The emperor's new clothes: a critique of the multivariate t regression model

Zellner (1976) proposed a regression model in which the data vector (or the error vector) is represented as a realization from the multivariate Student t distribution. This model has attracted considerable attention because it seems to broaden the usual Gaussian assumption to allow for heavier-tailed error distributions. A number of results in the literature indicate that the standard inference procedures for the Gaussian model remain appropriate under the broader distributional assumption, leading to claims of robustness of the standard methods. We show that, although mathematically the two models are different, for purposes of statistical inference they are indistinguishable. The empirical implications of the multivariate t model are precisely the same as those of the Gaussian model. Hence the suggestion of a broader distributional representation of the data is spurious, and the claims of robustness are misleading. These conclusions are reached from both frequentist and Bayesian perspectives.     

A Review of Modern Computational Algorithms for Bayesian Optimal Design

Bayesian experimental design is a fast growing area of research with many real‐world applications. As computational power has increased over the years, so has the development of simulation‐based design methods, which involve a number of algorithms, such as Markov chain Monte Carlo, sequential Monte Carlo and approximate Bayes methods, facilitating more complex design problems to be solved. The Bayesian framework provides a unified approach for incorporating prior information and/or uncertainties regarding the statistical model with a utility function which describes the experimental aims. In this paper, we provide a general overview on the concepts involved in Bayesian experimental design, and focus on describing some of the more commonly used Bayesian utility functions and methods for their estimation, as well as a number of algorithms that are used to search over the design space to find the Bayesian optimal design. We also discuss other computational strategies for further research in Bayesian optimal design.     

Small‐scale Inference: Empirical Bayes and Confidence Methods for as Few as a Single Comparison

Empirical Bayes methods of estimating the local false discovery rate (LFDR) by maximum likelihood estimation (MLE), originally developed for large numbers of comparisons, are applied to a single comparison. Specifically, when assuming a lower bound on the mixing proportion of true null hypotheses, the LFDR MLE can yield reliable hypothesis tests and confidence intervals given as few as one comparison. Simulations indicate that constrained LFDR MLEs perform markedly better than conventional methods, both in testing and in confidence intervals, for high values of the mixing proportion, but not for low values. (A decision‐theoretic interpretation of the confidence distribution made those comparisons possible.) In conclusion, the constrained LFDR estimators and the resulting effect‐size interval estimates are not only effective multiple comparison procedures but also they might replace p‐values and confidence intervals more generally. The new methodology is illustrated with the analysis of proteomics data.     

Stationary-Increment Variance-Gamma and t Models: Simulation and Parameter Estimation

We detail a method of simulating data from long range dependent processes with variance-gamma or t distributed increments, test various estimation procedures [method of moments (MOM), product-density maximum likelihood (PMLE), non-standard minimum χ² and empirical characteristic function estimation] on the data, and assess the performance of each. The investigation is motivated by the apparent poor performance of the MOM technique using real data ( Tjetjep & Seneta, 2006 ); and the need to assess the performance of PMLE for our dependent data models. In the simulations considered the product-density method performs favourably.     

基于定数截尾样本的指数分布的环境因子估计

讨论了定数截尾样本下,指数分布环境因子的极大似然估计和区间估计,为研究估计的精度,运用随机模拟方法,对环境因子的置信区间的精度进行了讨论。     

An Example of Data Technology Product: A Control Chart for Weibull Processes

This work proposes a new Shewhart-type control chart of the Weibull percentile (i.e. the reliable life) as a practical example of a product attained following the Data Technology (DT) approach. DT is briefly introduced as a new discipline defined apart from Information Technology (IT). Following this approach, some specific Bayes estimators are selected from literature and then used to build the above new chart. These estimators allow to improve the control making use of any available kind of data (statistical and non-statistical). The operative steps of DT approach are fully explained. The results are illustrated by means of a real applicative example.     

Parameter estimation for the drift of a time inhomogeneous jump diffusion process

This work deals with parameter estimation for the drift of jump diffusion processes which are driven by a Lévy process and whose drift term is linear in the parameter. In contrast to the commonly used maximum likelihood estimator, our proposed estimator has the practical advantage that its calculation does not require the evaluation of the continuous part of the sample path. In the important case of an Ornstein‐Uhlenbeck‐type jump diffusion, which is a widely used model, we prove consistency and asymptotic normality.     

温压战斗部爆炸冲击波毁伤小子样试验鉴定分析

针对温压战斗部爆炸冲击波毁伤的试验鉴定问题,提出冲击波毁伤的试验鉴定即为对毁伤参数所服从分布以及分布参数的统计推断问题,并进一步给出温压战斗部毁伤小子样试验鉴定的基本思路,重点对利用Bayes理论开展统计推断的方法进行了研究,介绍了两种验前分布的求取方法,并对Bayes估计理论进行了深入探讨,介绍了点估计和区间估计求取的具体方法。     

随机模糊方法在岩十工程参数选取中的应用研究

由于岩土材料本身的空间变异性,以及取样和实验过程中人和环境所造成的误差,使得实际试验参数具有明显的不确定性和随机性。另外,人们对实际工程中岩土体的分类标准比较笼统,因此在岩土工程中采集到的岩土体参数具有随机性和模糊性,尤其是类属的模糊性。随机模糊方法既考虑了岩土体参数的随机性又考虑了其模糊性。文章探讨了随机模糊方法在岩土体参数选取中应用的适用性。     

单纯形法用于港口工程土石方物流

引入少流学理论，根据土石方工程的线性规划问题特征，以单纯形法为工具解决港口工程中的土石方调运问题。     

基于仿真技术的物流中心站台数确定方法研究

通过建立描述站台数量的模型,利用排队论理论得到了最优站台数的解法,同时利用Arena仿真软件对这一问题进行仿真。应用Arena仿真克服了理论建模方法的不足,为物流中心最优站台数问题提供了一种较为理想的解决方法。     

Input- and Output-Oriented Technical Efficiency of Ukrainian Collective Farms, 1989–1992: Bayesian Analysis of a Stochastic Production Frontier Model

We propose estimation of a stochastic production frontier model within a Bayesian framework to obtain the posterior distribution of single-input-oriented technical efficiency at the firm level. All computations are carried out using Markov chain Monte Carlo methods. The approach is illustrated by applying it to production data obtained from a survey of Ukrainian collective farms. We show that looking at the changes in single-input-oriented technical efficiency in addition to the changes in output-oriented technical efficiency improves the understanding of the dynamics of technical efficiency over the first years of transition in the former Soviet Union.     

基于聚类分析和重心法的第三方物流企业配送中心选址分析——以邯运物流为例

先从模糊聚类的角度对邯运物流划分区域,同时考虑更多与选址相关的定性因素,然后结合简捷的重心法确定最终的区域配送中心选址,这样不仅降低了计算量,而且使选址模型更具有实际意义。     

配送系统运营效率的综合评价模型

配送作为现代物流的关键作业环节之一，其运营效率的高低直接影响到物流的效率与效益，对配送系统的效率与效益评价涉及到众多不同层次的指标。本文在层次分析法的基础上运用加权平均法构建了一个配送系统运营效率的综合评价模型，该模型通过系统考察影响配送效率的所有可能因素，对配送系统运营效率进行客观、综合的评价，为管理人员进行科学决策提供有力的支持。     

行业收入差距及收入分配制度效率国外研究综述

当前行业收入差距不断扩大已经成为一个危及我国社会和谐的突出问题,西方发达国家在工业化进程中也曾出现过类似情况。了解和梳理国外关于行业收入差距现状、影响行业收入差距的因素、行业收入差距测度方法、收入分配制度效率的相关文献,有助于对研究我国行业收入差距问题提供借鉴与参考。     

A Measure of Representativeness of a Sample for Inferential Purposes

After defining the concept of representativeness of a random sample, the author proposes a measure of how much the observed sample represents its parent distribution. This measure is called Representativeness Index. The same measure, seen as a function of a sample and of a distribution, will be called Representativeness Function. For a given sample it provides the value of the index for the different distributions under examination, and for a given distribution it provides a measure of the representativeness of its possible samples. Such Representativeness Function can be used in an inferential framework just as the likelihood function, since it gives to any distribution the "experimental support" provided by the observed sample. This measure is distribution-free and it is shown to be a transformation of the wellknown Cramér–von Mises statistic. By using the properties of that statistic, criteria for providing set estimators and tests of hypotheses are introduced. The utilization of the representativeness function in many standard statistical problems is outlined through examples. The quality of the inferential decisions can be assessed with the usual techniques (MSE, power function, coverage probabilities). The most interesting examples turn out to be those of situations that are "non-regular", as for instance the estimation of parameters involved in the support of the parent distribution, or less explored (model choice).     

Nonparametric estimation of variance, skewness and kurtosis of the distribution of a statistic by jackknife and bootstrap techniques

While jackknife and bootstrap estimates of the variance of a statistic are well–known, the author extends these nonparametric maximum likelihood techniques to the estimation of skewness and kurtosis. In addition to the usual negative jackknife also a positive jackknife as proposed by BERAN (1984) receives interest in this work. The performance of the methods is investigated by a Monte Carlo study for Kendall's tau in various situations likely to occur in practice. Possible applications of these developments are discussed.     

基于灰色评判的低需求型车辆器材需求函数确定模型

为解决器材管理人员在确定低需求器材需求分布函数时没有进行假设检验而采用过于主观的方法从而导致需求预测不准的的问题．本文运用模糊灰色评判的方法构建了低需求车辆器材需求函数确定模型。并通过实例验证了其正确性和可行性。事实证明该方法可充分刺用灰色理论在处理小样本数据和模糊数学的优点来较客观的确定器材的需求函数．从而有效提高预测效率。     

Leadership in Temporary Organizations: A Review of Leadership Theories and a Research Agenda

Projects and other temporary forms of organizing are different from standard organizational processes. As most leadership theories are based on the assumption of stable organizational environments, the increase in temporary forms of organizing poses specific challenges to leadership theories. We evaluate existing leadership theories in terms of their applicability on temporary environments and identify theories, which are adaptable to temporary settings and therefore may be the basis for empirical investigations in this field. On this basis we derive a research agenda by proposing individual leadership theories and combinations of different leadership approaches to be further assessed in research.     

配送中心订单处理作业流程仿真研究

对订单处理系统相关文献归纳总结的基础上,进一步分析订单处理的作业流程。分析认为,可以用排队系统建模仿真的方法解决订单处理的相关问题。以某网上商城订单处理流程为例,采用实体流程图法建立该流程的系统模型,并利用WITNESS仿真软件建立了仿真模型。仿真实验的结果指明最优人员配置和系统的进一步优化方向。