Estimation and test procedures for composite quantile regression with covariates missing at random

In this paper, we study the weighted composite quantile regression (WCQR) for general linear model with missing covariates. We propose the WCQR estimation and bootstrap test procedures for unknown parameters. Simulation studies and a real data analysis are conducted to examine the finite performance of our proposed methods.     

A cooperative allylic fluorination: combination of nucleophilic and electrophilic fluorine sources

A one step, regioselective allylic fluorination of alkenes is reported in which electrophilic and nucleophilic sources of fluorine act synergistically to afford rearranged allylic fluorides over alternative vicinal dihalides. The reaction occurs under exceptionally mild conditions and without need for prefunctionalization or transition metal catalysts. The fluorination of cyclic alkenes and monoterpenes is highlighted, and preliminary mechanistic experiments reveal that dual (radical and ionic) pathways operate simultaneously.     

On the lifetime and one-year views of reserve risk,with application to IFRS 17 and Solvency II risk margins

This paper brings together analytic and simulation-based approaches to reserve risk in general (P&C) insurance, applied to the traditional actuarial view of risk over the lifetime of the liabilities and to the one-year view of Solvency II. It also connects the lifetime and one-year views of risk. The framework of the model in Mack (1993) is used throughout, although the results have wider applicability.The advantages of a simulation-based approach are highlighted, giving a full predictive distribution, which is used to estimate risk margins under Solvency II and risk adjustments under IFRS 17. We discuss methods for obtaining capital requirements in a cost-of-capital risk margin, and methods for estimating risk adjustments using risk measures applied to a simulated distribution of the outstanding liabilities over their lifetime.     

BOOTSTRAP MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETER IN SPECTRAL DENSITY OF STATIONARY PROCESSES

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稳态托卡马克堆中的自举电流

在稳态托卡马克堆的燃烧阶段,当感应电流下降后,新经典输运产生的自举电流便成为维持稳定电流的最好手段。本文根据α粒子新经典自举电流的最新结果,计算了感应电流消失阶段,稳态堆中α粒子、电子和离子的自举电流。     

Finite-size effects for some bootstrap percolation models

The consequences of Schonmann's new proof that the critical threshold is unity for certain bootstrap percolation models are explored. It is shown that this proof provides an upper bound for the finite-size scaling in these systems. Comparison with data for one case demonstrates that this scaling appears to give the correct asymptotics. We show that the threshold for a finite system of sizeL scales asO[ln(lnL)] for the isotropic model in three dimensions where sites that fail to have at least four neighbors are culled.Related systems have been studied in the context of cellular automata.⁽⁴⁾     

Bootstrap in Markov-sequences based on estimates of transition density

We develop a Bootstrap method in Markov-sequences. This method is based on kernel estimates of the transition density of the Markov-sequence. It is shown that the Bootstrap estimate of the variance of a statistic which is a function of means, is consistent. We also show that the Bootstrap distributions of mean-like statistics and von Mises differentiable statistics converge to appropriate normal distributions. A few simulation results are reported to illustrate the discussion.Most of this work was carried out when the author was at the Department of Statistics, Pennsylvania State University.     

Sources and source regions effecting the aerosol composition of the Eastern Mediterranean

Positive matrix factorization (PMF) was used to deduce the aerosol sources at a rural site on the Mediterranean coast of Turkey, using sample collected between February 1992 and December 1993. Approximately 600 daily aerosol samples were collected and 40 elements and compounds were analyzed by atomic absorption spectrometry, instrumental neutron activation analysis, ion chromatography and colorimetry.Seven factors were identified with PMF, namely local dust, Saharan dust, sea salt, long range transport, smelter, arsenic and fertilizer factors. The non-parametric bootstrapped potential source contribution function (PSCF) was then used to help identify likely locations of the regional sources of pollution. Besides, explained variance, enrichment factors, seasonal variation of G-score values and back trajectories were used to define the source regions of the factors. Results demonstrated that there are major potential source areas, for the pollution-derived component in aerosol mass, on the Aegean coast, Northwest Turkey, Balkan countries, Ukraine and regions located northern part of Ukraine.     

A dynamic parameterization modeling for the age-period-cohort mortality

An extended version of Hatzopoulos and Haberman (2009) dynamic parametric model is proposed for analyzing mortality structures, incorporating the cohort effect. A one-factor parameterized exponential polynomial in age effects within the generalized linear models (GLM) framework is used. Sparse principal component analysis (SPCA) is then applied to time-dependent GLM parameter estimates and provides (marginal) estimates for a two-factor principal component (PC) approach structure. Modeling the two-factor residuals in the same way, in age-cohort effects, provides estimates for the (conditional) three-factor age-period-cohort model. The age-time and cohort related components are extrapolated using dynamic linear regression (DLR) models. An application is presented for England & Wales males (1841-2006).