Hill estimator of projections of functional data on principal components

Functional principal component scores are commonly used to reduce mathematically infinitely dimensional functional data to finite dimensional vectors. In certain applications, most notably in finance, these scores exhibit tail behaviour consistent with the assumption of regular variation. Knowledge of the index of the regular variation, α, is needed to apply methods of extreme value theory. The most commonly used method of the estimation of α is the Hill estimator. We derive conditions under which the Hill estimator computed from the sample scores is consistent for the tail index of the unobservable population scores.     

Still-births among the offspring of male radiation workers at the Sellafield nuclear reprocessing plant: detailed results and statistical aspects

Summary. This study investigates whether there was evidence of increasing risk of still-birth with increasing paternal exposure to ionizing radiation received during employment at the Sellafield nuclear installation before the child was conceived. A significant positive association is found between the total paternal preconceptional exposure to external ionizing radiation and the risk of still-birth (after adjustment for year of birth, social class, birth order and paternal age, odds ratio at 100 mSv 1.24 (95% confidence interval 1.04–1.45)). A summary of the principal scientific findings of this study has been published in the Lancet . This paper describes in detail the statistical methods that were used in the investigation and presents the results in full.     

基于主成分分析的我国西部地区间产业结构转换能力评价

产业结构的演进和转换是经济发展的本质特征,也是促进经济持续稳定协调发展的关键。西部地区产业结构转换能力的地区差异十分明显,本文阐述了影响地区产业结构转换的一般因素,并通过主成分分析方法对影响西部地区产业结构转换的主要因素进行了分析,并对西部各地区产业结构转换能力、转换速度以及转换方向进行了分析评价。     

加强课堂教学质量监控 提高教学质量

加强课堂教学质量监控是提高学校教学质量的重要保证。端正对教学质量监控的认识 ,对其体系组成、工作方法进行研究探索 ,全面推进学生素质教育 ,培养新型人才 ,推动学校教学改革 ,提高教学质量效益有着重要的意义。     

"生态旅游"概念探微

选取国外 44个生态旅游定义作为研究对象 ,通过确认关键词、对关键词进行聚类分析 ,将定义内容归纳为 6大类 11组分 ,进而构建生态旅游概念模型。在检验模型理论上的可靠性和实践上的适应性后 ,依据模型提出自己的生态旅游定义     

穗重型杂交中稻冈优501产量构成分析

通过对冈优501五年16个试点的主要产量性状及产量的分析表明：有效穗与产量、着粒数、实粒数、千粒重呈负相关关系。尤其与着粒数、实粒数高度负相关,穗数与粒数矛盾突出。粒数、粒重与产量呈正相关关系。适当控制群体,促进个体发育,有利于发挥穗重型品种多花多实的产量潜能。     

上市公司“庄股跳水”预测模型的实证分析

预防"庄股跳水"是投资者在中国股市中生存的必修课,同时也是股市行为研究的难点之一.本文选取2000年到2003年深市遭遇跳水行情的股票及与之相对应的非跳水股票各31只股票为样本,运用t检验、判别分析和主成分分析等多种计量方法和模型对两类股票的各种重要指标进行了详细分析、比较及预测.实证研究发现两类股票的各种重要指标存在重大差异,并且模型能够以较高的准确率预测"庄股跳水".     

基于提前期的多阶通用件库存模型

针对单个企业内部应用通用件的环境,在假定一个多阶生产系统的基础上,对应用通用件的库存量水平及其成本进行了分析,建立了多阶通用件库存模型,提出通过对采用通用件和不采用通用件的成本差异的比较,来决策多阶生产系统中在哪一阶工序采用通用件,并求解出每一阶工序优化的基本库存水平。     

零部件进口对中国制造业技术进步的影响

在中国制造业转型时期,零部件进口对促进我国技术进步至关重要,将出口品国内技术含量作为衡量技术进步的标准,对零部件进口与中国制造业技术进步的关系进行量化分析。研究结果表明:扩大零部件进口规模对技术进步有正向影响,但发挥作用存在一定时滞,且在高技术行业中促进作用尤为显著;扩大零部件进口种类能显著促进技术进步,主要体现在低技术行业;外商直接投资、人均资本和研发投入均对技术进步有正向影响,但对不同技术层次行业的影响程度存在差异。     

Diffusion Indexes With Sparse Loadings

The use of large-dimensional factor models in forecasting has received much attention in the literature with the consensus being that improvements on forecasts can be achieved when comparing with standard models. However, recent contributions in the literature have demonstrated that care needs to be taken when choosing which variables to include in the model. A number of different approaches to determining these variables have been put forward. These are, however, often based on ad hoc procedures or abandon the underlying theoretical factor model. In this article, we will take a different approach to the problem by using the least absolute shrinkage and selection operator (LASSO) as a variable selection method to choose between the possible variables and thus obtain sparse loadings from which factors or diffusion indexes can be formed. This allows us to build a more parsimonious factor model that is better suited for forecasting compared to the traditional principal components (PC) approach. We provide an asymptotic analysis of the estimator and illustrate its merits empirically in a forecasting experiment based on U.S. macroeconomic data. Overall we find that compared to PC we obtain improvements in forecasting accuracy and thus find it to be an important alternative to PC. Supplementary materials for this article are available online.