) . In this paper, we obtain the limit distributions of \((K_n(a))\) and \((S_n(a))\) , under the assumption that \(\rho _n\rightarrow \rho \) as \(n\rightarrow \infty ,\) for some \(\rho \in [0,1)\) .     

Exploring the financial consequences of the servitization of manufacturing

Commentators suggest that to survive in developed economies manufacturing firms have to move up the value chain, innovating and creating ever more sophisticated products and services, so they do not have to compete on the basis of cost. While this strategy is proving increasingly popular with policy makers and academics there is limited empirical evidence to explore the extent to which it is being adopted in practice. And if so, what the impact of this servitization of manufacturing might be. This paper seeks to fill a gap in the literature by presenting empirical evidence on the range and extent of servitization. Data are drawn from the OSIRIS database on 10,028 firms incorporated in 25 different countries. The paper presents an analysis of these data which suggests that: [i] manufacturing firms in developed economies are adopting a range of servitization strategies—12 separate approaches to servitization are identified; [ii] these 12 categories can be used to extend the traditional three options for servitization—product oriented Product–Service Systems, use oriented Product–Service Systems and result oriented Product–Service Systems, by adding two new categories “integration oriented Product–Service Systems” and “service oriented Product–Service Systems”; [iii] while the manufacturing firms that have servitized are larger than traditional manufacturing firms in terms of sales revenues, at the aggregate level they also generate lower profits as a % of sales; [iv] these findings are moderated by firm size (measured in terms of numbers of employees). In smaller firms servitization appears to pay off while in larger firms it proves more problematic; and [v] there are some hidden risks associated with servitization—the sample contains a greater proportion of bankrupt servitized firms than would be expected.

Exact bahadur efficiencies of tests for superadditivity of the mean function of a non-homogeneous poisson process

Consider a non-homogeneous Poisson process,N(t), with mean value functionΛ(t) and intensity functionsΛ(t). A conditional test of the hypothesis that the process is homogeneous, versus alternatives for whichΛ(t) is superadditive, was proposed by Hollander and Proschan (1974). Proposing a new test for superadditivity ofΛ(t), Kochar and Ramallingam (1989) have observed the fact that the Pitman asymptotic relative efficiency of their test with respect to the Hollander-Proschan test is unity. In order to distinguish between these competing tests, we shall compute the exact Bahadur slopes of these tests for important alternatives and demonstrate that the new test has high Bahadur efficiencies relative to the test of Hollander and Proschan.     

Effect of outliers on the estimation of parameters

Summary The estimation of parameter in the type of distributionf(x)=b x ^{–1 /b} exp (–x ^b (/b),x>0, is considered, when several outliers of the type , ,r=1,2, ...,k, are present in the data. The estimates of as well as of 's are put in the closed form. Special cases, Weibull, Gamma and Exponential are considered for the case of single outlier. Actual estimates are calculated from the generated samples of size 2 and 3 for the Weibull and Exponential.     

Dynamics of the Standard of Living in St Petersburg during Five Years of Economic Reform

The monitoring of changing living conditions in St Petersburg was started in 1989. In 1993 the Finance and Economics Committee of the Government of St Petersburg and a team of researchers from the Institute of Sociology at the Russian Academy of Sciences began collaborating in a study of the levels of socio-economic differentiation among the population and the priorities in city budget policies. A telephone survey scheme was designed based on representative samples (1000–2500 respondents) of the adult population (18 years and over) and controlled by city district distribution, sex, age, social status and housing. This scheme was implemented regularly with 2–3 month intervals between surveys. It was also undertaken for the purpose of reviewing the general orientation of social politics, decisions on budget priorities, new urgent needs and goals, and the diagnosis and short-term prognosis of trends and policy moves. Detailed and structured information on the living standards of the St Petersburg population is available from the computerized data-base, reports, and from the city's daily newspaper Nevskoe vremya. The studies have demonstrated that economic differentiation in St Petersburg has grown significantly as a result of current reforms (from a 1 to 4 ratio before 1990 to 1 to 10 by the end of 1996). Analysis of the economic characteristics of the population of St Petersburg has revealed that over the course of the past five years there has been rapid differentiation along new lines. At present, wealth and poverty, rather than shared social and professional attributes, tend to unite or separate people. The level of family and personal income determines consumer behaviour, lifestyle, values, cultural attitudes and even individuals' self-perception. La surveillance des changements des conditions de vie à Saint Pétersbourg a commencé en 1989. En 1993 le Comité de l'Economie et des Finances du Gouvernement de Saint Pétersbourg et une équipe de chercheurs de l'Institut de Sociologie de l'Académie des Sciences de Russie commencèrent une étude collaborative des niveaux de différenciation socio-économique dans la population et des priorités de la politique budgétaire de la ville. Un sondage téléphonique fut proposé, fondé sur une section représentative (1000 à 2500 personnes) de la population adulte (de 18 ans et plus) et contrôllée par la distribution des quartiers de la ville, par sexe, âge, statut social et logement. Ce projet fut mis en exécution régulièrement, avec 2 ou 3 mois d'intervalle entre les sondages. Il fut aussi entrepris dans le but d'examiner l'orientation générale des politiques sociales, des décisions quant aux priorités budgétaires, les nouveaux besoins et buts urgents, et le diagnosis et prognosis à court terme des tendances et changements de politique. L'information détaillée structurée concernant les niveaux de vie de la population de Saint Pétersbourg peut être obtenue dans le compte-rendu de la base des donnés sur l'ordinateur et dans le quotidien de la ville, Nevskoe Vremya. Les recherches ont démontré que le différenciation économique à Saint Pétersbourg a considérablement augmentéà la suite des réformes actuelles (d'une proportion de 1 à 4 avant 1990 à une proportion de 1 à 10 à la fin de 1996). L'analyse des caractéristiques économiques de la population de Saint Péterbourg a révélé qu'il y a eu une rapide différenciation d'un type nouveau au cours des cinq dernières années. A présent ce sont la richesse et la pauvreté, plutôt que les attributs sociaux et professionnels communs, qui ont tendance à unir ou à séparer les gens. Le niveau de revenu personnel et familial détermine le comportment des consommateurs, le style de vie, sens des valeurs, attitudes culturelles et même la perception d'eux-mêmes qu'ont les individus.     

Graphical Analysis of Capability of a Process Producing a Product Family

Statistical techniques are effective and powerful means of quantifying the variability of processes, analyzing this variability with reference to product requirements, and eliminating this variability in product manufacturing. Many process capability indices have been effectively and widely used to determine whether the quality of a process meets preset targets. However, conventional process capability indices cannot be applied to assess the entire process capability of a product family with nominal-the-best specifications. This work presents a novel process capability index (C_pp^T), which takes into account all family members. The index C_pp is a simple transformation from index C_pm, and C_pp^T provides additional, individual information concerning the accuracy and precision of a process. Vännman’s (δ, γ)-plot [Vännman and Deleryd, Quality and Reliability Engineering International 15(3): 213–217 (1999)] is revised to compare the process capabilities of family members under both 100% inspection and sampling plans. Examples are provided to demonstrate the method’s practical application.     

Variation diminishing property of densities of uniform generalized order statistics

Let f _*,r , r ≥ 1, denote the density function of rth uniform generalized order statistics as defined by Kamps (1995) or Cramer and Kamps (2003). We prove the following variation diminishing property: the number of zeros in (0,1) of any linear combination does not exceed the number of sign changes in the sequence (a ₁, . . . ,a _r ). This result is applied to study monotonicity and convexity properties of f _*,r .     

Properties of nonlinear transformations of fractionally integrated processes

This paper shows that the properties of nonlinear transformations of a fractionally integrated process strongly depend on whether the initial series is stationary or not. Transforming a stationary Gaussian I(d) process with d>0 leads to a long-memory process with the same or a smaller long-memory parameter depending on the Hermite rank of the transformation. Any nonlinear transformation of an antipersistent Gaussian I(d) process is I(0)). For non-stationary I(d) processes, every polynomial transformation is non-stationary and exhibits a stochastic trend in mean and in variance. In particular, the square of a non-stationary Gaussian I(d) process still has long memory with parameter d, whereas the square of a stationary Gaussian I(d) process shows less dependence than the initial process. Simulation results for other transformations are also discussed.     

New Regionalism contested: some remarks in light of the case of the Mezzogiorno of Italy

This article attempts to re‐consider the debate that has recently developed around the so‐called New Regionalism with reference to the studies regarding the emergence of a ‘new’ competitive Mezzogiorno of Italy. The first two sections of the article are devoted to a critical analysis of the literature on the New Mezzogiorno. It is argued that this literature has, on the one hand, fruitfully called attention to the emerging experiences of regional development in the South of Italy; yet, on the other hand, in throwing positive light on local economic development in the South of Italy, it has underestimated the more troublesome phenomena that these experiences reveal, especially from the point of view of capital‐labour relations. The third section of the article is devoted to showing how the limits and contradictions of the new regionalist approach to local development are reflected in the new course of regional policy that has been embraced in Italy in recent years. Finally, in the concluding section, the article argues for a shift towards a critical approach to research on the Italian southern regions and local productive systems. L'article propose une relecture du débat qui s'est récemment développé autour du Nouveau Régionalisme,è partir des travaux concernant l'émergence d'un ‘nouveau’ Mezzogiorno compétitif en Italie. Les deux premières sections de l'article proposent une analyse critique de la littérature sur le Nouveau Mezzogiorno. D'un côté, celle‐ci a permis, de façon fructueuse, d'attirer l'attention sur l'émergence d'expériences de développement régional dans le Sud italien. De l'autre, en jetant une lumière positive sur le développement économique local dans le Sud de l'Italie, cette littérature a sous‐estimé les aspects les plus problématiques que ces expériences révèlent, en particulier du point de vue des relations entre capital et travail. La troisième partie montre combien le nouveau cours pris par les politiques régionales en Italie reflète les limites et les contradictions de l'approche néo‐régionaliste du développement local. En conclusion, l'article se penche sur la nécessité de développer une approche critique à la recherche sur les régions et les systèmes productifs locaux en Italie du Sud.     

Market entry of firms with different legal forms: an empirical test of the influence of institutional factors

Drawing upon institutional theory we develop a conceptual model and investigate the determinants of market entry for worker cooperatives, publicly traded and limited-liability companies. Our results show that formal institutional conditions (i.e., mercantile legislation) influence the start-up choice of entrepreneurs regarding the legal form of their new venture. In addition, we take into account the influence of informal institutional conditions (i.e., local corporate culture) on the market entry rate of firms with different legal structures. Findings show that, while market entry is sensitive to the general economic climate, entry rates of firms with a different legal structure respond differently to the same economic conditions.

Development Peculiarities of Peripheral Desert Settlements: The Case of Israel

Selected statistical time-series covering the 30-year period from 1965–94 were studied to determine general trends of both economic development and population growth of urban settlements in the Negev desert of Israel. The research indicated that in comparison with urban settlements located in central ‘non-desert’ districts of the country, peripheral desert localities tend to exhibit wider fluctuations of economic activity, unstable population growth, and an attenuation of general urbanization trends that manifest themselves elsewhere across the country. The research led to a set of analytical models designed to explain development peculiarities of peripheral desert settlements. In addition, several planning strategies were proposed, aimed at enhancing the socio-economic sustainability of existing settlements in peripheral desert areas and facilitating prospective urban development there. These include: (1) the establishment of development clusters consisting of urban settlements which share some essential interregional functions such as employment, educational, cultural, and recreational services and facilities; (2) the adoption of a system of progressive economic incentives to promote private investment in peripheral desert areas; and (3) stricter regulation of land use in the central, non-desert regions of the country. Although the present analysis was restricted to small and medium urban settlements in Israel, the mode of analysis and its practical applications can be useful for urban and regional planning elsewhere. Certaines périodes, sélectionnées par le moyen de statistiques et couvrant une tranche de 30 ans de 1965 à 1994, ont étéétudiées afin de déterminer les tendances générales du développement économique et de l'augmentation démographique des installations urbaines dans le désert du Negev en Israël. Cette recherche indique que, par rapport aux centres urbains situés dans les régions centrales ‘non-désert’ du pays, les localités désertiques périphériques ont tendance à faire preuve de changements d'activités économiques plus prononcés, d'une croissance démographique instable et d'une atténuation de la tendance vers l'urbanisation générale qui se révélent ailleurs dans le pays. Cette recherche a conduit à une série de modéles analytiques créés afin d'expliquer les particularités du développement des installations périphériques du désert. De plus, plusieurs stratégies de planification ont été proposées, dans le but d'augmenter la viabilité socio-économique des installations existantes dans les régions périphériques du désert et d'y faciliter le développement urbain futur. Celles-ci comprennent: (1) l'établissement de groupes de développement composés d'installations urbaines partageant certaines fonctions inter-régionales essentielles comme les services et aménagements pour l'emploi, l'éducation, la culture et les loisirs; (2) l'adoption d'un systéme d'encouragements économiques progressifs pour promouvoir les investissements privés dans les régions périphériques du désert; et (3) des réglementations plus strictes quant à l'utilisation des terres dans les régions centrales non désertiques du pays. Bien que l'analyse actuelle ait été limitée aux installations urbaines de petite et moyenne tailles en Israël, la méthode d'analyse et ses applications pratiques peuvent ? tre utiles pour la planification urbaine et régionale dans d'autres régions.     

The asymptotic distribution of a class of nonparametric test statistics

Zusammenfassung In dieser Arbeit wird das asymptotische Verhalten einer Klasse von verteilungsfreien Statistiken, welche nicht-lineare Funktionen des Rangvektors sind, untersucht. Es ergibt sich, da? unter sehr allgemeinen Bedingungen die Grenzverteilung eine (evtl. unendliche) Summe von gewichteten, unabh?ngigenx ²-Verteilungen ist. Die Theorie der Wahrscheinlichkeitsma?e aufHilbertschen R?umen und das Konzept der „schwachen Konvergenz“ solcher Ma? erweisen sich dabei als sehr brauchbare Hilfsmittel.

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Research supported by the National Science Foundation under Grant No. GP-3816 and GP-6859. This work is based on the authors Ph. D. Dissertation, University of Minnesota.     

Limits of imagineering: a case study of Penang

Penang Development Corporation, tasked with placing Penang at the forefront of Malaysia's economic development, has imagineered Penang into a city of vibrance and innovation. Besides manufacturing, tourism is promoted as a mainstay of the economy. Consequently, the themes of culture, heritage, sun and sea, adventure/nature and agro‐tourism have been selected and attractions have been appropriated and strategically amplified to fit into the themes. At each of these themed sites, symbols and signifiers make the consumption of the landscape easier, bolstered by a carnival spirit that will heighten the fun tourists come to expect. Tourists can also safely consume the exotic beaches without exposure to danger because they are ‘protected’ from the locals. The imagineering has excluded Penangites whose lived landscapes have been ignored in favor of images which tourists can easily consume. Penangites have rallied together to challenge the conservation program which they claim is biased to tourism, to assert their rights to the maintenance of public roads, and to their use of public places such as Batu Ferringhi beach. The article exemplifies the contestation that occurs when places are commodified into a few recognizable and marketable characteristics that are devoid of the socio‐spatial contexts from which they evolved. La Penang Development Corporation, chargée d'amener Penang au premier rang du développement économique malais, a imaginé Penang en cité vibrante et novatrice. Outre la construction industrielle, le tourisme est encouragé en tant que principal pilier économique. En conséquence, les thèmes Culture, Patrimoine, Mer et soleil, Aventure/Nature et Agro‐tourisme ont été choisis; des lieux attractifs ont été récupérés et adaptés de manière stratégique en fonction de ces thèmes. Sur chacun de ces sites thématiques, des symboles et signes facilitent la consommation du paysage, entretenue par une atmosphère festive à la hauteur des espérances des touristes. Les visiteurs peuvent aussi consommer en toute sécurité des plages exotiques, ‘protégées’ des populations locales. En effet, la vision de Penang en a exclu les habitants, dont les paysages vécus ont été ignorés au profit d'images consommées aisément par les touristes. Les Penangais se sont regroupés contre le Programme de conservation qui, selon eux, favorise le tourisme. Ils veulent défendre leurs droits à l'entretien de la voirie et à l'usage des lieux publics tels que la plage de Batu Ferringhi. L'article illustre la contestation qui naît lorsque des lieux sont banalisés selon quelques caractéristiques identifiables et commercialisables, mais dépourvues du cadre socio‐spatial à partir duquel ils se sont développés.