Applying skovgaard's modified directed likelihood statistic to mixed linear models

The introduction of software to calculate maximum likelihood estimates for mixed linear models has made likelihood estimation a practical alternative to methods based on sums of squares. Likelihood based tests and confidence intervals, however, may be misleading in problems with small sample sizes. This paper discusses an adjusted version of the directed log-likelihood statistic for mixed models that is highly accurate for testing one parameter hypotheses. Indroduced by Skovgaard (1996, Journal of the Bernoulli Society,2,145-165), we show in mixed models that the statistic has a simple conpact from that may be obtained from standard software. Simulation studies indicate that this statistic is more accurate than many of the specialized procedure that have been advocated.     

Using mathematical programming to compute singlular multivariate normal probablities

This paper describes two new, mathematical programming-based approaches for evaluating general, one- and two-sidedp-variate normal probabilities where the variance-covariance matrix (of arbitrary structure) is singular with rankr(r<pand r and p can be of unlimited dimensions. In both cases, principal components are used to transform the original, ill-definedp-dimensional integral into a well-definedrdimensional integral over a convex polyhedron. The first algorithm that is presented uses linear programming coupled with a Gauss-Legendre quadrature scheme to compute this integral, while the second algorithm uses multi-parametric programming techniques in order to significantly reduce the number of optimization problems that need to be solved. The application of the algorithms is demonstrated and aspects of computational performance are discussed through a number of examples, ranging from a practical problem that arises in chemical engineering to larger, numerical examples.     

公租房融资模式比较——以重庆为例

为解决公租房的融资难题,介绍几种可行的融资模式。在分析几种融资模式优劣的基础上,通过建立模糊综合评判模型和主成分分析模型对几种融资模式的综合融资效率进行对比分析,并得出结论:在公租房建设的资金供给问题上,民资融资渠道的效率显著高于政府融资渠道,且房地产投资信托基金比其它传统民间资本融资渠道更高效。所以应引入像REITS这样的新型融资模式,并拓宽民间资本进入公租房建设的渠道。     

GC-MS分析三白草脂溶性成分

经甲醇室温下浸泡、石油醚萃取得到三白草脂溶性部位,用气相色谱-质谱(GC-MS)联用技术检测其脂溶性成分,从中鉴定出15种化合物,占色谱总馏分出峰面积的43.77%,其脂溶性成分主要为脂肪酸(酯)和呋喃类.     

河北省区域经济差异分析及 其协调发展对策研究

以河北省11个市为研究对象,根据河北省的实际情况选取反映区域经济发展水平的6项重要指标,通过对数据的处理分析,将河北省11个市分为发达型市、较发达型市、中等型市和落后型市四种类型,并且这四种类型地区经济存在着较大差异。区域经济差异不可避免会阻碍经济的发展,需要采取完善区域政策体系、打造有特色的经济区和商业圈、促进区域协调发展、大力发展沿海经济带、提高欠发达地区自我发展能力等一系列措施促进和实现河北省经济协调发展。     

英语中运动事件的主要要素中的转化关系

运动图式在英语中留下了深刻烙印。在英语中,对运动事件的感知和描述可通过界标、射体、致动原因、运动、方式、路径、环境、效果等运动的主要要素进行。其中存在着转化关系,这包括相同的主要要素之中的转化关系和不同的主要要素之间的转化关系。其转化的实质是:人对运动要素认知域进行分解、转移、聚焦、扩展、投射、通览、联系、整合、系统化,人对运动的认知具有多样性。对英语中运动事件的要素之中的转化关系的揭示具有重要的唯物主义认识论意义、唯物辩证法意义、语言学意义。     

基于角色的层次受限委托模型

角色委托是RBAC模型需要支持的一种重要安全策略。基于构件化的思想,在基于角色访问控制模型基础上,提出了一个受限的层次角色委托模型,该模型分别在时间约束、部分委托约束、角色依赖约束、角色冲突等方面对委托进行了限制。给出了委托授权时的冲突检测算法与用户所拥有权限的计算算法及该模型的一个应用实例。     

企业国际化与经营绩效：基于分位数回归的角度

以我国上海与深圳证券交易所A股市场上市制造业企业为研究对象,主要利用分位数回归方法,定量分析了国际化营运与企业绩效的关系。研究发现,企业在经营中,是否应该贯彻国际化战略,对不同类型的企业,存在不同的答案。     

Small area estimation of mean price of habitation transaction using time-series and cross-sectional area-level models

In this paper, a new small domain estimator for area-level data is proposed. The proposed estimator is driven by a real problem of estimating the mean price of habitation transaction at a regional level in a European country, using data collected from a longitudinal survey conducted by a national statistical office. At the desired level of inference, it is not possible to provide accurate direct estimates because the sample sizes in these domains are very small. An area-level model with a heterogeneous covariance structure of random effects assists the proposed combined estimator. This model is an extension of a model due to Fay and Herriot [5], but it integrates information across domains and over several periods of time. In addition, a modified method of estimation of variance components for time-series and cross-sectional area-level models is proposed by including the design weights. A Monte Carlo simulation, based on real data, is conducted to investigate the performance of the proposed estimators in comparison with other estimators frequently used in small area estimation problems. In particular, we compare the performance of these estimators with the estimator based on the Rao–Yu model [23]. The simulation study also accesses the performance of the modified variance component estimators in comparison with the traditional ANOVA method. Simulation results show that the estimators proposed perform better than the other estimators in terms of both precision and bias.     

电子市场中时间价格敏感需求下的交货期定价决策

电子市场中,如何通过交货期报价来增大需求、提高收益,对于网络营销企业来说是至关重要的.本文假定在一个包含网络营销企业与其客户的运作系统中,需求同时对价格与时间都敏感的条件下,以最优化自身收益为目标、以满足必须达到规定的服务水平为主要约束条件,构建了交货期定价决策模型.通过数值算例,探讨了在电子市场中消费者为价格敏感或交货期敏感时,网络营销企业的最优定价策略.上述结论可以为网络营销企业在电子市场中的定价决策提供有益的指导.