Champs aléatoires gaussiens

A limit theorem concerning quadratic variation in Gaussian random fields is established. The theorem is analogous to a result of Gladyshev (1961).     

Robust methods for personal-income distribution models

Statistical problems in modelling personal-income distributions include estimation procedures, testing, and model choice. Typically, the parameters of a given model are estimated by classical procedures such as maximum-likelihood and least-squares estimators. Unfortunately, the classical methods are very sensitive to model deviations such as gross errors in the data, grouping effects, or model misspecifications. These deviations can ruin the values of the estimators and inequality measures and can produce false information about the distribution of the personal income in a country. In this paper we discuss the use of robust techniques for the estimation of income distributions. These methods behave like the classical procedures at the model but are less influenced by model deviations and can be applied to general estimation problems.     

Efficiency of reduced logistic regression models

One feature of the usual polychotomous logistic regression model for categorical outcomes is that a covariate must be included in all the regression equations. If a covariate is not important in all of them, the procedure will estimate unnecessary parameters. More flexible approaches allow different subsets of covariates in different regressions. One alternative uses individualized regressions which express the polychotomous model as a series of dichotomous models. Another uses a model in which a reduced set of parameters is simultaneously estimated for all the regressions. Large-sample efficiencies of these procedures were compared in a variety of circumstances in which there was a common baseline category for the outcome and the covariates were normally distributed. For a correctly specified model, the reduced estimates were over 100% efficient for nonzero slope parameters and up to 500% efficient when the baseline frequency and the effect of interest were small. The individualized estimates could have efficiencies less than 50% when the effect of interest was large, but were also up to 130% efficient when the baseline frequency was large and the effect of interest was small. Efficiency was usually enhanced by correlation among the covariates. For an underspecified reduced model, asymptotic bias in the reduced estimates was approximately proportional to the magnitude of the omitted parameter and to the reciprocal of the baseline frequency.     

由诗意写实到散文写实──孙犁《芸斋小说》研究之一

孙犁小说由前期到后期，有一个由诗意写实向散文体定实的转变过程。孙犁晚年创作的芸斋小说三十篇，以简洁的文笔刻画出复杂多变的人情世态，不复有《荷花淀》式的单纯。在形式上，孙犁杂取古代文言小说与传统散文的特点，创造出一种介于小说与传统散文的特点，创造出一种介于小说与散文之间的小说体式。     

Maximum-likelihood estimation for the removal method

We prove that the profile log-likelihood function for the removal method of estimating population size is unimodal. The result is obtained by a variation-diminishing property of the Laplace transform. An implication of this result is that the likelihood-ratio confidence region for the population size is always an interval. Necessary and sufficient conditions for the existence of a finite maximum-likelihood estimator are presented. We also present evidence that the likelihood-ratio confidence interval for the population size has acceptable small-sample coverage properties.     

优良樟子松种源引种试验初报

通过７ 年的造林试验观测，筛选出适宜科尔沁沙地北部地区生长的优良樟子松种源呼玛、青山、高峰、塔河等６ 个种源     

Variance Estimation Based on Invariance Principles

Consistent variance estimators for certain stochastic processes are suggested using the fact that (weak or strong) invariance principles may be available. Convergence rates are also derived, the latter being essentially determined by the approximation rates in the corresponding invariance principles. As an application, a change point test in a simple AMOC renewal model is briefly discussed, where variance estimators possessing good enough convergence rates are required.     

Eine bemerkung zur stetigkeit zufälliger felder

In the paper a sequence of bounded regions containing n independent identically and uniformly on D_n distributed points is considered. It is assumed that the d–dimensional volume v(D_n) is asymptotically proportional to n. Under these conditions it is shown that the number of pairs of points within a distance r>0 of each other is asymptotically normally distributed. For proving this among other things a lemma of BOLTHAUSEN is used, whereas even strong estimates for U–statistics are insufficient. The obtained result is applied for testing the hypothesis of randomness