A moving blocks empirical likelihood method for panel linear fixed effects models with serial correlations and cross-sectional dependences

To simultaneously deal with serial correlations and cross-sectional dependences for a panel linear fixed effects model, we propose a new approach based on an extended score vector and a moving blocks empirical likelihood method. Large sample properties of the proposed method are studied. Simulation results show that the new method works well under the situations of either strong or weak cross-sectional dependences, and the method performs better than the methods in Gonçalves (2011) and Vogelsang (2012). The proposed method is also applied to an application in carbon emission, and the results show that urbanization has a significant effect on carbon emission. Moreover, the effect varies in different stage of urbanization.     

一种低复杂度的CPM信号最大似然块检测算法

为了降低连续相位调制(Continuous Phase Modulation,CPM)信号多符号非相干检测的运算复杂度，提出了一种低复杂度的最大似然块检测算法。该算法充分利用已判决输出的符号对检测过程中的符号向量取值进行约束，有效减少判决统计量计算时的运算量，进而降低算法复杂度。另外，该算法引入判决长度变量，通过调整单次检测时判决符号数使算法能够在检测性能与运算量之间灵活折中。仿真结果表明，提出的低复杂度检测算法能够适用于全响应和部分响应CPM信号，相比原最大似然块检测算法能够在不损失检测性能的前提下降低算法运算量至少50〖WT《Times New Roman》〗%〖WTBZ〗，并且能够通过选择不同的判决长度提高算法应用的灵活性。     

Family firms’ identity communication and consumers’ product involvement impact on consumer response

The purpose of this study is to determine whether the image transfer theory and the elaboration likelihood model can provide a theoretical framework capable of assessing the influence of consumers’ product involvement and family firms’ identity communication through websites on consumer responses. This research conducted an experiment using an eye‐tracking technique measuring attention to family and nonfamily corporate websites. The procedure involved 120 participants. Consistent with the image transfer theory, family firms’ identity through websites positively impacts attitude toward the website and intention to buy. Additionally, the attitude toward the website affects the relationship between family firms’ identity through websites and the intention to buy. In line with the elaboration likelihood model, consumers’ product involvement negatively impacts the relationship between family firms’ identity through websites and intention to buy.     

The information quality and source credibility matter in customers’ evaluation toward food O2O commerce

This study examines customer’s decision making when purchasing food product through O2O commerce applying the elaboration likelihood model (ELM) and the technology acceptance model (TAM). Further, this research investigates which information processing path, central route (information quality) or peripheral route (source credibility), is related to purchase frequency. Results of the data analysis demonstrate (1) the positive relationship between information quality, perceived usefulness, and perceived ease of use; (2) the significant relationship between source credibility, perceived usefulness, and perceived ease of use; (3) the significant influence of perceived usefulness and perceived ease of use on customer trust; and (4) the significant relationships among customer trust, attitudes, and behavioral intentions. In addition, customers with high purchase frequency tend to process messages via the central route, while customers with low purchase frequency focus on the peripheral route. These findings provide theoretical and managerial implications that contribute to O2O commerce marketing.     

Assessing implicit hypotheses in life table construction

Mortality figures are of capital importance for policy-making and public planning, as in forecasting financial provisions in public pension systems. General population life tables are constructed from aggregated statistics, an issue that usually entails adopting some (implicit) assumptions in their construction, such as the hypothesis of closed demographic system or the hypotheses of uniform distributions of death counts (and migration events) by age and calendar year. As microdata have become more abundant and reliable, these hypotheses could be assessed and more assumption-free estimators employed. Using a real database from Spain, we show that the above hypotheses are not appropriate in general and that the more efficient estimators proposed in this paper should be promoted, as differences persist depending on the estimator computed.     

Multi-sample simple step-stress experiment under time constraints

In the context of accelerated life testing, a step-stress model allows for testing under different conditions at various intermediate stages of the experiment. The goal is to develop inference for the mean lifetime at each stress level. The maximum likelihood estimates (MLEs) exist only when some (at least one) failures are observed at each stress level. This limitation can be tackled by a multi-sample step-stress model, which imposes a weaker condition for the existence of the MLEs, i.e. at each stress level, some failures (at least one) must be observed in at least one of the samples. The step-stress experiment with multiple samples at the same stress levels was introduced by Kateri et al. ( Journal of Statistical Planning and Inference, 139 , 2009a ). In this article, we focus on the likelihood inference under such a multi-sample set-up for the case of a simple step-stress experiment under exponentially distributed lifetimes when time constraints are in place in the experimentation.     

Prior Payment Status and the Likelihood to Pay Dividends: International Evidence

By using the signaling model and the life‐cycle theory, I examine the importance of prior payment status in determining the likelihood to pay dividends. I categorize firms into those that paid dividends previously and those that did not. My results show that strong dividend stickiness exists and the determinants to pay differ significantly for the two groups of firms. High growth and low insider holdings make prior payers more likely to pay but prior nonpayers less likely to pay. Furthermore, prior payers are more sensitive to profitability and earned/contributed equity mix, while prior nonpayers are more sensitive to risk and dividend premiums. Finally, taking the prior payment status into account eliminates the problem of overestimating the portion of payers put forth by previous studies.     

Certain nonlinear models of population and epidenmic theory

Summary

Certain properties are considered of those models describing the distribution with time of persons or things among different states (e. g. in an epidemio· model we have the states of susceptibility, infection, death and immunity) for which the transition probabilities depend only upon the numbers in the different states. Special attention is paid to Feller's logistic population model and Bartlett's infection moqeI as being representative of the nonlinear type of scheme. The main results are the different series solutions for the moments given by equations (2.8), (3.9) and (3.12).     

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.