Data Envelopment Analysis (DEA) is one of the popular and applicable techniques for assessing and ranking the stocks or other financial assets. It should be noted that in the financial markets, most of the times, the inputs and outputs of DEA models are accompanied by uncertainty. Accordingly, in this paper, a novel Robust Data Envelopment Analysis (RDEA) model, which is capable to be used in t...

We consider N independent stochastic processes (Xj(t), t ∈ [0, T ]), j = 1, . . . , N , defined by a one-dimensional stochastic differential equation with coefficients depending on a random variable φj and study the nonparametric estimation of the density of the random effect φj in two kinds of mixed models. A multiplicative random effect and an additive random effect are successively considere...

This paper discusses the use of Linear Mixed Models (LMM) and Generalized Linear Mixed Models (GLMM) to predict the wear and damage trajectories of railway wheelsets for a fleet of modern multiple unit trains. The wear trajectory is described by the evolution of the wheel flange thickness, the flange height and the tread diameter; whereas the damage trajectory is assessed through the probabilit...

Since the 1970s, researchers in psycholinguistics and the cognitive sciences have been aware of the language-as-fixedeffect fallacy, or the importance in statistical analyses to not only average across participants (F1) but also across items (F2). Originally, the language-as-fixed-effect fallacy was countered by proposing a combined measure (minF’) calculated by participant (F1) and item (F2) a...

Electrodermal activity (EDA) delineates positive and negative emotions, especially in the lower arousal range, which reflects small variations. This study derived formulas to extract features from the EDA graph and found they are effective to predict search satisfaction and explain mobile shopping behaviors including add to cart, purchase, and abandonment (added to cart without purchase). The b...

Handling songbird nestlings is often necessary to investigate a variety of basic and applied research questions, but this may also introduce observer effects that could compromise indices of reproductive success. To test for potential observer effects while measuring nestling condition in a study population of dickcissels (Spiza americana), we handled nestlings from 18 of 30 nests in Prairie, M...

INTRODUCTION The analysis of functional magnetic resonance imaging (fMRI) data is a complicated procedure. The large data sets are computationally difficult to manipulate and special modeling techniques are necessary to deal with temporal correlation and to apply results beyond the study population. The statistical models used to analyze fMRI data require numerous steps starting with raw data a...

A method for non-parametric regression effects is applied to spatially configured data, using a generalised additive form that allows regression effects to vary over areas. The focus is on discrete outcomes in disease mapping but can be adapted to metric outcomes. Specifically a mixed model is proposed that combines a local general additive model (GAM) element for each area with a spatially fil...

This paper develops an approach to minimize the number of process tooling adjustments and deliver an acceptable fraction of non-conforming products based on given product quality specification limits in assembly processes. A linear model is developed to describe the relationships between product quality and process tooling locating positions. Based on the model, the process mean shifts of tooli...

This study is aimed at uncovering a way that participants in conversation predict end-of-utterance for spontaneous Japanese speech. In spontaneous everyday conversation, the participants must predict the ends of utterances of a speaker to perform smooth turn-taking without too much gap. We consider that they utilize not only syntactic factors but also prosodic factors for the end-of-utterance p...