A simple construction of optimal estimation in multivariate marginal Cox regression

The multivariate extension of the Cox model proposed by Wei,Lin and Weissfeld in 1989 has been widely used for analyzing multivariate survival data.Under the model assumption,failure times from an individual are assumed to marginally follow their respective proportional hazards regression relation,leaving the joint distribution completely unspecified.This paper presents a simple approach to efficiency improvement through segmentation of stochastic integrals in the marginal estimating equations and incorporation of the limiting covariance structure.It is shown that when partition of the time interval is done at a suitable rate,the resulting estimator is consistent and asymptotically normal.Through the reproducing kernel Hilbert space arising from the covariance function of the limiting Gaussian process,it is also shown that the proposed estimator is asymptotically optimal within a reasonable class of estimators under marginal specification.Simulations are conducted to assess the finite-sample performance of the proposed method.     

Time-clustering behavior of sharp fluctuation sequences in Chinese stock markets

Sharp fluctuations (in particular, extreme fluctuations) of asset prices have a great impact on financial markets and risk management. Therefore, investigating the time dynamics of sharp fluctuation is a challenge in the financial fields. Using two different representations of the sharp fluctuations (inter-event times and series of counts), the time clustering behavior in the sharp fluctuation sequences of stock markets in China is studied with several statistical tools, including coefficient of variation, Allan Factor, Fano Factor as well as R/S (rescaled range) analysis. All of the empirical results indicate that the time dynamics of the sharp fluctuation sequences can be considered as a fractal process with a high degree of time-clusterization of the events. It can help us to get a better understanding of the nature and dynamics of sharp fluctuation of stock price in stock markets.     

On a double degenerate fourth-order parabolic equation

The existence of solutions to a fourth-order p-Laplacian equation with boundary degeneracy is studied. For the purpose of solving the corresponding non-degenerate (with respect to the coefficient of fourth-order term) regularized problem, a fourth-order semi-discrete elliptic problem with homogeneous boundary conditions is established and its existence and uniqueness are obtained by the functional minimization method. It follows that the approximate solutions of the non-degenerate parabolic problem are constructed and the corresponding existence and uniqueness are discovered by a limit procedure from the energy estimation method and a compactness argument. Finally, the existence and regularity of solutions for the problem with boundary degeneracy is obtained by using a regularization parameter vanishing limit.     

A note on preconditional diagonally dominant matrices

This note points out that the main results of [Appl. Math. Comput. 114 (2000) 255] is not true. We show that (1) Theorem 2.1 in [Appl. Math. Comput. 114 (2000) 255] is well known, (2) There are no nonsingular matrices satisfying the sufficient conditions for ensuring diagonally dominance given in Theorem 3.1, and (3) Theorem 4.1 for preconditioning p-cyclic matrices is not true. We also prove that p-cyclic matrices can be column diagonally preconditioned, with a special row permutation if required, to be row diagonally dominant under some assumptions.     

Eu2+,Dy3+共掺杂硼铝锶长余辉玻璃陶瓷

首次介绍了一种新型长余辉材料:Eu^2 ,Dy^3 共掺杂硼铝锶长余辉玻璃陶瓷，该玻璃陶瓷用紫外灯、日光、荧光灯均可激发，发射黄绿色余辉，余辉的发射峰位于516nm，来自于Eu^2 的5d→^8S7/2跃迁。用12000 lx的荧光灯激发样品20分钟，停止激发后10秒时，该玻璃陶瓷的余辉亮度为3．53cd/m^2，色坐标为：x=0.2842,y=0.5772;停止激发后5小时55分钟，该玻璃陶瓷的余辉亮度为0．01cd/m^2；停止激发30小时后，余辉在黑暗中仍肉眼可见。文中对该玻璃陶瓷的相关性质进行了表征，并提出了可能的长余辉机理。     

基于光子晶体的一维位置敏感探测器

位置敏感探测器（PSD）是基于半导体的横向光电效应的光电转换器件。根据横向光电效应的原理,增强光生载流子的寿命可提高光生载流子的扩散长度,从而实现横向光电效应的增强。利用缺陷和完整光子晶体设计了一维位置敏感探测器,并用传输矩阵法计算了缺陷光子晶体的透射率和完整光子晶体的反射率。从所设计的位置敏感探测器对入射光的响应理论研究表明,提高缺陷光子晶体的透射率和完整光子晶体的反射率可提高光生载流子的寿命,从而实现增强位置敏感探测器的横向光电效应。