Profile empirical likelihood for parametric and semiparametric models

This paper introduces a profile empirical likelihood and a profile conditionally empirical likelihood to estimate the parameter of interest in the presence of nuisance parameters respectively for the parametric and semiparametric models. It is proven that these methods propose some efficient estimators of parameters of interest in the sense of least-favorable efficiency. Particularly, for the decomposable semiparametric models, an explicit representation for the estimator of parameter of interest is derived from the proposed nonparametric method. These new estimations are different from and more efficient than the existing estimations. Some examples and simulation studies are given to illustrate the theoretical results. The first author is supported by NNSF projects (10371059 and 10171051) of China. The second author is supported by a grant from The Research Grants Council of the Hong Kong Special Administrative Region, China (#HKU7060/04P). The third author is supported by the University Research Committee of the University of Hong Kong and a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. HKU7323/01M).     

An adaptive filter for gravitational-wave antennas

Summary We report on the development of an adaptive optimum filter for processing the data of a resonant bar gravitational-wave detector. This filter, based on the matched-filter theory, is adaptive in the sense that the function it realizes is derived from the actual noise spectrum of the data being analysed (instead from an idealized model of the noise). Its implementation is mostly based on frequency domain techniques. We also report on the application of the new filter to the data of the cryogenic antenna Explorer of the Rome group, with particular reference to the comparison between its performance and that of an otpimum filter with fixed values of the parameters.     

我国AB股双重上市公司经营业绩变化的实证分析

本文以46家在上海和深圳同时上市AB股的公司的样本,分析了公司实行双重上市前1年及其后4年的经营业绩的变化趋势以及股权结构和上市顺序对它的影响。研究表明,双重上市当年及其后4年经营业绩显著下降;股权结构和上市顺序对公司经营业绩影响明显。最后,文章提出了改善AB股公司经营业绩的对策建议。     

NEPCⅡ新电子枪热结构分析与测试

北京正负电子对撞机重大改造工程(BEPCⅡ)要求其直线注入器提供更高的能量和流强, 为此必须设计大电流和小发射度的新电子枪, 以提高正电子的产额. 利用ANSYS对BEPCⅡ新电子枪的温度场分布及结构的热变形进行了模拟分析. 对于电子枪复杂的内部结构形态以及能量转换方式, 分析了传导传热方式对温度场的影响. 在此基础上进行了温度场与结构变形的耦合分析, 利用EGUN对电子枪形变前后束流光学特性进行模拟分析, 并对模拟结果与试验 测试结果进行了分析比较.     

Exact Solution of a Test Particle in Presence of Thick Domain Walls

We have obtained the exact solution of the equations of motion of a test particle near a thick domain walls. From the solution it has been shown that the domain walls have repulsive gravitational fields.     

Regression quantiles for unstable autoregressive models

This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests.     

A strong law of large numbers for generalized random sets from the viewpoint of empirical processes

In this article we prove a strong law of large numbers for Borel measurable nonseparably valued random elements in the case of generalized random sets.

     

Sample path analysis of level crossings for the workload process

We examine level crossings of sample paths of queueing processes and investigate the conditions under which the limiting empirical distribution for the workload process exists and is absolutely continuous. The connection between the density of the workload distribution and the rate of downcrossings is established as a sample path result that does not depend on any stochastic assumptions. As a corollary, we obtain the sample path version of the Takács formula connecting the time and customer stationary distributions in a queue. Defective limiting empirical distributions are considered and an expression for the mass at infinity is derived.This research has been supported in part by NSF Grants ECS-8811003 and DDM-8905638.     

多项选择题测验信度的一个估计方法及其应用

在多项选择题测验分数等于真实分数和猜测分数之和的假设模型下，本文得到了一个多项选择题测验信度的理论公式，并由此给出了测验信度的估计方法。最后，通过两个例子，说明了本文提出的方法在测验信度分析中的应用，并将这种方法与教育测量中常用的库德——理查逊方法（Ｋｕｄｅｒ－Ｒｉｃｈａｒｄｓｏｎ）进行了比较     

Second Order Representations of the Least Absolute Deviation Regression Estimator

We consider exact weak and strong Bahadur-Kiefer representations of the least absolute deviation estimator for the linear regression model. The precise behavior of these representations is obtained under minimal conditions.