Large‐sample tests of extreme‐value dependence for multivariate copulas

Starting from the characterization of extreme‐value copulas based on max‐stability, large‐sample tests of extreme‐value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula of the data and a multiplier technique for obtaining approximate p‐values for the derived statistics. The asymptotic validity of the multiplier approach is established, and the finite‐sample performance of a large number of candidate test statistics is studied through extensive Monte Carlo experiments for data sets of dimension two to five. In the bivariate case, the rejection rates of the best versions of the tests are compared with those of the test of Ghoudi et al. (1998) recently revisited by Ben Ghorbal et al. (2009). The proposed procedures are illustrated on bivariate financial data and trivariate geological data. The Canadian Journal of Statistics 39: 703–720; 2011. © 2011 Statistical Society of Canada     

A convex quadratic semi-definite programming approach to the partial additive constant problem in multidimensional scaling

Bénasséni [Partial additive constant, J. Statist. Comput. Simul. 49 (1994), pp. 179–193] studied the partial additive constant problem in multidimensional scaling. This problem is quite challenging to solve, and Bénasséni proposed a numerical procedure for two special cases: the cross-set partial perturbation and the within-set partial perturbation. This paper casts the problem as a modern quadratic semi-definite programming (QSDP) problem, which is not only capable of dealing with general cases, but also enjoys a number of good properties. One of the good properties is that the proposed approach can find the minimal constant under very weak conditions. Another is that there exists a ready-to-use numerical package such as the QSDP solver in Toh [An inexact path-following algorithm for convex quadratic SDP, Math. Program. 112 (2008), pp. 221–254], allowing a great deal of flexibility in choosing the index set to which the partial constant should be added. Our numerical results show a significant improvement over that reported in Bénasséni (1994).     

中国电信业对国民经济的乘数作用——基于投入产出局部闭模型的测算

近年来,我国综合通信能力迅速增强,电信行业高速发展。借鉴投入产出局部闭模型的方法,纳入居民部门对国民经济各部门的影响,测算2007年与2011年电信业对国民经济的乘数作用,对数据进行实证分析与研究。数据分析结果表明：电信业乘数作用绝对值从2007年的2．98提高到2011年的4．27,电信业对国民经济的乘数作用在国民经济各部门中排位上升,其增长率高居榜首,高达43．18％,显示出电信业的高度的经济活力和投资前景。     

DF-FPDLMS自适应滤波器的可测性设计与测试

基于加法器的测试生成,提出了直接实现形式的细粒度流水线延迟最小均方自适应滤波器的一种可测性设计的测试方案。在测试模式下,该设计通过滤波器组成模块的分层隔离及由寄存器转化成的扫描链提高了可测性;通过复用部分寄存器和加法器避免或最小化了额外的测试硬件开销。该方法能在真速下高效地侦测到滤波器基本组成单元内的任意固定型组合失效,且不会降低电路的原有性能。     

超宽带LFM信号数字产生系统的误差分析

对线性调频(LFM)信号的三种主要数字产生方法进行分析,提出一种基于波形存储直读法的超宽带线性调频脉冲压缩信号数字产生系统方案。探讨了系统数字基带中的幅度量化位数和采样频率、正交调制器的非理想性、倍频电路中的误差因素和中频LFM信号有时域畸变时对输出信号性能的影响,为超宽带系统工程实现时参数选择、性能评估和性能优化提供重要的理论依据和经验参考。     

基4BOOTH编码的高速32×32乘法器的设计与实现

介绍并实现了一种高速32×32有符号/无符号二进制乘法器。该乘法器采用改进基4BOOTH算法编码方式,所产生的电路与传统相比减小了延时与面积,并采用符号补偿技术对每个部分积进行符号位补偿,进一步简化电路。该乘法器在关键路径上采用改进混合Wallace树压缩器阵列进行优化,其压缩器阵列对称有利于布局布线。该乘法器插入流水后能运行到250MHz,可用作专用数据通道的乘法单元。     

农村居民和谐消费的双重效应及其改进分析

消费作为促进经济增长的三驾马车之一,对宏观经济的拉动作用明显增强,但农村居民消费对经济增长的贡献呈下降趋势,最重要的原因是农村居民在消费过程中没有实现和谐。和谐消费是扩大消费的基础,是理论界研究的热点问题,但对农村居民这一特殊群体和谐消费效应的研究还比较粗略。通过对农村居民和谐消费加以研究,认为要实现农村居民和谐消费,必须注重对生态环境共生性适应维度的培育以及农村居民的消费决策或消费行为与经济、社会文化、环境三个维度实现良性互动,同时应树立新型的和谐消费理念,并对农村居民实现和谐消费的途径加以认真研究,最终使农村居民和谐消费的双重效应得以充分发挥,为农村居民和谐消费的理论研究和实践过程提供新的思路和指导。     

四位乘法器的VHDL语言设计

介绍了使用 VHDL语言设计的 4位乘法器 ,给出了功能仿真波形 ,举例说明了实现电子设计自动化 ( EDA)的过程。     

On the wald,lagrangian multiplier and likelihood ratio tests when the information matrix is singular

Summary Modified formulas for the Wald and Lagrangian multiplier statistics are introduced and considered together with the likelihood ratio statistics for testing a typical null hypothesisH ₀ stated in terms of equality constraints. It is demonstrated, subject to known standard regularity conditions, that each of these statistics and the known Wald statistic has the asymptotic chi-square distribution with degrees of freedom equal to the number of equality constraints specified byH ₀ whether the information matrix is singular or nonsingular. The results of this paper include a generalization of the results of Sively (1959) concerning the equivalence of the Wald, Lagrange multiplier and likelihood ratio tests to the case of singular information matrices.