基于最新统计分类标准的数字经济发展水平测度

随着信息技术的发展,数字经济已经成为经济增长的"新引擎"。但由于缺乏权威的产业统计分类标准,学者们一直面临"数字经济研究缺乏数字依据"的尴尬境地。文章基于国家统计局公布并实施的《数字经济及其核心产业统计分类(2021)》中的分类标准,对各省份统计年鉴的数据进行重新整理,利用熵权法构建数字经济发展指数,测度了我国30个省份的数字经济发展水平,分析了各省份数字经济发展的差异以及时空特征。研究发现,2009—2019年我国数字经济产业发展迅猛,各项子产业都取得了长足的进步。相比较而言,数字要素驱动业发展速度略低于其他三个子产业;数字经济发展存在着明显的区域不平衡。东中部地区的数字经济发展状况明显优于西部地区,南方优于北方,而且区域不平衡有持续扩大趋势。     

Rényi entropy of m-generalized order statistics

Abstract

Characterizing relations via Rényi entropy of m-generalized order statistics are considered along with examples and related stochastic orderings. Previous results for common order statistics are included.     

On hysteretic vector autoregressive model with applications

This paper proposes a new hysteretic vector autoregressive (HVAR) model in which the regime switching may be delayed when the hysteresis variable lies in a hysteresis zone. We integrate an adapted multivariate Student-t distribution from amending the scale mixtures of normal distributions. This HVAR model allows for a higher degree of flexibility in the degrees of freedom for each time series. We use the proposed model to test for a causal relationship between any two target time series. Using posterior odds ratios, we overcome the limitations of the classical approach to multiple testing. Both simulated and real examples herein help illustrate the suggested methods. We apply the proposed HVAR model to investigate the causal relationship between the quarterly growth rates of gross domestic product of United Kingdom and United States. Moreover, we check the pairwise lagged dependence of daily PM2.5 levels in three districts of Taipei.     

Probabilistic population projections for countries with generalized HIV/AIDS epidemics

In 2015, the United Nations (UN) issued probabilistic population projections for all countries up to 2100, by simulating future levels of total fertility and life expectancy and combining the results using a standard cohort component projection method. For the 40 countries with generalized HIV/AIDS epidemics, the mortality projections used the Spectrum/Estimation and Projection Package (EPP) model, a complex, multistate model designed for short-term projections of policy-relevant quantities for the epidemic. We propose a simpler approach that is more compatible with existing UN projection methods for other countries. Changes in life expectancy are projected probabilistically using a simple time series regression and then converted to age- and sex-specific mortality rates using model life tables designed for countries with HIV/AIDS epidemics. These are then input to the cohort component method, as for other countries. The method performed well in an out-of-sample cross-validation experiment. It gives similar short-run projections to Spectrum/EPP, while being simpler and avoiding multistate modelling.     

Heteroscedastic Global Tests that the Regression Parameters for Two or More Independent Groups are Identical

Simulation results are reported on methods that allow both within group and between group heteroscedasticity when testing the hypothesis that independent groups have identical regression parameters. The methods are based on a combination of extant techniques, but their finite-sample properties have not been studied. Included are results on the impact of removing all leverage points or just bad leverage points. The method used to identify leverage points can be important and can improve control over the Type I error probability. Results are illustrated using data from the Well Elderly II study.     

Applying kaizen to the schedule in a concurrent environment

Not only ETO (Engineering to Order), but even serial production industry should know how to deal with projects and their schedule: plant commissioning, shutdown, introducing new products and similar circumstances should be managed with adequate planning and resource allocation techniques to create a schedule useful in decision making during the execution. The current complex reality, with evolving technologies and fierce pressure to reach the market as soon as possible, pushes the project managers to use more advanced techniques than waterfall planning, such as agile or lean. It also requires them to take a holistic view and manage concurrent tasks in complex projects. The contributions of this paper are two: the proposal to control specific parallel groups of waterfall activities under uncertain environments, which can lead to iterations and reworks, as a single concurrent Activity Managed by Kanban Methods (AMKM). This activity can be subsequently embedded into traditional scheduling approaches as CPM-PERT. The second contribution is the feasibility of its application in industrial environments due to the affordability of simulation software. Two use cases are shown as evidence. It is not a disruptive proposal, but a kaizen action based on very mature technologies. Finally, it is suggested some improvements to be implemented in Project Management Software due to this ‘kaizen’ proposal.     

Confidence intervals,significance values,maximum likelihood estimates,etc. sharpened into Occam’s razors

Abstract

Confidence sets, p values, maximum likelihood estimates, and other results of non-Bayesian statistical methods may be adjusted to favor sampling distributions that are simple compared to others in the parametric family. The adjustments are derived from a prior likelihood function previously used to adjust posterior distributions.     

基于股价预测的泛证券投资组合策略

本文基于期望效用最大化和L₁-中位数估计研究了在线投资组合选择问题。与EG（Exponential Gradient）策略仅利用单期价格信息估计价格趋势不同，本文将利用多期价格信息估计价格趋势，以提高在线策略的性能。首先，基于多期价格数据，利用L₁-中位数估计得到预期价格趋势。然后，通过期望效用最大化，提出一个新的具有线型时间复杂度的在线策略，EGLM（Exponential Gradient via L₁-Median）。并通过相对熵函数定义资产权重向量的距离，进而证明了EGLM策略具有泛证券投资组合性质。最后，利用国内外6个证券市场的历史数据进行实证分析，结果表明相较于UP（Universal Portfolio）策略和EG策略，EGLM策略有更好的竞争性能。     

双波长比值法测定水杨酸、间苯二酚、对氨基苯甲酸的含量

依据水杨酸、间苯二酚、对氨基苯甲酸三组分的比值光谱特征,以对氨基苯甲酸为干扰组分,选择241nm、278nm作为测定水杨酸的波长;以水杨酸作为干扰组分,选择214nm、240nm作为测定间苯二酚的波长;以间苯二酚作为干扰组分,选择222nm、279nm作为测定对氨基苯甲酸的波长.结果显示,水杨酸浓度在1~80mg/L,基本二酚浓度在0.8~40mg/L,对氨基苯甲酸浓度在0.4~40mg/L范围内具有良好的线性关系.本方法具有测定波长少,光谱分离能力强、计算简单、能在低档分光光度计上实现、易于推广等特点.     

英语口语教学刍议

英语口语技能是听、说、读、写四项基本语言技能中很重要的一种技能。要通过课堂教学提高学生口语能力 ,必须从教师、教学方法和学生三方面入手 ,即教师应组织和动员学生积极参与学习 ,采取循序渐进的教学方法 ,发挥学生的主观能动性。学生应有明确的学习目标和计划 ,积极配合老师 ,多说勤炼