得失与启示：我国统计学博士学位论文选题统计分析

 统计学博士是统计科研的中坚力量之一,其博士论文在一定程度上反映了当时我国统计学科研的热点和前沿,代表着我国统计教育的先进水平。本文通过对1987-2009年509篇统计学博士学位论文的选题及其研究内容进行统计,分析其变动规律和特点,总结选题的得失与启示,为今后科学选题以及进一步深入开展统计学术研究提供参考依据。     

Influence of behavioural tactics on recruitment and reproductive trajectory in the kittiwake

Many studies have provided evidence that, in birds, inexperienced breeders have a lower probability of breeding successfully. This is often explained by lack of skills and knowledge, and sometimes late laying dates in the first breeding attempt. There is growing evidence that in many species with deferred reproduction, some prebreeders attend breeding places, acquire territories and form pairs. Several behavioural tactics assumed to be associated with territory acquisition have been described in different species. These tactics may influence the probability of recruiting in the breeding segment of the population, age of first breeding, and reproductive success in the first breeding attempt. Here we addressed the influence of behaviour ('squatting') during the prebreeding period on demographic parameters (survival and recruitment probability) in a long-lived colonial seabird species: the kittiwake. We also investigated the influence of behaviour on reproductive trajectory. Squatters have a higher survival and recruitment probability, and a higher probability of breeding successfully in the first breeding attempt in all age-classes where this category is represented. The influence of behaviour is mainly expressed in the first reproduction. However, there is a relationship between breeding success in the first occasion and subsequent occasions. The influence of breeding success in the first breeding attempt on the rest of the trajectory may indirectly reflect the influence of behaviour on breeding success in the first occasion. The shape of the reproductive trajectory is influenced by behaviour and age of first breeding. There is substantial individual variation from the mean reproductive trajectory, which is accounted for by heterogeneity in performance among individuals in the first attempt, but there is no evidence of individual heterogeneity in the rate of change over time in performance in subsequent breeding occasions     

Influence of behavioural tactics on recruitment and reproductive trajectory in the kittiwake

Many studies have provided evidence that, in birds, inexperienced breeders have a lower probability of breeding successfully. This is often explained by lack of skills and knowledge, and sometimes late laying dates in the first breeding attempt. There is growing evidence that in many species with deferred reproduction, some prebreeders attend breeding places, acquire territories and form pairs. Several behavioural tactics assumed to be associated with territory acquisition have been described in different species. These tactics may influence the probability of recruiting in the breeding segment of the population, age of first breeding, and reproductive success in the first breeding attempt. Here we addressed the influence of behaviour ('squatting') during the prebreeding period on demographic parameters (survival and recruitment probability) in a long-lived colonial seabird species: the kittiwake. We also investigated the influence of behaviour on reproductive trajectory. Squatters have a higher survival and recruitment probability, and a higher probability of breeding successfully in the first breeding attempt in all age-classes where this category is represented. The influence of behaviour is mainly expressed in the first reproduction. However, there is a relationship between breeding success in the first occasion and subsequent occasions. The influence of breeding success in the first breeding attempt on the rest of the trajectory may indirectly reflect the influence of behaviour on breeding success in the first occasion. The shape of the reproductive trajectory is influenced by behaviour and age of first breeding. There is substantial individual variation from the mean reproductive trajectory, which is accounted for by heterogeneity in performance among individuals in the first attempt, but there is no evidence of individual heterogeneity in the rate of change over time in performance in subsequent breeding occasions     

CONVERSATIONS WITH EDWIN J.G. PITMAN

Edwin Pitman was born on 29th October, 1897, in Melbourne, Victoria. He was Professor of Mathematics at the University of Tasmania from 1926 until his retirement in 1962. His publications on distribution-free methods in Statistics established a sound basis for the development of these methods. His theoretical papers gave a sound mathematical treatment of the concepts of intrinsic accuracy and sufficiency, and a definitive treatment of estimation problems for location and scale parameters. The concept of asymptotic relative efficiency is due to him. He was elected a Fellow of the Australian Academy of Science (FAA) in 1954, a Fellow of the Institute of Mathematical Statistics in 1948, President of the Australian Mathematical Society in 1958 and 1959, and Vice-President of the International Statistical Institute in 1960. He was elected an Honorary Life Member of the Statistical Society of Australia in 1966, an Honorary Fellow of the Royal Statistical Society in 1965, and an Honorary Life Member of the Australian Mathematical Society in 1968.
In 1977, in honour of his eightieth birthday, the University of Tasmania conferred on him an Honorary Doctorate of Science, and the Statistical Society of Australia instituted the Pitman Medal (1979), to be awarded to a member of the Society for high distinction in Statistics.
The conversations recorded here took place in May, 1991, at Pitman's home in Hobart, Tasmania.     

Bayesian ratemaking procedure of crop insurance contracts with skewed distribution

Over the years, crop insurance programs became the focus of agricultural policy in the USA, Spain, Mexico, and more recently in Brazil. Given the increasing interest in insurance, accurate calculation of the premium rate is of great importance. We address the crop-yield distribution issue and its implications in pricing an insurance contract considering the dynamic structure of the data and incorporating the spatial correlation in the Hierarchical Bayesian framework. Results show that empirical (insurers) rates are higher in low risk areas and lower in high risk areas. Such methodological improvement is primarily important in situations of limited data.     

Publication Delay in Iranian Scholarly Journals

Scholarly periodicals in Iran are considered main information resources in the development of knowledge in scholarly areas. About 566 periodicals have publication licenses from the Commission of Scholarly Periodicals Evaluation of Ministry of Science, Research & Technology (MSRT), with sixty-eight published in English. This paper studies the publication delay of twenty-six Iranian scholarly periodicals which are published in Persian in Iran, not those Iranian journals which are published in English in Iran or out of the country. The peer review and scholarly publication processes in Iranian journals are quite lengthy and need improvement. There was no significant relationship between publication delay in Persian scholarly periodicals and their impact factor as presented by the Islamic World Science Citation Center (titled ISC). Finally, the authors offer some solutions for improving the publication system of Iranian scholarly journals and decreasing the publication interval of these journals.     

中国城市民生发展的区域差异测度、来源分解与形成机理

本文基于熵值法构建城市民生发展指数,利用Dagum基尼系数和方差分解方法首次从空间和结构两个视角考察我国城市民生发展的差异大小及来源,并运用关系数据分析范式研究其形成机理。研究发现:我国城市民生发展水平持续向好,但2010年之后民生发展不均衡现象显著;民生发展总体差异主要来源于区域间差异,其中东部和中部区域间差异贡献最大,东部区域内差异贡献显著高于中部、西部地区;社会发展差异和生态建设差异是民生发展差异的主要结构来源;人民生活差异、科技创新差异对民生发展差异的影响均从东向西依次减弱,社会发展差异的作用则依次增强,生态建设差异的影响在中部地区最为突出,经济发展差异对东部地区的影响较弱;人民生活差异、科技创新差异上升是导致2010年之后民生发展差异扩大的主要原因。本研究丰富了城市民生评价体系的构建方案,为揭示我国城市民生发展差异状况、探索协同提升对策提供了重要借鉴经验。     

西南联大时期的许宝騄与戴世光

许宝騄、戴世光是我国近现代数理统计和社会经济统计领域的两面旗帜。他们二位在上世纪30年代分别留学英国和美国，获得统计学博士和硕士学位。抗日战争爆发后，分别在1940年、1938年回到昆明，任教西南联大。在极其困难的条件下，他们不仅在算学系、经济学系系统讲授数理统计和社会经济统计等课程，而且作出了有重大国际影响的研究成果。艰苦而乐观的生活趣事既反映了当时特殊的时代背景，更彰显出他们高尚的人格品德。     

中国省际资本边际报酬估算

 资本边际报酬是决定投资和资本配置的重要因素。本文利用中国省际宏观数据,估算了1990-2006年中国各省的资本边际报酬。结果显示,我国各省、直辖市的资本边际报酬呈现出东部沿海地区较高,而中西部地区较低的状况。同时,部分较落后地区的资本边际报酬不断增加,甚至已经超过了大部分沿海省份,而沿海省份的资本边际报酬增长趋势不再明显,很多省份呈现持平甚至下降趋势。这一结果说明,我国固定资本投资极不平衡的现象与中国省际的资本边际报酬估算结果是一致的,但是根据资本边际报酬的变化趋势,该问题在今后或许可以得到缓解。     

统计工程与21世纪统计教育的思考

21世纪是世界各国进行高科技战略决战的世纪。信息技术是核心,统计技术的工程化将给21世纪的科技发展提供技术高科技。20世纪中期,6-δ的统计管理技术将日本带入了经济发达大国。21世纪初,中国能否应用统计工程技术也能进入世界发达国家的行列?文章旨在统计工程化的技术分析中为统计知识体系创新提出了个人的理解,并对统计工程与未来科技发展的关系,特别是21世纪的统计教育提出了新的见解。     

Reliability of indices of industrial production in developing countries:the case of Zambia, 1980–89

This paper describes problems met in the calculation of the new index of industrial production in Zambia. It discusses deficiencies of the old index and measures taken to remedy the situation. Comparison of the indices shows that the old index was very unreliable. The average error for most indices was as large, or larger, than their average year-to-year change. Thus it was almost impossible to distinguish real movements in the old index from error variations. Similar problems were found in other developing countries. It is likely that many indices currently in use in these countries are also unreliable.This paper describes problems met in the calculation of the new index of industrial production in Zambia. It discusses deficiencies of the old index and measures taken to remedy the situation. Comparison of the indices shows that the old index was very unreliable. The average error for most indices was as large, or larger, than their average year-to-year change. Thus it was almost impossible to distinguish real movements in the old index from error variations. Similar problems were found in other developing countries. It is likely that many indices currently in use in these countries are also unreliable.This paper describes problems met in the calculation of the new index of industrial production in Zambia. It discusses deficiencies of the old index and measures taken to remedy the situation. Comparison of the indices shows that the old index was very unreliable. The average error for most indices was as large, or larger, than their average year-to-year change. Thus it was almost impossible to distinguish real movements in the old index from error variations. Similar problems were found in other developing countries. It is likely that many indices currently in use in these countries are also unreliable.This paper describes problems met in the calculation of the new index of industrial production in Zambia. It discusses deficiencies of the old index and measures taken to remedy the situation. Comparison of the indices shows that the old index was very unreliable. The average error for most indices was as large, or larger, than their average year-to-year change. Thus it was almost impossible to distinguish real movements in the old index from error variations. Similar problems were found in other developing countries. It is likely that many indices currently in use in these countries are also unreliable.     

Spatially varying dynamic coefficient models

In this work we present a flexible class of linear models to treat observations made in discrete time and continuous space, where the regression coefficients vary smoothly in time and space. This kind of model is particularly appealing in situations where the effect of one or more explanatory processes on the response present substantial heterogeneity in both dimensions. We describe how to perform inference for this class of models and also how to perform forecasting in time and interpolation in space, using simulation techniques. The performance of the algorithm to estimate the parameters of the model and to perform prediction in time is investigated with simulated data sets. The proposed methodology is used to model pollution levels in the Northeast of the United States.     

中国国家价值链：区域关联特征与增加值收益变化

本研究通过1997、2002、2007、2012年中国区域间投入产出表,从中间品关联、增加值关联、投入产出关联三方面的视角度考察了中国8大区域间的国家价值链（NVC）现状及其演变趋势,并测算了不同地区参与NVC的增加值收益变化。研究发现,无论是中间品关联,还是增加值关联,中国8大区域间的关联程度总体呈现上升趋势,当然,不同地区也呈现分化现象：西北、京津、中部地区的国内中间品关联指数更高一些,而东北与东南沿海地区的该指数更低一些;京津、西北地区的增加值后向关联指数较大,而中部地区与北部沿海地区的增加值前向关联指数较大。从投入产出关联视角看,中国8大区域的上游度指数与下游度指数在1997年时均超过2,而且1997-2012年间,更多地区的上、下游度指数呈现上升态势。当然,从区域的角度考察,中国国内价值链不具有明显的“微笑曲线”特征。从参与NVC的增加值获益率上看,则是内陆地区普遍高于沿海地区,但随着参与GVC程度的增加,各地区从参与NVC的增加值获益率有下降的趋势。     

A Theorem on Products of Random Variables, With Application to Regression

It is shown that the product of two independent random variables in the domain of attraction of the normal distribution is also in the domain of attraction of the normal distribution, while if the product is in the domain of attraction of the normal distribution and one of the variables has finite variance, the other is in the domain of attraction of the normal distribution. This result is applied to prove the asymptotic normality of the regression coefficient in a linear regression when the error variance is not necessarily finite.     

收入增长、收入波动与城镇居民财产积累

本文根据1995年和2002年住户调查数据,讨论了居民收入增长、收入波动以及住户特征对于城镇居民财产积累的影响。本文发现在1995年的家庭财产持有行为中已经具有明显的预防性动机,收入波动对于家庭的财产积累行为具有重要影响,而2002年中这种效应则有所下降。城镇居民在这一期间持有财产数量的增长主要是由收入增长所解释。此外,预防性动机在整个财产分布中的变化趋势在两个年份中是相反的,1995年财产分布低分位点钟具有更强的预防性动机,而2002年则相反,预防性动机随着财产分布分位点的上升而增强。如果控制收入、收入波动以及生命周期等储蓄性因素,户主特征对于财产积累的解释作用非常有限。     

基于深度学习LSTM神经网络的全球股票指数预测研究

作为深度学习技术的经典模型之一，长短期记忆（LSTM）神经网络在挖掘序列数据长期依赖关系中极具优势。基于深度神经网络优化技术，本文构造了一个深层LSTM神经网络并将其应用于全球30个股票指数三种不同期限的预测研究，结果发现：①LSTM神经网络具有很强的泛化能力，对全部指数不同期限的预测效果均很稳定；②LSTM神经网络具有优秀的预测精度，相比三种对照模型（SVR，MLP和ARIMA），其对全部指数的平均预测精度在不同期限上均有提升；③LSTM神经网络能够有效控制误差波动，其对全部指数的平均预测稳定度相比三种对照模型在不同期限上亦均有提高。鉴于LSTM神经网络在预测精度和稳定度两方面的优势，其未来在金融预测中将有广阔的应用前景。     

Alternative estimators in logistic regression when the data are collinear

Logistic regression using conditional maximum likelihood estimation has recently gained widespread use. Many of the applications of logistic regression have been in situations in which the independent variables are collinear. It is shown that collinearity among the independent variables seriously effects the conditional maximum likelihood estimator in that the variance of this estimator is inflated in much the same way that collinearity inflates the variance of the least squares estimator in multiple regression. Drawing on the similarities between multiple and logistic regression several alternative estimators, which reduce the effect of the collinearity and are easy to obtain in practice, are suggested and compared in a simulation study.     

机动车保险市场信息不对称分析——来自山东、湖北、四川的经验证据

运用中国某大型财产保险公司山东、湖北、四川三省机动车保险的承保和理赔数据,通过建立probit模型和bivariate probit模型实证检验了中国机动车保险市场信息不对称。研究发现,中国机动车保险市场存在显著的信息不对称,且在险种和地区分布上不平衡。随着索赔次数的增加,信息不对称的险种差异仍然存在,但地区差异渐趋消失。同时,投保人在商业第三者责任保险赔偿限额的选择上存在显著的正向选择。最后,对保险公司如何应对信息不对称提出了一些政策建议。     

Appraisal of the factors influencing changes in the total number and composition of births by mother's age

The causes of the temporary and unexpected increase in fertility in Poland that occurred at the beginning of the 1980s are reviewed. Among the possible causes considered are a change in the number of women of reproductive age, changes in the size of the female population in selected areas due to migration, and actual changes in age-specific fertility.     

Nineteenth and early twentieth century statistics: Some New Zealand connections

William Stanley Jevons published his statistical analysis of the climate of Australia and New Zealand, in 1858. Florence Nightingale advised Sir George Grey to collect statistics on M a ori health. Frederick William Frankland published a significant study of mortality in New Zealand, in 1882; and in 1890 George Hogben pioneered the application of statistics to seismology. These people all contributed to statistical knowledge in New Zealand, but were not New Zealanders. Earnest Rutherford, Leslie John Comrie and Alexander Craig Aitken were born and educated in New Zealand, but they worked mainly in the UK. In 1911 Rutherford made very effective use of statistics in discovering the nuclear structure of atoms; in 1937 Comrie pioneered the use of punched-card machinery for large-scale statistical analysis; and Aitken did very important work in mathematical statistics.