芳基硼酸与芳香卤化物的缩合反应

研究了一种新的芳基—芳基偶合反应,取代芳基硼酸与芳香卤化物在零价钯络合物的催化下顺利地发生芳香偶合反应,对一系列在芳环上有推电子取代基的化合物的考察表明,芳香卤化物上的取代基的电子效应不影响偶合反应,它们处于邻位时,也不产生位阻效应,因此,本偶合反应在合成联芳香化合物中有广泛的应用前景。本文也探讨了中间体的合成及偶合反应的条件。     

美国个人消费者金融保护机构设立之争及其对我国的启示

为了有效防止金融危机再次发生,奥巴马政府推出金融改革计划,其中以《个人消费者金融保护署法案》争议最为激烈,关于专门设立该机构是否合适?该机构与已有监管机构关系如何协调?是否会造成过度监管?其监管理念如何?以及该机构对未来金融创新是否会产生负面影响等等,都是值得研究的问题。尽管美国金融市场及其金融监管法律体系与我国存在很大不同,其金融法律制度相对健全,金融市场异常发达,但却难以抵挡金融危机爆发,其前车之鉴,可对我国健康发展金融业、改善金融消费者保护及完善金融监管体制具有重要的借鉴价值。     

Comparison of Several Confidence Intervals for Median Residual Lifetime with Left-truncated and Right-censored Data

For left-truncated and right-censored data, the technique proposed by Brookmeyer and Crowley (1982) is extended to construct a point-wise confidence interval for median residual lifetime. This procedure is computationally simpler than the score type confidence interval in Jeong et al. (2008) and empirical likelihood ratio confidence interval in Zhou and Jeong (2011). Further, transformations of the estimator are applied to improve the approximation to the asymptotic distribution for small sample sizes. A simulation study is conducted to investigate the accuracy of these confidence intervals and the implementation of these confidence intervals to two real datasets is illustrated.     

Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints

The equity premium, return on equity minus return on risk-free asset, is expected to be positive. We consider imposing such positivity constraint in local historical average (LHA) in nonparametric kernel regression framework. It is also extended to the semiparametric single index model when multiple predictors are used. We construct the constrained LHA estimator via an indicator function which operates as “model-selection” between the unconstrained LHA and the bound of the constraint (zero for the positivity constraint). We smooth the indicator function by bagging, which operates as “model-averaging” and yields a combined forecast of unconstrained LHA forecasts and the bound of the constraint. The local combining weights are determined by the probability that the constraint is binding. Asymptotic properties of the constrained LHA estimators without and with bagging are established, which show how the positive constraint and bagging can help reduce the asymptotic variance and mean squared errors. Monte Carlo simulations are conducted to show the finite sample behavior of the asymptotic properties. In predicting U.S. equity premium, we show that substantial nonlinearity can be captured by LHA and that the local positivity constraint can improve out-of-sample prediction of the equity premium.     

On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions

We consider likelihood and Bayesian inferences for seemingly unrelated (linear) regressions for the joint niultivariate terror (e.g. Zellner, 1976) and the independent t-error (e.g. Maronna, 1976) models. For likelihood inference, the scale matrix and the shape parameter for the joint terror model cannot be consistently estimated because of the lack of adequate information to identify the latter. The joint terror model also yields the same MLEs for the regression coefficients and the scale matrix as for the independent normal error model. which are not robust against outliers. Further, linear hypotheses with respect

to the regression coefficients also give rise to the same mill distributions AS for the independent normal error model, though the MLE has a non-normal limiting distribution. In contrast to the striking similarities between the joint t-error and the independent normal error models, the independent f-error model yields AiLEs that are lubust against uuthers. Since the MLE of the shape parameter reflects the tails of the data distributions, this model extends the independent normal error model for modeling data distributions with relatively t hicker tails. These differences are also discussed with respect to the posterior and predictive distributions for Bayesian inference.     

A note on confidence bounds after fixed-sequence multiple tests

We are concerned with the problem of estimating the treatment effects at the effective doses in a dose-finding study. Under monotone dose-response, the effective doses can be identified through the estimation of the minimum effective dose, for which there is an extensive set of statistical tools. In particular, when a fixed-sequence multiple testing procedure is used to estimate the minimum effective dose, Hsu and Berger (1999) show that the confidence lower bounds for the treatment effects can be constructed without the need to adjust for multiplicity. Their method, called the dose-response method, is simple to use, but does not account for the magnitude of the observed treatment effects. As a result, the dose-response method will estimate the treatment effects at effective doses with confidence bounds invariably identical to the hypothesized value. In this paper, we propose an error-splitting method as a variant of the dose-response method to construct confidence bounds at the identified effective doses after a fixed-sequence multiple testing procedure. Our proposed method has the virtue of simplicity as in the dose-response method, preserves the nominal coverage probability, and provides sharper bounds than the dose-response method in most cases.     

从启蒙理性到生活世界的重建

本文研究了从文艺复兴时代的启蒙理性的滥觞到生活世界的重建之间的内在逻辑联系。认为启蒙理性所建立的知识架构、价值体系和世界图景,经过科学观念的扩张和以德国古典哲学为代表的近代理性哲学的发展而走到自己的逻辑终局。现代哲学对生活世界重建的不同路径,既体现了现代哲学对近代哲学反叛的总趋势,又勾划出现代哲学不同流派的基本面貌。     

激光角散射式微粒测量装置及其测量结果的单值性讨论

本文讨论了以激光为光源的角散射式微粒测量装置的工作原理及其优点,并在大量分析国内外研制生产的该种测量装置的基础上,指出了在单散射角下对颗粒进行检测时,存在着测量结果出现多值性的可能,文中讨论了解决这一关键技术问题所采取的可能方案和措施。