Discussion on the paper by Peter Müller,Fernando A. Quintana,and Garritt L. Page

The article by Müller, Quintana, and Page reviews a variety of Bayesian nonparametric models and demonstrates them in a few applications. They emphasize applications in spatial data on which our discussion focuses as well. In particular, we consider two types of mixture models based on species sampling models (SSM) for spatial clustering and apply them to the Chilean mathematics testing score data analyzed by the authors. We conclude that only the mixture model of SSM with spatial locations as part of observations renders spatially non-overlapping clusters.     

Some Comments on Hassairi et al.'s “Implicit Distributions and Estimation”

In social interaction studies, one commonly encounters repeated displays of behaviors along with their duration data. Statistical methods for the analysis of such data use either parametric (e.g., Weibull) or semi-nonparametric (e.g., Cox) proportional hazard models, modified to include random effects (frailty) which account for the correlation of repeated occurrences of behaviors within a unit (dyad). However, dyad-specific random effects by themselves are not able to account for the ordering of event occurrences within dyads. The occurrence of an event (behavior) can make further occurrences of the same behavior to be more or less likely during an interaction. This article develops event-dependent random effects models for analyzing repeated behaviors data using a Bayesian approach. The models are illustrated by a dataset relating to emotion regulation in families with children who have behavioral or emotional problems.     

Comment on “Issues Involved With the Seasonal Adjustment of Economic Time Series” by William R. Bell and Steven C. Hiilmer

This article investigates the existence of multiple regimes in the U.S. economy during the 1923—1991 period. A technique known as regression tree analysis is applied to search for splits in the data, if any exist, rather than choosing a splitting point a priori as has been done in previous work. Using this technique, strong evidence for the existence of nonlinear behavior of U.S. output is found over this period. Monte Carlo results are presented to assess the significance of the regime changes that are found.     

Nadaraya–Watson estimator for I.I.D. paths of diffusion processes

This paper deals with a nonparametric Nadaraya–Watson (NW) estimator of the drift function computed from independent continuous observations of a diffusion process. Risk bounds on the estimator and its discrete-time approximation are established. The paper also deals with extensions of the PCO and leave-one-out cross-validation bandwidth selection methods for our NW estimator. Finally, some numerical experiments are provided.     

沁园春.统计

中华大业,健康运行,统计控调。观风云变幻,一纸资料;浏览阴晴,几寸报表。城乡山川,工农商学,指弹微机尽知晓。看前程,展独特技能,图文绘描。神州寰宇荣耀,有统计人员心血抛。忙清凡事业,不分旦宵;梳理信息,词字精敲。只恋墨膏,书伴为骜,虚名浮利冷眼瞧。赤子情,为炎黄振兴,无私报效。沁园春.统计@宋振群     

Inferences on stress–strength parameter based on GLD5 distribution

Let X and Y be independent random variables distributed as generalized Lindley distribution type 5 (GLD5). This article deals with the estimation of the stress–strength parameter R = P(Y < X), which plays an important role in reliability analysis. For this purpose, the maximum likelihood and the uniformly minimum variance unbiased estimators are presented in the explicit form. Moreover, considering Arnold and Strauss’ bivariate Gamma distribution as an informative prior and Jeffreys’ as noninformative prior, the Bayes estimators are derived. Various bootstrap confidence intervals are also proposed and, finally, the presented methods are compared using a simulation study.     

体制.方法.手段：企业统计信息管理系统漫谈

众所周知市场经济的一个显著特点就是竞争,竞争获胜的重要前提是决策的及时和正确,而科学决策的前提与关键又在于能够迅速及时、准确地获得有关信息,并对信息进行快速而合理的加工.谁拥有更及时更正确的各类信息,谁就能更好更快地做出正确决策,谁就有希望在市场经济的竞争中获胜,相反就可能在竞争中败北.因此,信息是企业重要的资源,在企业各类信息中,统计信息是企业信息的主体,抓住统计信息的收集、加工和使用,就抓住企业信息的关键.同时工作实践也告诉我们有了数据,并不等于就能成为企业资源,信息是经过加工     

A.热点问题评析

关注新农保与城居保合并 近日,国务院常务会议决定合并新型农村社会养老保险和城镇居民社会养老保险,建立全国统一的城乡居民基本养老保险制度。     

A.热点问题评析

重视惠誉、穆迪调低中国信用评级9日,评级机构惠誉宣布将中国偿还长期本币债务的评级从“AA-”降至“A＋”,但评级前景稳定;16日,穆迪也宣布维持中国政府债券的“Aa3”评级,但同时将评级展望从正面转为稳定,两家国际评级机构先后下调中国信用评级最主要的理由是,中国的地方融资平台债务风险和影子银行风险。     

CONFIG.SYS和AUTOEXEC.BAT文件的多重设置

ＣＯＮＦＩＧ．ＳＹＳ和ＡＵＴＯＥＸＥＣ．ＢＡＴ文件的多重设置湖南省洪江市统计局蒋晖ＭＳ－ＤＯＳ从６．０版开始，增加了ＣＯＮＦＩＧ．ＳＹＳ与ＡＵＴＯＥＸＥＣ．ＢＡＴ文件多重设置功能，使运行不同系统配置要求的软件时，不必每次修改配置文件，给实际工作带来了...     

A.热点问题评析

三季度经济回稳复苏 日前，国家统计局发布前三季度国民经济运行情况。前三季度国内生产总值（GDP）同比增长7．7％。其中，一季度增长7．7％，二季度增长7．5％，三季度增长7．8％。     

Discussion of “Simple Estimators for Invertible Index Models” by H. Ahn,H. Ichimura,J. Powell,and P. Ruud

This is an interesting article that considers the question of inference on unknown linear index coefficients in a general class of models where reduced form parameters are invertible function of one or more linear index. Interpretable sufficient conditions such as monotonicity and or smoothness for the invertibility condition are provided. The results generalize some work in the previous literature by allowing the number of reduced form parameters to exceed the number of indices. The identification and estimation expand on the approach taken in previous work by the authors. Examples include Ahn, Powell, and Ichimura (2004 Ahn, H., Powell, J., and Ichimura, H. (2004), “Simple Estimators for Monotone Index Models,” UC Berkeley Working Paper. [Google Scholar]) for monotone single-index regression models to a multi-index setting and extended by Blundell and Powell (2004 Blundell, R. W., and Powell, J. L. (2004), “Endogeneity in Semiparametric Binary Response Models,” The Review of Economic Studies, 71, 655–679.[Crossref], [Web of Science ®] , [Google Scholar]) and Powell and Ruud (2008 Powell, J., and Ruud, P. (2008), “Simple Estimators for Semiparametric Multinomial Choice Models,” UC Berkeley Working Paper. [Google Scholar]) to models with endogenous regressors and multinomial response, respectively. A key property of the inference approach taken is that the estimator of the unknown index coefficients (up to scale) is computationally simple to obtain (relative to other estimators in the literature) in that it is closed form. Specifically, unifying an approach for all models considered in this article, the authors propose an estimator, which is the eigenvector of a matrix (defined in terms of a preliminary estimator of the reduced form parameters) corresponding to its smallest eigenvalue. Under suitable conditions, the proposed estimator is shown to be root-n-consistent and asymptotically normal.