Generalized Gauss–Hermite filtering

We consider a generalization of the Gauss–Hermite filter (GHF), where the filter density is represented by a Hermite expansion with leading Gaussian term (GGHF). Thus, the usual GHF is included as a special case. The moment equations for the time update are solved stepwise by Gauss–Hermite integration, and the measurement update is computed by the Bayes formula, again using numerical integration. The performance of the filter is compared numerically with the GHF, the UKF (unscented Kalman filter) and the EKF (extended Kalman filter) and leads to a lower mean squared filter error.     

Estimated estimating equations: semiparametric inference for clustered and longitudinal data

Summary.  We introduce a flexible marginal modelling approach for statistical inference for clustered and longitudinal data under minimal assumptions. This estimated estimating equations approach is semiparametric and the proposed models are fitted by quasi-likelihood regression, where the unknown marginal means are a function of the fixed effects linear predictor with unknown smooth link, and variance–covariance is an unknown smooth function of the marginal means. We propose to estimate the nonparametric link and variance–covariance functions via smoothing methods, whereas the regression parameters are obtained via the estimated estimating equations. These are score equations that contain nonparametric function estimates. The proposed estimated estimating equations approach is motivated by its flexibility and easy implementation. Moreover, if data follow a generalized linear mixed model, with either a specified or an unspecified distribution of random effects and link function, the model proposed emerges as the corresponding marginal (population-average) version and can be used to obtain inference for the fixed effects in the underlying generalized linear mixed model, without the need to specify any other components of this generalized linear mixed model. Among marginal models, the estimated estimating equations approach provides a flexible alternative to modelling with generalized estimating equations. Applications of estimated estimating equations include diagnostics and link selection. The asymptotic distribution of the proposed estimators for the model parameters is derived, enabling statistical inference. Practical illustrations include Poisson modelling of repeated epileptic seizure counts and simulations for clustered binomial responses.     

OPTIMIRUS. Simulating Population Change in the Russian Far East

This article examines the population trends in the cities of the Russian Far East between the two census years 1989 and 2002. Three geographical models – Rank-Size Rule, Temperature per Capita and a simple gravity model – are used to describe the direction of these population trends. An economic efficiency function is constructed from the three models to simulate an ideal population distribution for the Russian Far East. The heart of the simulation is a conjugate gradient optimisation of the economic efficiency function. The results serve as an important backdrop to discussions of current population trends and serve as an important backdrop to discussions of current population trends and as basis for recommendations concerning future changes in the spatial distribution of population in the region.Mueller, K., et Bradshaw M. J., 2006. OPTIMIRUS. Une simulation des variations de population dans l’Extrême-Orient russe. Revue européenne de démographie, 22:105–126.     

Experimental designs for binary data in switching measurements on superconducting Josephson junctions

Summary.  We study the optimal design of switching measurements of small Josephsonjunction circuits which operate in the macroscopic quantum tunnelling regime. In the experiment, sequences of current pulses are applied to the Josephson junction sample, while the voltage over the structure is monitored. The appearance of a voltage pulse to a single applied current pulse, being governed by the laws of quantum mechanics, is purely random. Starting from the D -optimality criterion we derive the optimal design for the estimation of the unknown parameters of the underlying Gumbel-type distribution. As a practical method for the measurements, we propose a sequential design that combines heuristic search for initial estimates and maximum likelihood estimation. The design presented has immediate applications in the area of superconducting electronics, implying faster data acquisition. The experimental results presented confirm the usefulness of the method.     

福费廷服务的法律思考

福费廷是一种新兴的以无追索权为特点的国际融资服务项目。西方国家的绝大多数大银行都开展了此项业务,而我国银行和贸易商对此了解不多。中国在入世时承诺的五年过渡期即将结束,外资银行纷纷抢滩中国市场,凭借其丰富的管理经验和优质多样的服务品种积极争夺中国国内的优质客户,南京爱立信“倒戈”花旗银行便是例证。中国的银行业面临前所未有的严峻局面。福费廷的研究和利用能使中资银行在竞争中获得一席之地,更好地迎接挑战。     

新疆区际贸易逆差原因及对地区经济增长的影响分析

新疆长期区际贸易处于逆差,国际贸易由早期的逆差逐步转为顺差。新疆区际贸易逆差与该地区的要素禀赋优势、生产技术比较优势、市场比较优势和地理区位比较优势等因素有关。该文对于区际逆差额阻碍地区经济增长的程度进行定量分析,认为通过加快资源导向型向市场导向型转变,加快产业优势向企业竞争优势转变,以政府宏观调控为基础,培育大企业发展模式,加强国内交通运输线路合作等途径,能够改进新疆区际贸易逆差格局,促进地区经济发展的平衡。     

基于BOTDA技术的大体积混凝土梁水化热监测技术研究简

基于BOTDA技术的大体积混凝土水泥水化热监测方法是预先在大体积混凝土结构内部布设分布式温度传感光纤,使其能够感知混凝土内部的温度变化,最终获得整个混凝土内部的温度变化规律。通过对武汉某高架桥大体积混凝土桥墩横梁的温度监测实例分析,证明了分布式光纤实测桥墩横梁混凝土温度的真实可靠性;发现了混凝土内部温度场的变化规律;提出了加强混凝土在浇筑后12天内的养护工作,确保混凝土水化反应的正常进行,减小混凝土内外温度差,有利于减少由于温差产生的混凝土内部的温度裂缝,提高混凝土的施工质量。     

Constructing a Quality of Life Scale for Older Chinese People in Hong Kong (HKQoLOCP)

This paper reports a multi-stagestudy carried out between 1999 and 2001 whichaimed to develop an instrument to address theneed for a culturally relevant measure ofquality of life for Chinese older persons inHong Kong and similar communities. The firststage of the research involved a focus groupstudy conducted in August 1999 which it washoped would reflect how quality of life maybe interpreted by older persons themselves. Thenext stage, a content analysis of the focusgroups, enabled the construction of aquestionnaire containing over 100 items onvarious aspects of quality of life (QoL). Thequestionnaire was reviewed by a panel ofexperts and the items were refined and reducedto 86 to which were added a further 25 itemsfor socio-demographic background. This formedthe initial instrument. The final stage was avalidation study based on a representativecommunity survey, with a sample of 3,000respondents drawn for the research team by theCensus and Statistics Department of the HongKong Special Administrative Region (HKSAR)Government. The survey yielded 1,616 successfulinterviews with older persons aged 60 or above.The careful stratification of the sampleenabled us to say that subjects in all thestages of the survey had broadly similarcharacteristics to the general Hong Kongelderly population in sex and age distribution.After a rigorous process of validation, theresearch team recommended the adoption of bothan index and six domains for measuring HongKong older persons QoL. The new scale containsa total of 21 items which can be grouped intovarious domains: subjective well-being, with 4items; health with 5 items; interpersonalrelationships with 6 items; achievement-recognition with 4 items, finance and livingconditions (1 item each). The overall QoL scalehas a Cronbachs alpha of 0.72 with its domainsranging from 0.65 to 0.77 which indicates ahigh degree of statistical reliabilities. Thename recommended for the scale was Hong KongQuality of Life for Older Persons Scale-abbreviated as HKQoLOCP.     

关于增加农民收入若干问题的思考

本文深入分析了当前农民收入的现状:增幅连年下降,名义收入和实际收入持续减缓,收入增长更加困难,城乡居民收入和地区间收入差距拉大;探讨了制约农民收入增长的因素:农业结构不合理,经营性收入增长下降,生产经营分散,农产品科技含量较低,城市化滞后,农业发展环境恶劣,农产品产销脱节.据此提出了增加农民收入的对策和建议:狠抓结构调整,拓宽农民增收渠道;跳出"农"字,从非农领域寻找增收突破口;营造宽松环境,为增收提供各种便利;更新观念,大力发展个体私营经济,培植新的经济增长点;搞活农产品流通,促进产销衔接.     

Correlated and misclassified binary observations in complex surveys

Misclassifications in binary responses have long been a common problem in medical and health surveys. One way to handle misclassifications in clustered or longitudinal data is to incorporate the misclassification model through the generalized estimating equation (GEE) approach. However, existing methods are developed under a non-survey setting and cannot be used directly for complex survey data. We propose a pseudo-GEE method for the analysis of binary survey responses with misclassifications. We focus on cluster sampling and develop analysis strategies for analyzing binary survey responses with different forms of additional information for the misclassification process. The proposed methodology has several attractive features, including simultaneous inferences for both the response model and the association parameters. Finite sample performance of the proposed estimators is evaluated through simulation studies and an application using a real dataset from the Canadian Longitudinal Study on Aging.