C3I系统的安全增强措施

主要结合C3I系统的建设 ,分析了目前C3I指控系统存在的一些安全隐患 ,并提出了相应的安全增强措施     

2,3-二氰基-2,3-二(p,m-甲氧基苯基)丁二酸二乙酯在苯乙烯中的分解动力学

:用膨胀法测定了 2 ,3-二氰基 - 2 ,3-二 (p ,m -甲氧基苯基 )丁二酸二乙酯 (meso/dl=0 .15 6 9)在苯乙烯中的分解动力学 .与以前的实验结果相比较 ,dl异构体含量增加 ,分解活化能增大 .所得活化参数Ed =88.5 4kJ/mol,ΔS≠ =- 5 8.78J/mol.K .     

Semiparametric inference for survival models with step process covariates

The authors consider Bayesian methods for fitting three semiparametric survival models, incorporating time‐dependent covariates that are step functions. In particular, these are models due to Cox [Cox ( 1972 ) Journal of the Royal Statistical Society, Series B, 34, 187–208], Prentice & Kalbfleisch and Cox & Oakes [Cox & Oakes ( 1984 ) Analysis of Survival Data, Chapman and Hall, London]. The model due to Prentice & Kalbfleisch [Prentice & Kalbfleisch ( 1979 ) Biometrics, 35, 25–39], which has seen very limited use, is given particular consideration. The prior for the baseline distribution in each model is taken to be a mixture of Polya trees and posterior inference is obtained through standard Markov chain Monte Carlo methods. They demonstrate the implementation and comparison of these three models on the celebrated Stanford heart transplant data and the study of the timing of cerebral edema diagnosis during emergency room treatment of diabetic ketoacidosis in children. An important feature of their overall discussion is the comparison of semi‐parametric families, and ultimate criterion based selection of a family within the context of a given data set. The Canadian Journal of Statistics 37: 60–79; © 2009 Statistical Society of Canada     

Some notes on poisson limits for empirical point processes

The authors define the scaled empirical point process. They obtain the weak limit of these point processes through a novel use of a dimension‐free method based on the convergence of compensators of multiparameter martingales. The method extends previous results in several directions. They obtain limits at points where the density may be zero, but has regular variation. The joint limit of the empirical process evaluated at distinct points is given by independent Poisson processes. They provide applications both to nearest‐neighbour density estimation in high dimensions, and to the asymptotic behaviour of multivariate extremes such as those arising from bivariate normal copulas. The Canadian Journal of Statistics 37: 347–360; 2009 © 2009 Statistical Society of Canada     

Two sample inference in functional linear models

We propose a method of comparing two functional linear models in which explanatory variables are functions (curves) and responses can be either scalars or functions. In such models, the role of parameter vectors (or matrices) is played by integral operators acting on a function space. We test the null hypothesis that these operators are the same in two independent samples. The complexity of the test statistics increases as we move from scalar to functional responses and relax assumptions on the covariance structure of the regressors. They all, however, have an asymptotic chi‐squared distribution with the number of degrees of freedom which depends on a specific setting. The test statistics are readily computable using the R package fda , and have good finite sample properties. The test is applied to egg‐laying curves of Mediterranean flies and to data from terrestrial magnetic observatories. The Canadian Journal of Statistics © 2009 Statistical Society of Canada     

A practical method for analysing heavy tailed data

An important practical issue of applying heavy tailed distributions is how to choose the sample fraction or threshold, since only a fraction of upper order statistics can be employed in the inference. Recently, Guillou & Hall ( 2001 ; Journal of Royal Statistical Society B, 63, 293–305) proposed a simple way to choose the threshold in estimating a tail index. In this article, the author first gives an intuitive explanation of the approach in Guillou & Hall ( 2001 ; it Journal of Royal Statistical Society B, 63, 293–305) and then proposes an alternative method, which can be extended to other settings like extreme value index estimation and tail dependence function estimation. Further the author proposes to combine this method for selecting a threshold with a bias reduction estimator to improve the performance of the tail index estimation, interval estimation of a tail index, and high quantile estimation. Simulation studies on both point estimation and interval estimation for a tail index show that both selection procedures are comparable and bias reduction estimation with the threshold selected by either method is preferred. The Canadian Journal of Statistics © 2009 Statistical Society of Canada     

Trimmed and Winsorized means based on a scaled deviation

Trimmed (and Winsorized) means based on a scaled deviation are introduced and studied. The influence functions of the estimators are derived and their limiting distributions are established via asymptotic representations. As a main focus of the paper, the performance of the estimators with respect to various robustness and efficiency criteria is evaluated and compared with leading competitors including the ordinary Tukey trimmed (and Winsorized) means. Unlike the Tukey trimming which always trims a fixed fraction of sample points at each end of data, the trimming scheme here only trims points at one or both ends that have a scaled deviation beyond some threshold. The resulting trimmed (and Winsorized) means are much more robust than their predecessors. Indeed they can share the best breakdown point robustness of the sample median for any common trimming thresholds. Furthermore, for appropriate trimming thresholds they are highly efficient at light-tailed symmetric models and more efficient than their predecessors at heavy-tailed or contaminated symmetric models. Detailed comparisons with leading competitors on various robustness and efficiency aspects reveal that the scaled deviation trimmed (Winsorized) means behave very well overall and consequently represent very favorable alternatives to the ordinary trimmed (Winsorized) means.     

Characterizations of exponentiality within the HNBUE class and related tests

A harmonic new better than used in expectation (HNBUE) variable is a random variable which is dominated by an exponential distribution in the convex stochastic order. We use a recently obtained condition on stochastic equality under convex domination to derive characterizations of the exponential distribution and bounds for HNBUE variables based on the mean values of the order statistics of the variable. We apply the results to generate discrepancy measures to test if a random variable is exponential against the alternative that is HNBUE, but not exponential.     

Kernel regression estimation in a Banach space

In this paper, we study a nonparametric regression estimator when the response variable is in a separable Banach space and the explanatory variable takes values in a separable semi-metric space. Under general conditions, we establish some asymptotic results and give upper bounds for the p$p$-mean and almost sure (pointwise and integrated) estimation errors. Finally, we present the case where the explanatory variable is the Wiener process.     

3D电影的现状与问题研究

《阿凡达》的上映作为电影发展的里程碑,标志着世界电影被席卷进了3D电影的浪潮中,世界3D电影的进程也因此大大提速。它给电影观众带来身临其境的立体感受,成为电影造梦的进一步延伸;新奇的立体感受让观众愿意付出更高的价钱观看3D电影;3D电影较为有效地杜绝了盗版现象的发生,保护了电影投资人、制作者以及电影院的利益。但3D电影在形式与内容的结合上,以及3D技术发展方面存在很多问题,为此,我国要发展3D电影,就必须规范市场、抓住机遇,争取中国制造、培养人才,提升3D电影水准、克服浮躁心态等。