几乎无偏刘估计的不可容许性

考虑了线性回归模型中,在Fisherian和Mahalanobis损失函数下,几乎无偏刘估计对于最小二乘估计的不可容许性;结论表明:几乎无偏刘估计在Mahalanobis损失函数下是不可容的;最后进行了数值模拟来表明结果.     

Existence of the uniformly minimum risk equivariant estimators of parameters in a class of normal linear models

In this paper, we study the existence of the uniformly minimum risk equivariant (UMRE) estimators of parameters in a class of normal linear models, which include the normal variance components model, the growth curve model, the extended growth curve model, and the seemingly unrelated regression equations model, and so on. The necessary and sufficient conditions are given for the existence of UMRE estimators of the estimable linear functions of regression coefficients, the covariance matrixV and (trV)^α, where α > 0 is known, in the models under an affine group of transformations for quadratic losses and matrix losses, respectively. Under the (extended) growth curve model and the seemingly unrelated regression equations model, the conclusions given in literature for estimating regression coefficients can be derived by applying the general results in this paper, and the sufficient conditions for non-existence of UMRE estimators ofV and tr(V) are expanded to be necessary and sufficient conditions. In addition, the necessary and sufficient conditions that there exist UMRE estimators of parameters in the variance components model are obtained for the first time.     

发达国家早期与当今发展中国家经济发展的跨期比较--拓展发展经济学理论视野的一种新尝试

不管是发达国家还是发展中国家,每个经济体的经济发展都要经历由传统农业社会向现代工业社会转型的经济发展过程,这是我们拓展发展经济学的理论视野。在发展经济学的分析框架中研究发达国家早期发展历程,并将其与当今发展中国家经济发展进行垮期比较研究的客观基础。这种跨期比较研究既能为发展经济学提供更丰富的经验素材,并从经济发展思想史中吸取思想营养,使其理论视野更为广阔、逻辑更为严谨,又能为当今发展中国家选择发展道路提供更为丰富具体的历史参照系和更深入的理论阐释。     

非参数回归函数估计的渐近正态性

本文研究了独立或相依样本时非参数回归函数的Ｎａｄａｒａｙａ-Ｗａｔｓｏｎ估计，在简洁合理的条件下，证明了估计量的渐近正态性．获得的结论可在时间序列分析中得到应用．     

Smoothing estimation of rate function for recurrent event data with informative censoring

This paper proposes kernel estimation of the occurrence rate function for recurrent event data with informative censoring. An informative censoring model is considered with assumptions made on the joint distribution of the recurrent event process and the censoring time without modeling the censoring distribution. Under the validity of the informative censoring model, we also show that an estimator based on the assumption of independent censoring becomes inappropriate and is generally asymptotically biased. To investigate the asymptotic properties of the proposed estimator, the explicit form of its asymptotic mean squared risk and the asymptotic normality are derived. Meanwhile, the empirical consistent smoothing estimator for the variance function of the estimator is suggested. The performance of the estimators are also studied through Monte Carlo simulations. An epidemiological example of intravenous drug user data is used to show the influence of informative censoring in the estimation of the occurrence rate functions for inpatient cares over time.     

Oracle Inequalities for Efromovich–Pinsker Blockwise Estimates

Oracle inequality is a relatively new statistical tool for the analysis of nonparametric adaptive estimates. Oracle is a good pseudo-estimate that is based on both data and an underlying estimated curve. An oracle inequality shows how well an adaptive estimator mimics the oracle for a particular underlying curve. The most advanced oracle inequalities have been recently obtained by Cavalier and Tsybakov (2001) for Stein type blockwise estimates used in filtering a signal from a stationary white Gaussian process. The authors also conjecture that a similar result can be obtained for Efromovich–Pinsker (EP) type blockwise estimators where their approach, based on Stein's formula for risk calculation, does not work. This article proves the conjecture and extends it upon more general models which include not stationary and dependent processes. Other possible extensions, a discussion of practical implications and a numerical study are also presented.     

Two‐stage copolycondensation of preformed oligomers with bisphenols by tosyl chloride/dimethylformamide/pyridine from distributions of resulting oligomers determined by a combination of gel permeation chromatography and NMR

A two‐stage co‐oligomerization of the oligomers initially formed from an equimolar mixture of isophthalic acid (IPA) and terephthalic acid (TPA) and 2,2‐bis(4‐hydroxyphenyl)propane (BPA, 50 mol %) with bisphenols (BPs, 20 mol %) was carried out using a tosyl chloride/dimethylformamide/pyridine condensing agent. The distributions of the resulting oligomers (n_x‐mers), which were quenched with methanol, were determined by a combination of gel permeation chromatography (GPC) and NMR. These distributions (presented by molar percentage) were conveniently calculated with the equation n_x (mol %) = n_x (% mol by GPC) × n₀ (mol % by NMR)/n₀ (% mol by GPC), where n_x (% mol) = n_x (wt % by GPC)/its molecular weight. The results showed the distributions of the preformed IPA/TPA‐BPA oligomers to be in fairly good accord with those obtained directly from GPC and to be supported by the NMR results. The calculation was applied to the co‐oligomers prepared up to a reaction of 0.7, at which there was an increase in the number of higher oligomers indivisible by GPC and the distributions could no longer be determined by molar percentage. The calculated distributions are discussed in relation to the results of copolycondensation. The sequence distributions in the resulting co‐oligomers, which were also examined by NMR, are compared with those in the copolymers. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 44–51, 2004     

On the Zeros of Orthogonal Polynomials: The Elliptic Case

Constructive Approximation - Let E = [–1, α] \cup [β, 1], –1 &;lt; α &;lt; β &;lt; 1, and let (pn) be orthogonal on E with respect to the weight function...     

多目标多阶段决策问题最优化方法及应用

本文提出了可行状态点,可行边和可行策略等概念,建立了一种新的解决多目标多阶段决策问题的方法,介绍了这一方法的应用实例:     

Estimating the Scale Parameter of a Lévy-stable Distribution via the Extreme Value Approach

The characteristic exponent α of a Lévy-stable law S _α (σ, β, μ) was thoroughly studied as the extreme value index of a heavy tailed distribution. For 1 < α < 2, Peng (Statist. Probab. Lett. 52: 255–264, 2001) has proposed, via the extreme value approach, an asymptotically normal estimator for the location parameter μ. In this paper, we derive by the same approach, an estimator for the scale parameter σ and we discuss its limiting behavior.