响应面法在船撞桥可靠度分析中的应用

船撞桥梁的可靠度,其结构响应变量与基本变量之间的函数关系复杂,传统的求解方法难以奏效,需要借助于有限元等数值计算方法来获得。利用APDL语言采用两种方法求解船撞桥的可靠度,对比蒙特卡洛法（MCS）的7种工况下和响应面法（ODRSM MCS）的桥墩的失效概率,在10 000次MCS 拉丁抽样与ODRSM MCS法抽样桥墩的失效概率分别是6.02×10-3和2.06×10-3。响应面法达到与MCS法同等精度的情况下,MCS与ODRSM MCS所用的时间分别是280 min和5 min,从而证明响应     

论梅鼎祚及其《玉合记》

梅鼎祚是晚明颇有影响的作家,其创作的传奇《玉合记》在当时也为论者所关注。梅鼎祚创作传奇,喜炫耀学问才华。《玉合记》写章台柳故事,主题明确,针线绵密,但文字,堆砌故实,令人难以卒读。梅鼎祚及其《玉合记》代表了晚明曲坛借传奇创作炫耀学问才华的风气。本文对此作了具体论述,指出其成败得失以及对后代戏曲创作的启示。     

框式凸规划的原—对偶仿射尺度算法

文章对框式凸规划问题设计了一个原—对偶仿射尺度算法 ,证明该算法的迭代复杂性为多项式时间性     

Model of Combined Prevision: An Application of the Monthly Series of Dengue Notifications in the State of Pernambuco

In this paper we state and justify a two-stage sampling procedure for selecting a subset of size m containing the t best of k independent normal populations, when the ranking parameters are the population means. We do not assume that the variances of the populations are known or equal. Discrete event simulation studies are often concerned with choosing one or more system designs which are best in some sense. We present empirical results from a typical simulation application for which the observations are not normally distributed.     

On Box–Muller Transformation and Simulation of Normal Record Data

Record data are commonly encountered in many fields such as sports, geography, finance, and reliability. In this article, we use the well-known Box–Muller transformation to develop an efficient method of simulating record data from the normal distribution. Another method based on exponential records is also discussed. Then, the performance of these algorithms is compared with some standard simulation methods.     

A note on iterative AK composite estimator for Current Population Survey

In this article, we introduce the iterative AK composite estimator for the Current Population Survey. This estimator adopts the AK composite estimator as the initial value and further makes good use of the intrinsic composite scheme of the AK composite estimator. We derive the mean squared error (MSE) formula for the iterative composite estimator and describe how to select the optimal tuning coefficients by minimising the MSE. Finally, we examine the proposed method through a simulation study.     

Variable selection in joint mean and variance models of Box–Cox transformation

In many applications, a single Box–Cox transformation cannot necessarily produce the normality, constancy of variance and linearity of systematic effects. In this paper, by establishing a heterogeneous linear regression model for the Box–Cox transformed response, we propose a hybrid strategy, in which variable selection is employed to reduce the dimension of the explanatory variables in joint mean and variance models, and Box–Cox transformation is made to remedy the response. We propose a unified procedure which can simultaneously select significant variables in the joint mean and variance models of Box–Cox transformation which provide a useful extension of the ordinary normal linear regression models. With appropriate choice of the tuning parameters, we establish the consistency of this procedure and the oracle property of the obtained estimators. Moreover, we also consider the maximum profile likelihood estimator of the Box–Cox transformation parameter. Simulation studies and a real example are used to illustrate the application of the proposed methods.     

“名义”风格与投资组合“黑箱”——基金风格漂移行为的动态分析

基于Sharpe(1992)风格模型,笔者对投资基金的风格漂移行为进行了实证研究,结果表明无论是封闭式基金还是开放式基金,实际的资产配置结果与所承诺的"名义"风格之间存在明显的差异,基金生命周期内的资产组合配置属于"黑箱"过程;尤其在市场波动剧烈条件下,基金更加倾向于选择能动性较强的资产配置方式,进而导致更大程度的风格漂移。有效识别基金的"名义"风格与实际资产配置方式的差异,了解基金投资组合构建的"黑箱"过程,有助于投资者进行更加科学地选择基金与投资决策。