ASYMPTOTIC ABSOLUTE EFFICIENCY OF PROJECTION TESTS WITH AN APPLICATION TO N-RANKING TESTS

A class of χ²-type goodness-of-fit tests for the hypotheses of equal cell probabilities is introduced and the quality of the tests under arbitrary model restrictions is compared, where a suitable efficiency concept is used. As a special case, several nonparametric tests on treatment effects in the randomized block design can be considered. Some well known cases, such as the Anderson-, Friedman- and the Page-test, turn out to possess a certain minimax efficiency property under reasonable model assumptions. Finally a direct comparison between the Anderson- and Friedman-tests is given.     

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.     

A note on the uniform distribution on the arcsin points

In his book Pukelsheim [8] pointed out that designs supported at the arcsin points are very efficient for the statistical inference in a polynomial regression model. In this note we determine the canonical moments of a class of distributions which have nearly equal weights at the arcsin points. The class contains theD-optimal arcsin support design and theD ₁-optimal design for a polynomial regression. The results allow explicit representations ofD-, andD ₁-efficiencies of these designs in all polynomial models with a degree less than the number of support points of the design.     

On a heuristic analysis of highly fractionated 2 n factorial experiments

The paper deals with a method for the analysis of highly fractionated factorial designs proposed by Raghavarao and Altan in Metrika 58:185–191 (2003). We show that the method will find “active” factors with almost any set of random numbers. Once that an alias set is found active, Raghavarao and Altan claim that their method can resolve the alias structure of the design and identify which of several confounded effects is active. We show that their method cannot do that. The error in Raghavarao and Altan’s arguments lies in the fact that they treat a set of highly dependent (sometimes even identical) F-statistics as if they were independent.     

博弈视角下的税收筹划策略分析

税收筹划方案的设计是否合法、科学、合理是税收筹划意图能否实现的重要前提和保证。从博弈的角度来看,在税收筹划方案的设计与实施过程中,必须高度重视对税收筹划人、税务机关和税收筹划相对人之间利益博弈关系的分析,不断优化税收筹划策略,确保税收筹划目标的实现。     

Residential grid storage technology battles: a multi-criteria analysis using BWM

This article focuses on the battle for dominance between various battery technologies in the residential grid storage market (< 10?KWh) in the context of residential energy systems and the related home energy management systems. We focus on five major battery technologies that are available in the market (lithium-based batteries, lead-based batteries, flow batteries, nickel-based batteries, and sodium-based batteries). Based on a literature review and expert interviews, we study the factors for technology success in the residential grid storage market. By applying the best worst method (BWM), we assign the relative importance to the factors and predict which technology will have the highest chance of achieving success. We compare this to the technology that now has the highest market share and conclude that BWM is a useful method to indicate technology dominance in this market.     

Extending design-optimality from an initial model to augmented models

We consider an initial linear model E(Y)=B a and an augmented model E(Y)=B a+C b. We show that, if a design is optimal for estimating K a in the initial model, then there exists a matrix L such that this design is also optimal for estimating K a+L b in the augmented model. Received: December 1998     

The new IMF approach to capital account management and its blind spots: lessons from Brazil and South Korea

As emerging economies experience a boom in capital inflows, governments are increasingly concerned about their downsides. Even the IMF (International Monetary Fund), long a stalwart proponent of financial liberalization, has engaged in a new debate on capital flow management. Drawing lessons from empirical case studies on Brazil and South Korea, this paper finds that the new IMF framework remains insufficient in two main aspects. First, by defining ‘capital flow management measures’ (CFMs) as a temporary instrument embedded in an overall strategy of financial opening, the organization insists on the general advantages of financial liberalization, which poses serious limits to emerging economies’ policy space. Second, the Fund keeps on stressing a separation of prudential financial regulation, which should be permanent, and temporary CFMs. Yet, the case studies presented here show that, especially for emerging markets with rather open and sophisticated domestic financial markets, both types of measures are interdependent and overlapping. Additionally, we demonstrate the relevance of a third type of regulation, lying on foreign exchange (FX) derivatives instruments, which may also be required to effectively manage foreign investors’ portfolio reallocations and their impact.     

Efficiencies for optimum designs when transforming the response in nonlinear models with nonconstant variance

Often the responses from mechanistic models have to be transformed to achieve error distributions that are symmetric and have constant variance. Because of the nature of the relationship between the response and the mechanistic model, it is necessary to transform both sides of the model. Expressions are given for the parameter sensitivities in the transformed model and examples given of optimum designs for particular values of λ, together with the efficiency of these designs as λ varies. Approaches to finding designs robust to variations in λ are indicated and exemplified.     

Supervisors and their response to poor performance: A study of disciplinary decision making

This study examines how first-level supervisors make disciplinary decisions when faced with a performance problem. Using a policy-capturing design, subjects (supervisors from a nonunion financial services organization) were asked to make disciplinary decisions about cases that varied in terms of six different factors: magnitude of the performance decrement, documented warning, waiver, tenure, past performance, and the manner of the employee. The impact of these factors was examined in order to gain insight into the degree to which key social and institutional norms impact disciplinary decisions and, in turn, generate nascent rights for employees. The findings are suggestive as to the relative importance of these norms within the sample as a whole as well as for individual managers within the sample. The implications for our understanding of the role of nascent rights within disciplinary systems are discussed.