bluuebunny/crossref_metadata_2025 huggingface dataset:
The Role of Objective Plane Angulation on the Mandibular Image Using Cross-Sectional Tomography
Authors: Naitoh Munetaka , Katsumata Akitoshi , Kubota Yukinobu , Okumura Shinji , Hayashi Hisashi , Ariji Eiichiro
Published: June 2006

Cross-sectional jaw images in the buccolingual direction obtained by conventional or computerized tomography are used in the image diagnosis of dental implant treatment. This study was performed to clarify the subjective image quality of the mandibular depiction by shifting the angles of the tomographic objective plane. A panoramic machine with a linear tomographic function was used to obtain cross-sectional tomographic images on bilateral first molar regions of 10 dried human mandibles. The angles of tomographic objective planes were shifted horizontally within a range of ±20° at intervals of 5° from the tomographic objective plane, which was automatically determined. The image qualities of 4 anatomical structures—alveolar crest, buccal and lingual cortical bone, and mandibular canal—were subjectively scored on a 5-point scale method. As a result, the permitted tomographic objective angles were from −1.7° to 2.5°, a range of 4.2° for all 4 anatomical structures. When this result was compared with a previous geometric result, the permitted range of the angles was quite narrow. The tomographic objective angles should be manually set in accordance with an optimal tomographic plane for individual patients by using the positioning technique in linear tomography.
The modern management of red cell alloimmunisation
Authors: Oepkes Dick
Published: June 2006

Fetal and neonatal haemolytic disease, caused by red cell alloimmunisation, continues to occur despite well‐organised prophylaxis programmes. In the average obstetric practice pregnancies complicated by the presence of red cell alloantibodies are now a rarity. Increasingly, these patients are referred to the few specialised fetal medicine units where a team of obstetricians, neonatologists, haematologists, laboratory technicians and transfusion specialists take care of the management in close collaboration. In all these fields advances were made in the last decade, further improving the care of women with this potentially serious condition. In this review current insights and new developments are summarised.
The management of voiding difficulty after incontinence surgery
Authors: Bombieri Luigi , Freeman Robert M
Published: June 2006

Voiding difficulty can arise after any gynaecological surgery. This article focuses on voiding difficulty after anti‐incontinence surgery, where voiding difficulty is more likely to persist and have serious clinical effects. Accurate urodynamic prediction is not always possible. Prevention relies on the appropriate choice of procedure for each individual patient and on subtle adjustments of surgical technique (e.g. avoidance of excessive elevation). The management of prolonged voiding difficulty relies on clean intermittent self‐catheterization. Corrective surgical procedures (e.g. urethrolysis, division or release of sling) may play a role in individual cases. Preoperative counselling is important.
Management of obstetric anal sphincter injury
Authors: Thakar Ranee , Sultan Abdul H
Published: June 2006

Obstetric anal sphincter trauma is the most common cause of faecal incontinence and can have a devastating effect on quality of life. Therefore, recognition of the tear is of utmost importance. However, despite repair, up to 59% of women suffer from impaired faecal continence. Poor technique and inadequate training are important contributing factors. This article provides guidelines for safe clinical practice and discusses options for the management of subsequent pregnancy. There is a need for more focused training in perineal anatomy and anal sphincter repair.
Management of endometrial cancer
Authors: Lawton Frank
Published: June 2006

Traditionally endometrial cancer has been considered a relatively benign disease with an overall five‐year survival rate of around 75%. However, one‐quarter of patients with this disease are dead within five years of diagnosis. Randomised controlled trials of radiotherapy in this disease are rare and many patients at little risk of recurrent disease, cured by surgery alone, are still referred for adjuvant radiotherapy. Lymph node status is a known prognostic factor but it is not yet known whether lymphadenectomy is of therapeutic significance. The roles of chemotherapy and hormonal therapy remain to be defined. Most patients are treated outside of trials and this situation must be addressed if improvements in treatment are to be seen.
Puroindoline B Limits Binding of Puroindoline A to Starch and Grain Softness
Authors: Swan C. G. , Meyer F. D. , Hogg A. C. , Martin J. M. , Giroux M. J.
Published: June 2006

Endosperm texture affects end‐use and milling qualities of wheat (Triticum aestivum L.). The Hardness (Ha) locus controls the majority of grain hardness variation and contains the Puroindoline a (Pina) and b (Pinb) genes. Soft kernel texture results when both Pina and Pinb are present in wild‐type form, whereas hard‐textured wheats contain a mutation in either Pin Past studies suggested that grain hardness is correlated with soft type PINA and PINB, not total puroindoline. The primary objective of this study was to determine which PIN limits grain softness in soft wheats. To accomplish this, six transgenic Pin lines created in the hard wheat cultivar Hi‐Line were crossed with the soft wheat cultivar Heron. Resulting F2:3 progeny homozygous for the Pin transgene(s) and the soft‐type Ha locus were evaluated in two environments through 2 yr by measuring grain hardness and puroindoline levels. Genotypes containing added PINB were 7.4 units softer in grain texture, as measured with the Single Kernel Characterization System, than genotypes with added PINA (P < 0.001). In genotypes with added PINB, a 2.6‐ to 4.8‐fold increase was detected in both PINA and PINB bound to starch, whereas only an increase in PINA was detected in added PINA genotypes. Results indicate that increased PINB increases total PIN starch levels and decreases grain hardness more than increased PINA. This demonstrates that PINB limits the binding of PINA to starch, and grain softness in soft wheats.
Effect of Cyclanilide, Ethephon, Auxin Transport Inhibitors, and Temperature on Whole Plant Defoliation
Authors: Pedersen Marianne K. , Burton James D. , Coble Harold D.
Published: June 2006

Whole plant defoliation studies were performed using dark red kidney bean (Phaseolus vulgaris L.) to compare the effect of cyclanilide [1‐(2,4‐dichlorophenylaminocarbonyl)‐cyclopropane carboxylic acid], ethephon (2‐chloroethylphosphonic acid), auxin transport inhibitors, and temperature on leaf abscission. Ethephon induced bean leaf defoliation, but ethephon combined with cyclanilide induced greater defoliation than ethephon alone. The response was dose dependent, as 0.067 kg/ha ethephon alone did not induce defoliation, but when combined with an equal rate of cyclanilide induced 63% defoliation five days after treatment (DAT). In addition, combining auxin transport inhibitors at 0.140 kg a.i./ha with 0.067 kg a.i./ha ethephon induced 50 to 52% defoliation, 5 DAT. Ethephon‐induced defoliation was more temperature sensitive than the combination of cyclanilide with ethephon. Ethephon alone (0.067 kg a.i./ha) induced 26% defoliation 5 DAT at the highest tested temperature (30/26°C, day/night), but cyclanilide combined with ethephon induced 75 to 85% defoliation at all tested temperatures (except at 16/14°C, the lowest). These results indicate that cyclanilide is an ethephon synergist because it enhanced ethephon activity, even at low temperatures. These results support the model that ethylene released by ethephon induces abscission, and suggests that inhibition of auxin transport or auxin signaling will increase the effect of ethylene on the process of leaf abscission. Because of the similarities to the activity to 1‐N‐naphthylphthalamic acid (NPA) and 2,3,4‐triiodobenzoic acid (TIBA) in vivo, cyclanilide may act as an auxin transport inhibitor.
Evaluation of Glycine Germplasm for Nulls of the Immunodominant Allergen P34/Gly m Bd 30k
Authors: Joseph Leina M. , Hymowitz Theodore , Schmidt Monica A. , Herman Eliot M.
Published: June 2006

Soybean [Glycine max (L.) Merr.] seed contains an immunodominant human allergen P34 or Gly m Bd 30k (mentioned as P34) of the cysteine protease family. of approximately 16 266 accessions from USDA soybean germplasm screened, 12 P34 null lines were identified among soybean (G. max), wild annual (Glycine soja Sieb. and Zucc.), and wild perennial Glycine spp. Glycine soja were low P34 expressers, while G. max and wild perennial species had nondetectable levels of the allergenic protein. Further investigation of G. max nulls by 2D‐IEF/SDS PAGE showed all primary seed proteins present indicating that the loss of P34 was not due to large scale restructuring of protein content. Southern and northern analysis showed no large insertions or deletions to render the gene nonfunctional. The cDNA of both G. max nulls each showed the same six point mutations indicating the two nulls have a single origin. of these six single nucleotide changes, four are predicted to result in an amino acid alteration. One such alteration results in a serine being replaced by a cysteine residue. The introduction of a cysteine residue might produce a mismatched disulfide bond formation producing an unstable P34 protein in the null soybean accessions. The isolation and introgression of soybean lines with low allergen levels will provide the basis for developing a low allergen line incorporated with other agronomically desirable traits in a breeding program.
Nitrogen Rate and Mowing Height Effects on TifEagle Bermudagrass Establishment
Authors: Guertal E. A. , Evans D. L.
Published: June 2006

In the southeastern United States, ‘TifEagle’ hybrid bermudagrass [Cynodon dactylon (L). Pers. × C. transvaalensis Burtt Davy] has become a selected cultivar for renovated or new bermudagrass putting greens, and its use has increased in popularity. However, there is limited research which examines TifEagle establishment, especially when cultural practices such as mowing height are included in the experimental design. The objective of this research was to evaluate the impact of N rate and mowing height on the percentage ground cover, shoot density, color, total nonstructural carbohydrate (TNC) content, and soil nitrate (NO3–N) and ammonium (NH4–N) content of TifEagle hybrid bermudagrass putting greens throughout three establishment years (2002, 2003, and 2004). Weekly applications of N were applied at 0.3, 0.6, 1.2, 2.4, and 4.8 g N m−2 wk−1, and mowing height applied at 3.2, 3.9, and 4.8 mm. Almost every agronomic measure (percentage ground cover, shoot density, root or rhizome and stolon mass, color) responded to increased applications of N, with maximum ground cover and shoot density reached at N rates from 3.4 to 4.3 g N m−2 wk−1 Turf mowed under the lowest mowing height often had reduced turfgrass color and rhizome and stolon mass, compared with that mowed at 3.9 or 4.8 mm. Soil pH and residual NO3−N and NH4–N were almost always affected by N rate, but not by mowing height. For rapid establishment without significant reductions in shoot density, rhizome and stolon mass, and TNC, the highest N rate of 4.8 g N m−2 wk−1, as used in this study, was not needed.
Maize Stem Tissues: Impact of Development on Cell Wall Degradability
Authors: Jung H. G. , Casler M. D.
Published: June 2006

Grass degradability declines as cell wall and lignin concentrations increase during maturation. The role of tissue development and lignification in decline of stem degradability was examined in maize (Zea mays L.) internodes sampled at 10 stages of growth from early elongation through plant physiological maturity. The fourth elongated internode above ground level was collected from three maize hybrids grown in a 2‐yr, replicated field trial at St. Paul, MN. Internode cross‐sections and ground samples were incubated in vitro for 24‐ and 96‐h with rumen microbes. Tissue degradation was examined by light microscopy and degradability of cell wall polysaccharide components from ground internodes was determined. All tissues in elongating internodes were completely degradable except for protoxylem vessels, which was the only lignified tissue. After elongation, degradability of all tissues declined markedly except for phloem, which never lignified. Tissues with thick, lignified secondary walls (sclerenchyma and rind‐region parenchyma) required longer incubation times for observable degradation. Cell wall polysaccharide components were highly degradable in immature internodes, but degradability declined after elongation and reached a minimum by Sampling Date 8, with glucose and xylose residues having the greatest reductions in degradability. Cell wall polysaccharide degradation was related to lignin concentration and ferulate cross‐linking in a complex manner.
Une démonstration élémentaire de l'indépendance entre les vecteurs des rangs et des statistiques d'ordre
Authors: Tardif Serge
Published: June 2006

On établit dans cet article l'indépendance entre les vecteurs des rangs et des statistiques d'ordre correspondant à des variables aléatoires interchangeables et presque sǔrement distinctes.
A non‐parametric classification rule for several multivariate populations
Authors: Kanazawa Mitsuyo
Published: June 2006

In a classification problem such that a set of observations is classified into a population when it is known beforehand that the observations have come from one of k (>2) multivariate populations, a non‐parametric classification rule based on the Wilcoxon type statistic is proposed, and its consistency is shown. It is also shown that the statistic is asymptotically distributed according to the chi‐square distribution with p degrees of freedom when the observations are classified correctly.
A note on characterization of some laws by the symmetrical distribution of one linear function given another
Authors: Khatri C.G.
Published: June 2006

Results corresponding to the symmetrical distribution of a linear vector function of vector variables given another linear vector function of vector variables are obtained by reducing the problem to one of identical distribution of two linear functions. To have normality for each vector variable, one requires stronger conditions on the coefficients of the linear functions than those required in the Darmois‐Skitovich theorem. It is pointed out that Heyde's result (1970) on the symmetrical distribution of a linear function given another linear function, using the same conditions on the coefficients as those of the Darmois‐Skitovich theorem, is not true. For some cases, there do exist some non‐normal random variables among the components of the linear functions.
Efficiency considerations in the analysis of a competing‐risk problem
Authors: Matthews David E.
Published: June 2006

In many survival studies involving more than one failure mode the data collected include the failure times as well as the failure types. An analysis of these data for evidence of a treatment effect based on a logistic probability model for failure type sacrifices precision for simplicity. ignoring the information contained in the failure times. Alternatively, a competing‐risk analysis using a cause‐specific hazard model may make more efficient use of the available information, but involves additional assumptions and the possibility that the model selected may not be entirely correct. Aspects of this tradeoff between efficiency and simplicity are considered in the context of a two‐sample competing‐risk problem involving proportional hazards for the incidence of failure attributable to each of two different causes.
Sur un test d'égalité des autocovariances de deux séries chronologiques
Authors: Melard Guy , Roy Roch
Published: June 2006

We propose a test for the equality of the autocovariance functions of two independent and stationary time series. The test statistic is a quadratic form in the vector of differences of the first J + 1 autocovariances. Its asymptotic distribution is derived under the null hypothesis, and the finite‐sample properties of the test, namely the bias and the power, are investigated by Monte Carlo methods. A by‐product of this study is a new estimator of the covariance between two sample autocovariances which provides a positive definite covariance matrix. We establish the convergence of this estimator in the L1 norm.
Champs aléatoires gaussiens
Authors: Deo C. M. , Wong S. F.
Published: June 2006

Dam ce travail nous démontrons un.théoréme sur la variation quadratique des champs aleatoires Gaussiens; c'est un résultat analogue à celui de Gladyshev (1961).
Asymptotic expansions for the distributions of statistics based on a correlation matrix
Authors: Konishi Sadanori
Published: June 2006

An asymptotic expansion is given for the distribution of the α‐th largest latent root of a correlation matrix, when the observations are from a multivariate normal distribution. An asymptotic expansion for the distribution of a test statistic based on a correlation matrix, which is useful in dimensionality reduction in principal component analysis, is also given. These expansions hold when the corresponding latent root of the population correlation matrix is simple. The approach here is based on a perturbation method.
The automatic percentile method: Accurate confidence limits in parametric models
Authors: Diciccio Thomas J. , Romano Joseph P.
Published: June 2006

The problem of constructing confidence limits for a scalar parameter is considered. Under weak conditions, Efron's accelerated bias‐corrected bootstrap confidence limits are correct to second order in parametric familles. In this article, a new method, called the automatic percentile method, for setting approximate confidence limits is proposed as an attempt to alleviate two problems inherent in Efron's method. The accelerated bias‐corrected method is not fully automatic, since it requires the calculation of an analytical adjustment; furthermore, it is typically not exact, though for many situations, particularly scalar‐parameter familles, exact answers are available. In broader generality, the proposed method is exact when exact answers exist, and it is second‐order accurate otherwise. The automatic percentile method is automatic, and for scalar parameter models it can be iterated to achieve higher accuracy, with the number of computations being linear in the number of iterations. However, when nuisance parameters are present, only second‐order accuracy seems obtainable.
Consistent directions for least‐squares estimates
Authors: Massam Hélène
Published: June 2006

The least‐squares estimate θn = Xn+yn of the parameter θ in the linear model Yn = Xnθ + ϵn may not be consistent, but there may be directions u such that u'θn tends to u'θ in some sense. This set of directions u has been characterized in two different papers: Drygas (1976) and Wu (1980). The conditions for consistency appear to be different in the two papers. The purpose of this note is to show that the two conditions are equivalent and that they both show that the consistent directions depend upon the geometry of the row vectors vi, i = 1,…, n, of Xn with respect to the direction u.
Estimators of location based on Kolmogorov‐Smirnov‐type statistics
Authors: Boulanger Alain , Eeden Constance Van
Published: June 2006

Two classes of estimators of a location parameter ø0 are proposed, based on a nonnegative functional H1* of the pair (D1øN, GøN), where

and where FN is the sample distribution function. The estimators of the first class are defined as a value of ø minimizing H1*; the estimators of the second class are linearized versions of those of the first. The asymptotic distribution of the estimators is derived, and it is shown that the Kolmogorov‐Smirnov statistic, the signed linear rank statistics, and the Cramérvon Mises statistics are special cases of such functionals H1*;. These estimators are closely related to the estimators of a shift in the two‐sample case, proposed and studied by Boulanger in B2 (pp. 271–284).
Comparing and testing order relations between percentile residual life functions
Authors: Aly Emad‐Eldin A.A.
Published: June 2006

We consider the problem of comparing and testing order relations between percentile residual life functions. We introduce R‐R plots and processes and develop a general approach for this problem.
Sur la linéarité asymptotique du premier ordre de statistiques de rang signé
Authors: Tardif Serge
Published: June 2006

Two first‐order uniform asymptotic linearity theorems for signed‐rank statistics are given which generalize similar theorems of Jurečková [Sankhyā Ser. A, 33, 1‐18 (1971)], van Eeden [Ann. Math. Statist., 43, 791‐802 (1972)], and Kraft and van Eeden [Ann. Math. Statist., 43, 42‐57 (1972)]. It is seen that the concordance conditions imposed by these authors are not needed.
A mathematical comparison of the members of an infinite family of agglomerative clustering algorithms
Authors: Dubien Janice L. , Warde William D.
Published: June 2006

This article presents an algebraic analysis of agglomerative clustering method algorithms, which results in a graphic portrayal of these algorithms and a classification scheme for these algorithms based on the degree of distortion perpetrated on the object space by the algorithms in each group.
A note on matrix‐convexity
Authors: Rizvi M. Haseeb , Shorrock R. W.
Published: June 2006

The function Ψ(X) = Xα is not operator‐convex when α ∉ [–1, 2].
Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
Authors: Henderson Harold V. , Searle S. R.
Published: June 2006

The vec of a matrix X stacks columns of X one under another in a single column; the vech of a square matrix X does the same thing but starting each column at its diagonal element. The Jacobian of a one‐to‐one transformation X → Y is then ∣∣∂(vecX)/∂(vecY) ∣∣ when X and Y each have functionally independent elements; it is ∣∣ ∂(vechX)/∂(vechY) ∣∣ when X and Y are symmetric; and there is a general form for when X and Y are other patterned matrices. Kronecker product properties of vec(ABC) permit easy evaluation of this determinant in many cases. The vec and vech operators are also very convenient in developing results in multivariate statistics.
The uniform convergence of the nadaraya‐watson regression function estimate
Authors: Devroye Luc P.
Published: June 2006

If (X1,Y1), …, (Xn,Yn) is a sequence of independent identically distributed Rd × R‐valued random vectors then Nadaraya (1964) and Watson (1964) proposed to estimate the regression function m(x) = ϵ {Y1|X1 = x{ by

where K is a known density and {hn} is a sequence of positive numbers satisfying certain properties. In this paper a variety of conditions are given for the strong convergence to 0 of essXsup|mn (X)‐m(X)| (here X is independent of the data and distributed as X1). The theorems are valid for all distributions of X1 and for all sequences {hn} satisfying hn → 0 and nh/log n→0.
Invalidity of average squared error criterion in density estimation
Authors: Michael Steele J.
Published: June 2006

The average squared error has been suggested earlier as an appropriate estimate of the integrated squared error, but an example is given which shows their ratio can tend to infinity. The results of a Monte Carlo study are also presented which suggest the average squared error can seriously underestimate the errors inherent in even the simplest density estimations.
The asymptotic distribution of the likelihood ratio when the model is incorrect
Authors: Foutz Robert V. , Srivastava R.C.
Published: June 2006

Classical results on the asymptotic distribution of the likelihood ratio statistic rely on the assumption that the model chosen to construct the test statistic be correct. The model is said to be correct if it contains the true distribution of the observations. In this paper the asymptotic distribution of the likelihood ratio statistic is derived without the condition that the model need be correct.
An analysis of hourly deposition data
Authors: Switzer Paul
Published: June 2006

A scavenging‐type model is propsed for the analysis of hourly data of nitrate or other pollutants in precipitation. The model would, in principle, allow for the separate estimation of the cloud‐water pollutant contribution and the air‐column contribution. In turn, these may be interpreted as regional and local contributions. As an illustration, the model was fitted to data from four precipitation events. Estimation of the model parameters was done on an event‐specific basis except for pooling of the scavenging rate parameter.
Estimation of regression equation with cauchy disturbances
Authors: Kadiyala K.R. , Murthy K.S.R.
Published: June 2006

In this paper we present two methods of estimating a linear regression equation with Cauchy disturbances. The first method uses the maximum likelihood principle and therefore the estimators obtained are consistent. The asymptotic covariance is derived which provides with the necessary statistics for the purpose of making inference in large samples. The second method is the method of least lines which minimizes the sum of absolute errors (MSAE) from the fitted regression. Then these two methods are compared through a Monte Carlo study. The maximum likelihood method emerges superior over the MSAE method. However, the MSAE procedure which does not depend on the distribution of the error term appears to be a close competitor to the maximum likelihood estimator.
Generalized manova double linear hypothesis with double linear restrictions
Authors: Kabe D. G.
Published: June 2006

For the generalized MANOVA model of Potthoff and Roy [7], Gleser and Olkin [3] give a likelihood ratio test criterion for testing double linear parametric functions of the regression parameters. Their theory is extended in this paper to the testing of double linear parametric functions with double linear restrictions on the parameters. The theory is presented in terms of the original variates unlike Gleser and Olkin [3] who resort to canonical transformations of the original variates.
An easy method of constructing latin square designs balanced for the immediate residual and other order effects
Authors: Sharma V. K.
Published: June 2006

Bradley (1958) proposed a very simple procedure for constructing latin square designs to counterbalance the immediate sequential effect for an even number of treatments. When the number of treatments is odd, balance in a single latin square is not possible. In the present note we have developed an analogous method for the construction of such designs which may be used for an even or odd number of treatments. A proof has also been offered to assure the general validity of the procedure.
Testing lack of fit in regression without replication
Authors: Shillington E. Richard
Published: June 2006

An F‐statistic which tests a hypothesized linear regression model against the general alternative is developed. Observations are grouped using “near neighbours” and a generalization of the usual lack of fit test is derived. Two data sets from Daniel and Wood (1971) are used to illustrate the methodology. Power considerations are discussed.
The design of a clinical trial with several patient categories
Authors: Donner Allan
Published: June 2006

Various strategies are investigated for selecting one of two medical treatments when patients may be divided into k ≥ 2 categories on the basis of their expected differences in response to the two treatments. The strategies compared are (1) k independent decisions, (2) a single overall decision made on the basis of simple pooling, and (3) the Bayes strategy. The optimal clinical trial size is supplied for each strategy, and conditions delineated under which each of the strategies is to be preferred.
Convergence of compensators of simple point processes
Authors: Schiopu‐Kratina Ioana
Published: June 2006

Processes are viewed as random variables with values in the space of càdlàg functions endowed with the J1 topology. For a sequence of point processes with their minimal filtration, the convergence of their compensators is studied. It is shown that convergence in probability of the processes and of the corresponding conditional distributions of their jump times implies, with some additional hypothesis, the convergence in probability of the compensators. The result is then applied to convergence to a quasi‐left‐continuous point process with independent increments.
A model for generalized edit and imputation of survey data
Authors: Giles Philip
Published: June 2006

The concept of generalized systems for survey processing has gained importance in recent years because of resource constraints. Statistics Canada has adopted a policy to develop generalized systems to the extent that is feasible and cost‐efficient. A generalized edit and imputation (E&I) system is of prime importance. An E&I system is proposed that describes the overall edit and imputation function as comprising five component functions: edit specification, edit analysis, edit application, error localization, and imputation. Implementation of the E&I model, especially for numerical data, is discussed. The focus is on methodology rather than systems.
A class of estimators using auxiliary information in sample surveys
Authors: Srivastava Surendra K.
Published: June 2006

A large class of estimators is considered for the mean of a finite population using information on an auxiliary variable. It is shown that members of this class of estimators are asymptotically no more efficient than the linear regression estimator.
A note on reflecting boundaries for solutions of stochastic differential equations
Authors: Anderson W. J.
Published: June 2006

In this note, sufficient conditions are given for a function g(t) to be a reflecting barrier for the sample paths of a solution process X(t) of a stochastic differential equation.
Monotonicity of certain multivariate normal probabilities
Authors: Eaton Morris L. , Perlman Michael D.
Published: June 2006

Let (X, Y) have a (p+q)‐dimensional normal distribution and let C, K be convex symmetric sets of dimensions p, q respectively. Under certain restrictions on the mean vector it is shown that P(X ε C, Y ε K) is a monotonically increasing function of the first canonical correlation coefficient between X and Y, provided the remaining coefficients are zero.
On a model for reciprocity failure in photographic materials
Authors: Anderson William J.
Published: June 2006

The photographic emulsion is not a pure energy detector. For either very high or very low intensities of the incident light, the efficiency of an emulsion in terms of resulting photographic density is not as great as intermediate levels of intensity. Such behaviour is called reciprocity law failure.

In this article a simple probabilistic model for reciprocity failure is presented which incorporates both high and low intensity failure. The flexibility of the model inherent in its simplicity allows more sophisticated models to be constructed.
Simultaneous estimation of the hardy‐weinberg proportions
Authors: Chow Mosuk , Fong Duncan K.H.
Published: June 2006

We consider the problem of simultaneously estimating k + 1 related proportions, with a special emphasis on the estimation of Hardy‐Weinberg (HW) proportions. We prove that the uniformly minimum‐variance unbiased estimator (UMVUE) of two proportions which are individually admissible under squared‐error loss are inadmissible in estimating the proportions jointly. Furthermore, rules that dominate the UMVUE are given. A Bayesian analysis is then presented to provide insight into this inadmissibility issue: The UMVUE is undesirable because the two estimators are Bayes rules corresponding to different priors. It is also shown that there does not exist a prior which yields the maximum‐likelihood estimators simultaneously. When the risks of several estimators for the HW proportions are compared, it is seen that some Bayesian estimates yield significantly smaller risks over a large portion of the parameter space for small samples. However, the differences in risks become less significant as the sample size gets larger.
A general lower bound of minimax risk for absolute‐error loss
Authors: Chen Jeesen
Published: June 2006

A general lower bound of minimax risk for absolute‐error loss is given in terms of the Hellinger modulus of the estimation problem. The main results are applicable to various parametric, semi‐parametric and nonparametric problems. Two examples of parametric estimation problems and two examples of density estimation problems are given. In all of these examples, the general lower bound achieves the convergence rates of minimax risk.
Confidence regions for the common mean vector of several multivariate normal populations
Authors: Jordan Scott M. , Krishnamoorthy K.
Published: June 2006

Suppose that there are independent samples available from several multivariate normal populations with the same mean vector m̈ but possibly different covariance matrices. The problem of developing a confidence region for the common mean vector based on all the samples is considered. An exact confidence region centered at a generalized version of the well‐known Graybill‐Deal estimator of m̈ is developed, and a multiple comparison procedure based on this confidence region is outlined. Necessary percentile points for constructing the confidence region are given for the two‐sample case. For more than two samples, a convenient method of approximating the percentile points is suggested. Also, a numerical example is presented to illustrate the methods. Further, for the bivariate case, the proposed confidence region and the ones based on individual samples are compared numerically with respect to their expected areas. The numerical results indicate that the new confidence region is preferable to the single‐sample versions for practical use.
Robust scale estimation in the error‐components model using the empirical characteristic function
Authors: Markatou Marianthi , Horowitz Joel L.
Published: June 2006

Robust estimators of the scale parameters in the error‐components model are described. The new estimators are based on the empirical characteristic functions of appropriate sets of residuals and are affine equivariant, consistent and asymptotically normal. The robustness of the new estimators is investigated via influence‐function calculations. The results of Monte Carlo experiments and an example based on real data illustrate the usefulness of the estimators.
Air pollution effects on hospital admission rates: A random effects modeling approach
Authors: Burnett Richard , Krewski Daniel
Published: June 2006

Statistical methods are proposed to analyze parallel time series of hospital‐based health data and measurements of ambient air pollution. Specifically, associations between the number of daily health events (hospital admissions or emergency‐room visits for respiratory illnesses) and daily levels of ambient air pollutants in the vicinity of several hospitals are examined. A relative‐risk regression model is proposed in which the regression parameters are assumed to vary at random among hospitals. Adjustment for seasonal trends in admissions are also considered. Simple computational methods based on generalized estimating equations are explored as the basis for statistical inference. The proposed methods are illustrated on data obtained from 164 acute‐care hospitals in Ontario over the May‐to‐August period for 1983 to 1988. These admission rates are related to ozone levels obtained from 22 monitoring stations maintained by the Ontario Ministry of the Environment.
Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures
Authors: Barndorff‐Nielsen O. E. , BlæSILD P. , Seshadri V.
Published: June 2006

Several types of multivariate extensions of the inverse Gaussian (IG) distribution and the reciprocal inverse Gaussian (RIG) distribution are proposed. Some of these types are obtained as random‐additive‐effect models by means of well‐known convolution properties of the IG and RIG distributions, and they have one‐dimensional IG or RIG marginals. They are used to define a flexible class of multivariate Poisson mixtures.
Deconvolution with supersmooth distributions
Authors: Fan Jianqing
Published: June 2006

Nonparametric deconvolution problems require one to recover an unknown density when the data are contaminated with errors. Optimal global rates of convergence are found under the weighted Lp‐loss (1 ≤ p ≤ ∞). It appears that the optimal rates of convergence are extremely low for supersmooth error distributions. To resolve this difficulty, we examine how high the noise level can be for deconvolution to be feasible, and for the deconvolution estimate to be as good as the ordinary density estimate. It is shown that if the noise level is not too high, nonparametric Gaussian deconvolution can still be practical. Several simulation studies are also presented.
Resolving the conflict over fisher's exact test
Authors: Routledge R. D.
Published: June 2006

Fisher's exact test for two‐by‐two contingency tables has repeatedly been criticized as being too conservative. These criticisms arise most frequently in the context of a planned experiment for which the numbers of successes in each of two experimental groups are assumed to be binomially distributed. It is argued here that the binomial model is often unrealistic, and that the departures from the binomial assumptions reduce the conservatism in Fisher's exact test. Further discussion supports a recent claim of Barnard (1989) that the residual conservatism is attributable, not to any additional information used by the competing method, but to the discrete nature of the test, and can be drastically reduced through the use of Lancaster's mid‐p‐value. The binomial model is not recommended in that it depends on extra, questionable assumptions.
Distribution asymptotique des autocorrélations ďun processus saisonnier non stationnaire
Authors: Latour Alain , Roy Roch
Published: June 2006

We examine the behaviour of the sample autocorrelations of a seasonal time series for which the first difference of order s (s ≥ 1) is stationary. The asymptotic distribution of the autocorrelations r'(k) based on uncentered data and of the autocorrelations r(k) based on centered data are derived. In each case, the asymptotic distribution is characterized as a function of the lag k and the parameters of the process. A simulation study was conducted in order to investigate the rate of convergence of the finite sample distributions of r(k) and r'(k) to their asymptotic counterparts and to evaluate the effect of centering or not centering the data on the distribution of autocorrelations.
Regression for overdetermined systems: A fisheries example
Authors: Manchester L. , Field C. A. , Mcdougall A.
Published: June 2006

In trying to establish the relationship between a yearly fisheries recruitment series and meteorological or oceanographic variables such as air pressure or sea surface temperature, we are often faced with the situation where the number of regressors exceeds the number of observations. In this paper we use the techniques of penalized least squares and principal‐components regression to determine whether air pressure over the North Atlantic can be used to predict two North Atlantic cod recruitment series. The results suggest that penalized least squares can be very effective in these situations.
Distribution‐free subset selection for incompletely ranked data
Authors: Pan Guohua , Taam Winson
Published: June 2006

In market research and some other areas, it is common that a sample of n judges (consumers, evaluators, etc.) are asked to independently rank a series of k objects or candidates. It is usually difficult to obtain the judges' full cooperation to completely rank all k objects. A practical way to overcome this difficulty is to give each judge the freedom to choose the number of top candidates he is willing to rank. A frequently encountered question in this type of survey is how to select the best object or candidate from the incompletely ranked data. This paper proposes a subset selection procedure which constructs a random subset of all the k objects involved in the survey such that the best object is included in the subset with a prespecified confidence. It is shown that the proposed subset selection procedure is distribution‐free over a very broad class of underlying distributions. An example from a market research study is used to illustrate the proposed procedure.
Robust M‐estimators of scale: Minimax bias versus maximal variance
Authors: Collins John R.
Published: June 2006

In the location‐scale estimation problem, we study robustness properties of M‐estimators of the scale parameter under unknown ϵ‐contamination of a fixed symmetric unimodal error distribution F0. Within a general class of M‐estimators, the estimator with minimax asymptotic bias is shown to lie within the subclass of α‐interquantile ranges of the empirical distribution symmetrized about the sample median. Our main result is that as ϵ → 0, the limiting minimax asymptotic bias estimator is sometimes (e.g., when Fo is Cauchy), but not always, the median absolute deviation about the median. It is also shown that contamination in the neighbourhood of a discontinuity of the influence function of a minimax bias estimator can sometimes inflate the asymptotic variance beyond that achieved by placing all the ϵ‐contamination at infinity. This effect is quantified by a new notion of asymptotic efficiency that takes into account the effect of infinitesimal contamination of the parametric model for the error distribution.
Second‐order properties of intraclass correlation estimators for a symmetric normal distribution
Authors: Pal Nabendu , Lim Wooi K.
Published: June 2006

Consider the problem of estimating the intraclass correlation coefficient of a symmetric normal distribution under the squared error loss function. The general admissibility of the standard estimators of the intraclass correlation coefficient is hard to check due to their complicated sampling distributions. We follow the asymptotic decision‐theoretic approach of Ghosh and Sinha (1981) and prove that the three standard intraclass correlation estimators (the maximum‐likelihood estimator, the method‐of‐moments estimator and the first‐order unbiased estimator) are second‐order admissible for all p ≥ 2, p being the dimension of the distribution.
Extended voting measures
Authors: Heard Andrew , Swartz Tim
Published: June 2006

This paper extends a number of voting measures used to quantify voting power. The extension is based on the recognition that individuals sometimes vote in coalitions. This observation gives rise to a statistical model which considers past voting patterns of subsets of eligible voters. The model is then used to obtain estimates of the probabilities of all voting combinations from which empirical measures are calculated. The calculation of the estimated probabilities may involve high‐dimensional integrations. An example is given based on past decisions arising from the Supreme Court of Canada.
Le problème d'Anscombe pour les lois binomiales négatives généralisées
Authors: Kokonendji Calestin C.
Published: June 2006

Consider a finite sample from a generalized negative‐binomial distribution where both (canonical and index) parameters are unknown. This note proves that both the maximum‐likelihood estimate and the moment estimate of the index parameter exist if and only if the sample variance is greater than the sample mean. This extends a result for the negative‐binomial distribution that had been conjectured by Anscombe (1950) and later shown by Levin and Reeds (1977).
A class of shrinkage estimators in linear regression
Authors: Blaker Helge
Published: June 2006

We consider the problem of using shrinkage estimators that shrink towards subspaces in linear regression, in particular subspaces spanned by principal components. This is especially important when multicollinearity is present and the number of predictors is not small compared to the sample size. New theoretical results about Stein estimation are used to get estimators with lower theoretical risk than standard Stein estimators used by Oman (1991). Application of the techniques to real data is largely successful.
Simultaneous robust estimation of location and scale parameters: A minimum‐distance approach
Authors: Öztürk Ömer , Hettmansperger Thomas P.
Published: June 2006

Simultaneous robust estimates of location and scale parameters are derived from minimizing a minimum‐distance criterion function. The criterion function measures the squared distance between the pth power (p > 0) of the empirical distribution function and the pth power of the imperfectly determined model distribution function over the real line. We show that the estimator is uniquely defined, is asymptotically bivariate normal and for p > 0.3 has positive breakdown. If the scale parameter is known, when p = 0.9 the asymptotic variance (1.0436) of the location estimator for the normal model is smaller than the asymptotic variance of the Hodges‐Lehmann (HL)estimator (1.0472). Efficiencies with respect to HL and maximum‐likelihood estimators (MLE) are 1.0034 and 0.9582, respectively. Similarly, if the location parameter is known, when p = 0.97 the asymptotic variance (0.6158) of the scale estimator is minimum. The efficiency with respect to the MLE is 0.8119. We show that the estimator can tolerate more corrupted observations at oo than at – for p < 1, and vice versa for p > 1.
Sample size choice for reliability verification in strength‐stress models
Authors: Reiser B. , Guttman I.
Published: June 2006

This paper discusses the choice of sample size for experiments concerned with inference on R = P(Y < X), where X and Y are normal variates, in an acceptance‐sampling‐theory framework. A conservative approach is derived, and the properties of this solution examined by simulation.
Laplace approximations to posterior moments and marginal distributions on circles, spheres, and cylinders
Authors: Bagchi Parthasarathy , Kadane Joseph B.
Published: June 2006

We extend recent work on Laplace approximations (Tierney and Kadane 1986; Tierney, Kass, and Kadane 1989) from parameter spaces that are subspaces of Rk to those that are on circles, spheres, and cylinders. While such distributions can be mapped onto the real line (for example, a distribution on the circle can be thought of as a function of an angle θ, 0 ⩽ 0 ⩾ 2π), that the end points coincide is not a feature of the real line, and requires special treatment. Laplace approximations on the real line make essential use of the normal integral in both the numerator and the denominator. Here that role is played by the von Mises integral on the circle, by the Bingham integrals on the spheres and hyperspheres, and by the normal‐von Mises and normal‐Bingham integrals on the cylinders and hypercylinders, respectively. We begin with a brief introduction to Laplace approximations and to previous Bayesian work on circles, spheres, and cylinders. We then develop the theory for parameter spaces that are hypercylinders, since all other shapes considered here are special cases. We compute some examples, which show reasonable accuracy even for small samples.
Estimation of scale parameters in mixture distributions
Authors: Dey Dipak K.
Published: June 2006

Simultaneous estimation of scale parameters is considered in mixture distributions under squared‐error loss. A general class of estimators is obtained which dominates the componentwise best multiple estimators and the moment estimators. As special cases, improved estimators are obtained for the multivariate t‐distribution and the p‐variate Lomax distribution.