一种计算裂缝砂卡位置的新方法

在压裂施工作业过程中有可能在裂缝中形成砂卡,砂卡一旦形成必然会影响到压裂施工压力,为了准确计算裂缝中砂卡的位置,可以对压裂施工压力进行分析。通过做出压裂施工压力和施工时间的双对数曲线,可以确定砂卡发生后的压力响应数据,将这些数据进行线性回归,求得直线段斜率,然后根据求得的斜率和相关的裂缝参数,即可求出裂缝中砂卡的位置。这对于正确指导压裂施工作业以及获得优质裂缝具有重要意义。     

A note on zenga concentration index

Summary The Zenga index, , is shown to be a concentration index, in the sense that, ifX andY are non negative random variables with 0<E(X), E(Y)<+∞, then (X)⩾ (Y) whenever the Lorenz curves satisfyL _x(p)≤L _y(p) for all p. Research partially supported by: M.U.R.S.T. 40% ?Inferenza statistica: basi probabilistiche e sviluppi metodologici?.     

基于不同风险特征的跳跃成分识别及其在波动率预测中的应用

跳跃因子的引入能够准确解释波动的非对称特征,同时跳跃中还含有关于波动率的未知信息.为了更有效地改进波动率的预测,利用基于高频数据的非参数波动估计和跳跃检测方法,在波动的非对称性基础上对跳跃作进一步分解,考察具有不同风险特征的跳跃成分对未来波动率的影响,并对2009-2014年上证综指及其行业指数的面板数据进行实证分析.实证研究发现:周期性行业指数的系统性跳跃对其波动率有显著的预测效力,大盘指数与行业指数之间存在高度相关性;而非周期性行业指数几乎没有表现出明显的杠杆效应,与大盘指数的相关性也较低.     

Leaving Home and Living Alone: An Historical Perspective

This paper provides a temporal and spatial perspective on a variety of household forms in present-day Europe. Compared with the situation in pre-industrial England, many more people now live on their own but there are some surprising continuities in household forms. Notably, pre-industrial households were no more likely than present-day ones to include distant relatives, and the recent rise in the proportion of one-person families has simply returned the position to that produced by early widowhood in the seventeenth century. Nor has the general increase during recent decades in the proportion of one-person households reduced the variation within Europe in the frequency of living alone which remains much less likely in southern and parts of eastern Europe than in western Europe and Scandinavia. A more thorough comparative exercise is hampered by inconsistencies in the design of tables used to illustrate household types in different countries, and it is suggested that a standard set of tables should be agreed and produced for different national populations.     

Multivariate data with missing observations

In this paper, multivariate data with missing observations, where missing values could be by chance or by design, are considered for various models including the growth curve model. The likelihood equations are derived and the consistency of the estimates established. The likelihood ratio tests are explicity derived.     

Characterizing Dose-Response Relationships in Multiple Cancer Bioassays

In the evaluation of chemical compounds for carcinogenic risk, regulatory agencies such as the U.S. Environmental Protection Agency and National Toxicology Program (NTP) have traditionally fit a dose-response model to data from rodent bioassays, and then used the fitted model to estimate a Virtually Safe Dose or the dose corresponding to a very small increase (usually 10(-6)) in risk over background. Much recent interest has been directed at incorporating additional scientific information regarding the properties of the specific chemical under investigation into the risk assessment process, including biological mechanisms of cancer induction, metabolic pathways, and chemical structure and activity. Despite the fact that regulatory agencies are currently poised to allow use of nonlinear dose-response models based on the concept of an underlying threshold for nongenotoxic chemicals, there have been few attempts to investigate the overall relationship between the shape of dose-response curves and mutagenicity. Using data from an historical database of NTP cancer bioassays, the authors conducted a repeated-measures Analysis of the estimated shape from fitting extended Weibull dose-response curves. It was concluded that genotoxic chemicals have dose-response curves that are closer to linear than those for nongenotoxic chemicals, though on average, both types of compounds have dose-response curves that are convex and the effect of genotoxicity is small.     

SEGMENTED DOSE-RESPONSE MODELS FOR REPEATED MEASURES DATA

In a dose-response analysis, logit-transformed responses are modelled as a function of log-transformed doses. The linear trend is commonly observed. The comparison among treatment groups can be made based on the linear trend. An example in this paper came from a study to estimate the effect of aminophylline on dose-response curve of atracurium. Unlike the usual dose-response curve, this example has repeated measures and seems to have two slopes to which the usual dose-response model is not adequate to fit. We propose segmented regression models that allow two different slopes. The proposed model is an extension of the segmented regression model with a univariate response per subject. We illustrate the proposed model fits data better than the usual dose-response model.     

Partitioned cross-validation

Partitioned cross-validation is proposed as a method for overcoming the large amounts of across sample variability to which ordinary cross-validation is subject. The price for cutting down on the sample noise is that a type of bias is intriduced. A theory is presented for optimal trade-off of this variance and bias. Comparison with other bandwidth selection methods is given.     

The maximum likelihood estimators in the growth curve model with serial covariance structure

The maximum likelihood estimators of unknown parameters in the growth curve model with serial covariance structure under some conditions are derived in the paper.     

A test for crossing receiver operating characteristic (roc) curves

The receiver operating characteristic (ROC) curve gives a graphical representation of sensitivity and specificity of a prediction model when varying the decision treshold on a diagnostic criterion. A classical test for comparing the overall accuracies for two models -1 and 2- is based on the difference between ROC curves areas - related to its standard error. This test is designed for the situation where ROC curve 1 caps ROC curve 2. Often both curves cross :in this paper, a new test, based on the integrated difference between the curves, is proposed to deal with this situation. In a simulation experiment, the new test was less powerful than the old test for detecting an overall superiority, but much more powerfull against the crossing alternative.