一种面板数据分位数回归模型的工具变量方法

本文将工具变量分位数回归模型(IVQR)应用到面板数据中,结合Canay对面板分位数回归的两步估计法以及Chernozhukov对IVQR模型的估计方法,提出了两步面板分位数工具变量估计法(2S-IVFEQR),并给出相应的参数估计。本文提出的方法较已有的方法计算复杂度低,蒙特卡洛模拟结果显示在数据量不大或者处理长面板数据时,2S-IVFEQR方法要优于传统的IVFEQR方法,且运算时间短。     

An adsorption study of Sr2+ from saline sources by coconut shell charcoal

The adsorption potential of charcoal for the removal of heavy metal ions is well documented in the literature. However, its exploration for uptake of technologically valuable metal ions such as Sr²⁺ is poorly known. In this work, the batch adsorption study of Sr²⁺ ion from aqueous solution as well as from saline matrix (>3% of NaCl) onto charcoal has been carried out. The experiments were conducted with two charcoals, i.e., our prepared charcoal (coconut shell charcoal) and commercial charcoal. Strontium adsorption has been investigated as a function of its initial concentration, contact time, and varied mass of adsorbent. Equilibrium adsorption data were evaluated for Langmuir and Freundlich isotherm models. The adsorption capacities (mg/g) of Sr²⁺ present in the salt matrix onto coconut shell charcoal and commercial charcoal was found to be 18.4 and 22.2, respectively. Uptake of Sr²⁺ from subsoil brine onto coconut shell charcoal has been successfully demonstrated in this work.     

An S‐Oxygenated [NiFe] Complex Modelling Sulfenate Intermediates of an O2‐Tolerant Hydrogenase

To understand the molecular details of O₂‐tolerant hydrogen cycling by a soluble NAD⁺‐reducing [NiFe] hydrogenase, we herein present the first bioinspired heterobimetallic S‐oxygenated [NiFe] complex as a structural and vibrational spectroscopic model for the oxygen‐inhibited [NiFe] active site. This compound and its non‐S‐oxygenated congener were fully characterized, and their electronic structures were elucidated in a combined experimental and theoretical study with emphasis on the bridging sulfenato moiety. Based on the vibrational spectroscopic properties of these complexes, we also propose novel strategies for exploring S‐oxygenated intermediates in hydrogenases and similar enzymes.     

On input-to-state stability for stochastic multi-group models with multi-dispersal

This paper focuses on the input-to-state stability for a general class of stochastic multi-group models with multi-dispersal. By incorporating graph theory with Lyapunov method as well as stochastic analysis techniques, novel sufficient criteria are derived, which are in the form of Lyapunov-type theorem and coefficient-type criterion, respectively. Moreover, to show the applicability of our findings, we employ coefficient-type criterion to analyze the input-to-state stability for stochastic coupled oscillators. Finally, a numerical example and its simulations are offered to demonstrate the validity and feasibility of the theoretic results.     

Mathematical modelling and the learning trajectory: tools to support the teaching of linear algebra

In this article we present a didactic proposal for teaching linear algebra based on two compatible theoretical models: emergent models and mathematical modelling. This proposal begins with a problematic situation related to the creation and use of secure passwords, which leads students toward the construction of the concepts of spanning set and span. The objective is to evaluate this didactic proposal by determining the level of match between the hypothetical learning trajectory (HLT) designed in this study with the actual learning trajectory in the second experimental cycle of an investigation design-based research more extensive. The results show a high level of match between the trajectories in more than half of the conjectures, which gives evidence that the HLT has supported, in many cases, the achievement of the learning objective, and that additionally mathematical modelling contributes to the construction of these linear algebra concepts.     

On the distribution of cumulative Parisian ruin

We introduce the concept of cumulative Parisian ruin, which is based on the time spent in the red by the underlying surplus process. Our main result is an explicit representation for the distribution of the occupation time, over a finite-time horizon, for a compound Poisson process with drift and exponential claims. The Brownian ruin model is also studied in details. Finally, we analyse for a general framework the relationships between cumulative Parisian ruin and classical ruin, as well as with Parisian ruin based on exponential implementation delays.     

The valuation of life contingencies: A symmetrical triangular fuzzy approximation

This paper extends the framework for the valuation of life insurance policies and annuities by Andrés-Sánchez and González-Vila (2012, 2014) in two ways. First we allow various uncertain magnitudes to be estimated by means of fuzzy numbers. This applies not only to interest rates but also to the amounts to be paid out by the insurance company. Second, the use of symmetrical triangular fuzzy numbers allows us to obtain expressions for the pricing of life contingencies and their variability that are closely linked to standard financial and actuarial mathematics. Moreover, they are relatively straightforward to compute and understand from a standard actuarial point of view.     

Lot‐sizing policies for deterioration items under two‐level trade credit with partial trade credit to credit‐risk retailer and limited storage capacity

The main purpose of this article is to investigate the optimal wholesaler's replenishment decisions for deterioration items under two levels of the trade credit policy and two storage facilities in order to reflect the supply chain management situation within the economic order quantity framework. In this study, each of the following assumptions have been made: (1) The own warehouse with limited capacity always is not sufficient to store the order quantity, so that a rented warehouse is needed to store the excess units over the capacity of the own warehouse; (2) The wholesaler always obtains the partial trade credit, which is independent of the order quantity offered by the supplier, but the wholesaler offers the full trade credit to the retailer; (3) The wholesaler must take a loan to pay his or her supplier the partial payment immediately when the order is received and then pay off the loan with the entire revenue. Under these three conditions, the wholesaler can obtain the least costs. Furthermore, this study models the wholesaler's optimal replenishment decisions under the aforementioned conditions in the supply chain management. Two theorems are developed to efficiently determine the optimal replenishment decisions for the wholesaler. Finally, numerical examples are given to illustrate the theorems that are proven in this study, and the sensitivity analysis with respect to the major parameters in this study is performed. Copyright © 2016 John Wiley & Sons, Ltd.     

Variational Bayes With Intractable Likelihood

Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes their use in many interesting situations such as in state--space models and in approximate Bayesian computation (ABC), where application of VB methods was previously impossible. This article extends the scope of application of VB to cases where the likelihood is intractable, but can be estimated unbiasedly. The proposed VB method therefore makes it possible to carry out Bayesian inference in many statistical applications, including state--space models and ABC. The method is generic in the sense that it can be applied to almost all statistical models without requiring too much model-based derivation, which is a drawback of many existing VB algorithms. We also show how the proposed method can be used to obtain highly accurate VB approximations of marginal posterior distributions. Supplementary material for this article is available online.