Locally Most Powerful and Other Rank Tests for Independence – with a Contaminated Weighted Alternative

Several authors in the literature have attempted the quantification of the concept of stochastic dependence for bivariate distribution. Two weighted rank tests for testing independence against a weighted contamination alternative is proposed and their distributional properties are studied. We also derived a locally most powerful rank test for the alternative setting. The rank tests proposed are shown to be asymptotic locally most powerful for specific distributions.     

THE ASYMPTOTIC BEHAVIOR OF SIMPLE LINEAR RANK STATISTICS

The concept of a simple linear rank statistic is essential in nonparametric theory. These statistics may be used for testing the null-hypothesis that all observations are independent and identically distributed against classes of alternatives indicated by the choice of regression constants and scores. Special cases are the two-sample Linear rank statistics and Spearman's rank correlation coefficient rho under the null-hypothesis of independence.
In this paper we shall give a survey of the asympotic distribution theory of simple linear rank statistics.     

Does pay affect productivity or react to it?: Examination of U.S. manufacturing

There may be a bi-directional relationship between wages and labor productivity. According to conventional theory, employers reward improvements in productivity by raising pay. It also has been argued that wage increases can provide an incentive to improve productivity. This study applies a technique by Geweke to identify the feedback between pay and productivity in U.S. manufacturing. For the 1949–1998 period, measures of directional feedback indicate that both “pay as reward” and “pay as incentive” behaviors have occurred, but the results vary across manufacturing subsectors.     

Pareto optimality in continuous-time OLG economies

The aim of this paper is the achievement of a complete characterization of the Pareto optimality of competitive equilibria for deterministic, pure exchange, continuous-time economies with a countable number of overlapping generations, where each consumer’s life-span consists in a bounded interval of time. For such an environment, we obtain separate sufficient and necessary conditions for Pareto optimality in the form of the Cass’ criterion, that is, in terms of the equilibrium prices. However, these conditions are not equivalent in general. Therefore, in order to get that equivalence we are compelled to impose certain restrictions, either on consumers’ lifetimes, assuming that all of them have the same longevity, or on the dynamic behaviour of relative intertemporal equilibrium prices. In both cases, we are able to derive a single condition that is sufficient and necessary for efficiency, thus achieving full characterizations.     

The distribution function of a statistic for testing the equality of scale parameters in two gamma populations

Summary The exact distribution function of the ratio of two sums of gamma variates is derived in this paper. The result applies to ratios of quadratic forms and to a statistic used for testing the equality of scale parameters in two gamma populations.     

Analysis of Intertemporal Efficiency Trends Using Rank Statistics With an Application Evaluating the Macro Economic Performance of OECD Nations

This paper presents two applications of rank statistics to evaluate efficiency performance trends using productive efficiency measures derived through various Data Envelopment Analysis (DEA) models. The paper starts with a discussion of the difficulties in obtaining consistent ranks from DEA efficiency ratings. Next, a procedure is proposed to identify intertemporal performance trends using any one of several possible efficiency measures. Another procedure is then developed to test the stability over time of the rank positions of the analyzed units. For each statistical procedure, a small numerical example involving DEA efficiency measures is provided to illustrate the proposed technique. Finally, the new procedures are applied to data reflecting the macro-economic performance of 17 OECD nations in 1979–1988. The outcomes of the application are discussed and contrasted with previous research in this area.     

Rank tests for testing randomness of a regression coefficient in a linear regression model

We propose a class of nonparametric tests for testing non-stochasticity of the regression parameterβ in the regression modely _i =βx _i +ɛ _i ,i=1, ...,n. We prove that the test statistics are asymptotically normally distributed both underH ₀ and under contiguous alternatives. The asymptotic relative efficiencies (in the Pitman sense) with respect to the best parametric test have also been computed and they are quite high. Some simulation studies are carried out to illustrate the results. Research was supported by the University Grants Commission, India.     

关于VAIC法下智力资本增值表体系的构建

在知识经济时代,智力资本作为企业的一种独立的战略性要素,已越来越受到企业的重视。从智力资本的评价系统VAIC法出发,在介绍其基本原理的基础上,构建了智力资本的增值表,并对其各个指标进行了详细的分析。     

A new method for measuring congestion in data envelopment analysis

In data envelopment analysis (DEA), there are two principal methods for identifying and measuring congestion: Those of Färe et al. [Färe R, Grosskopf S. When can slacks be used to identify congestion. An answer to W. W. Cooper, L. Seiford, J. Zhu. Socio-Economic Planning Sciences 2001;35:1–10] and Cooper et al. [Cooper WW, Deng H, Huang ZM, Li SX. A one-model approach to congestion in data envelopment analysis. Socio-Economic Planning Sciences 2002;36:231–8]. In the present paper, we focus on the latter work in proposing a new method that requires considerably less computation. Then, by proving a selected theorem, we show that our proposed methodology is indeed equivalent to that of Cooper et al.     

A COMPARISON OF THE POWERS OF A GENERALIZED FRIEDMAN'S RANK TEST AND AN ALIGNED RANK PROCEDURE BASED ON SIMULATION

This paper presents the results of an experimental determination by Monte Carlo techniques of the power functions of a generalized Friedman's rank test based on "standardized" ranks and a proposed test procedure based on aligned ranks for orthogonal designs. The simulation is carried out for five orthogonal designs and a number of Normal location alternatives and gives some information about the difference in power of the two test procedures for some orthogonal designs.     

能源效率、二氧化碳排放效率与经济增长的关系分析

本文运用协整理论和误差修正模型,对世界和中国1971-2007年的能源效率、1960-2007年的CO2排放效率以及相应年度的GDP数据进行分析。结果表明,世界的CO2排放效率和GDP之间存在协整关系,中国的能源效率和GDP之间存在协整关系,且GDP是能源效率的Granger原因,从短期来看,GDP与能源效率呈正相关关系。     

论统计数据联网直报的应用与发展

利用联网直报采集统计数据,以科学合理的指标体系为基本需求框架,建立统计部门数据共享,有计划地对全市政府统计部门、政府各职能部门以及国民经济行业主管部门需要搜集的社会经济数据资源进行持续地收集、整合、存储和管理。