Adaptive trimmed mean as a location estimate

The trimmed mean is one of the most common estimators of location for symmetrical distributions,whose effect depends on whether the trim rate matches the proportion of contaminated data.Based on the geometric characteristics of the curve of the trimmed variance function,the authors propose two kinds of adaptive trimmed mean algorithms.The accuracy of the estimators is compared with that of other often-used estimates,such as sample mean,trimmed mean,trimean,and median,by means of simulation method.The results show that the accuracy of the adaptive derivative optimization trimmed mean method is close to the optimum performance in case of medium contamination(the contamination rate is less than 50%).Under high contamination situation(the contamination rate equals 80%),the performance of the estimates is comparable to that of the median and is superior to other counterparts.     

A game theoretical study of cooperative advertising with multiple retailers in a distribution channel

Extant studies of cooperative advertising mainly consider a single-manufacturer-single-retailer channel structure.This can provide limited insights,because a manufacturer,in real practices,usually deals with multiple retailers simultaneously.In order to examine the impact of the retailer’s multiplicity on channel members’ decisions and on total channel efficiencies,this paper develops a multiple-retailer model.In this model,the manufacturer and the retailers play a Stackelberg game to make the optimal advertising decisions.Based on the quantitative results,it is observed that:1) When there are multiple symmetric retailers,as the number of retailers scales up,the manufacturer’s national advertising investment contributes increasingly to add to channel members’ profits in equilibrium,but the total channel efficiency deteriorates quickly and converges down to a certain value;2) When there are multiple asymmetric retailers,the distribution channel suffers from the manufacturer’s uniform participation strategy due to the retailer’s free-riding,and benefits with the manufacturer’s retailer-specific participation strategy.This study derives equilibrium solutions in closed form for all games considered and measures explicitly the gains/losses of channel efficiencies under different game settings.     

基于稳健MM估计的REKF RAIM算法

基于鲁棒扩展卡尔曼滤波(robust extended Kalman filter,REKF)的接收机自主完好性监测(receiver autonomous integrity monitoring,RAIM)对双星故障模式的检测及识别效果相对较差,尤其当故障矢量具有较高的空间一致性时,M估计的稳健性会受到极大破坏.针...     

Robust Estimation for Partial Functional Linear Regression Model Based on Modal Regression

This paper presents a robust estimation procedure by using modal regression for the partial functional linear regression, which combines the common linear model with the functional linear regression model. The outstanding merit of the new method is that it is robust against outliers or heavy-tail error distributions while performs no worse than the least-square-based estimation method for normal error cases. The slope function is fitted by B-spline. Under suitable conditions, the authors obtain the convergence rates and asymptotic normality of the estimators. Finally, simulation studies and a real data example are conducted to examine the finite sample performance of the proposed method. Both the simulation results and the real data analysis confirm that the newly proposed method works very well.     

SUPPORTING SALESPERSONS＇ CRM EFFORTS THROUGH LOCATION-BASED MOBILE SUPPORT SYSTEMS

This paper aims at assessing how location-based mobile support systems can support salespersons‘ CRM efforts when they are operating within a highly mobile work environment. After briefly discussing the state-of-the-art issues associated with mobile location technologies, the paper conceptualizes key dimensions for location-based mobile support systems. The paper then discusses the dual role of salespersons in CRM. A fourth section suggests a categorization of salespersons‘ CRM tasks based on both properties of location-based mobile support and the areas of salespersons‘ CRM-related tasks that may be affected by mobile location technologies. Finally, the paper suggests potential mobile location services and applications that can help salespersons perform effectively their everyday CRM tasks and link such applications to the determinant of salespersons““ performance. The paper concludes with a discussion of some critical issues and suggests areas for further research.     

ON TAKEUCHI EFFICIENCY IN TWO CLASSES OF SINGLE－PARAMETER TWO－SIDED TRUNCATED DISTRIBUTIONS

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The credibility models with equal correlation risks

In almost all credibility estimators considered previously, the claims are assumed to be independent over risks. However, from practical point of view, this paper investigates the credibility premium when risks are dependent on each other. The authors build the Bühlmann’s credibility models to account for an equal correlation structure over risks, and parameter estimations are also considered. Some desired results are derived.     

Robust estimation of parameters in nonlinear ordinary differential equation models

Ordinary differential equation (ODE) models are widely used to model dynamic processes in many scientific fields. Parameter estimation is usually a challenging problem, especially in nonlinear ODE models. The most popular method, nonlinear least square estimation, is shown to be strongly sensitive to outliers. In this paper, robust estimation of parameters using M-estimators is proposed, and their asymptotic properties are obtained under some regular conditions. The authors also provide a method to adjust Huber parameter automatically according to the observations. Moreover, a method is presented to estimate the initial values of parameters and state variables. The efficiency and robustness are well balanced in Huber estimators, which is demonstrated via numerical simulations and chlorides data analysis.     

系统平均性能测度的稳健估计

研究离散事件仿真中系统平均性能测度θ的估计问题，建立了θ的一种新的估计量—切尾均值．研究表明，这种估计在某些非正态分布中优于传统的估计量—样本均值，并具有稳健性．通过仿真实验对两种估计量进行了评价和比较，并讨论了在正态分布情形中使用切尾均值估计的损失．     

基于门限预平均已调整多次幂变差的可积波动估计及其应用

本文在市场微观结构噪声和跳跃下新提出一类可积波动估计.这些估计联合采用了预平均已调整多次幂变差估计和门限技术,分别消除噪声和跳跃的影响.我们同时给出这一估计的渐近性质,包括一致性和中心极限定理.蒙特卡罗模拟结果表明这一估计对噪声和Lévy跳跃稳健,并且相比预平均已调整多次幂变差(PMMV)估计(Vetter, 2008)具有更好的表现.在实证应用中,基于中国股市逐笔交易的高频数据估计出2015年股灾前后上证50成分股的连续波动,跳跃波动以及噪声波动,并且研究了它们之间相互关系.实证发现:1)噪声波动对潜在收益波动具有正向预测作用,但该预测作用主要针对连续波动,对跳跃波动预测作用并不显著;2)噪声波动具有很强的相依性,连续波动对其具有显著正向预测作用,而跳跃波动对其不存在显著的预测能力.本文研究结果表明噪声包含了有助于潜在价格波动预测的信息,不完全是"噪声",其包含的信息有待深入挖掘.     

Asymptotic Properties of Maximum Quasi-Likelihood Estimators in Generalized Linear Models with Diverging Number of Covariates

In this paper, for the generalized linear models (GLMs) with diverging number of covariates, the asymptotic properties of maximum quasi-likelihood estimators (MQLEs) under some regular conditions are developed. The existence, weak convergence and the rate of convergence and asymptotic normality of linear combination of MQLEs and asymptotic distribution of single linear hypothesis test statistics are presented. The results are illustrated by Monte-Carlo simulations.     

威布尔部件的经验贝叶斯评估

在逐步增加Ⅱ型截尾寿命试验下, 讨论了威布尔部件可靠性指标的估计及性质. 基于Linex损失函数, 给出了威布尔部件寿命分布参数、可靠度函数及失效率函数的一致最小方差无偏估计、贝叶斯估计及经验贝叶斯估计, 并证明了经验贝叶斯估计的渐进最优性. 最后运用Monte-Carlo方法对各种估计 的均方误差进行了模拟比较. 结果表明, 经验贝叶斯估计精度高.     

To Escape the ‘Finishing the Biology Syllabus Syndrome’: An Action Research Exploratory Study in Explicit Modelling for Malaysian Biology Teacher Training

In this paper an exploratory two phase action research of one teacher educator’s attempt at explicit modelling is portrayed. The first phase elicited opinions of pre-service Biology teachers at the end of a semester. Based on the findings of the first phase, the second phase facilitated the pre-service Biology teacher sample to alleviate their ‘finishing the syllabus syndrome’ which they had picked up from their school days. The explicit modelling planned for the second phase was based upon the modelling theory of Albert Bandura. The study indicates that the explicit modelling endeavoured appeared to have some effect upon the motivation and the symbolising, vicarious, forethought, self-regulation and self-reflection capabilities of the pre-service Biology teachers. The ‘finishing the syllabus mentality’ where the presentation of content was significant, showed signs of weakening at the end of the second phase.     

线性回归模型的非线性稳健估计——基于经验过程理论的研究

线性回归模型参数估计的有效性及对厚尾扰动和离群值的稳健性有进一步改进的余地.本文基于条件分布函数提出线性参数模型的一种新的非线性稳健估计量,利用经验过程理论证明了其相合性和渐近正态性.相对于OLS(ordinary least squares)估计量和常用的稳健LAD(least absolute deviations)和Huber估计量,此估计量可全面把握因变量的分布信息,较准确地由样本数据反映真正的数据生成过程,关于扰动项的厚尾分布具有更好的稳健性,且可更好地消弱极端离群值样本对参数估计的不良影响.多种实验设计的模拟表明,此估计量在有限样本下表现良好;在厚尾扰动或离群值出现的时候,显示出良好的稳健性,且优于OLS、LAD以及Huber估计量的小样本表现.     

Adjusted Empirical Likelihood Estimation of Distribution Function and Quantile with Nonignorable Missing Data

This paper considers the estimation problem of distribution functions and quantiles with nonignorable missing response data. Three approaches are developed to estimate distribution functions and quantiles, i.e., the Horvtiz-Thompson-type method, regression imputation method and augmented inverse probability weighted approach. The propensity score is specified by a semiparametric exponential tilting model. To estimate the tilting parameter in the propensity score, the authors propose an adjusted empirical likelihood method to deal with the over-identified system. Under some regular conditions, the authors investigate the asymptotic properties of the proposed three estimators for distribution functions and quantiles, and find that these estimators have the same asymptotic variance. The jackknife method is employed to consistently estimate the asymptotic variances. Simulation studies are conducted to investigate the finite sample performance of the proposed methodologies.     

Measuring the Performance of a Research Strategic Plan System Using the Soft Systems Methodology’s Three ‘Es’ and the Viable System Model’s Indices of Achievement

We explore problems involving the measurement of the performance of a system. We outline two systemic approaches that have come from different epistemological positions: one from the interpretivist paradigm (soft systems methodology) and the other from the cybernetic paradigm (viable systems model). These two systemic methodologies that have tackled problems involving performance measurement are considered and discussed: (a) Checkland’s systems ideas of ‘managing and controlling’ a system throughout a set of three measures of performance: efficacy, efficiency and effectiveness; and (b) Beer’s concepts of Actuality, Capability, Potentiality of the firm and his claims that the performance of a system needs to be quantifiable and resumed on ‘pure’ numbers which should reflect the survivability of the firm. A parallel is drawn between the two approaches concluding that although the paradigms underpinning them are in some way different, the practicalities of these approaches to control, measure and improve the performance of a system are very similar. A case involving the measurement of a proposed research strategic plan for a Manchester Metropolitan University Business School’s department is used to illustrate the systemic approaches.     

Backbone of technology evolution in the modern era automobile industry: An analysis by the patents citation network

In the automobile industry, especially in its modern era, large amount of technologies have been generated to produce automobiles. The technological evolution in this industry is formed by complicated effects of the emergence of some milestone inventions and interaction, integration, and succession among diverse technologies. It’s a big challenge to sort out crucial inventions and technologies progresses that mainly form this industry’s technological evolution. We use patent citation data and apply network analytical techniques to reveal characteristics of the “backbone” in the automobile industry’s technological evolution. We employ three algorithms respectively to explore the main path of the technological evolution, the most important subnetwork which outlines the main characteristics of the industry’s technological evolution, and the most important technological inventions (act as authorities and hubs of the technological evolution) in the industry. Main results are reported in detail by tables, figures and interpretations to disclose the most influential technologically developing path, pivotal transfers in technological trajectories, and important technological convergences and divergences over time, of the modern era automobile industry.     

The adaptive LASSO spline estimation of single-index model

In this paper, based on spline approximation, the authors propose a unified variable selection approach for single-index model via adaptive L ₁ penalty. The calculation methods of the proposed estimators are given on the basis of the known lars algorithm. Under some regular conditions, the authors demonstrate the asymptotic properties of the proposed estimators and the oracle properties of adaptive LASSO (aLASSO) variable selection. Simulations are used to investigate the performances of the proposed estimator and illustrate that it is effective for simultaneous variable selection as well as estimation of the single-index models.     

BENCHMARKING ON-LINE SERVICES INDUSTRIES

1. Introduction Benchmarking delivers a “comparison of a company’s performance in certain areas with that of other firms in its industry and / or with those firms that are identified as world class competition in specific functions and operations” (Davis et al, (2004). It can also cut across traditional lines, providing opportunities for new and innovative ways to increase performance, and be a “search for industry best practices that lead to superior performance” (Camp, 1989; Hinton et …     

Robust stability for stochastic interval delayed Hopfield neural networks

A type of stochastic interval delayed Hopfield neural networks as du(t) = [-AIu(t) WIf(t,u(t)) WIτf7τ(uτ(t)] dt σ(t, u(t), uτ(t)) dw(t) on t≥0 with initiated value u(s) = ζ(s) on - τ≤s≤0 has been studied. By using the Razumikhin theorem and Lyapunov functions, some sufficient conditions of their globally asymptotic robust stability and global exponential stability on such systems have been given. All the results obtained are generalizations of some recent ones reported in the literature for uncertain neural networks with constant delays or their certain cases.