Change-point detection had its origins almost sixty years ago in the work of Page, Shiryayev, and Lorden, who focused on sequential detection of a change-point in an observed process. The process was typically a model for the measured quality of a continuous production process, and the change-point indicated a deterioration in quality that must be detected and corrected. Recently, motivation fr...

The approximability of multi-criteria combinatorial problems motivated a lot of articles. However, the non-approximability of this problems has never been investigated up to our knowledge. We propose a way to get some results of this kind which works for several problems and we put it into practice on a multi-criteria version of the traveling salesman problem with distances one and two (TSP (1,...

PURPOSE To describe the breastfeeding initial conditions for premature infants. METHODS The sample consisted on 26 mother/baby dyads. The babies had an average of 36.1 weeks corrected gestational age and were hospitalized in a Neonatal Intensive Care Unit in Southern Brazil. Data was collected from medical records, and the observation of the dyads was conducted during feeding, using the Obser...

Shi and Tsai (JRSSB, 2002) proposed an interesting residual information criterion (RIC) for model selection in regression. Their RIC was motivated by the principle of minimizing the Kullback-Leibler discrepancy between the residual likelihoods of the true and candidate model. We show, however, under this principle, RIC would always choose the full (saturated) model. The residual likelihood ther...

Ventricular shunts were 'evaluted by a shuntographic technique using metrizamide for the contrast material and delayed spot films and computed tomography (CT) to evaluate shunt function. Thirty hydrocephalic patients were studied who had clinical presentations of shunt malfunction, Fifty-two shuntograms were obtained; most demonstrated the cause of shunt malfunction. No contrast-related complic...

This article considers the problem of order selection of the vector autoregressive moving-average models and of the sub-class of the vector autoregressive models under the assumption that the errors are uncorrelated but not necessarily independent. We propose a modified version of the AIC (Akaike information criterion). This criterion requires the estimation of the matrice involved in the asymp...

For the Gamma family generalized linear models, the dispersion parameter is contained in the variance of the model parameter estimator. So it will affect the results of statistical inference or any kinds of tests that refer to variance. This paper reviewed several existing estimators of dispersion parameter via the Monte Carlo experiments to see which one is to be preferred when the sample size...

Methodologists have developed mediation analysis techniques for a broad range of substantive applications, yet methods for estimating mediating mechanisms with missing data have been understudied. This study outlined a general Bayesian missing data handling approach that can accommodate mediation analyses with any number of manifest variables. Computer simulation studies showed that the Bayesia...

For the estimation problem of the realized volatility, covariance and hedging coefficient by using high frequency data with possibly micro-market noises, we use the Separating Information Maximum Likelihood (SIML) method, which was recently developed by Kunitomo and Sato (2008a,b). By analyzing the Nikkei 225 futures and spot index markets, we have found that the estimates of realized volatilit...

In dynamic regression models conditional maximum likelihood (least-squares) coeffi cient and variance estimators are biased. From expansions of the coeffi cient variance and its estimator we obtain an approximation to the bias in variance estimation and a bias corrected variance estimator, for both the standard and a bias corrected coeffi cient estimator. These enable a comparison of their mean...