Testing for lack of dependence in the functional linear model

The authors consider the linear model Y_n = ψX_n + ?_n relating a functional response with explanatory variables. They propose a simple test of the nullity of ψ based on the principal component decomposition. The limiting distribution of their test statistic is chi‐squared, but this distribution is also an excellent approximation in finite samples. The authors illustrate their method using data from terrestrial magnetic observatories.     

A New Pearson-Type QMLE for Conditionally Heteroscedastic Models

This article proposes a novel Pearson-type quasi-maximum likelihood estimator (QMLE) of GARCH(p, q) models. Unlike the existing Gaussian QMLE, Laplacian QMLE, generalized non-Gaussian QMLE, or LAD estimator, our Pearsonian QMLE (PQMLE) captures not just the heavy-tailed but also the skewed innovations. Under strict stationarity and some weak moment conditions, the strong consistency and asymptotic normality of the PQMLE are obtained. With no further efforts, the PQMLE can be applied to other conditionally heteroscedastic models. A simulation study is carried out to assess the performance of the PQMLE. Two applications to four major stock indexes and two exchange rates further highlight the importance of our new method. Heavy-tailed and skewed innovations are often observed together in practice, and the PQMLE now gives us a systematic way to capture these two coexisting features.     

基于贝叶斯理论的质量控制图异常模式识别

在应用控制图实施质量控制的过程中,及时、准确地识别出控制图异常模式,对于引发过程异常的原因诊断以及消除意义重大.传统的识别方法需要预先获知模式的特征信息或大量的特定模式数据,制约了方法的应用.文章以绘制控制图的样本统计数据为基础,逐点计算各种模式参数的极大似然估计量,应用贝叶斯规则推算各模式出现的信度大小,并依据每个采样时点模式决策统计量的取值,对控制图模式做出判断.数值仿真实验验证了本文所提方案对于基本控制图模式在识别率与灵敏度方面的有效性.     

城镇化与老龄化对经济增长的影响研究

文章基于2000-2013年我国省级面板数据,构建引入城镇化增长与人口就业增长交互项和老龄化增长与人口就业增长交互项的动态面板模型,以全国人均GDP增长率为标准将我国划分为高速增长和中高速增长两类地区,采用SYS-GMM计量方法对人口就业视角下城镇化与老龄化在全国及两类地区对经济增长的影响作用进行实证分析.研究结果表明,对全国层面而言,城镇化通过影响人口就业对经济增长产生正向拉动作用,老龄化则通过影响人口就业对经济增长产生负向阻滞作用;两类地区中,城镇化拉动经济增长的效应在中高速地区更为明显,同时该地区相应的老龄化阻滞经济增长的影响也更为严重,远高于全国地区平均水平,但在高速增长地区老龄化的阻滞作用却并不显著.     

A Nonparametric Test for Interval-Censored Failure Time Data with Unequal Censoring

This article considers nonparametric comparison of survival functions, one of the most commonly required task in survival studies. For this, several test procedures have been proposed for interval-censored failure time data in which distributions of censoring intervals are identical among different treatment groups. Sometimes the distributions may depend on treatments and thus not be the same. A class of test statistics is proposed for situations where the distributions may be different for subjects in different treatment groups. The asymptotic normality of the test statistics is established and the test procedure is evaluated by simulations, which suggest that it works well for practical situations. An illustrative example is provided.     

Ruin Probabilities of a Dual Markov-Modulated Risk Model

This article is devoted to studying a dual Markov-modulated risk model, which can properly represent, to some extent, surplus processes of companies that pay costs continuously and have occasional gains. We consider both the finite and infnite horizon ruin probabilities under this dual model. Upper and lower bounds of Lundberg type are derived for these ruin probabilities. We also obtain a time-dependent version of Lundberg type inequalities.     

Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment

In this article, we consider the perturbed compound Poisson risk process with investment incomes. The risk reserve process is perturbed by an independent Brownian motion and the surplus is invested at a constant force of interest. We investigate the asymptotic behavior of the ruin probability as the initial reserve goes to infinity. Bounds and time-dependent bounds are derived for the ultimate ruin probability and the probabilities of ruin within finite time, respectively. We also obtain an explicit expression for the Laplace transform of the ultimate ruin probability.     

我国养老服务业的财税体制改革探讨

人口老龄化和城镇化背景下,我国现行财税体制无法有效促进养老服务业的发展。本文在深入探讨当前我国养老服务业发展的财税政策的现实与制度困惑的基础上,创新性地提出了完善我国现行财税政策的总体思路,并有针对性地提出了若干政策建议。本文认为,我国应该加大对养老服务业财税投入力度,同时积极探讨新的养老模式,从盘活民间资本入手,加强金融创新,促进我国养老服务业长远发展。     

振动对微波振荡器电性能的影响初探

着重研究微波振荡器在机械振动干扰下发生结构谐振时,其输出特性呈现明显变化的物理现象.从压控振荡器、场效应振荡器、体效应振荡器、磁控管等的机、电性能联合动态试验分析得出:当振动干扰频率与微波振荡器结构谐振频率一致时,即使干扰能量不大,也会使微波振荡器的输出发生很大变化.在应用振动理论分析微波振荡器的结构谐振频率后,提出了机、电性能之间互相影响的几点初步看法.     

The canadian traveller problem and its competitive analysis

From the online point of view, we study the Canadian Traveller Problem (CTP), in which the traveller knows in advance the structure of the graph and the costs of all edges. However, some edges may fail and the traveller only observes that upon reaching an adjacent vertex of the blocked edge. The goal is to find the least-cost route from the source O to the destination D, more precisely, to find an adaptive strategy minimizing the competitive ratio, which compares the performance of this strategy with that of a hypothetical offline algorithm that knows the entire topology in advance. In this paper, we present two adaptive strategies—a greedy or myopic strategy and a comparison strategy combining the greedy strategy and the reposition strategy in which the traveller backtracks to the source every time when he/she sees a failed edge. We prove tight competitive ratios of 2 ^k+1−1 and 2k+1 respectively for the two strategies, where k is the number of failed edges in the graph. Finally, we propose an explanation of why the greedy strategy and the comparison strategy are usually preferred by drivers in an urban traffic environment, based on an argument related to the length of the second-shortest path in a grid graph. We would like to acknowledge the support from NSF of China (No. 70525004, No. 70121001 and No. 60736027), and the support from K.C. Wong Education Foundation, Hong Kong.