Jackknife empirical likelihood tests for distribution functions

It has been a long history for testing whether the underlying distribution belongs to a particular family. In this paper, we propose some jackknife empirical likelihood tests via estimating equations. The proposed new tests allow one to add more relevant constraints so as to improve the powers. A simulation study shows the effectiveness of the new tests.     

An optimal selection of two-level regular single arrays for robust parameter experiments

Efforts have been made in the literature to find optimal single arrays which work best for the robust parameter experiments. However, examples show that in many cases the optimal designs obtained by the existing criteria cloud not attain the maximum number of clear interested effects for robust parameter experiments. In this paper, through a similar way of Zhang et al. (2008) (ZLZA, in short), an aliasing pattern to measure the confounding between the interested effects and other effects for the case of robust parameter designs is introduced. A new criterion for selecting optimal two-level regular single arrays is proposed. In the consideration of the criterion, two rank-orders of effects are suggested: one is based on the interest of experimenters and the other is under the usual effect hierarchy principle. The optimal designs are tabulated in the appendix.     

基本养老保险制度对个人退休行为的激励程度研究

退休制度改革的一个关键问题是基本养老保险制度对个人退休行为的激励程度。作者通过测算九大行业代表性个体在不同退休年龄的养老保险替代率和边际隐性税率,得到以下结论：我国现行基本养老保险制度对个人退休行为存在普遍的负面激励作用,即会增加提前退休行为出现的概率,并且这种负面激励作用存在着很大的行业差异性,低收入行业的职工面临着更严重的负面激励。在这些结论的基础上,作者对弹性退休制度的精算中性原则进行了反思,并建议我国在进行弹性退休制度设计的时候,既要消除养老保险制度的负激励作用,又要注意保护低收入行业职工的权益。     

Semiparametric Estimation Methods for the Accelerated Failure Time Mixture Cure Model

This paper provides an overview of two semiparametric estimation methods recently proposed in the literature for the accelerated failure time mixture cure model. We prove that the two estimation methods are asymptotically equivalent. A simulation is conducted to investigate the rate of convergence of the two methods. We apply these methods to fit the accelerated failure time mixture cure model to the survival times of leukemia patients receiving bone marrow transplantation.     

Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution

This paper suggests censored maximum likelihood estimators for the first‐ and second‐order parameters of a heavy‐tailed distribution by incorporating the second‐order regular variation into the censored likelihood function. This approach is different from the bias‐reduced maximum likelihood method proposed by Feuerverger and Hall in 1999. The paper derives the joint asymptotic limit for the first‐ and second‐order parameters under a weaker assumption. The paper also demonstrates through a simulation study that the suggested estimator for the first‐order parameter is better than the estimator proposed by Feuerverger and Hall although these two estimators have the same asymptotic variances.     

中央苏区调查统计工作的内容和成效 ——中央苏区调查统计工作的光辉实践与有益启示（二）

 中央苏区制发了众多的统计报表全面反映战争和建设情况,采取多种调查统计方法确保数据真实可靠,并利用丰富的调查统计资料积极开展统计分析,及时发布统计资料,为革命战争和苏区经济建设服务。     

A copula regression model for estimating firm efficiency in the insurance industry

This article considers the estimation of insurers’ cost-efficiency in a longitudinal context. The current practice ignores the tails of the cost distribution, where the most and least efficient insurers belong to. To address this issue, we propose a copula regression model to estimate insurers’ cost frontier. Both time-invariant and time-varying efficiency are adapted to this framework and various temporal patterns are considered. In our method, flexible distributions are allowed for the marginals, and the subject heterogeneity is accommodated through an association matrix. Specifically, when fitting to the insurance data, we perform a GB2 regression on insurers total cost and employ a t-copula to capture their intertemporal dependencies. In doing so, we provide a nonlinear formulation of the stochastic panel frontier and the parameters are easily estimated by likelihood-based method. Based on a translog cost function, the X-efficiency is estimated for US property-casualty insurers. An economic analysis provides evidences of economies of scale and the consistency between the cost-efficiency and other performance measures.     

我国工业污染物的影子价格估计

 污染物的影子价格体现了污染物的边际减排成本。本文采用二次型方向性距离函数和 2003-2008年我国284个地级及以上城市工业部门数据,对废水、SO2和烟尘等三种污染物的影子价格进行了估计。结果发现,2003-2008年期间,废水、SO2、烟尘的影子价格或边际减排成本分别为0.0178万元/吨、5.158万元/吨和4.597万元/吨。SO2排污权交易价格相比污染减排成本偏低,影响了排污权交易市场的有效运作。污染物的影子价格在不同城市具有较大差异,这种差异性能够在一定程度上被污染排放规模、监管强度和污染治理的规模经济性等因素所解释。     

一种基于DEA模型的粗集决策方法

将DEA方法引入粗集理论中,提出一种可解决“具有多个决策属性特征”的多投入、多产出问题的方法,建立一种基于DEA的粗集决策模型,并通过研究中国生产力水平的效率问题来验证模型的合理性和有效性,为人们进行科学的决策提供了一种新的思想和方法。     

基于MATLAB的中国入境旅游六大典型区域的时空差异研究

从中国主要旅游城市中选取出具有代表性的38个城市组成六大典型区域,以城市为基本空间单元,采用MATLAB7．0软件,运用Theil系数阶段嵌套分解法定量研究了六大典型区域入境旅游的时空差异特征变化情况。结果表明：在空间尺度上,六大典型区域入境旅游发展存在非均衡性,总体差异主要来源于区域间差异的贡献;环渤海、长三角、珠三角区域与成渝、云贵、泛西安一丝路区域之间的差异较大;六大典型区域内差异都偏低,但环渤海和长三角区域内差异相对较高。在时间尺度上,受区域间差异影响,六大典型区域总体差异演变呈波动状上升发展,凹形谷分别出现在1997年、2000年和2003年。