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991.
We propose new efficiency tests which are based on traditional DEA models and take into account portfolio diversification. The goal is to identify the investment opportunities that perform well without specifying our attitude to risk. We use general deviation measures as the inputs and return measures as the outputs. We discuss the choice of the set of investment opportunities including portfolios with limited number of assets. We compare the optimal values (efficiency scores) of all proposed tests leading to the relations between the sets of efficient opportunities. Strength of the tests is then discussed. We test the efficiency of 25 world financial indices using new DEA models with CVaR deviation measures. 相似文献
992.
高性能Pt/La-Ba-Al_2O_3/H-ZSM-5氢燃料汽车尾气处理催化剂 总被引:1,自引:0,他引:1
采用胶溶法制备了La-Ba-Al2O3(LBA)材料,以此为载体采用浸渍法制备了两种整体式催化剂Pt/LBA和Pt/LBA/H-ZSM-5,并评价了它们去除NO的性能.采用N2吸附-脱附和X射线衍射对载体材料进行了表征.结果表明,所制备的LBA仅有γ-Al2O3晶相存在,比表面积和孔容分别为144 m2/g和0.45 ml/g,具有较好的抗高温老化性能.在106~356 ℃间,催化剂Pt/LBA/H-ZSM-5上NO转化率很高,在153℃时达到最高为98.8%,此时N2选择性为81.3%.该催化剂有很大的潜在应用价值. 相似文献
993.
Pao-sheng Shen 《Annals of the Institute of Statistical Mathematics》2009,61(2):461-476
A class of rank-based tests is proposed for the two-sample problem with left-truncated and right-censored data. The class
contains as special cases the extension of log-rank test and Gehan test. The asymptotic distribution theory of the test is
presented. The small-sample performance of the test is investigated under a variety of situations by means of Mone Carlo simulations. 相似文献
994.
The aim of this paper is to show how the decomposition of elaborate hypotheses on the structure of covariance matrices into conditionally independent simpler hypotheses, by inducing the factorization of the overall test statistic into a product of several independent simpler test statistics, may be used to obtain near-exact distributions for the overall test statistics, even in situations where asymptotic distributions are not available in the literature and adequately fit ones are not easy to obtain. 相似文献
995.
The sensitivity of Lepidium sativum L. germination to three imidazolium ionic liquids was investigated in solutions and soils artificially contaminated with
mixtures of those compounds. In case of aquatic solutions, the toxic character of analyzed compounds is connected with their
hydrophobicity. The seedling growth is increasing with the decrease in ionic liquid hydrophobicity. The novelty of those studies
is the application of high-performance liquid chromatography, which was used for the determination of ionic liquid quantity
absorbed by cress. There was almost linear relationship between decrease in root germination and amount of ionic liquid uptaken
by cress. Furthermore, the systematic studies on the influence of total organic carbon content in soil on the toxicity of
ionic liquids to cress were performed for the first time. Hazardous effects appeared to be closely connected with organic
matter: with the decrease of total organic carbon quantity, the inhibition of plant growth was more significant. Visual effects
of ionic liquid toxic activity to garden cress are similar as in the case of nutrient deficit in plants.
Figure Visual phytotoxicity effects observed during the test; leaf chromatosis: light green and yellow (up photos), violet (lower
photos) 相似文献
996.
997.
H.F. Coronel-Brizio 《Physica A》2010,389(17):3508-155
Maximum likelihood estimation and a test of fit based on the Anderson-Darling statistic are presented for the case of the power-law distribution when the parameters are estimated from a left-censored sample. Expressions for the maximum likelihood estimators and tables of asymptotic percentage points for the A2 statistic are given. The technique is illustrated for data from the Dow Jones Industrial Average index, an example of high theoretical and practical importance in Econophysics, Finance, Physics, Biology and, in general, in other related sciences such as Complexity Sciences. 相似文献
998.
1300nm超辐射发光二极管寿命测试 总被引:1,自引:0,他引:1
作为光纤陀螺用光源的超辐射发光二极管(SLD)随着工作时间的延续,其性能会发生退化.采用加速老化的实验方法来估算InGaAsP SLD管芯的工作寿命.分别在环境温度373 K和358 K下对5只SLD管芯进行加速老化,并通过对P-t曲线拟合来推算和估计管芯的老化速率和激活能.计算出了器件的激活能平均值约为0.82 eV,SLD管芯在室温下的工作寿命超过106h,可以满足光纤陀螺用光源的寿命要求.对影响SLD管芯可靠性的因素以及管芯的退化机理进行了分析,为研制高可靠性的超辐射发光二极管提供了理论基础. 相似文献
999.
论文分析了物流车辆路径优化问题的特点,提出了企业自营物流和第三方物流协同运输的部分联合运输策略。根据客户需求节点的特点进行了节点分类,建立了以车辆调用成本、车辆运输成本、第三方物流运输成本之和最小为目标的整数线性规划模型。根据部分联合运输策略下各类客户需求点运输方式特点,构造了一种新的变维数矩阵编码结构,并对传统算法中概率选择操作方式进行修改,提出了一种新的智能优化算法并与枚举法和遗传算法的运算结果进行了算法性能对比分析。结果显示,本文提出的逆选择操作蚁群算法具有较快的运算速度和较高的稳定性,是求解此类问题的一种有效算法。 相似文献
1000.