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.     

The Roles of Bank and Trade Credits: Theoretical Analysis and Empirical Evidence

This study investigates the roles of bank and trade credits in a supply chain with a capital‐constrained retailer facing demand uncertainty. We evaluate the retailer's optimal order quantity and the creditors' optimal credit limits and interest rates in two scenarios. In the single‐credit scenario, we find the retailer prefers trade credit, if the trade credit market is more competitive than the bank credit market; otherwise, the retailer's preference of a specific credit type depends on the risk levels that the retailer would divert trade credit and bank credit to other risky investments. In the dual‐credit scenario, if the bank credit market is more competitive than the trade credit market, the retailer first borrows bank credit prior to trade credit, but then switches to borrowing trade credit prior to bank credit as the retailer's internal capital declines. In contrast, if the trade credit market is more competitive, the retailer borrows only trade credit. We further analytically prove that the two credits are complementary if the retailer's internal capital is substantially low but become substitutable as the internal capital grows, and then empirically validate this prediction based on a panel of 674 firms in China over the period 2001–2007.     

支持向量机中未确知信息的处理方法

介绍了构建未确知支持向量机的设想,在构建未确知支持向量机的未确知机会约束规范模型的基础上,提出了未确知支持向量机模型转化为其确知等价类的方法,并给出了一个具体算例说明该方法是可行的.     

On maximum likelihood estimation of the semi-parametric Cox model with time-varying covariates

Including time-varying covariates is a popular extension to the Cox model and a suitable approach for dealing with non-proportional hazards. However, partial likelihood (PL) estimation of this model has three shortcomings: (i) estimated regression coefficients can be less accurate in small samples with heavy censoring; (ii) the baseline hazard is not directly estimated and (iii) a covariance matrix for both the regression coefficients and the baseline hazard is not easily produced.We address these by developing a maximum likelihood (ML) approach to jointly estimate regression coefficients and baseline hazard using a constrained optimisation ensuring the latter''s non-negativity. We demonstrate asymptotic properties of these estimates and show via simulation their increased accuracy compared to PL estimates in small samples and show our method produces smoother baseline hazard estimates than the Breslow estimator.Finally, we apply our method to two examples, including an important real-world financial example to estimate time to default for retail home loans. We demonstrate using our ML estimate for the baseline hazard can give much clearer corroboratory evidence of the ‘humped hazard’, whereby the risk of loan default rises to a peak and then later falls.     

Mixture and mixture–process variable experiments for pharmaceutical applications

Many experiments in research and development in the pharmaceutical industry involve mixture components. These are experiments in which the experimental factors are the ingredients of a mixture and the response variable is a function of the relative proportion of each ingredient, not its absolute amount. Thus the mixture ingredients cannot be varied independently. A common variation of the mixture experiment occurs when there are also one or more process factors that can be varied independently of each other and of the mixture components, leading to a mixture–process variable experiment. We discuss the design and analysis of these types of experiments, using tablet formulation as an example. Our objective is to encourage greater utilization of these techniques in pharmaceutical research and development. Copyright © 2004 John Wiley & Sons Ltd.     

自适应多波束形成的算法

论述了一种窄带和宽带多波束形成的算法,这种算法所依据的准则是在波束满足指向和振幅要求的约束条件下使阵列输出功率最小。对于 N 元阵列,可同时形成 N-1个独立波束。根据对约束条件的不同控制,利用这种算法可实现波束扫描,形成宽波束、实现干扰对消或旁瓣对消等。同时还给出了所述算法的计算机模拟结果,结果表明所述算法是很有效的。     

The Design And Analysis of a Mixture Experiment on Glass Durability

This paper discusses the statistical design and analysis of a non–standard constrained mixture experiment on glass durability (the components sum to 1, and there are non–trivial lower or upper bounds on components or combinations of them). It notes some of the difficulties which arose during the study, and shows how the aims and methods of the experiment changed during its execution.     

带包络约束的优化滤波器设计方法

对信道均衡、雷达或声纳脉冲压缩等应用领域中要求满足波形条件且使输出噪声增益最小化的滤波器设计问题进行了研究。用波形包络约束表达式和极值条件可以准确地描述滤波器的性能要求,从而将该设计问题转化为半无限二次凸规划问题进行分析。利用Lagrangian对偶理论和Carathéodory维度理论把半无限二次凸规划问题转化成等价的易于求解的有限维对偶优化问题,并给出了求解有限维对偶优化问题的迭代算法,设计实例表明了此方法的有效性。     

论语言适应论的语境生成观

语言适应论框架下的语境论是一种以适应性为核心的生成观,它认为语境不是给定的,而是一个动态的受限生成过程。这种生成观将语境的建构性、自组织性、受限性与涌现性的关系的认识,提出到一个新的理论层面,它具有三个显著特征:1."生成"是受限的;2.语境生成的"过程"重于生成的"结果";3."生成"是涌现的。     

多资源约束下基于关键链的项目群工期-费用优化

现有工期压缩模型未考虑资源约束下多合同项目工期压缩所产生的局部效应与整体效应,针对这一局限性,通过引入子网络,分析了基于关键链法的项目群工期—费用优化机理,据此,对项目群初始网络计划进行工期优化。借助关键链,除去计划工期的冗余时间,动态调整存在资源冲突的合同项目开始时间。在此基础上,分析工期动态优化对关键链和非关键链合同项目压缩费用产生的不同影响以及对子网络自身和项目群的影响。基于此,研究并构建了多资源受限下单一子网络和项目群工期-费用优化模型。最后,结合算例,分析了优化模型的可行性和优势。研究结果表明：模型能够有效地解决资源约束下项目群计划调整和工期-费用优化问题,从而能够为业主科学安排项目群中各合同项目的起始时间和资源计划提供依据。