Sequential Monitoring Variance Changes in Location Model

In this paper, a moving monitoring procedure is proposed to detect potential variance change of the location model with dependent errors. The procedure is motivated by the problem that the existing square CUSUM test is insensitive to a late variance change of the location model. The asymptotic distribution of the statistics under the null hypothesis and the consistency under the alternative hypothesis are derived. Simulations show that our monitoring procedure compared to the square CUSUM test offers better power and can more quickly detect change. Moreover, the effectiveness of our procedure is illustrated by applying it to two data sets.     

Subjective Bayesian Analysis of the Elliptical Model

For the multivariate elliptical model subjective Bayesian estimators of the location vector and some functions of the characteristic matrix with the normal-inverse Wishart and the normal-Wishart as prior, respectively, are derived. Fang and Li (1999 Fang, K.T., Li, R.Z. (1999). Bayesian statistical inference on elliptical matrix distributions. J. Multivariate Anal. 70: 66–85.[Crossref], [Web of Science ®] , [Google Scholar]) considered the elliptical model for Bayesian analysis for an objective prior structure. In addition, the newly developed results are applied to the multivariate normal- and t-distribution. A performance study is done to evaluate the normal-gamma and normal-inverse gamma distributions as suitable priors. A practical application for the posterior distributions of the multivariate t-distribution is included by means of Gibbs sampling and a Metropolis-Hastings algorithm.     

论企业集群的优势创造与保持:制度的视角

全球化条件下的“位置悖论”促进了企业集群的理论研究与政策应用。在本文中,笔者解释了“位置悖论”,在此基础上提出并分析了“集群悖论”。制度是企业集群竞争优势的基础,集群治理是企业集群长期竞争优势的制度基础。     

A note on the facility location problem with stochastic demands

In this research note that the single source capacitated facility location problem with general stochastic identically distributed demands is studied. The demands considered are independent and identically distributed random variables with arbitrary distribution. The unified a priori solution for the locations of facilities and for the allocation of customers to the operating facilities is found. This solution minimizes the objective function which is the sum of the fixed costs and the value of one of two different recourse functions. For each case the recourse function is given in closed form and a deterministic equivalent formulation of the model is presented. Some numerical examples are also given.     

西汉阳周县考

西汉阳周究竟在何处?相关资料和留存实物证明,既不在今正宁永政乡东,也不在陕北榆林境内,而应当就在今甘肃正宁罗川。它和历史上的罗川、真宁、正宁一脉相承,历史上不存在阳周由陕北侨治罗川的问题。     

Minimizing the expected sample range

Let X_i be i.i.d. random variables with finite expectations, and θ_i arbitrary constants, i=1,…,n. Y_i=X_i+θ_i. The expected range of the Y's is R_n(θ₁,…,θ_n)=E(maxY_i-minY_i. It is shown that the expected range is minimized if and only if θ₁=?=θ_n. In the case where the X_i are independently and symmetrically distributed around the same constant, but not identically distributed, it is shown that θ₁=?=θ_n are not necessarily the only (θ₁,...,θ_n) minimizing R_n. Some lemmas which are applicable to more general problems of minimizing R_n are also given.     

选址-分配问题的一个算法

本文就常见的所谓选址一分配问题,在提出了一个较为简单的多项式算法。在采种条件下,所得到的解是最优解,文中所提出的模型不局限于配电系统,亦可适应其它各种类似的集散系统。文末给出了一个计算实例。     

生产链位置是否影响创新模式选择——基于微观角度的理论与实证

企业创新模式选择不仅与自身因素相关,还与生产分工流程相关;本文首次从理论与实证验证了企业的生产链位置对于创新模式选择具有显著影响。首先,基于产品分工构建了一个理论框架,诠释了企业生产链位置对于创新模式的影响:位于生产链上游的企业的产品可塑性强,适用范围更广,激进式创新引入的新产品替代旧产品的可能性较小,它们面临更小的"利润侵蚀效应";生产链上游企业中间品种类相对较少,激进式创新带来的高不确定性产生的协调成本较低,它们的"协调成本效应"也相对较小,因此位于生产链上游的企业采取激进式创新具有比较优势,反之位于生产链下游的企业偏向于渐进式创新。在实证上,本文首次通过插值法估算出1998~2011年中国投入产出系数,进而量化企业生产链位置指标,然后基于企业和专利数据库,根据理论的推论,对生产链分工位置影响企业创新模式选择的效果,以及如何影响创新行为进行了全面细致的验证,证实了两个效应是生产链位置影响企业创新模式选择的重要传导路径:在各使用3类指标区分企业对"利润侵蚀效应"与"协调成本效应"敏感性的基础上,结合使用分类回归发现,高产品替代性企业、在位企业以及一般贸易企业由于对"利润侵蚀效应"更敏感,它们创新模式的选择对生产链位置的反应更强烈;高产品复杂度企业、大规模企业以及低管理效率的企业由于对"协调成本效应"更敏感,它们创新模式的选择对生产链位置的反应也更强烈。最后,本文使用Heckman两步法对可能存在的估计偏误进行稳健性检验,结果证实了本文理论模型的主要命题和基础回归结果的稳健性。     

Adaptive m estimation of symmetric distribution location

An adaptive M esitmation procedure for using a random sample to estimate the location parameter of an unknown symmetric distribution is developed. The procedure may be applied to samples from distributions with tail lenghts at least as heavy as normal distribution tails. Simulation studies demonstrate the potential of the new estimator for producing good location estimates.     

Implementation of fortran random number generators on computers with one's complement arithmetic †

Random number generators can be programmed in FORTRAN using several methods on 1's complement machines. We have presented several methods for the SRU 1107–1108 and CDC 6000 and CYBER series, the two most popular that utilize 1's complement arithmetic. We believe the logical mask method to be the most efficient technique based on execution time on both machines. This method requires only a little more than one-half the time of the signed residue method on the SRU 1107–1108 and a little more than two thirds the time of the unsigned residue method on the CDC 6000–CYBER. A fast composite generator in FORTRAN uses the logical mask merhod combined with the FLD function to implement the table approach of MacLaren and Marsaglia (1965). This generator proves to be more than twice as fast as a previous one for the SRU 1108, Marsaglia and Bray (1968)