Multistate Survival Models as Transient Electrical Networks

In multistate survival analysis, the sojourn of a patient through various clinical states is shown to correspond to the diffusion of 1 C of electrical charge through an electrical network. The essential comparison has differentials of probability for the patient to correspond to differentials of charge, and it equates clinical states to electrical nodes. Indeed, if the death state of the patient corresponds to the sink node of the circuit, then the transient current that would be seen on an oscilloscope as the sink output is a plot of the probability density for the survival time of the patient. This electrical circuit analogy is further explored by considering the simplest possible survival model with two clinical states, alive and dead (sink), that incorporates censoring and truncation. The sink output seen on an oscilloscope is a plot of the Kaplan–Meier mass function. Thus, the Kaplan–Meier estimator finds motivation from the dynamics of current flow, as a fundamental physical law, rather than as a nonparametric maximum likelihood estimate (MLE). Generalization to competing risks settings with multiple death states (sinks) leads to cause‐specific Kaplan–Meier submass functions as outputs at sink nodes. With covariates present, the electrical analogy provides for an intuitive understanding of partial likelihood and various baseline hazard estimates often used with the proportional hazards model.     

Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks

In this article, we consider a discrete-time risk model with insurance and financial risks. We derive some refinements of a general asymptotic formula for the finite-time ruin probability under the assumptions that the net losses follow a common distribution in the intersection between the subexponential class and the Gumbel maximum domain of attraction, and the stochastic discount factors of the risky asset have a common distribution with extended regular variation. The obtained asymptotic upper and lower bounds are transparent and computable.     

人民币资本项目开放的理论探讨

随着合格境外机构投资者制度(QFII)的推出,我国正在逐步放松对资本项目的管制,加大资本项目开放的力度。但在开放过程中,有三个问题显得尤为重要:一是如何认识在存在着较多风险的情况下,我国加快资本项目开放的必然性;二是如何选择开放次序,从而使开放过程风险可控有序地推进;三是如何分析和防范开放过程中的各类风险,以保证宏观经济的稳定。本文就这些问题进行了探讨。     

On exact confidence intervals in a competing risks model with generalized hybrid type-I censored exponential data

In a recent paper by Mao, Shi and Sun that appeared in Journal of Statistical Computation and Simulation, the authors discuss, among other approaches, the construction of exact confidence intervals for the underlying parameters by ‘pivoting the cumulative distribution functions’ of the corresponding maximum likelihood estimators (MLEs). The authors assume that this method is applicable without providing the appropriate justification. In this short note the two requirements for the applicability of this method are discussed, namely, the stochastic monotonicity of the MLEs and the existence of solutions to the equations defining the exact confidence interval's endpoints.     

Quantile regression based on a weighted approach under semi-competing risks data

In this article, we investigate the quantile regression analysis for semi-competing risks data in which a non-terminal event may be dependently censored by a terminal event. Due to the dependent censoring, the estimation of quantile regression coefficients on the non-terminal event becomes difficult. In order to handle this problem, we assume Archimedean Copula to specify the dependence of the non-terminal event and the terminal event. Portnoy [Censored regression quantiles. J Amer Statist Assoc. 2003;98:1001–1012] considered the quantile regression model under right-censoring data. We extend his approach to construct a weight function, and then impose the weight function to estimate the quantile regression parameter for the non-terminal event under semi-competing risks data. We also prove the consistency and asymptotic properties for the proposed estimator. According to the simulation studies, the performance of our proposed method is good. We also apply our suggested approach to analyse a real data.     

Flexible parametric estimation technique for a competing risks model with unobserved heterogeneity: a Monte Carlo study

We analyse a flexible parametric estimation technique for a competing risks (CR) model with unobserved heterogeneity, by extending a local mixed proportional hazard single risk model for continuous duration time to a local mixture CR (LMCR) model for discrete duration time. The state-specific local hazard function for the LMCR model is per definition a valid density function if we have either one or two destination states. We conduct Monte Carlo experiments to compare the estimated parameters of the LMCR model, and to compare the estimated parameters of a CR model based on a Heckman–Singer-type (HS-type) technique, with the data-generating process parameters. The Monte Carlo results show that the LMCR model performs better or at least as good as the HS-type model with respect to the estimated structure parameters in most of the cases, but relatively poorer with respect to the estimated duration-dependence parameters.     

Point predictors of the latent failure times of censored units in progressively Type-II censored competing risks data from the exponential distributions

In this paper, we discuss the problem of predicting times to the latent failures of units censored in multiple stages in a progressively Type-II censored competing risks model. It is assumed that the lifetime distribution of the latent failure times are independent and exponential-distributed with the different scale parameters. Several classical point predictors such as the maximum likelihood predictor, the best unbiased predictor, the best linear unbiased predictor, the median unbiased predictor and the conditional median predictor are obtained. The Bayesian point predictors are derived under squared error loss criterion. Moreover, the point estimators of the unknown parameters are obtained using the observed data and different point predictors of the latent failure times. Finally, Monte-Carlo simulations are carried out to compare the performances of the different methods of prediction and estimation and one real data is used to illustrate the proposed procedures.     

如何防范和化解审计风险

防范审计风险是每个审计工作者必须重视的一项工作。本文从转变观念、审慎选择被审计单位、严格执行审计程序、强化督导、等四个方面论述了如何防范和化解审计风险。     

职业性语篇的人际功能研究

以系统功能语法中的人际功能和评价理论为视角,剖析职业性语篇中的人际功能实质为说话者与受话者之间接触交流的"礼"性构建。以Hotel Matters中11篇对话为实证研究案例,揭示了职业性语篇实现人际意义的语言手段。研究发现:人称代词与时态的选用体现了互动,情态词的选择是为了说服,模糊限制语用于评价(说服),语篇层面旨在交互。     

高等职业师范院校教育技术学专业课程设置方案设计

本文对高等职业师范院校教育技术学专业课程设置进行思考定位,以符合实际需要作为取舍和组合的标准,提出了一种“模块化”的“双师型”教育技术学专业本科课程设置方案构想,以期为提高高等职业师范院校教育技术学专业人才培养质量提供有价值的参考。