Prediction of future failures times based on Type-I hybrid censored samples of random sample sizes

In this article, we consider the prediction of future failure times based on Type-I hybrid censored samples. Point predictors and prediction intervals using different procedures are discussed for a general model. The exponential and Rayleigh distributions are used as illustrative examples to show the most simplified forms of the so obtained predictors as well as prediction intervals. Intensive simulation study and a real life dataset are presented to illustrate our findings and results.     

A new aging concept derived from the increasing convex ordering

In this paper, a comparison between the life distribution of a new unit with that of a used unit in the increasing convex order is made leading to a new class of life distributions which we call “new better than used in convex ordering of second order”. This class includes as subclasses the NBU and the NBUC and is a subclass of the NBUCA class. Preservation properties under convolution, random maxima, mixing and formation of coherent structures are established. Stochastic comparisons of the excess lifetime when the inter-arrival times belong to the NBUC(2) class are developed. Some applications of Poisson shock models and a test of exponentiality against NBUC(2) alternative are presented.     

Semiparametric Bayesian analysis for longitudinal mixed effects models with non-normal AR(1) errors

Statistics and Computing - This paper studies Bayesian inference on longitudinal mixed effects models with non-normal AR(1) errors. We model the nonparametric zero-mean noise in the autoregression...     

中国货币当局资产负债表结构与货币政策调控方式转变

货币当局资产负债表是分析央行行为与货币政策执行情况的一个重要报表。我国货币当局资产负债表科目随着经济金融结构的演变经历了多次调整,本文梳理了我国货币当局资产负债表结构及其演变过程,重新编制1999-2018年的年度可比货币当局资产负债表,通过解析各科目余额及其结构的动态变化特征,揭示统计数据背后的经济逻辑与政策实践、以及重要资产负债科目间的勾稽关系。研究发现：外汇占款和对其他存款性公司的债权是我国货币当局投放基础货币的主要渠道。过去20年中,两种渠道此消彼长反映出我国基础货币投放方式和货币政策调控方式的两次重要转变与创新。在外汇占款大幅增长时期,货币当局曾通过频繁提高法定存款准备金率和发行央行票据回笼过剩流动性。随着国际收支顺差收窄和国内经济由高速增长向高质量发展转变,公开市场操作和创新型再贷款工具将成为货币当局主动投放基础货币的重要渠道。     

大数据背景下网络调查样本的建模推断问题研究——以广义Boosted模型的倾向得分推断为例

随着大数据和网络的不断发展,网络调查越来越广泛,大部分网络调查样本属于非概率样本,难以采用传统的抽样推断理论进行推断,如何解决网络调查样本的推断问题是大数据背景下网络调查发展的迫切需求。本文首次从建模的角度提出了解决该问题的基本思路：一是入样概率的建模推断,可以考虑构建基于机器学习与变量选择的倾向得分模型来估计入样概率推断总体;二是目标变量的建模推断,可以考虑直接对目标变量建立参数、非参数或半参数超总体模型进行估计;三是入样概率与目标变量的双重建模推断,可以考虑进行倾向得分模型与超总体模型的加权估计与混合推断。最后,以基于广义Boosted模型的入样概率建模推断为例演示了具体解决方法。     

交通拥堵与雾霾污染的因果关系——基于收敛交叉映射技术的经验研究

交通拥堵与雾霾污染是制约现代城市发展的两大顽疾,准确识别交通拥堵与雾霾污染之间的交互影响,有助于城市管理者重新审视现行治堵与治霾政策的合理性。本文借助大数据平台采集了我国99个城市的高德拥堵延迟指数（CDI）、空气质量指数（AQI）及六种分项空气污染物浓度日报数据,首次采用收敛交叉映射（CCM）方法实证考察了交通拥堵与雾霾污染之间的因果关系。研究发现,CDI与AQI以及CDI与分项污染物组成的动态系统均呈现明显的非线性与弱耦合特征。基于CCM检验结果,大多数城市的CDI与AQI之间不存在显著的因果关系;从分项空气污染物的角度,大多数城市的CDI与主要空气污染物之间不存在显著因果关系,但与次要空气污染物之间却存在显著的单向或双向因果关系。上述结果表明,尽管交通拥堵与雾霾污染之间有一定关联,但在因果关系上现有的经验证据并不支持两者相互影响,治堵和治霾不能“一箭双雕”而必须“双管齐下”。本文的研究在经验上丰富了关于交通拥堵与雾霾污染交互影响的讨论,对城市管理者更加谨慎与合理地制定治堵政策与治霾政策有重要现实意义。     

金融周期、金融波动与中国经济增长——基于省际面板门槛模型的研究

本文应用面板门槛模型,研究了2005-2017年间我国31个省（市、自治区）金融波动对经济增长的影响。研究发现,随着金融周期所处阶段的变化,金融波动对经济增长会产生显著的非对称性双重门槛效应,主要体现为如下两点：首先,金融周期处于膨胀期、平稳期和萧条期时金融波动对经济增长会产生负向影响,但从影响系数值的大小来看,处于膨胀期时最大,是后两者的2倍之多,处于平稳期时最小且并不显著;其次,分区域的稳健性检验表明,金融发展水平高的区域双重门槛值出现得早,且两个门槛值间的区间要比金融发展水平低的区域宽28%。这些结论说明,经济增长对于金融波动的容忍弹性会随着金融周期所处的阶段而变化,金融发展水平的提高会放大经济增长对金融波动的容忍区间,但也会加速金融周期处于膨胀期时爆发金融危机的可能性,这使得当前我国存在着进一步发展金融水平和严控金融风险的矛盾,对此本文也提出了相应的政策建议。     

Special issue dedicated to Odd O. Aalen

Lifetime Data Analysis -     

A reflected feature space for CART

We present an algorithm for learning oblique decision trees, called HHCART(G). Our decision tree combines learning concepts from two classification trees, HHCART and Geometric Decision Tree (GDT). HHCART(G) is a simplified HHCART algorithm that uses linear structure in the training examples, captured by a modified GDT angle bisector, to define splitting directions. At each node, we reflect the training examples with respect to the modified angle bisector to align this linear structure with the coordinate axes. Searching axis parallel splits in this reflected feature space provides an efficient and effective way of finding oblique splits in the original feature space. Our method is much simpler than HHCART because it only considers one reflected feature space for node splitting. HHCART considers multiple reflected feature spaces for node splitting making it more computationally intensive to build. Experimental results show that HHCART(G) is an effective classifier, producing compact trees with similar or better results than several other decision trees, including GDT and HHCART trees.     

Conjugal intimacy,gender and modernity in contemporary China

The new generation of modernity theorists have forecast the democratization of gender relations within intimate relationships in late‐modern times. Chinese society has undergone rapid and dramatic changes in its unique trajectory of political, social and economic reform. Using China as an example of a region which has been largely ignored in contemporary social theory, this article enters the debate to contest the extent to which conjugal relationships are democratized in line with modernity. We further test the assertion that modern marriages are characterized by increased self‐disclosure and communication between partners. Data from a national survey on Chinese families is analysed in relation to the level of self‐disclosure between husbands and wives; gender division of housework; household decision‐making; and home ownership. We highlight the impact of gender, cohort and location (urban, rural or migrant) on experiences of modernity and draw attention to the material, social and cultural factors which continue to shape conjugal relations in contemporary Chinese society. Based on our findings, we contest the argument that disclosing intimacy between intimate partners is a defining characteristic of modern relationships, and suggest that other social factors may condition degrees of self‐disclosure in marriage. Similarly, we question the extent to which heterosexual conjugal equality is attained: the cultural practices and values of patrilineal family organization, together with material circumstances, continue to influence marital relations in China.