Covariance Matrix Estimation via Network Structure

In this article, we employ a regression formulation to estimate the high-dimensional covariance matrix for a given network structure. Using prior information contained in the network relationships, we model the covariance as a polynomial function of the symmetric adjacency matrix. Accordingly, the problem of estimating a high-dimensional covariance matrix is converted to one of estimating low dimensional coefficients of the polynomial regression function, which we can accomplish using ordinary least squares or maximum likelihood. The resulting covariance matrix estimator based on the maximum likelihood approach is guaranteed to be positive definite even in finite samples. Under mild conditions, we obtain the theoretical properties of the resulting estimators. A Bayesian information criterion is also developed to select the order of the polynomial function. Simulation studies and empirical examples illustrate the usefulness of the proposed methods.     

Some Statistical Properties of Efficiency Robust Tests with Applications to Genetic Association Studies

Although efficiency robust tests are preferred for genetic association studies when the genetic model is unknown, their statistical properties have been studied for different study designs separately under special situations. We study some statistical properties of the maximin efficiency robust test and a maximum‐type robust test (MAX3) under a general setting and obtain unified results. The results can also be applied to testing hypothesis with a constrained two‐dimensional parameter space. The results are applied to genetic association studies using case–parents trio data.     

Behrens-Fisher问题的正态逼近

 本文提出用基于得分检验的正态逼近方法来解决Behrens-Fisher问题,即比较方差比未知时两正态总体的均值。模拟结果显示：在所有的研究情况下,我们的方法都能很好地控制第一类错误,检验功效也不差;而最常用的Welch近似t检验在样本量不等时大多数情况都不能控制第一类错误。     

合理调控收入差距 增强有效消费拉力

当前,刺激消费,扩大内需,拉动经济增长是我国各级政府和经济学界的一个热点话题。从较长的一个时期观察,我国居民的平均消费倾向,即总消费占国内生产总值的比重一直减少,１９８５年为６４４％,１９９０年为６１３％,１９９５年为５９０％（文中国内数据资料都是从相关的《中国统计年鉴》或《中国信息报》摘录或计算）。政府为了刺激消费,连续六次下调存款利息,国民消费仍然迟迟难以旺盛起来,社会消费品零售额实际增长幅度连年下降,１９９６年为１２５％,１９９７年为１０２％,１９９８年为９７％。究其原因,涉及…     

Goodness-of-fit measures of R 2 for repeated measures mixed effect models

Linear mixed effects model (LMEM) is efficient in modeling repeated measures longitudinal data. However, little research has been done in developing goodness-of-fit measures that can evaluate the models, particularly those that can be interpreted in an absolute sense without referencing a null model. This paper proposes three coefficient of determination (R ²) as goodness-of-fit measures for LMEM with repeated measures longitudinal data. Theorems are presented describing the properties of R ² and relationships between the R ² statistics. A simulation study was conducted to evaluate and compare the R ² along with other criteria from literature. Finally, we applied the proposed R ² to a real virologic response data of an HIV-patient cohort. We conclude that our proposed R ² statistics have more advantages than other goodness-of-fit measures in the literature, in terms of robustness to sample size, intuitive interpretation, well-defined range, and unnecessary to determine a null model.     

Truncating estimation for the change in stochastic trend with heavy-tailed innovations

A CUSUM estimator is proposed for the change point in stochastic trend with heavy-tailed innovations. In order to avoid the outliers caused by heavy-tailed innovations, we also construct a truncating CUSUM estimator. Results in this paper show that the CUSUM estimators are consistent. Simulations demonstrate that the truncating estimator behaves better for the heavy-tailed innovations.     

Inference Tests for Gini-Based Tax Progressivity Indexes

Distribution-free statistical inference procedures for changes in Lorenz- and Gini-based indexes of tax progressivity are developed and applied. Related but distinct tests for the Reynolds–Smolensky index of residual progression and the Kakwani index of liability progression are provided. The inference procedures are illustrated by applying them to Luxembourg Income Study microdata for Sweden, the United Kingdom, and the United States before and after periods of tax reform. In each country a finding of significant change depends on the choice among progressivity indexes. No single index exhibits a consistent pattern of significant change in all countries across time.     

基于全局因子分析的地区经济发展潜力研究

本文通过构建地区经济发展潜力的多指标体系,运用全局因子分析法对我国各省的经济发展潜力作出了综合评价,在此基础上,通过系统聚类分析将各省市划分为四类地区,并对各类地区的经济发展潜力的增长趋势进行了研究和探讨,分析结果表明,随着时间的推移,经济发展潜力突出的地方将更具竞争力,从而,地区间的经济差距将日益扩大。     

车辆路径问题的三阶段求解方法研究

针对由车辆路径问题规模的增大带采求解空间组合爆炸这一难点,从缩减解答空间入手,以节省求解时空为突破口,综合运用知识工程、模糊聚类分析、状态空间搜索理论和运筹学整数规划理论,提出一种求解车辆路径问题的三阶段求解方法.第一阶段分析物流配送过程的主要影响因素,根据相关因素对客户进行初步划分,然后采用模糊聚类分析方法将各配送区域中的客户进行细分;第二阶段采用带控制策略的深度优先搜索算法生成备选的车辆路径方案集合;第三阶段建立整数规划求解模型,并根据邻域规则将求得的解映射为实际问题中的行车方案.最后运用算例验证上述方法的有效性.