浅析相关系数的显著性检验

本文用最小二乘法作直线拟合,给出相关系数显著性检验的判断方法,指出了用概率理论判断线性相关的必要性。     

A two scale model of porous rocks with Drucker-Prager matrix: Application to a sandstone

The present paper is devoted to a micromechanical model of porous rocks and its application to a sandstone. This original model takes advantage of a recent homogenization-based macroscopic yield function which couples Drucker-Prager type plasticity of the solid matrix and evolving porosity. Its formulation and implementation are described. Application to a Vosges sandstone shows that, except for very low confining pressures for which the mechanical behavior is quasi-brittle, the model predicts well the ductile behavior at moderate or high confining pressures (for which the pore collapse mechanism is expected to play a dominant role).     

假设检验中p值的灵活运用

给出假设检验中p值的定义以及双边检验p值与单边检验p值的关系,介绍了利用p值将三种检验同时进行的方法及意义,最后给出应用实例.     

A critical investigation of smoothed particle hydrodynamics applied to problems with free‐surfaces

In this paper, an in‐depth study of SPH method, in its original weakly compressible version, is achieved on dedicated 2D and 3D free‐surface flow test cases. These rather critical prototype problems shall constitute suitable test cases to get through when building a free‐surface SPH model. The present work aims at investigating various numerical aspects of this method, often little mentioned in literature. In particular, a great care is paid to the dynamic part of the solution, which is critical to the local hydrodynamic load prediction. The role of numerical errors in the development of acoustic frequencies in the pressure signals is discussed, as well as the influence of the choice of the sound velocity. On the shown test problems, it is also evidenced that some numerical tools are crucial to ensure the robustness and accuracy of the standard SPH method. The convergence of our model is heuristically proved on these nonlinear prototype tests, showing at the same time the very satisfactory level of accuracy reached. Through these tests, some other numerical specificities of the SPH method are discussed, such as the self‐redistribution of the particles occurring during the Lagrangian evolution. A higher order model is also proposed, and its advantages and drawbacks are discussed. Copyright © 2013 John Wiley & Sons, Ltd.     

A transformed random effects model with applications

This paper proposes a transformed random effects model for analyzing non-normal panel data where both the response and (some of) the covariates are subject to transformations for inducing flexible functional form, normality, homoscedasticity, and simple model structure. We develop a maximum likelihood procedure for model estimation and inference, along with a computational device which makes the estimation procedure feasible in cases of large panels. We provide model specification tests that take into account the fact that parameter values for error components cannot be negative. We illustrate the model and methods with two applications: state production and wage distribution. The empirical results strongly favor the new model to the standard ones where either linear or log-linear functional form is employed. Monte Carlo simulation shows that maximum likelihood inference is quite robust against mild departure from normality. Copyright © 2009 John Wiley & Sons, Ltd.     

A multidirectional shear rheometer for polymer melts

A parallel plate shear rheometer for polymer melts was built for superposed shear tests in two orthogonal directions. To examine its performance, a standard test was developed, including a change of the shear direction by angles between 0° and 180°. The results were analyzed to obtain preliminary information on the multidirectional shear behavior of a low-density polyethylene melt. The measured orthogonal components of the shear force were added and then split again into components of the original and of the changed shear direction. It was found, within the range of error, that these components depend only on time and on the shear rate, but not on the angle by which the shear direction is changed. The total shear rate was 0.56 s^–1.Dedicated to Prof. Dr. Joachim Meissner on the occasion of his 60th birthday.     

Gravitational-wave research with resonant antennas

Summary A brief historical survey of the GW experiments is presented. In particular, the experiments with resonant detectors are illustrated and the problems arising when comparing data of different detectors for the search of coincidences are discussed. The experimental results so far obtained are shown, among them the correlation during the SN1987A with various GW and neutrino detectors. Finally a warning for the long times needed to improve the sensitivity of the GW detectors is given and the improvements expected with spherical resonant detectors are mentioned.     

Ergodic Properties of the Non-Markovian Langevin Equation

We discuss the dissipative dynamics of a classical particle coupled to an infinitely extended heat reservoir. We announce a number of results concerning the ergodic properties of this model. The novelty of our approach is that it extends beyond Markovian dynamics to the case where the Langevin equation is driven by colored noise. Our method works in arbitrary space dimension, and for fully nonlinear systems.     

基于不同竞争状况的威斯通并购估价模型研究

本文首先根据收益增长率等于再投资额与再投资收益率的乘积这一基本结论,对超常增长而后无增长的威斯通模型作了一点修正;接着分析了该模型中隐含的企业总投资资本利润率;最后根据微观经济学理论探讨了企业在无增长阶段可能面临的不同竞争状况对其未来盈利能力和现金流的影响,建立了更具普遍性的估价模型.     

Semi-empirical likelihood ratio confidence intervals for the difference of two sample means

We all know that we can use the likelihood ratio statistic to test hypotheses and construct confidence intervals in full parametric models. Recently, Owen (1988,Biometrika,75, 237–249; 1990,Ann. Statist.,18, 90–120) has introduced the empirical likelihood method in nonparametric models. In this paper, we combine these two likelihoods together and use the likelihood ratio to construct confidence intervals in a semiparametric problem, in which one model is parametric, and the other is nonparametric. A version of Wilks's theorem is developed.