Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators

Conditions for choosing between restricted and unrestrieted maximum likelihood estimators based on various asymptotic risk oriteria are derived. These conditions involve the non-centrality parameters of classical and specification test statistics, and are generlizations of well known results for the linear regression model.     

心理词汇结构表征与二语产出性词汇能力发展

母语心理词汇结构表征与二语心理词汇结构表征存在差异。母语心理词汇中词与词是以语义为联系的,而二语心理词汇中词与词的联系是语音起主要作用。学习者的二语产出性词汇能力到了某一阶段后出现"停滞现象",因此,为促进二语产出性词汇能力的发展,二语学习者有必要重组二语心理词汇结构并加深对单词的语义理解,不断地积累该词与其他词的语义联系。     

Optimal choice of sample fraction in univariate financial tail index estimation

This study introduces a technique to estimate the Pareto distribution of the stock exchange index by using the maximum-likelihood Hill estimator. Recursive procedures based on the goodness-of-fit statistics are used to determine the optimal threshold fraction of extreme values to be included in tail estimation. These procedures are applied to three indices in the Malaysian stock market which included the consideration of a drastic economic event such as the Asian financial crisis. The empirical results evidenced alternating varying behavior of heavy-tailed distributions in the regimes for both upper and lower tails.     

Approximate Confidence Limits for the Difference between Parameters of Two Pólya Distributions

The problem of calculating approximate confidence limits for the difference between success probability parameters of two Pólya distributions is solved for the first time. We suggest some new methods for determining these approximate confidence limits and consider their application to special cases: namely for the binomial and hypergeometric distributions. The various approximate confidence limits are evaluated and compared.     

Structural equation models for area health outcomes with model selection

Recent analyses seeking to explain variation in area health outcomes often consider the impact on them of latent measures (i.e. unobserved constructs) of population health risk. The latter are typically obtained by forms of multivariate analysis, with a small set of latent constructs derived from a collection of observed indicators, and a few recent area studies take such constructs to be spatially structured rather than independent over areas. A confirmatory approach is often applicable to the model linking indicators to constructs, based on substantive knowledge of relevant risks for particular diseases or outcomes. In this paper, population constructs relevant to a particular set of health outcomes are derived using an integrated model containing all the manifest variables, namely health outcome variables, as well as indicator variables underlying the latent constructs. A further feature of the approach is the use of variable selection techniques to select significant loadings and factors (especially in terms of effects of constructs on health outcomes), so ensuring parsimonious models are selected. A case study considers suicide mortality and self-harm contrasts in the East of England in relation to three latent constructs: deprivation, fragmentation and urbanicity.     

Reconsideration of the F-test of the analysis of variance: the semi-bayesian significance test

The usual F-test of the analysis of variance is reconsidered within the Bayesian framework, In terms of predictive distributions, This leads to the notion of semi-Bayesian significance test, so called because it consists in only probabilizing the space of nuisance parameters, thus bringing a general principle for “eliminating” nuisance parameters, or more exactly incorporating information about these parameters. The approach is shown to extend the F-tests, by allowing the testing of hypotheses of non-zero effects.     

On the distribution of some test statistics connected with the multivariate linear functional relationship model

An alternate representation of the densities of some test statistics for the structural coefficients of the multivariate linear functional relationship model is proposed in this article. These statistics are distributed as the ratio of a linear combination of chi-square variÂtes over the root of a product of chi-square variÂtes. A computable representation of their densities has already been derived by Provost (1984) with the help of the technique of the inverse Mellin transform. The connection of the alternate representation to the densities of products of independent beta type-2 and of independent F-random variables is also discussed.     

带通滤波器的计算新思路

用一种新的思路和方法 ,先计算低通、再计算高通滤波器的有关参数 ,然后组合成带通滤波器     

结构合力学分层次教学

随着普通高校由过去的精英教育向大众化教育的转变,现有的教育理念和教育模式已不能完全适应当前高校的发展需要。针对广西工学院土木建筑工程系结构力学教学的现状,提出了在结构力学课程实施分层次教学。经过探索和实践,取得了良好的效果。