Empirical Bayes estimation in continuous one-parameter exponential families under associated samples

In this paper, we study the empirical Bayes (EB) estimation in continuous one-parameter exponential families under negatively associated (NA) samples and positively associated (PA) samples. Under certain regularity conditions, it is shown that the convergence rates of proposed EB estimators under NA or PA samples are the same as those of EB estimators under independent observations, which significantly improve the existing results in EB estimation under associated samples.     

农村养老制度对家庭人力资本积累影响研究述评

自新增长理论形成以来，将养老保障制度与人力资本积累相联系进行研究成为社会保障、社会学等领域的研究热点之一。无论是国外的理论研究还是实证研究均表明，养老保障制度对于人力资本积累的影响作用是十分明显的。但我国目前理论界直接对养老保障制度与人力资本积累之间关系展开研究的尚属少数。因此，关于养老保障制度对家庭人力资本积累的影响研究的广度和深度均有待发掘。     

菲利普斯曲线在中国的有效性研究

从基本的菲利普斯曲线理论出发,提出了新的适应性预期模型,并以此为基础建立附加预期的菲利普斯曲线方程,进而估计出我国近年来的自然失业率水平,由此证明了菲利普斯曲线在我国的有效性,并描述了预期因素对实际通货膨胀水平的影响。最后结合实证分析结果提出解决我国通货膨胀和失业问题的建议,如保证货币政策的连贯性、加强信息披露、解决结构性失业问题等。     

Parametrizing the Kepler exoplanet period-radius distribution with the bivariate normal inverse Gaussian distribution

This paper presents a simple and robust method for obtaining a comprehensive understanding of the joint period and radius distribution in Kepler exoplanets. The proposed method is based on particle swarm optimization and bivariate Normal Inverse Gaussian distribution. Furthermore, in the construction of the probability density function, this study selects planet-host stars with the GK-type. The injecting approach is also employed to solve the survey completeness of sample. The resulting occurrence rate of Earth analogs is 0.025 with a 95% bootstrap confidence interval between 0.023 and 0.032.     

制造系统生产单元碳排放核算模型

制造业是我国国民经济的支柱产业，但也是环境污染物排放的主要来源、能源消耗主体和温室气体排放大户。制造系统高能耗、高物耗、高碳排放的加工过程是造成制造业碳排放量大的重要原因。生产单元作为制造系统的加工的主体，其碳排放量的核算是确定整个制造系统乃至制造业碳排放总量的关键。本文首先对生产单元的原材料、电能、辅助物料及废屑处理所引起的碳排放进行分析，确定生产单元的碳排放源；其次，产品合格率的不同会造成生产单元输入及输出的成品/半成品数量的差异，进而影响生产单元单位产品的碳排放量，在此基础上，综合考虑了原材料、电能、辅助物料及废屑处理的碳排放情况，构建了给定工艺流程下生产单元碳排放核算模型。最后，结合一汽车排气装置加工实例，分别核算加工过程中九个生产单元的碳排放量，验证了模型的可行性。     

Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation

A smoothed bootstrap method is presented for the purpose of bandwidth selection in nonparametric hazard rate estimation for iid data. In this context, two new bootstrap bandwidth selectors are established based on the exact expression of the bootstrap version of the mean integrated squared error of some approximations of the kernel hazard rate estimator. This is very useful since Monte Carlo approximation is no longer needed for the implementation of the two bootstrap selectors. A simulation study is carried out in order to show the empirical performance of the new bootstrap bandwidths and to compare them with other existing selectors. The methods are illustrated by applying them to a diabetes data set.     

初次收入分配对我国居民旅游消费影响研究

文章选取初次分配工资分配率、城镇居民基尼系数、各收入阶层旅游消费占比作为分析指标，经分析研究所得结论为：低、中收入阶层旅游消费占比与分配率负相关，分配率所代表的初次收入分配总量性影响对中收入阶层旅游消费影响较大，中、高收入阶层旅游消费占比都与城镇居民基尼系数正相关，其中城镇居民基尼系数代表的初次收入分配结构性影响对高收入阶层旅游消费影响较大；并针对各阶层的特殊性对各收入阶层旅游消费发展提出相应政策建议.     

中国城镇居民家庭储蓄水平队列效应分析

利用中国家庭收入调查（ CHIP）数据对城镇居民家庭的储蓄率进行了队列效应的实证研究。分析结果表明，属于不同队列的城镇家庭在储蓄水平上都呈现出相似的“U”型年龄分布，即中年家庭（40－50岁）储蓄率低，年轻家庭（20－40岁）和退休家庭储蓄率较高，这一现象与其他国家的实证研究结果有显著不同。本文认为，中国城镇居民储蓄率的“U”型年龄分布主要是由人口与经济的高速增长带来的：人口高速增长带来的队列规模效应使得面对更大竞争压力的年轻人口储蓄率较高，而经济水平持续增长带来的消费水平增长预期使得接近退休家庭储蓄水平重新上升。     

Machine Learning Vasicek Model Calibration with Gaussian Processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.