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.     

Bias-corrected random forests in regression

It is well known that random forests reduce the variance of the regression predictors compared to a single tree, while leaving the bias unchanged. In many situations, the dominating component in the risk turns out to be the squared bias, which leads to the necessity of bias correction. In this paper, random forests are used to estimate the regression function. Five different methods for estimating bias are proposed and discussed. Simulated and real data are used to study the performance of these methods. Our proposed methods are significantly effective in reducing bias in regression context.     

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.     

中国服务业的新经济地理特征

 利用2008年地级及以上城市层面服务业的汇总数据和2007年的城市数据,本文对影响服务业产业集聚的因素作了初步的考察,特别关注代表地区市场容量及与市场接近程度的城市市场潜能带来的影响。我们的分析表明,市场潜能较高的城市其服务业集聚程度也更高,平均来看,城市市场潜能提高1%,其服务业集聚程度提高0.2%左右。并且市场潜能对服务业集聚的影响在中部地区最为明显,东部地区次之,西部地区则不显著。市场潜能对服务业影响在地区间的差异可能与东部、中部、西部地区在城市体系以及地理位置的不同有关。本文还分析了其他城市特征及行业差异对服务业分布的影响。     

非线性协整检验与“费雪效应”机制分析

本文分别在线性Engle-Granger协整模型和非线性指数平滑迁移自回归误差修正模型 (ESTAR-ECM) 的框架下,对我国名义利率与通货膨胀率序列进行了长期均衡关系的检验。发现线性协整模型不能捕捉到我国名义利率与通货膨胀率的长期均衡关系,而对于ESTAR-ECM模型,无论利用商业银行1年期贷款利率还是7天期银行间同业拆借利率作为名义利率的代理变量,均证实名义利率与通货膨胀率具有长期稳定的均衡关系,表明“费雪效应”在我国是成立的。但由于“费雪效应”系数小于1,表明名义利率与通货膨胀率之间仅存在弱的“费雪效应”。其意义在于,我国利率政策对稳定通胀预期、抑制通货膨胀具有一定的正面效应,但由于利率对通货膨胀反应不足,导致完全依靠利率政策控制目前较高的通货膨胀有一定的困难。     

基于尾部指数回归方法的CVaR估计以及实证研究

 在险价值VaR是一种非常重要的金融风险度量方法,近期也有很多关于动态VaR以及条件VaR (CVaR) 等方面的研究。根据金融资产的收益率具有重尾特征这一事实,本文假定金融资产收益率服从重尾分布,并假定重尾分布的尾部指数随着收益率发生变化。本文基于尾部指数回归模型对重尾分布的尾部指数进行估计,进而得到收益率尾部数据所服从的条件分布,并首次运用该方法对条件VaR进行估计。本文对沪深300指数进行了实证研究,得到CVaR的估计,并对估计得到的CVaR的预测效果作出检验,并与传统VaR估计方法进行了对比,实证结果发现本文的方法的预测效果更好。     

A Minimum Distance Estimation Approach to the Two-Sample Location-Scale Problem

As reported by Kalbfleisch and Prentice (1980), the generalized Wilcoxon test fails to detect a difference between the lifetime distributions of the male and female mice died from Thymic Leukemia. This failure is a result of the test's inability to detect a distributional difference when a location shift and a scale change exist simultaneously. In this article, we propose an estimator based on the minimization of an average distance between two independent quantile processes under a location-scale model. Large sample inference on the proposed estimator, with possible right-censorship, is discussed. The mouse leukemia data are used as an example for illustration purpose.     

经济利益多元化背景下对思想政治工作的思考

改革开放以来,随着我国市场经济体制改革的逐步推进,经济利益的多元化已成为一个不容回避的社会现实。在经济利益多元化的背景下,人们的思想认识、价值观念和思维方式发生了深刻变化,既给思想政治工作带来了全新的发展机遇,又对着眼于解决单一利益关系的传统思想政治工作提出了诸多挑战。只有重新对传统的思想政治工作进行反思,并拿出切实可行的应对之策,才能切合当前社会发展的需要,开创出思想政治工作的新局面。     

CoFe2O4的磁性和交换偏置场研究

“留白”是中国画中的一种绘画技法,指的是国画中对空白部分的留取。中国画利用“留白”来营造出虚实相生的意境,同样,现代平面设计也可以利用“留白”的手法,在继承传统的基础上进行创新。通过“色彩留白”及“构图留白”两种设计方式,使设计作品获得更好的版面视觉效果。同时,“留白”中的传统艺术精神,还能够丰富设计的文化内涵,增加平面设计作品的意境。通过将“留白”运用于平面设计中,对于创作优秀的平面设计作品有积极意义。     

试论民族融合与河套文化的形成(二)

河套地处中原与漠北的通衢要冲,自古就是战争与和平的传奇演绎之地;游牧与农耕两种文明的影响此消彼长,耷此生活的各民族人民秉承开放包容、进取不息的精神,相互学习、借鉴,最终接受认同对方的文化习俗,并融入各自生活,形成博采众长、异彩纷呈的河套文化。河套文化不断汲取外来优秀文化的营养,在军事文化的基础上,通过商业交流、移民、民族融合等方式,不断与其他文化现象融合,展现了绚丽多彩的民族文化特色。