Comparison of three semiparametric methods for estimating dependence parameters in copula models

Three semiparametric methods for estimating dependence parameters in copula models are compared, namely maximum pseudo-likelihood estimation and the two method-of-moment approaches based on the inversion of Spearman’s rho and Kendall’s tau. For each of these three asymptotically normal estimators, an estimator of their asymptotic (co)variance is stated in three different situations, namely the bivariate one-parameter case, the multivariate one-parameter case and the multivariate multiparameter case. An extensive Monte Carlo study is carried out to compare the finite-sample performance of the three estimators under consideration in these three situations. In the one-parameter case, it involves up to six bivariate and four-variate copula families, and up to five levels of dependence. In the multiparameter case, attention is restricted to trivariate and four-variate normal and t copulas. The maximum pseudo-likelihood estimator appears as the best choice in terms of mean square error in all situations except for small and weakly dependent samples. It is followed by the method-of-moment estimator based on Kendall’s tau, which overall appears to be significantly better than its analogue based on Spearman’s rho. The simulation results are complemented by asymptotic relative efficiency calculations. The numerical computation of Spearman’s rho, Kendall’s tau and their derivatives in the case of copula families for which explicit expressions are not available is also investigated.     

集值优化全局真有效解的最优性条件

本文引进集值映射的全局真有效次微分的概念,并用它得到了约束集值优化问题全局真有效解在集值映射的支撑函数和Lagrange乘子形式下的最优性必要条件.     

具V-不变凸性的一类多目标控制问题的混合对偶性

本文研究了一类多目标控制问题的混合对偶性.利用函数的广义V-不变凸性条件,得出了关于有效解的弱对偶定理、强对偶定理和严格逆对偶定理,推广了多目标控制问题的对偶性结论.     

锂玻璃探测器中子探测效率的刻度

为了精确测量keV能区的中子俘获截面,中国原子能科学研究院正在建造一台4π 全吸收型γ 探测装置---GTAF,锂玻璃探测器将会作为中子束流监视器测量中子能谱。利用5SDH-2 加速器刻度了锂玻璃探测器在两个入射中子单能点(250 和565 keV) 的探测效率,并使用EANT4 和MCNP 程序模拟计算了锂玻璃探测器的相对探测效率。通过归一化实验数据和模拟结果,得到了锂玻璃探测器在10keV~1 MeV 能区的中子探测效率曲线。对于把锂玻璃探测器测量得到的飞行时间谱转化为中子束流能谱,是一项非常重要的工作,同时为探测器效率刻度提供了新方法。In order to accurately measure the neutron capture cross section in the energy range of keVMeV, 4 πgamma-ray total absorption facility (GTAF) is being constructed at China Institute of Atomic Energy (CIAE). The lithium glass detector will be used as a neutron beam monitor for GTAF. The detection efficiency of the lithium glass detector at two incident neutron energy points (250, 565 keV) was calibrated in 5SDH-2 accelerator, and the relative detection efficiency was simulated by GEANT4 and MCNP code. By the normalization of the experimental data and simulation result, the neutron detection efficiency curve of the lithium glass detector between 10 keV and 1 MeV was obtained. This work will be important to convert the Time-of-flight spectrum that be measured by Li-glass detector to the energy spectrum of neutron beam, and provide the new method for calibration of detection efficiency.     

复杂交通运输网络上的拥挤与效率问题研究

本文研究复杂交通运输网络上的拥挤与效率问题. 在无标度网络、随机网络以及小世界网络等不同拓扑结构中, 探讨了不同的能力分配方式和不同的OD (Origin-Destination) 交通需求分布对网络拥挤度和效率的影响. 随着平均交通需求的增加, 分析无标度网络、随机网络以及小世界网络从自由流状态到交通拥堵状态的变化规律. 为便于比较, 本文侧重研究网络拥挤度的倒数, 并将其定义为通畅度. 研究发现网络中的通畅度与效率之间存在线性相关关系, 并且不同网络中的线性比例系数 (或斜率)是不同的, 从而体现了不同网络具有不同的运输性能. 关键词： 复杂网络 拥挤 效率     

Tb3+、Yb3+共掺BaGd2ZnO5荧光粉的制备及其近红外量子剪裁研究

采用高温固相法合成了Tb3+、Yb3+共掺杂的BaGd2ZnO5荧光粉。XRD测量数据表明合成的样品为纯相。在Tb3+特征激发(297 nm)下得到了Yb3+的特征发射(977 nm),并且对Tb3+与Yb3+能级图进行分析,证明Tb3+到Yb3+为合作能量传递。测量了不同Yb3+浓度下Tb3+的5D4能级(544 nm)的发光寿命曲线,计算得到Tb3+与Yb3+的能量传递效率和量子效率,最高量子效率为125.5%。Yb3+的发射与硅太阳能电池的吸收匹配,该材料有可能应用于硅太阳能电池以提高其转换效率。     

荧光染料掺杂的高效率、高亮度白色有机电致发光器件

制备了结构为 ITO/NPB（30 nm）/Rubrene（0.2 nm）/CBP：Bczvbi（8 nm,x%）/Bphen（30 nm）/Cs₂CO₃：Ag₂O（2 nm,20%）/Al（100 nm）的器件。研究了Bczvbi掺杂浓度（x=5,10,15）对白光器件性能的影响。综合利用发光层中主客体之间的能量转移和空穴阻挡层的空穴阻挡特性,得到了高效率、高亮度的白色有机电致发光器件。当Bczvbi的掺杂质量分数为10%时,器件的效率和亮度都为最大。驱动电压为7 V时,最大电流效率为4.61 cd/A;驱动电压为9 V时,最大亮度为21 240 cd/m²。当驱动电压从4 V增加到9 V时,色坐标从（0.36,0.38）变化为（0.27,0.29）,均处于白光区域。     

用于位置灵敏型中子探测器的6LiF/ZnS（Ag）闪烁体性能研究

研究了掺杂6LiF的ZnS(Ag)闪烁体对中子、γ射线的发光特性和EJ426闪烁体样品的热中子探测效率、出射光产额和γ灵敏度。EJ426的热中子探测效率为32.4%,出射光产额为8.01×103光子/中子,70 mV阈值时的γ灵敏度小于10-7,表明EJ426是较理想的闪烁体型位置灵敏中子探测器材料。     

送粉角度对激光熔覆铁基复合涂层形状特征的影响

通过分析激光熔覆过程中光束、粉末和熔池间的作用机理,建立了送粉式激光熔覆材料有效利用率的数学模型,在此基础上推导了送粉角度与工艺参数之间的定量关系式,并计算了不同送粉角度下的熔覆材料有效利用率、熔高和横截面积。结果表明,在熔覆工艺参数不变的条件下,理论计算的熔覆材料有效利用率、熔覆层高度和横截面积均随送粉角度的增加而增大,且均高于实验检测值。激光熔覆过程中,由于粉末烧损和机械损失,使熔覆材料有效利用率、熔高和横截面积随送粉角度变化出现最大值,理想送粉角度为60。     

The nonlinear theory of slow-wave electron cyclotron masers with inclusion of the beam velocity spread

The nonlinear theory of slow-wave electron cyclotron masers (ECM) with an initially straight electron beam is developed. The evolution equation of the nonlinear beam electron energy is derived. The numerical studies of the slow-wave ECM efficiency with inclusion of Gaussian beam velocity spread are presented. It is shown that the velocity spread reduces the interaction efficiency.