当前状态数据下单变点危险率治愈模型的拟极大似然估计

变点危险率模型已受到广泛关注.它不仅可以更加直接地显示治疗效果或医学上的突破,也可以提供这些事件发生的时间点.在这篇文章中,我们提出当前状态数据下的单边点危险率治愈模型并探讨了这个模型的估计方法.我们建立了估计的大样本理论并通过模拟评估有限样本下的估计.     

Hazard Rate Estimation in Nonparametric Regression with Censored Data

Consider a regression model in which the responses are subject to random right censoring. In this model, Beran studied the nonparametric estimation of the conditional cumulative hazard function and the corresponding cumulative distribution function. The main idea is to use smoothing in the covariates. Here we study asymptotic properties of the corresponding hazard function estimator obtained by convolution smoothing of Beran's cumulative hazard estimator. We establish asymptotic expressions for the bias and the variance of the estimator, which together with an asymptotic representation lead to a weak convergence result. Also, the uniform strong consistency of the estimator is obtained.     

滑坡灾害防治工程中施工组织设计对工程投资概算影响的研究

本文通过对具体地质灾害防治工程初步设计阶段的施工组织设计与工程投资概算之间关系分析, 指出施工组织对工程投资概算的影响不小于工程设计和地质勘查资料的影响, 施工组织设计对概算可靠度的提高有很重要的意义。     

Some stochastic comparisons of conditional coherent systems

This paper investigates coherent systems with independent and identical components. Stochastic comparison on the residual life and the inactivity time of two systems with stochastically ordered signatures is conducted. Copyright © 2008 John Wiley & Sons, Ltd.     

Relationship between heavy metal distribution in sediment samples and their ecotoxicity by the use of the Hasse diagram technique

Many studies assessing the quality of sediments and their pollution impact use monitoring data consisting predominantly of chemical indicators. Recently, ecotoxicity estimates have been used as very important parameters of the ecological state of sediment samples. Thus, a more complete sediment risk assessment is achieved and more reliable information on the sediment pollution history is extracted. The data interpretation could be improved if multivariate statistical techniques were applied to data classification, modelling and interpretation. The starting classification of the data was performed using self-organizing maps (SOM) approach in order to reveal specific relationship patterns for objects and for variables. The original element of the present study is the use of the Hasse diagram technique (HDT) for partial ordering in order to explain some specific relations between the chemical indicators analysed (heavy metal content in different sediment compartments) and the ecotoxicity tests for acute and chronic toxicity. In principle, a reliable estimate of the pollution impact of a large environmental object (the Mar Menor lagoon in Spain) is achieved. The specific role of each one of the five heavy metals involved (Zn, Cu, Mn, Pb, and Cd) is interpreted in the context of the additional ecotoxicity tests.     

Evaluation of radiological hazards in the sediments of Ogun river, South-Western Nigeria

The concentrations of natural radionuclides in the sediments of Ogun river in South Western Nigeria have been measured and determined using gamma-ray spectrometry. The mean activity concentrations of ⁴⁰K, ²²⁶Ra, and ²³²Th at different locations along the course of the river were found to vary from 370.99±19.26 Bq/kg (at Olopade) to 608.02±24.66 Bq/kg (at Owere), 5.57±2.34 (at Ekerin) to 20.40±4.52 Bq/kg (at Sokori) and 5.04±2.24 Bq/kg (at mile 12-Maidan) to 23.10±4.81 Bq/kg (at Sokori) respectively. The overall calculated mean of the total indoor absorbed dose rates was 64.46±9.16 nGy/h with corresponding annual indoor effective dose of 0.32±0.05 mSv/y. Radium equivalent activity (Ra_eq), external hazard index (H_ex), internal hazard index (H_in) and representative gamma index (I_γr) were calculated in order to assess the radiation hazards associated with the use of these sediments in the construction of dwellings. The overall estimated values for the radium equivalent activity, external hazard index, internal hazard index and the representative gamma index were 67.96±10.74 Bq/kg, 0.18±0.03, 0.22±0.05 and 0.54±0.08, respectively. These values obtained for the river sediments were less than the recommended safe and criterion limits by UNSCEAR and also, they compared well with the values from other countries of normal radiation areas. It suffices to say therefore that sediments from Ogun river are safe and can be used for construction of buildings without undue radiological health concerns. Results of the study could serve as an important baseline radiometric data for future epidemiological studies and monitoring initiatives in the study area.     

Optimal capital allocations to interdependent actuarial risks

This paper further studies the capital allocation concerning mutually interdependent random risks. In the context of exchangeable random risks, we establish that risk-averse insurers incline to evenly distribute the total capital among multiple risks. For risk-averse insurers with decreasing convex loss functions, we prove that more capital should be allocated to the risk with the larger reversed hazard rate when risks are coupled by an Archimedean copula. Also, sufficient conditions are developed to exclude the worst capital allocations for random risks with some specific Archimedean copulas.     

横向监督中基于社会偏好匹配的员工组合问题研究

考虑横向监督中基于社会偏好的三种员工组合方式:同质组合、异质组合与双高组合。运用委托代理理论,研究基于社会偏好匹配的员工组合问题。模型分别给出了不存在横向监督、存在横向监督且员工是同质组合、存在横向监督且员工是异质组合与存在横向监督且员工是双高组合四种情形下的均衡结果。根据均衡结果做进一步分析,得出结论:①存在横向监督时员工的努力程度与企业收益总是高于不存在横向监督的情形,但不同的员工组合方式对其努力程度的激励效果是相同的;②异质组合能够通过节约薪酬成本而间接地提高企业总收益,双高组合能够通过获得较多的员工投入而直接增加企业总收益,并且异质组合与双高组合总是优于同质组合;③员工的社会偏好与风险成本是决定企业最佳员工组合方式选择的关键因素:当员工的风险成本很小而社会偏好差距较大时企业应选择异质组合;而当员工的风险成本很大或者风险成本小并且员工社会偏好差距也较小时企业应选择双高组合;因此,根据员工的个性特征选择适宜的组合方式是实现横向监督激励效应最大化的关键。     

信用传染违约Aalen加性风险模型

本文考虑了基于加性风险模型的信用风险违约预报模型,不但考虑了宏观因素和公司个体因素,并且通过引入行业因素来刻画公司间可能存在的不同于宏观因素的信用传染效应,由此克服了以往模型对违约相关性的低估.本文在参数加性风险模型下给出极大似然估计及渐近性,提出两种估计方法并比较二者表现,得到最优权估计更加有效.同时本文还考虑了半参数的风险模型,并基于鞅的估计方程得到其估计及渐近性,均得到不错的结果.     

大额交易的生存分析与微观市场状态变迁

本文将运筹学中的排队论思想和数量统计学中的生存分析方法引入到金融高频数据分析中，从市场微观结构角度研究了价格过程中大额交易的发生与市场状态变量之间的相互作用：一方面大额交易对价格具有明显的拉动作用，另一方面报价变化、流动性深度和成本以及交易特征等市场因素也影响着大额交易的发生。本文以国有股减持信息人市为例，分析了大额交易的生存参数变化与市场状态变迁之问的关系。