type="main" xml:id="jtsa12093-abs-0001"Recent work in the literature has shown weighted variants of the classic portmanteau test for time series can be more powerful in many situations. In this article, we study the asymptotic distribution of weighted sums of the squared residual...

In this paper we propose a new test procedure for sphericity of the covariance matrix when the dimensionality, p, exceeds that of the sample size, N=n+1. Under the assumptions that (A) as p--[infinity] for i=1,...,16 and (B) p/n--c<[infinity] known as the concentration, a new statistic is developed utilizing the ratio of the fourth and second arithmetic means of the eigenvalues of the sample covariance matrix. The newly defined test has many desirable general asymptotic properties, such as normality and consistency when (n,p)-->[infinity]. Our simulation results show that the new test is...</[infinity]>

The measurement of productivity has been a problem area for many years because of the difficulties inherent in precisely defining and quantifying all the outputs and inputs which constitute the productivity equation. A productivity measurement technique is presented which focuses on the business...

Many applications require an estimate for the covariance matrix that is non-singular and well-conditioned. As the dimensionality increases, the sample covariance matrix becomes ill-conditioned or even singular. A common approach to estimating the covariance matrix when the dimensionality is...

In 1981 the management of a manufacturing plant in Sydney decided to introduce TQM through the implementation of the principles and philosophies laid down by W. Edwards Deming. Determines the effects that this approach has had on the working procedures and the attitudes of employees. Personal...

Management approaches based on improvements in all aspects of quality are being vigorously promoted by private consultants and government agencies as the route to improved organizational performance. Raises the question of whether these approaches work and attempts to answer it by describing a...

Cities are complex, self-organising, evolving systems and the emergent patterns they manifest provide insight into the dynamic processes in urban systems. This article analyses city size distributions, by decade, from the south-eastern region of the US for the years 1860—1990. It...