An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss

A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given.     

Some new results on superimposed codes

A (w,r) cover‐free family is a family of subsets of a finite set such that no intersection of w members of the family is covered by a union of r others. A (w,r) superimposed code is the incidence matrix of such a family. Such a family also arises in cryptography as the concept of key distribution pattern. In the present paper, we give some new results on superimposed codes. First we construct superimposed codes from super‐simple designs which give us results better than superimposed codes constructed by other known methods. Next we prove the uniqueness of the (1,2) superimposed code of size 9 × 12, the (2,2) superimposed code of size 14 × 8, and the (2,3) superimposed code of size 30 × 10. Finally, we improve numerical values of upper bounds for the asymptotic rate of some (w,r) superimposed codes. © 2004 Wiley Periodicals, Inc.     

The Nonexistence of Procedures with Bounded Performance Characteristics in Certain Parametric Inference Problems

This paper gives a condition which implies the nonexistence of parametric statistical procedures with bounded risk or error performance characteristics. Many examples for which such a condition is satisfied are considered.     

On the Stability of Bifurcation Diagrams of Vanishing Flattening Points

On a smooth surface in Euclidean 3-space, we consider vanishing curves whose projections on a given plane are small circles centered at the origin. The bifurcations diagram of a parameter-dependent surface is the set of parameters and radii of the circles corresponding to curves with degenerate flattening points. Solving a problem due to Arnold, we find a normal form of the first nontrivial example of a flattening bifurcation diagram, which contains one continuous invariant.     

─族亚纯函数的正规定则

本文讨论亚纯函数族的正规性，推广并改进了杨乐￣［２，３］，陈怀惠￣［５］和朱秀蓉，龚向宏￣［７］等人的结果。     

全纯函数族的正规定则

Let f be a holomorphic function on a domain D Lontaiu in C, and let a be a finite complex number. We denote by -↑Ef/(a) = {z ∈ D : f(z) = a, ignoring multiplicity} the set of all distinct α-points of f. Let F be a family of holomorphic functions on D. If there exist three finite values a, b(≠ O,α) and c(≠ O) such that for every f ∈F, -↑Ef′/(0) Lontain in -↑Ef(α） and -↑Ef′ (b) Lontain in -↑Ef(c), then F is a normal family on D.     

Difference Families in Z2d+1⊕Z2d+1 and Infinite Translation Designs in Z⊕Z

We analyse 3-subset difference families of Z_2d+1⊕Z_2d+1 arising as reductions (mod 2d+1) of particular families of 3-subsets of Z⊕Z. The latter structures, namely perfect d-families, can be viewed as 2-dimensional analogues of difference triangle sets having the least scope. Indeed, every perfect d-family is a set of base blocks which, under the natural action of the translation group Z⊕Z, cover all edges {(x,y),(x′,y′)} such that |x−x′|, |y−y′|≤d. In particular, such a family realises a translation invariant (G,K₃)-design, where V(G)=Z⊕Z and the edges satisfy the above constraint. For that reason, we regard perfect families as part of the hereby defined translation designs, which comprise and slightly generalise many structures already existing in the literature. The geometric context allows some suggestive additional definitions. The main result of the paper is the construction of two infinite classes of d-families. Furthermore, we provide two sporadic examples and show that a d-family may exist only if d≡0,3,8,11 (mod 12).     

Normal families and exceptional functions

In this paper, we obtain some normality criteria for families of meromorphic functions that concern the exceptional functions of derivatives.     

Bivariate Recursive Equations on Excess-of-loss Reinsurance

This paper investigates bivariate recursive equations on excess-of-loss reinsurance. For an insurance portfolio, under the assumptions that the individual claim severity distribution has bounded continuous density and the number of claims belongs to R1 （a, b） family, bivariate recursive equations for the joint distribution of the cedent＇s aggregate claims and the reinsurer＇s aggregate claims are obtained.