Trimmed and Outer Means and Their Variances

Some properties of trimmed and outer means for the normal situation are considered; in particular, the mean of the outer half of the sample has the same variance as the mean of the inner half. An inequality involving variances of unbiased estimators of location and their complements is derived and some of its consequences are examined.     

留守与流动儿童登记与调查体系的设计与实施

 本文通过对留守与流动儿童定义分歧的梳理及要素特征分析,明确“留守”与“流动”儿童的概念、内涵与外延;设计以“户籍资料”为基础,分别构建以“教育部门”、“公安部门”为主的留守、流动儿童登记体系,建立关于留守与流动儿童登记的长效机制。针对留守与流动儿童这两类特殊群体,设计研究的调查表,该表由基本信息与综合信息两部分组成,并构建以“登记表信息及户籍信息”为依据,以“统计部门为主”统计调查体系。通过留守与流动儿童登记与调查体系的设计,并加以实施,便于准确地掌握情况、了解问题,为留守与流动儿童的学术研究提供基础的信息资料,为相关部门制定对策提供必要的依据。     

Local and Variable Bandwidths and Local Linear Regression

Two types of non-global bandwidth, which may be called local and variable, have been defined in attempts to improve the performance of kernel density estimators. In nonparametric regression, local linear fitting has become a method of much popularity. It is natural, therefore, to consider the use of non-global bandwidths in the local linear context, and indeed local bandwidths are often used. In this paper, it is observed that a natural proposal in the literature for combining variable bandwidths with local linear fitting fails in the sense that the resulting mean squared error properties are those normally associated with local rather than variable bandwidths. We are able to understand why this happens in terms of weightings that are involved. We also attempt to investigate how the bias reduction expected of well-chosen variable bandwidths might be achieved in conjunction with local linear fitting.     

Frailty models and copulas: similarities and differences

Copulas and frailty models are important tools to model bivariate survival data. Equivalence between Archimedean copula models and shared frailty models, e.g. between the Clayton-Oakes copula model and the shared gamma frailty model, has often been claimed in the literature. In this note we show that, in both the models, there is indeed a well-known equivalence between the copula functions; the modeling of the marginal survival functions, however, is quite different. The latter fact leads to different joint survival functions.     

Extension and necessity of Cheng and Wu conditions

Repeated Measurement Designs, with two treatments, n (experimental) units and p periods are examined. The model examined is with uncorrelated observations following a continuous distribution with constant variance and the parameters of interest are (i) the difference of direct effects and (ii) the difference of residual effects. In this paper (a) the difference of Universal optimality and Φ-optimality is clarified and (b) the sufficient conditions of Cheng and Wu (1980) are extended to include the case n=2 mod 4, p even, (c) also it is shown that these conditions are also necessary for Φ-optimality for estimating direct as well as residual effects, and (d) a method is proposed to construct Φ-optimal designs and examples are given when n even and p=3, n=0 mod 4 and p=4, n=2 mod 4 and p=4. In the last case the estimated parameters in the optimal design are correlated.     

Empirical and rank processes of observations and residuals

Empirical and rank processes of a sample are shown to converge under weak conditions. These results are then extended to analogous empirical and rank processes formed from the residuals of a linear model. Representations of the limiting processes are obtained by means of a special construction. The technicalities are honed to require few regularity conditions.     

Distance Mean and Variance Functions and Sphere Fitting

Motivated by circle fitting to spatial distributions, this paper looks at the relationship between the expected distance function and the radial density. Inversion of this relationship is given simply in dimensions 1 and 3 and generally by using Mellin transforms. Examples of variance function behaviour are given and calculations of the coefficient of sphericity shown.     

On additive and multiplicative damage models and the characterizations of linear and logarithmic exponential families

Rao (1963) has formulated a damage model which we call an additive damage model. A suitable damage model, which we call a multiplicative damage model, has been considered by Krishnaji (1970) for income-related problems. In these models, an original observation is subjected to damage, e.g., death or under-reporting, according to a specified probability law. Within the framework of an additive damage model, with a special form of damage, characterizations of the linear and logarithmic exponential families are formulated using regression properties of the damaged part on the undamaged part. The characterizations of the gamma and Pareto distributions that have been found of some use in the theory of income distributions, are obtained as special cases. Similar results are investigated within the framework of the multiplicative damage model.     

An alternative and generalized excess measure and its advantages

In this paper an alternative measure for the excess, called standard archα _s , is introduced. It is only an affine transformation of the classical kurtosis, but has many advantages. It can be defined as the double relative asymptotic variance of the standard deviation and can be generalized as the double relative asymptotic variance of any other scale estimator. The inequalities between skewness and kurtosis given inTeuscher andGuiard (1995) are transformed to the corresponding inequalities between skewness and standard arch.     

The Sichel model and the mixing and truncation order

The analysis of word frequency count data can be very useful in authorship attribution problems. Zero-truncated generalized inverse Gaussian–Poisson mixture models are very helpful in the analysis of these kinds of data because their model-mixing density estimates can be used as estimates of the density of the word frequencies of the vocabulary. It is found that this model provides excellent fits for the word frequency counts of very long texts, where the truncated inverse Gaussian–Poisson special case fails because it does not allow for the large degree of over-dispersion in the data. The role played by the three parameters of this truncated GIG-Poisson model is also explored. Our second goal is to compare the fit of the truncated GIG-Poisson mixture model with the fit of the model that results from switching the order of the mixing and truncation stages. A heuristic interpretation of the mixing distribution estimates obtained under this alternative GIG-truncated Poisson mixture model is also provided.     

区域性偏好与城乡居民消费差异

 本文利用2007年省域消费数据对城乡居民的消费偏好进行分析,结果表明省域、城乡居民各类消费存在着显著的差异和变化,城乡居民对各类商品消费具有明显的区域性偏好。城镇居民对食品、衣着、居住、医疗保健、交通和通信、文教娱乐消费存在省域间显著的相互影响,农村居民对食品、衣着、家庭设备用品及服务、医疗保健、交通和通信、文教娱乐的消费在省域间也具有明显的相互影响。同时,一些省份还形成局部的对分类商品消费具有区域性偏好的群体。     

Ridge and related estimation procedures: theory and practice

For the classical linear regression problem, a number of estimators alternative to least squares have been proposed for situations in which multicollinearity is a problem. There is, however, relatively little known about how these estimators behave in practice. This paper investigates mean square error properties for a number of biased regression estimators, and discusses some practical implications of the use of such estimators, A conclusion is that certain types of ridge estimatorsappear to have good mean square error properties, and this may be useful in situations in which mean square error is important     

中国中西部地区科技竞争力评价与分析

科技竞争力是区域核心竞争力的关键性要素。运用正态变换下等权平均法及变异系数法等定量分析技术，对中国中西部省市科技竞争力综合水平和均衡度进行系统研究，客观全面地揭示了中西部地区科技发展呈现出显著的梯度差异及不均衡的状态，并提出一些相应的对策建议，希望能对中国中西部省市科技竞争力的提升具有参考价值。     

社会经济不平等及其测度

对社会中普遍存在的不平等现象 ,人们很早就给予了关注和研究 ,并提出了可行的测度不平等程度的方法和指标。然而我们注意到 ,这些传统的研究成果所体现的不平等 ,主要集中在社会的“收入不平等”上 ,实质上也就是经济不平等的即时反映。但生活毕竟不只是生存问题 ,社会中的不平等远不仅是人们收入多少的差异 ,还有很多无法用货币或数值来表现的不平等 ,而这些往往是人们生活质量更深层次、更真实的反映。“社会经济不平等”概念的提出 ,跳出了“收入不平等”这个狭隘的思维体系 ,也为全面研究社会中诸多不平等现象奠定了新的基石。虽然这一…     

Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence

This article investigates the possibility, raised by Perron and by Rappoport and Reichlin, that aggregate economic time series can be characterized as being stationary around broken trend lines. Unlike those authors, we treat the break date as unknown a priori. Asymptotic distributions are developed for recursive, rolling, and sequential tests for unit roots and/or changing coefficients in time series regressions. The recursive and rolling tests are based on changing subsamples of the data. The sequential statistics are computed using the full data set and a sequence of regressors indexed by a “break” date. When applied to data on real postwar output from seven Organization for Economic Cooperation and Development countries, these techniques fail to reject the unit-root hypothesis for five countries (including the United States) but suggest stationarity around a shifted trend for Japan.     

批发和零售业在ISIC4.0和NACE2.0中的分类比较研究及启示

 ISIC是世界上对经济活动进行分类的最成熟、最权威、最有影响力的国际标准,而NACE派生于国际标准产业分类体系,是派生型产业分类体系的典型代表。深入了解最新版ISIC4.0和NACE2.0的批发和零售业分类的差别,对我国国民经济行业分类的批发和零售业依据ISIC4.0进行修改和调整具有重要的借鉴价值,同时对正确收集、处理和测算批发和零售业的经济指标以及国际间数据比较至关重要。故本文对上述两大产业分类体系进行比较研究,揭示批发和零售业在上述产业体系中的差别,提出我国国民经济行业分类体系的批发和零售业分类的改进建议。     

Neural networks and flexible regression and discrimination

Feed-forward neural networks—also known as multi-layer perceptrons—are now widely used for regression and classification. In parallel but slightly earlier, a family of methods for flexible regression and discrimination were developed in multivariate statistics, and tree-induction methods have been developed in both machine learning and statistics. We expound and compare these approaches in the context of a number of examples.