Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data

This article deals with the estimation of the parametric component, which is of primary interest, in the heteroscedastic semi-varying coefficient models. Based on the bootstrap technique, we present a procedure for estimating the parameters, which can provide a reliable approximation to the asymptotic distribution of the profile least-square (PLS) estimator. Furthermore, a bootstrap-type estimator of covariance matrix is developed, which is proved to be a consistent estimator of the covariance matrix. Moreover, some simulation experiments are conducted to evaluate the finite sample performance for the proposed methodology. Finally, the Australia CPI dataset is analyzed to demonstrate the application of the methods.     

Myths and realities about input subsidies in sub‐Saharan Africa

Using a recent public expenditure dataset, this article proposes a ‘reality check’ of the level and composition of input subsidies in nine African countries between 2006 and 2013. Results show that input subsidies (1) received close to 35% of agricultural‐specific expenditure on average and (2) cover a variety of interventions, including investments in capital, such as on‐farm irrigation, and in on‐farm services, such as inspection or training. Further, the figures show that input subsidies tended to become entrenched in agricultural budgets over time, leading to sub‐optimal execution rates, and were primarily funded by the national taxpayer, while donors invested more in public goods. Findings confirm that input subsidies crowded out other spending categories likely to be more supportive of long‐term agricultural development objectives. The article concludes that the political economy of input subsidies should be directed to making more concrete efforts to attain a better balance of public expenditure on agriculture. Furthermore, policy‐makers should aim to increase the efficiency and policy coherence of input subsidies, since merely abolishing them is likely to be unfeasible in the short term.     

A discrete-time risk model with Poisson ARCH claim-number process

Abstract

In this paper, we propose a discrete-time risk model with the claim number following an integer-valued autoregressive conditional heteroscedasticity (ARCH) process with Poisson deviates. In this model, the current claim number depends on the previous observations. Within this framework, the equation for finding the adjustment coefficient is derived. Numerical studies are also carried out to examine the impact of the Poisson ARCH dependence structure on the ruin probability.     

弹性力学课程在专业基础课教学中的教学与实践

通过对弹性力学课程教学过程的探讨，给出了适合我校的弹性力学课程教学过程，构建了弹性力学课程的新的教学方法和教学手段，效果良好，全面提高了弹性力学的教育水平和教学质量。     

Similar coefficient for cluster of probability density functions

In this article, we propose a new criterion to evaluate the similarity of probability density functions (pdfs). We call this the criterion on similar coefficient of cluster (SCC) and use it as a tool to deal with overlap coefficients of pdfs in normal standard on [0;1]. With the support of the self-update algorithm for determining the suitable number of clusters, SCC then becomes a criterion to establish the corresponding cluster for pdfs. Moreover, some results on determination of SCC in case of two and more than two pdfs as well as relations of different SCCs and other measures are presented. The numerical examples in both synthetic data and real data are given not only to illustrate the suitability of proposed theories and algorithms but also to demonstrate the applicability and innovation of the proposed algorithm.     

1906-1908年的郑孝胥与预备立宪公会

考虑到我国未来年度的OD分布预测中的路网构成变化、区域经济布局变动、区域经济增长速度差异等一些具有时变性和特殊性因素，采用在“四阶段法”运量预测基础上改进而成的“三阶段法”进行高速铁路短期客运量预测。首先采用组合预测模型进行趋势运量预测，然后采用多元LOGIT模型进行方式分担，最后采用弹性系数诱增模型进行诱增运量预测。以京沪高铁为例，采用“三阶段法”预测了2014年和2015年京沪高铁本线及跨线单向客流量。     

Stationary bootstrapping for realized covariations of high frequency financial data

This paper studies the stationary bootstrap applicability for realized covariations of high frequency asynchronous financial data. The stationary bootstrap method, which is characterized by a block-bootstrap with random block length, is applied to estimate the integrated covariations. The bootstrap realized covariance, bootstrap realized regression coefficient and bootstrap realized correlation coefficient are proposed, and the validity of the stationary bootstrapping for them is established both for large sample and for finite sample. Consistencies of bootstrap distributions are established, which provide us valid stationary bootstrap confidence intervals. The bootstrap confidence intervals do not require a consistent estimator of a nuisance parameter arising from nonsynchronous unequally spaced sampling while those based on a normal asymptotic theory require a consistent estimator. A Monte-Carlo comparison reveals that the proposed stationary bootstrap confidence intervals have better coverage probabilities than those based on normal approximation.     

Asymptotic hypothesis test to simultaneously compare the weighted kappa coefficients of multiple binary diagnostic tests in the presence of ignorable missing data

The weighted kappa coefficient of a binary diagnostic test is a measure of the beyond-chance agreement between the diagnostic test and the gold standard, and is a measure that allows us to assess and compare the performance of binary diagnostic tests. In the presence of partial disease verification, the comparison of the weighted kappa coefficients of two or more binary diagnostic tests cannot be carried out ignoring the individuals with an unknown disease status, since the estimators obtained would be affected by verification bias. In this article, we propose a global hypothesis test based on the chi-square distribution to simultaneously compare the weighted kappa coefficients when in the presence of partial disease verification the missing data mechanism is ignorable. Simulation experiments have been carried out to study the type I error and the power of the global hypothesis test. The results have been applied to the diagnosis of coronary disease.     

Least squares estimation of varying‐coefficient hazard regression with application to breast cancer dose‐intensity data

To enhance modeling flexibility, the authors propose a nonparametric hazard regression model, for which the ordinary and weighted least squares estimation and inference procedures are studied. The proposed model does not assume any parametric specifications on the covariate effects, which is suitable for exploring the nonlinear interactions between covariates, time and some exposure variable. The authors propose the local ordinary and weighted least squares estimators for the varying‐coefficient functions and establish the corresponding asymptotic normality properties. Simulation studies are conducted to empirically examine the finite‐sample performance of the new methods, and a real data example from a recent breast cancer study is used as an illustration. The Canadian Journal of Statistics 37: 659–674; 2009 © 2009 Statistical Society of Canada     

Risk Assessment for Hospital-Acquired Diseases: A Risk-Theory Approach

We introduce a new approach to hospital-acquired disease risk assessment from public health databases. In a spirit similar to actuarial risk theory, we define an adjustment coefficient that can quantify the risk associated with a hospital department, allowing comparisons of similar departments. The adjustment coefficient characterizes the tail of the distribution of the total patient length of stay in a department before the first disease event occurs. We show that this coefficient is the solution of a Lundberg-like equation, and we provide a nonparametric estimation procedure for this measure, based on a Cramér-Lundberg approximation for the tail of the distribution. Using simulations, we provide evidence of the robustness of the approximation to various individual risk models. In addition, we illustrate the relevance of this approach by evaluating the risk associated with a standard patient safety indicator in 20 hospitals of southeastern France.