Moderate deviations for finite population student's statistic

In this paper, moderate deviations for finite population are given under weaker conditions. As by-products, some exponential inequalities for finite population are also established.     

二次损失下任意秩有限总体中的线性Minimax预测

本文对通常的二次损失作了适当的修改,在此基础上研究了一个预测在齐次线性预测函数类中的极大极小性。得到了任意秩有限总体中线性可预测变量的唯一线性Minimax预测(有关唯一性在几乎处处意义下理解)。     

自回归条件异方差模型在宏观经济预警中的应用

将ＡＲＣＨ模型引入宏观经济预警，讨论了ＡＲＣＨ预警系统的指标设计、ＡＲＣＨ预警方法以及预警警限的界定，给出了一种具有ＡＲＣＨ特征的警限界定方法。     

ARCH类模型研究及其在沪市A股中的应用

本文主要介绍ARCH(AutoregressiveConditionalHeteroskedasticity)模型、GARCH模型和E GARCH模型 ,分析这些模型的特点和适用范围 ,并在模型中引入t分布取代正态分布假设 ,最后利用这些模型对上证指数进行了实证分析。     

Bootstrap Approximation to Distributions of Finite Population U-statistics

We show that the without replacement bootstrap of Booth, Butler and Hall (J. Am. Stat. Assoc. 89, 1282–1289, 1994) provides second order correct approximation to the distribution function of a Studentized U-statistic based on simple random sample drawn without replacement. In order to achieve similar approximation accuracy for the bootstrap procedure due to Bickel and Freedman (Ann. Stat. 12, 470–482, 1984) and Chao and Lo (Sankhya Ser. A 47, 399–405, 1985) we introduce randomized adjustments to the resampling fraction.      

线性等式约束下有限总体中的最优预测

本研究了带线性等式的约束条件的有限总体中的最优预测问题,给出了条件可预测变量和条件最优线性无偏测的定义,得到了条件可预测变量的所有条件最优线性无偏预测,并证明了它在几乎处处意义下的唯一性。     

Estimation of a Finite Population Total for a Censored Regression Model for a Study Variable

A model-based estimator of a finite population total using a tobit model for a study variable is proposed. Formulas for its approximate bias, approximate variance and an estimator of the variance are given. Simulation results show situations of possible effective applications of the model. The study is supported by the Nordplus Neighbour program of the Nordic Council of Ministers.     

Unbiased Quasi-regression

Quasi-regression, motivated by the problems arising in the computer experiments, focuses mainly on speeding up evaluation. However, its theoretical properties are unexplored systemically. This paper shows that quasi-regression is unbiased, strong convergent and asymptotic normal for parameter estimations but it is biased for the fitting of curve. Furthermore, a new method called unbiased quasi-regression is proposed. In addition to retaining the above asymptotic behaviors of parameter estimations, unbiased quasi-regression is unbiased for the fitting of curve.     

Optimal server scheduling in nonpreemptive finite-population queueing systems

We consider a finite-population queueing system with heterogeneous classes of customers and a single server. For the case of nonpreemptive service, we fully characterize the structure of the server's optimal service policy that minimizes the total average customer waiting costs. We show that the optimal service policy may never serve some classes of customers. For those classes that are served, we show that the optimal service policy is a simple static priority policy. We also derive sufficient conditions that determine the optimal priority sequence.     

A numerical method for nonlinear age-structured population models with finite maximum age

We propose a new numerical method for the approximation of solutions to a non-autonomous form of the classical Gurtin-MacCamy population model with a mortality rate that is the sum of an intrinsic age-dependent rate that becomes unbounded as the age approaches its maximum value, plus a non-local, non-autonomous, bounded rate that depends on some weighted population size. We prove that our new quadrature based method converges to second-order and we show the results of several numerical simulations.     

应用结构异质性阈值模型定位阈值性状基因位点 : 仿真研究(英文)

蒙特卡罗仿真研究表明 :对处理在基因定位阈值性状中出现的超离中趋势现象 (结构异质性 ) ,我们提出的结构异质性模型是一个高效的统计方法 .它表现在高效率的统计检验、准确的参数估计和基因定位等方面 .病态或奇异费歇信息矩阵是在基因连锁定位分析中的一个突出的算法问题 ,仿真数据显示它们的发生率可以达到 2 8% .我们提出的应用奇异根分解方法可以有效地解决这一算法问题 .对比常规阈值模型 ,结构异质性阈值模型有较高的算法稳定性 .     

A predictive estimator of finite population mean using nonparametric regression

The paper considers the problem of estimating the population mean using auxiliary information. We propose a new model-based estimator of the population mean, based on local polynomial regression. This estimator exhibits several attractive properties under the model-based approach. The estimator is compared to a number of methods which have been proposed in the literature via a simulation study based on several populations.     

Quantile estimation under successive sampling

This paper deals with the estimation, under sampling in two successive occasions, of a finite population quantile. For this sampling design a class of estimators is proposed whose the ratio and difference estimators are particular cases. Asymptotic variance formulae are derived for the proposed estimators, and the optimal matching fraction is discussed. Comparisons are made with existing estimators in a simulation study using a natural population.     

广义比估计与广义差估计及其优良性

本文提出了一个新的估计-广义比估计,将它与通常的广义差估计作了比较,并讨论了这两种估计的优良性．最后给出了一个有意义的应用．     

Admissible Estimation for Finite Population When the Parameter Space is Restricted

This paper considers the admissibility of the estimators for finite population when the parameter space is restricted. We obtain all admissible linear estimators of an arbitrary linear function of characteristic values of a finite population in the class of linear estimators under the criterion of the expectation of mean squared error. Received February 12, 1999, Revised October 8, 1999, Accepted January 14, 2000     

A Family of Estimators of Finite-Population Distribution Function Using Auxiliary Information

This paper considers the problem of estimating the finite-population distribution function and quantiles with the use of auxiliary information at the estimation stage of a survey. We propose the families of estimators of the distribution function of the study variate y using the knowledge of the distribution function of the auxiliary variate x. In addition to ratio, product and difference type estimators, many other estimators are identified as members of the proposed families. For these families the approximate variances are derived, and in addition, the optimum estimator is identified along with its approximate variance. Estimators based on the estimated optimum values of the unknown parameters used to minimize the variance are also given with their properties. Further, the family of estimators of a finite-population distribution function using two-phase sampling is given, and its properties are investigated.      

Biased and Unbiased Two-sided Wilcoxon Tests for Equal Sample Sizes

This paper answers the long-standing question of whether the two-sided Wilcoxon rank test for equal sample sizes is unbiased against a location parameter family of distributions by giving a counterexample. It is also shown that the nonrandomized two-sided Wilcoxon test for equal sample sizes with the least positive significance level is unbiased.     

异方差回归中的广义方差比检验

在同方差假设之下,线性模型在回归分析的理论与应用方面起着突出的作用,很受许多研究工作者的青睐.然而,回归模型中同方差性这一标准假设不一定总是成立的.因此我们考虑了用一类基于似残差的方法来检验异方差情形下线性模型拟合观测数据的情况.本文既给出了大量的模拟,又给出了实际数据作为应用的例子.效果都很好.     

A general ratio estimator and its application in model based inference

A general ratio estimator of a population total is proposed as an approximation to the estimator introduced by Srivastava (1985,Bull. Internat. Statist. Inst.,51(10.3), 1–16). This estimator incorporates additional information gathered during the survey in a new way. Statistical properties of the general ratio estimator are given and its relationship to the estimator proposed by Srivastava is explored. A special kind of general ratio estimator is suggested and it turns out to be very efficient in a simulation study when compared to several other commonly used estimators.The work of this author was supported by AFOSR grant #830080.