Testing homogeneity in semiparametric mixture case–control models

Parametric and semiparametric mixture models have been widely used in applications from many areas, and it is often of interest to test the homogeneity in these models. However, hypothesis testing is non standard due to the fact that several regularity conditions do not hold under the null hypothesis. We consider a semiparametric mixture case–control model, in the sense that the density ratio of two distributions is assumed to be of an exponential form, while the baseline density is unspecified. This model was first considered by Qin and Liang (2011 Qin, J., Liang, K.Y. (2011). Hypothesis testing in a mixture case–control model. Biometrics 67(1):182–198.[Crossref], [PubMed], [Web of Science ®] , [Google Scholar], biometrics), and they proposed a modified score statistic for testing homogeneity. In this article, we consider alternative testing procedures based on supremum statistics, which could improve power against certain types of alternatives. We demonstrate the connection and comparison among the proposed and existing approaches. In addition, we provide a unified theoretical justification of the supremum test and other existing test statistics from an empirical likelihood perspective. The finite-sample performance of the supremum test statistics was evaluated in simulation studies.     

混合研究方法的方法论、研究策略及应用——以消费模式研究为例

近年来,定量定性相结合的研究方法在社会科学中广泛应用,但鲜有研究注意到其方法论含义并科学地选取研究策略。事实上,学术界对于定量定性方法的结合仍有争议,而且不同的结合方法背后的本体论和认识论的含义也不同,对于研究结论的意义和作用也不同。本文以中产阶级消费模式的研究为例,详细阐述了该研究使用混合研究方法的原因、目的、方法论、具体研究策略及其应用。文章使用定量和定性的研究发现说明了混合研究方法如何丰富和深化了研究结论,如何以具有代表性的样本为背景挖掘了消费生活的复杂性和多面性。     

损失模拟模型的模拟与检验

为帮助精算师在不同的数据环境下选择最优的准备金评估方法,美国非寿险精算师协会组织开发了一个产生模拟索赔数据的开源软件系统——损失模拟模型,然而损失模拟模型是否能够按指定参数要求产生模拟数据需要进行检验.文章采用不同的参数估计方法和拟合优度检验方法对模拟索赔次数的分布、索赔额的趋势以及不同险种索赔次数之间的相关结构进行了统计检验,结果表明损失模拟模型对索赔次数的分布、索赔额的趋势能够产生一致的模拟,而对索赔次数数据之间相关结构的模拟存在不稳定性.     

高师院校不同学制毕业生就业竞争力比较研究

毕业生就业竞争力是衡量人才培养质量的一个重要指标,加强对不同学制毕业生就业竞争力研究,有利于提升办学质量。对不同学制毕业生的就业竞争力分析可从初次就业率、就业现状满意度、毕业半年后的月收入、工作与专业相关度、职业吻合度和半年内的离职率等方面进行比较。利用非参数检验法对某高师院校毕业生就业状况调查报告中的有关数据对比分析,发现五年制专科毕业生的就业竞争力与三年制专科毕业生无显著性差别。结果表明:五年制专科毕业生具有明确的专业定位、专业技能较强等优势,可适当扩大五年制专科招生规模。     

公平感对供应链成员定价决策影响的研究

本文研究公平感对由一个供应商和一个零售商组成的二级供应链中的定价决策的影响,其中供应商决定批发价格,零售商在接受供应商批发价格合同之后决定零售价格,市场需求受到零售价格的线性影响.采用管理实验方法得出,首先,供应商的批发价格和零售商的零售价格均分别低于完全理性假设下的均衡解;供应商是利他性的,即,乐于看到零售商收益的增加,并且,供应商认为零售商是完全理性的,即零售商的决策目标是最大化自身收益;然而,零售商却是刻毒性的,即乐于看到供应商收益的减少.其次,批发价格的变异度大于零售价格的,即供应商决策的难度大于零售商的.给管理者的启示是:供应商应考虑零售商的刻毒性的特征,降低批发价格,以提高零售商接受供应商所提批发价格的概率;此外,还应该为供应商提供辅助决策手段,以降低批发价格的变异度,提高决策的准确性     

Designing from activities. The "ability /difficulty table", a useful tool to detect the "limit users" in the Design for All Approach

In the Design for All Approach (DfA), an important phase of the design process consists in the individuation of the so-called "limit users", that are that particular group of people with the most "critical" features for the autonomous fruition of a system or a product. Generally, however, it is not easy to identify them in a complete and objective way. A clear and complete outline of design requirements with respect to the "normal" use of a service, product or environment, moreover, is of fundamental importance in inclusive design. In fact, we know how bad design, that doesn't take in account the true "strategies of use", may lead to situations of handicap, also serious, temporary or permanent, regardless if the user is a "disabled" person or not. In relation to this scenario, the paper shows the results of a research which has developed the "Ability/Difficulty Table" ("A/D Table"), a new tool useful to identify the so-called "limit users" and their needs with respect to different activities, linking the main "difficulties", expressed by people, with the "abilities" required to carry out in autonomy the investigated activity.     

基于次梯度投影的泛投资组合选择策略

在线投资组合选择(online portfolio selection)问题是当前量化投资领域一个重要的研究问题.近些年来,可投资标的的爆炸式增长急需能够有效计算的投资组合选择策略,而现有高绩效算法大多具有指数级或多项式级的时间复杂度,不利于在实际中应用.由此,本文提出了一种基于次梯度投影的泛投资组合选择策略SGP.将次梯度投影的思想应用到资产组合构建的过程中,得到策略的再平衡规则.理论上,本文分析了次梯度投影算法的竞争性能,证明了该策略是一个泛投资组合选择策略;并发现该算法具有线性时间复杂度.实证上,验证了SGP策略在美国与中国市场的表现.结果表明,SGP策略能够实现和最新的泛投资组合选择策略相当的收益率,而算法运行时间短于现有策略.参数敏感性分析表明SGP策略对参数选择不敏感;交易成本敏感性分析表明SGP策略能够承受合理的交易成本.     

External Information Model in a Compositional Perspective: Evaluation of Campania Adolescents’ Preferences in the Allocation of Leisure-Time

Social Indicators Research - The study of preferences of leisure-time activities provides important information on the characteristics and inclinations of specific demographics. Modeling these data...