SORT journal. Summary of current and next issues

On modelling planning under uncertainty in manufacturing

Invited article with discussion: Monique Guinard, Gautam Mitra, Francisco Javier Prieto and Andrés Weintraub.

Abstract: We present a modelling framework for two-stage and multi-stage mixed 0-1 problems under uncertainty for strategic Supply Chain Management, tactical production planning and operations assignment and scheduling. A scenario tree based scheme is used to represent the uncertainty. We present the Deterministic Equivalent Model of the stochastic mixed 0-1 programs with complete recourse that we study. The constraints are modelled by compact and splitting variable representations via scenarios.

Keywords: Supply chain; BoM; strategic planning; scheduling; uncertainty; stochastic programming; Branch-and-Fix Coordination.

Poverty measures and poverty orderings

Abstract: We examine the conditions under which unanimous poverty rankings of income distributions can be obtained for a general class of poverty indices. The "per-capita income gap" and the Shorrocks and Thon poverty measures are particular members of this class. The conditions of dominance are stated in terms of comparisons of the corresponding TIP curves and areas.

Keywords: Poverty measure; poverty ordering; TIP curve.

Bayesian joint modelling of the mean and covariance structures for normal longitudinal data

Abstract: We consider the joint modelling of the mean and covariance structures for the general antedependence model, estimating their parameters and the innovation variances in a longitudinal data context. We propose a new and computationally efficient classic estimation method based on the Fisher scoring algorithm to obtain the maximum likelihood estimates of the parameters. In addition, we also propose a new and innovative Bayesian methodology based on the Gibbs sampling, properly adapted for longitudinal data analysis, a methodology that considers linear mean structures and unrestricted covariance structures for normal longitudinal data. We illustrate the proposed methodology and study its strengths and weaknesses by analyzing two examples, the race and the cattle data sets.

Keywords: Antedependence models; Bayes estimation; Fisher scoring; Gibbs sampling.

A recursion formula for expected negative and positive powers of the central Wishart distribution

Abstract: We use Haff's fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution.

Keywords: Haff's Fundamental Identity, matrix differentiation, central Wishart distribution.

Construction of multivariate distributions: a review of some recent results

Invited article with discussion: Jorge Navarro and M. Carmen Pardo.

Author's rejoinder

A note on interval estimation for the mean of inverse Gaussian distribution

A note on the likelihood and moments of the skew-normal distribution

Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator

An alternative analysis of variance

Canonical non-symmetrical correspondence analysis: an alternative in constrained ordination