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.     

Accurate computation of single and product moments of order statistics under progressive censoring

An accurate procedure is proposed to calculate approximate moments of progressive order statistics in the context of statistical inference for lifetime models. The study analyses the performance of power series expansion to approximate the moments for location and scale distributions with high precision and smaller deviations with respect to the exact values. A comparative analysis between exact and approximate methods is shown using some tables and figures. The different approximations are applied in two situations. First, we consider the problem of computing the large sample variance–covariance matrix of maximum likelihood estimators. We also use the approximations to obtain progressively censored sampling plans for log-normal distributed data. These problems illustrate that the presented procedure is highly useful to compute the moments with precision for numerous censoring patterns and, in many cases, is the only valid method because the exact calculation may not be applicable.     

政府减排目标、产业结构与污染减排

政府是污染减排的重要主体,了解其行为对污染减排的作用对提升污染减排效果及实现中国绿色发展具有重要意义。创造性地将政府减排目标纳入研究框架,构建面板门槛模型,从工业污染排放总量的角度分析政府减排目标、产业结构、经济规模等因素对地方污染减排的影响,并用工业污染物强度进行稳健性检验。结果显示,政府减排目标对污染减排的作用存在阶段性不同:经济发展初级阶段,政府减排目标对污染排放总量的作用方向为正; 经济发展水平较高时,作用方向为负; 两者之间存在适应性调整阶段,作用方向具有不确定性,但总体由正向作用向负向作用转变。产业结构对工业污染排放总量的作用方向因污染物种类而异,经济规模对工业污染排放总量作用方向为正。     

液-气喷射器在电厂炉烟水处理中的应用研究

本文通过对液－气喷射器的结构及工作原理进行分析，针对呼和浩特市发电厂中50MW容量机组，并提出将该喷射器用于循环冷却水处理系统中，从而有效防止凝汽器铜管表面结垢，不但可以节省费用，减轻环境污染，而且可以提高机组热交换效率，降低煤耗。     

浅析英国工业革命的市场条件

国内外市场的存在及市场需求的不断增长的压力是英国工业生产发展的主要动因。英国可资利用的市场规模远较欧洲其它国家的市场大,这大大便利了英国工业品的生产与销售。英国市场的性质也有助于工业再生产的进行。     

化学新课程改革与微型化学实验

新一轮基础教育改革中，化学新课程改革在理念和内容上都强调学习方式的转变，即倡导探究性学习．探究性学习的实质，是学生主动参与教学过程，积极从事各种探究活动，亲自发现科学概念和原理，掌握探究技能．事实表明微型化学实验是实现探究性学习的有效手段．     

中西方人格结构的理论和实证比较

本文旨在从理论和实证方面系统探讨中西方人格结构的差异和人格测量工具的适用性。根据人格结构的词汇学假设以及跨文化比较的策略，中国人的“大七”人格结构表现出与西方“大五”人格结构的显著差异；因此修订西方的人格量表需要首先探索其量表结构，并增加新的项目。实证研究的结果支持了人格结构差异源于对行为的解释及对行为归类的差异。文中还讨论了进一步研究的思路和重视跨文化比较的意义。     

Uncertainty Analysis for Computer Model Projections of Hurricane Losses

Projecting losses associated with hurricanes is a complex and difficult undertaking that is wrought with uncertainties. Hurricane Charley, which struck southwest Florida on August 13, 2004, illustrates the uncertainty of forecasting damages from these storms. Due to shifts in the track and the rapid intensification of the storm, real-time estimates grew from 2 to 3 billion dollars in losses late on August 12 to a peak of 50 billion dollars for a brief time as the storm appeared to be headed for the Tampa Bay area. The storm hit the resort areas of Charlotte Harbor near Punta Gorda and then went on to Orlando in the central part of the state, with early poststorm estimates converging on a damage estimate in the 28 to 31 billion dollars range. Comparable damage to central Florida had not been seen since Hurricane Donna in 1960. The Florida Commission on Hurricane Loss Projection Methodology (FCHLPM) has recognized the role of computer models in projecting losses from hurricanes. The FCHLPM established a professional team to perform onsite (confidential) audits of computer models developed by several different companies in the United States that seek to have their models approved for use in insurance rate filings in Florida. The team's members represent the fields of actuarial science, computer science, meteorology, statistics, and wind and structural engineering. An important part of the auditing process requires uncertainty and sensitivity analyses to be performed with the applicant's proprietary model. To influence future such analyses, an uncertainty and sensitivity analysis has been completed for loss projections arising from use of a Holland B parameter hurricane wind field model. Uncertainty analysis quantifies the expected percentage reduction in the uncertainty of wind speed and loss that is attributable to each of the input variables.     

基金组合风险与规模关系的实证分析

证券投资基金通过证券的组合投资来降低投资的风险,根据基金组合投资的原理,通过随机简单等权模型对基金样本进行组合结果表明:基金组合投资者选取比较大的基金组合规模才能有效地减少组合的总风险或排除非系统性风险;由于基金管理费用等费用因素将随组合规模扩大而增加,在组合规模选取中需要权衡风险和费用的利弊,一般而言选取7-13只基金作基金组合比较合适。     

安徽高等教育发展规模探讨

规模是高等教育发展四要素中的首要要素。文章在分析安徽高等教育规模发展的现状及差距的基础上 ,论述了加快安徽高等教育规模扩张的必要性与紧迫性 ,预测了未来 10年安徽高等教育的发展规模并就其合理性从多方面进行了论证