Some test statistics for the structural coefficients of the multivariate linear functional relationship model

Summary For the testing problem concerning the coefficients of the multivariate linear functional relationship model, the distribution of a statistic previously proposed by A. P. Basu depends on the unknown covariance matrixV of errors, so limiting its applicability. This article proposes new test statistics with sampling distributions which are independent of the unknown parameters for the cases whereV is either unknown or known only up to a proportionality factor. The exact distributions of the test statistics are also discussed.     

A probability distribution for precipitation data analysis

Hydrologic design is often based on assessments of large return interval measures; it is vital to be able to conclude them as precisely as possible. Henceforth, the selection of a probability distribution is very crucial for such cases. In view of this scenario, we propose and study a pliant probability distribution for precipitation data analysis. Some mathematical and statistical properties are analyzed. In order to make stronger predictions and judge the realistic return period, we have also characterized the model via Laplace transformation. We have estimated its parameters via the maximum likelihood estimation and constructed its information matrix for developing the confidence belt of population parameters. Moreover, a real-life setup is also considered by applying the model over precipitation data of diverse regions, including Jacksonville, Florida (USA), Barkhan (Pakistan), British Columbia (Canada), and Alexandria (Egypt). This investigated study is based on various statistical parametric and nonparametric tests, which indicates that the proposed model is one of the better strategies for precipitation data analysis when compared with the famous three-parameter Kappa model.     

Evaluating the financial performance of bank branches

We evaluate the financial performance of most of the branch offices of a large European savings bank for a recent accounting period. We employ a complementary pair of nonparametric techniques to evaluate their financial performance, in terms of their ability to conserve on the expenses they incur in building their customer bases and providing customer services. We find variation in the ability of branch offices to perform this task, and agreement on the identity of the laggard branches. We then employ parametric techniques to determine that the list of indicators on which their financial performance is evaluated can be reduced without statistically significant loss of information to bank management. Both findings suggest ways in which the bank can increase the profitability of its branch network. A previous version of this paper was presented at CORE, Université Catholique de Louvain, Louvain-la-Neuve, Belgium, where we received many helpful comments from the audience. We are grateful to three referees for their helpful comments as well.     

Objective comparison of concentration profiles in solids by means of mathematical statistics

To compare concentration profiles in solids in an objective manner, a multi-dimensional generalization of the comparison of two means by Student'st-test is proposed. The approach is based on piecewise modelling the profiles using rougha priori information, estimating the model parameters and their covariance matrix and comparing the estimated parameters by use of multidimensional test variables. The piecewise modelling is treated in the most important cases in such a way that the partial functions are straight lines or cubic polynoms (splines) with continuity at all knots in each case. It enables us to compare whole profiles as well as the most relevant parts of them. Two ways of estimating the covariance matrix as a generalization of the variance estimation are discussed. The approach is useful for any kind of line profiles if rough information on the profile type is available. As an example SIMS depth-profiles of aluminum obtained from thin-layer systems after different technological heat treatments are considered. These profiles are modeled by three straight lines.     

n the fourth order tensor valued function of the stress in return map algorithm

针对各向同性材料,基于一组相互正交的基张量,建立了一套有 效的相关运算方法. 基张量中的两个分别是归一化的二阶单位张量和偏应力张量,另一个则 使用应力的各向同性二阶张量值函数经过归一化构造所得,三者共主轴. 根据张量函数表示 定理,本构方程和返回映射算法中所涉及到的应力的二阶、四阶张量值函数及其逆都由这组 基所表示. 推演结果表明：这些张量之间的运算,表现为对应系数矩阵之间的简单 关系. 其中,四阶张量求逆归结为对应的3\times3系数矩阵求逆,它对二阶张量的变换 则表现为该矩阵对3times 1列阵的变换. 最后,对这些变换关系应用于返回映 射算法的迭代格式进行了相关讨论.     

Influence diagnostics and outlier tests for varying coefficient mixed models

In this paper, we consider subset deletion diagnostics for fixed effects (coefficient functions), random effects and one variance component in varying coefficient mixed models (VCMMs). Some simple updated formulas are obtained, and based on which, Cook’s distance, joint influence and conditional influence are also investigated. Besides, since mean shift outlier models (MSOMs) are also efficient to detect outliers, we establish an equivalence between deletion models and MSOMs, which is not only suitable for fixed effects but also for random effects, and test statistics for outliers are then constructed. As a byproduct, we obtain the nonparametric “delete = replace” identity. Our influence diagnostics methods are illustrated through a simulated example and a real data set.     

Strain gage evaluation with four-point bending at moderate temperatures

This paper describes the application of the traditional four-point bending technique to conduct strain gage performance tests at moderate temperatures. The tests measure the apparent strain, linearity, drift, creep and hysteresis behavior to ascertain the reliability of strain gages to be used in the testing of experimental cylindrical vessels subjected to thermal loading. The four-point bending rig was designed to take advantage of the advances in personal computer datalogging and graphical processing software. The test rig is designed to provide a thermal barrier to minimize the heat losses and thermal isolation of the test beam while maintaining structural continuity. A low wattage and lightweight electric foil heater incorporating a precise temperature controller minimizes weight and enhances temperature stability. Gage performance data on five candidate strain gages at temperatures ranging from ambient to 215°C (419°F) are presented, and the evaluation procedure is outlined. The strain gage with the most acceptable performance was identified within the validity limits from ambient to a temperature of 215°C and from zero to a maximum strain of 1000 .     

沪深股市回报率、波动率和交易量关系的实证研究

本文首先对回报率与交易量之间的关系进行了研究,发现并不存在非对称的数量关系,但存在双向的葛兰杰因果关系;同时将交易量对波动率的解释能力进行了研究,发现在沪市交易量对波动率具有解释力,而在深市交易量对波动率没有解释力。     

退货量依赖销售量和价格的供应链协调性

在假设零售商允许顾客退货且退货量依赖销售量和销售价格的条件下,本文研究了一个制造商和一个零售商组成的供应链的协调问题。研究表明:只有回购与回馈惩罚的联合契约能协调此供应链。最后给出了数值例子,并对主要参数进行了灵敏度分析。     

两个安全第一思想模型的比较分析

针对投资者可能的投资需求确立了基于安全第一思想下两个相近的投资目标:1、极大化投资末期总收益率超过给定水平α的概率;2、极小化投资末期总收益率与给定水平α的距离.并分别就这两个目标建立了优化决策模型,得到了模型解析解,最后对两个模型结果进行了比较分析和经济解释.