A new approach to inter-rater agreement through stochastic orderings: the discrete case

We wish to study inter-rater agreement comparing groups of observers who express their ratings on a discrete or ordinal scale. The starting point is that of defining what we mean by “agreement”. Given d observers, let the scores they assign to a given statistical unit be expressed as a d-vector in the real space. We define a deterministic ordering among these vectors, which expresses the degree of the raters’ agreement. The overall scoring of the raters on the sample space will be a d-dimensional random vector. We then define an associated partial ordering among the random vectors of the ratings, illustrate a number of its properties, and look at order-preserving functions (agreement measures). In this paper we also show how to test the hypothesis of greater agreement against the unrestricted hypothesis, and the hypothesis of equal agreement against the hypothesis that an agreement ordering holds. The test is applied to real data on two medical observers rating clinical guidelines.     

A new family of bivariate max-infinitely divisible distributions

In this article we discuss the asymptotic behaviour of the componentwise maxima for a specific bivariate triangular array. Its components are given in terms of linear transformations of bivariate generalised symmetrised Dirichlet random vectors introduced in Fang and Fang (Statistical inference in elliptically contoured and related distributions. Allerton Press, New York, 1990). We show that the componentwise maxima of such triangular arrays is attracted by a bivariate max-infinitely divisible distribution function, provided that the associated random radius is in the Weibull max-domain of attraction.     

A new bivariate distribution in natural exponential family

We propose a new bivariate distribution following a GLM form i.e., natural exponential family given the constantly correlated covariance matrix. The proposed distribution can represent an independent bivariate gamma distribution as a special case. In order to derive the distribution we utilize an integrating factor method to satisfy the integrability condition of the quasi-score function. The derived distribution becomes a mixture of discrete and absolute continuous distributions. The proposal of our new bivariate distribution will make it possible to develop some bivariate generalized linear models. Further the discrete correlated bivariate distribution will also arise from an independent bivariate Poisson mass function by compounding our proposed distribution (Iwasaki and Tsubaki, 2002).Received March 2003     

Ethnic polarization orderings and indices

An ethnic polarization index is a summary statistic of ethnic diversity in a population. Reynal-Querol (J Confl Resolut 46:29–54, 2002) suggested an index of ethnic polarization, the RQ index, and discussed its properties. In this paper we develop two ethnic polarization orderings that can rank ethnic distributions in terms of all ethnic polarization indices satisfying certain intuitively reasonable postulates. Some of these postulates and some additional ones taken from the earlier literature are employed to develop some axiomatic characterizations of the RQ index. In the process, a generalized form of the RQ index is also characterized.     

Walrasian social orderings in exchange economies

We study social ordering functions in exchange economies. We show that if a social ordering function satisfies certain Pareto, individual rationality, and local independence conditions, then (i) the set of top allocations of the chosen social ordering is contained in the set of Walrasian allocations and is typically non-empty, and (ii) all individually rational but non-Walrasian allocations are typically ranked indifferently. Thus, such a social ordering function is quite similar to the Walrasian correspondence, which can be regarded as the social ordering function whose associated indifference classes are the set of Walrasian allocations and the set of other allocations.     

Structural information in recursive VAR orderings

This paper investigates structural models that will permit a Cholesky decomposition of the covariance matrix of VAR residuals to identify some structural impulse response functions. Cholesky decompositions are found to be useful identification tools for the set of partially recursive structural models. A partially recursive structure is defined as any block recursive system where the equations in one block can be recursively ordered and where the structural shocks are uncorrelated. Using this class of models, we derive necessary and sufficient conditions for the moving average representation from a Cholesky decomposition to identify structure. The paper concludes by discussing implications of these results for empirical research.     

A new family of copulas,with application to estimation of a production frontier system

Journal of Productivity Analysis - In the empirical literature, the analysis of aggregate productivity dynamics using firm-level productivity has mostly been based on changes in the mean of...     

Multivariate likelihood ratio orderings between spacings of heterogeneous exponential random variables

Let X ₁, X ₂, ..., X _n be independent exponential random variables such that X _i has failure rate λ for i = 1, ..., p and X _j has failure rate λ^* for j = p + 1, ..., n, where p ≥ 1 and q = n − p ≥ 1. Denote by D _i:n (p,q) = X _i:n −X _i-1:n the ith spacing of the order statistics X _1:n ≤ X _2:n ≤ ... ≤ X _n:n , i = 1, ..., n, where X _0:n ≡ 0. The purpose of this paper is to investigate multivariate likelihood ratio orderings between spacings D _i:n (p,q), generalizing univariate comparison results in Wen et al.(J Multivariate Anal 98:743–756, 2007). We also point out that such multivariate likelihood ratio orderings do not hold for order statistics instead of spacings. Supported by National Natural Science Foundation of China, the Program for New Century Excellent Talents in University (No.: NCET-04-0569), and by the Knowledge Innovation Program of the Chinese Academy of Sciences (No.: KJCX3-SYW-S02).     

A search interpretation of the family gap

This paper proposes a general equilibrium search model to investigate what is known as the family gap: wage differentials between mothers and non-mothers. In the human capital literature a substantial amount of the family gap is left unexplained after controlling for schooling and experience. This paper suggests that differences in labor market behavior between mothers and non-mothers are an important factor in explaining the family gap. For college graduates, estimation results show that employed mothers search 70% less than non-mothers and more than 50% of the family gap can be explained by the labor market behavior differences between mothers and non-mothers. Such differences, however, can not explain the family gap for high school graduates.     

A family production overlapping generations economy

This paper provides a theoretical analysis of an overlapping generations economy in which production decisions and input–output allocations are all carried out at the family level. I consider a single class of output allocation schemes and various degrees of knowledge about the production technology. Under complete knowledge, I show that a family organizational structure in which everyone receives his marginal contribution to output, invests less in physical capital than under a perfectly competitive equilibrium environment. Under incomplete knowledge, I analyze and compare how beliefs about the input–output relationship affect the physical capital accumulation dynamics and the long-run standards of living.     

A family of Markovian models of recurrent choice

This paper presents a Markovian binary choice model for a heterogeneous population using a bivariate S_BB mixing distribution. Special forms of this model include Markov models with independent parameters, Last Place Loyal, Place Loyal and Bernoulli models. The modelling framework adopted allows these special forms to be both identified and tested. Analysis of recurrent shopping trips from travel diary data from Uppsala, Sweden [Burnett (1977)] finds no Markovian adaptive behaviour.     

A family of square and rectangular interregional input-output tables and models

This paper formulates a large family of different square and rectangular (inter)regional input-output accounting frameworks. Most of the members of this family prove to have a consistent square or rectangular (inter)regional input-output model. Besides some disadvantages, the rectangular members prove to have important advantages over the square members of the family. Hence, it is concluded that the traditional dominance of the square format is unjustified. Moreover, the existence of a whole family implies that an explicit consideration of the choice of accounting framework is necessary. It is argued that, in making this choice, one should strive for an optimal and consistent mix between the assumptions made in the table construction phase and those made when building the corresponding model.     

新一代奥迪A4

新一代奥迪A4是全球最顶尖的高档运动型B级车,诸多突破性科技、顶级装备和全新设计使其同时在运动性、舒适性和安     

叉车市场新态势与叉车企业新策略

近年来,中国叉车市场发生了巨大变化,从年增幅30％以上的高成长阶段,进入平稳发展阶段。然而市场增速虽然放缓,但竞争却愈演愈烈。全球最强的叉车厂家已经有侣家在中国市场逐鹿,其中至少有10家已在中国设厂。面对这种全新的竞争格局,各大叉车企业纷纷采取新的竞争策略,在产品定位、技术创新、市场营销等各个方面都有新举措。为了展现叉车企业在这一轮竞争浪潮中的风貌,也为了让广大叉车用户了解叉车企业的新特点、新产品,本刊特别推出本期专题。     

A new extension of bivariate FGM copulas

We propose a new family of copulas generalizing the Farlie–Gumbel–Morgenstern family and generated by two univariate functions. The main feature of this family is to permit the modeling of high positive dependence. In particular, it is established that the range of the Spearman’s Rho is [ − 3/4,1] and that the upper tail dependence coefficient can reach any value in [0,1]. Necessary and sufficient conditions are given on the generating functions in order to obtain various dependence properties. Some examples of parametric subfamilies are provided.     

打开地产市场的新视野

观察最近的地产市场,禁不住有惶然之感。去年关于房市过热、房价过高的群起斥责,在今年大半年来市场趋冷局面与不确定性、不均衡性变化的宏观背景下,总体上转为短暂平和,而在近期却又随着世界经济形势的变化,很快上升为另一种喧哗:要求救市的呼声,不绝于耳。值得注意的是,这种喧哗,因为有了政府的响应而变得尤为激烈。在中央政府两个月内接连三次降息、以及采取减税等相关措施之前,南京、西安,以至北京、上海等各大城