中国人身保险需求的实证分析

从理论角度分析了GDP、收入水平、人口因素、社会保障、通货膨胀等因素对我国人身保险需求的影响,并依1990年到2005年的相关数据,运用因子分析、平稳性检验、多元线性回归等方法对上述因素进行了实证分析.在分析中针对多重共线性问题,引入偏最小二乘回归对模型加以改进.同时,对我国人身保险市场发展提出了要加大寿险宣传力度、创造良好宽松的外部环境、优化险种结构、完善保险法规建设等建议.     

Stone—Geisser检验在顾客满意度中的应用

偏最小二乘法（PLS）模型对数据没有做任何的分布假设，因此基于分布假设的统计检验方法无法实现对PLS模型预测效度的度量。采用非参数检验方法——Stone-Geisser检验，通过盲目（Blindfold）过程进行预测效度的度量。使用MATLAB软件实现了两种Stone-Geisser检验——公因子方差检验与冗余检验。在地税部门顾客满意度应用中，Stone-Geisser检验结果与PLS模型其他结果保持内在一致，从而表明检验方法是有效的。因为Stone-Geisser检验基于交叉验证技术，因此非常适合作为PLS模型的基准检验方法。     

On linear combinations of independent exponential variables

The exact distribution of a linear combination of n indepedent negative exponential random variables , when the coefficients cf the linear combination are distinct and positive , is well-known. Recently Ali and Obaidullah (1982) extended this result by taking the coeff icients to be arbitrary real numbers. They used a lengthy geometric.

al approach to arrive at the result . This article gives a simple derivation of the result with the help of a generalized partial fraction technique. This technique also works when the variables involved are gamma variables with certain types of parameters. Results are presented in a form which can easily be programmed for computational purposes. Connection of this problem t o various problems in different fields is also pointed out.     

马克思的生产率理论再考察

西方国家的劳动生产率概念不同于马克思的劳动生产率概念，马克思已明确区分劳动生产率和劳动过程的各种投入要素的使用效率，即西方经济学中使用partialproductivity，马克思的劳动生产率的内涵是指总劳动过程的最终效率。马克思的劳动生产率概念类似当代西方经济学使用的TotalFactorProductivity，但两者又有区别。     

Pivotal ouantities based on the conditional distribution function transform in models with accessory parameters

A general formula for porducing pivotal quantities defined free of accessory paramelers is investigated. In addition to similarity, resulting tests often have exact or asymptotic optimal properties In other cases, the sample correlation with statistics sufficient for the accescory parameters produce a simple similar test and a consistent, asymptctically normal estimator. The latter mathod should perform best when the accessories are highly dispersed.     

Sensory analysis via multi-block multivariate additive PLS splines

In the last decade, much effort has been spent on modelling dependence between sensory variables and chemical–physical ones, especially when observed at different occasions/spaces/times or if collected from several groups (blocks) of variables. In this paper, we propose a nonlinear generalization of multi-block partial least squares with the inclusion of variable interactions. We show the performance of the method on a known data set.     

Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model

The purpose of this article is to use the empirical likelihood method to study construction of the confidence region for the parameter of interest in heteroscedastic partially linear errors-in-variables model with martingale difference errors. When the variance functions of the errors are known or unknown, we propose the empirical log-likelihood ratio statistics for the parameter of interest. For each case, a nonparametric version of Wilks’ theorem is derived. The results are then used to construct confidence regions of the parameter. A simulation study is carried out to assess the performance of the empirical likelihood method.     

Model Reduction for Prediction in Regression Models

We look at prediction in regression models under squared loss for the random x case with many explanatory variables. Model reduction is done by conditioning upon only a small number of linear combinations of the original variables. The corresponding reduced model will then essentially be the population model for the chemometricians' partial least squares algorithm. Estimation of the selection matrix under this model is briefly discussed, and analoguous results for the case with multivariate response are formulated. Finally, it is shown that an assumption of multinormality may be weakened to assuming elliptically symmetric distribution, and that some of the results are valid without any distributional assumption at all.     

局部环上一类矩阵广义逆的偏序

设R是局部环,A=P^-1（I^（r）＋D）P∈Mn（R）,其中D=diag{d1,…,dn-r}或D=0,d1,…,dn-r∈M,.研究R上集合意义下广义逆的矩阵偏序A≤^[3]和A≤^[2,3],确定了具有偏序A≤^[3]和A≤^[2,3]的矩阵集Mn（B┇A≤^[3]B）和Mn（B┇A≤^[2,3]B）都不是单点集。     

中国大豆产业应对国际风险因素的对策模拟研究

中国大豆产业高度依赖进口,且进口来源高度集中,大豆进口主要来源国面临 的自然灾害和经贸摩擦等都会影响国内大豆产业,增加进口不确定性.为应对国际风险,基 于各国大豆的供需平衡表和全球双边贸易矩阵等数据,利用全球农产品局部均衡模型方法, 定量模拟评估了提高中国大豆单产、加强与阿根廷和俄罗斯大豆合作等三项对策可能带来 的政策效果.结果表明:这些对策均能在不同程度增加全球大豆供给,降低世界价格,同 时,可分散进口风险,减少对美国和巴西的高度进口依赖,促进大豆进口多元化,增加中 国消费者福利,形成更稳定和可持续的大豆进口贸易格局.由此提出以下建议:首先,应 加大国内大豆研发技术投入,提高单产,提高自给率;其次,在环境可持续发展的背景下, 同主产国合作提高其应对自然风险 等 的 能 力,保 障 稳 定 的 大 豆 供 给;同 时,拓 宽 进 口 来 源,加强与俄罗斯和乌克兰等国家的 农 业 合 作,增 加 国 际 市 场 供 给,实 现 大 豆 进 口 多 元 化,分散风险.