Semiparametric Inference Methods for General Time Scale Models

In this paper we consider semiparametric inference methods for the time scale parameters in general time scale models (Oakes, 1995, Duchesne and Lawless, 2000). We use the results of Robins and Tsiatis (1992) and Lin and Ying (1995) to derive a rank-based estimator that is more efficient and robust than the traditional minimum coefficient of variation (min CV) estimator of Kordonsky and Gerstbakh (1993) for many underlying models. Moreover, our estimator can readily handle censored samples, which is not the case with the min CV method.     

城乡居民收入差距不合理因素分析及对策

城镇居民和农村居民的收入差距发生了本质变化城乡居民的显性收入差距不能确切反映实际收入差距;差距悬殊而且存在着非自然差距;超过了世界各国相同阶段所固有的水平;收入差距处在倒"U"型曲线的上升阶段.为缩小城乡居民收入差距,必须增加土地投资;保护和提高农民生产的积极性;进行农业产业结构调整;优化农村政策结构;发展教育,培养专业技术人才,加快贫困地区文化、技术和制度等资源开发;实现农业劳动力半转移.     

A Goodness-of-Fit Test for Location-Scale Max-Stable Distributions

In this article, a technique based on the sample correlation coefficient to construct goodness-of-fit tests for max-stable distributions with unknown location and scale parameters and finite second moment is proposed. Specific details to test for the Gumbel distribution are given, including critical values for small sample sizes as well as approximate critical values for larger sample sizes by using normal quantiles. A comparison by Monte Carlo simulation shows that the proposed test for the Gumbel hypothesis is substantially more powerful than some other known tests against some alternative distributions with positive skewness coefficient.     

Finite nonparametric grach model for foreign exchange volatility

GARCH model has been commonly used to describe the volatility of foreign exchange returns, which typically depends on returns many lags before, While the GARCH model provides a simple geometric decaying structure for persistence in time, it restricts tiie impact of variables to Quadratic functions. A finite nonparametric GARCH model is proposed that allows the variables' impact to be a smooth function of any form. A direct local polynomial estimation method for this finite GARCH model is proposed based on results on proportional additive model, and is applied to the German Mark (DEM)/US Dollar (USD) daily returns data. Estimators uf both the decaying rate and the impact function are obtained. Diagnostics show satisfactory out-of-sampie prediction based on the proposed model, which helps to better understand the dynamics of foreign exchange volatility.     

Estimating the Structure of Agricultural Investment: A Stochastic- Coefficients Approach

Two approaches, a flexibie-accelerator model and a stochastic-coefficients alternative, are used to estimate the structure of aggregate agricultural investment. Structural estimates of the adjustment rates for each model differ. The stochastic-coefficients model, however, performs better in out-of-sample forecasting.     

基尼系数和泰尔熵指标的分解分析比较——以云南省17个少数民族地区的收入差距为例

基尼系数和泰尔熵指标都是衡量不平等性的重要指标,特别是它们的分解能进一步对不平等性进行因素分析。本文阐述了这两种指标对不平等性的刻画,并对它们的分解作了进一步的分析,最后结合同一组数据进行了实证比较分析。     

构建和谐社会中的收入分配问题

当前我国社会收入分配问题的症结不是在于基尼系数所表达的分配结果不均,而是在于机会不平等的过程中产生的分配不公。能否处理好不同范畴的收入分配问题,特别是因滥用公共权力引起的社会分配不公,则关系到改革、发展、稳定的大局。社会需要通过改革有效调整已经形成的社会收入分配格局,使之能够朝着公平、正义的方向演变,这是构建和谐社会中亟待解决的关键问题之一。     

Exact average coverage probabilities and confidence coefficients of confidence intervals for discrete distributions

For a confidence interval (L(X),U(X)) of a parameter θ in one-parameter discrete distributions, the coverage probability is a variable function of θ. The confidence coefficient is the infimum of the coverage probabilities, inf  _θ P _θ (θ∈(L(X),U(X))). Since we do not know which point in the parameter space the infimum coverage probability occurs at, the exact confidence coefficients are unknown. Beside confidence coefficients, evaluation of a confidence intervals can be based on the average coverage probability. Usually, the exact average probability is also unknown and it was approximated by taking the mean of the coverage probabilities at some randomly chosen points in the parameter space. In this article, methodologies for computing the exact average coverage probabilities as well as the exact confidence coefficients of confidence intervals for one-parameter discrete distributions are proposed. With these methodologies, both exact values can be derived.     

B-spline estimation for partially linear varying coefficient composite quantile regression models

Abstract

In this article, a new composite quantile regression estimation (CQR) approach is proposed for partially linear varying coefficient models (PLVCM) under composite quantile loss function with B-spline approximations. The major advantage of the proposed procedures over the existing ones is easy to implement using existing software, and it requires no specification of the error distributions. Under the regularity conditions, the consistency and asymptotic normality of the estimators are also derived. Finally, a simulation study and a real data application are undertaken to assess the finite sample performance of the proposed estimation procedure.     

青年知识分子思想政治倾向的基本特征

青年知识分子思想政治倾向的基本特征主要表现在六个方面:一是青年知识分子作为思想活跃的一个社会群体,其思想政治倾向具有明显的时代性特征；二是青年知识分子随着年龄的不断增长、知识积累的不断完备及社会实践经验的不断丰富,其思想政治倾向也逐渐从不成熟到成熟、从不稳定到逐渐稳定,表现出鲜明的阶段性；三是成长、成熟于日益开放时代的青年知识分子,深受开放潮流的浸润,从而使其思想政治倾向具有明显的开放性特征；四是由于青年知识分子思想政治倾向形成时在主观上受着个人经历、认识水平和智能结构的限制,客观上又受历史时代、职业状况、经济状况、社会环境以及年龄等制约,因而必然表现出多样性特征；五是由于青年知识分子在生理上正处于青年时期,他们经常在日常生活中呈现出兴奋与苦闷、激动与烦恼、紧张与松懈等相互矛盾的心理状态,其思想政治倾向也由于个人人生得失、社会发展变革、重大社会事件和重要人物言行的影响而经常发生变动,因而具有鲜明的变动性特征；六是处于不稳定、不平衡状态之中的青年知识分子的思想政治倾向,可能向积极方向发展,也可能向消极方向发展。但是,思想政治倾向发展变化的方向是可以干预和引导的,即青年知识分子的思想政治倾向具有可塑性。