ADJUSTING RESIDUALS IN ESTIMATION OF DISPERSION EFFECTS

This paper studies a method of adjusting the ordinary least squares residuals, when estimating and comparing dispersions, at various levels of factors in a replicated factorial experiment. Using a general dispersion model, theoretical results demonstrate the benefits of the method of adjusting residuals. An illustrative example is included.     

A general robustness property of rank correlations

Rank correlations are shown to be generally robust in the sense that the tests for independence, which they naturally define, have weakly equicontinuous error probabilities. The ordinary sample correlation coefficient is not robust in this respect.     

海峡西岸主体经济区产业结构合理性实证研究

改革开放三十年来,作为海峡西岸主体经济区的福建省产业结构经过了一番调整,这番调整优化了福建产业结构,促进了福建经济增长。通过对福建省产业间比例分析、产业技术关联分析,得出福建省产业结构基本合理的结论。同时指出第一产业发展相对滞后的情况,结合协整分析和误差修正模型,给出了一些政策建议。     

On familial Poisson mixed models with multi-dimensional random effects

When a generalized linear mixed model with multiple (two or more) sources of random effects is considered, the inferences may vary depending on the nature of the random effects. In this paper, we consider a familial Poisson mixed model where each of the count responses of a family are influenced by two independent unobservable familial random effects with two distinct components of dispersion. A generalized quasilikelihood (GQL) approach is discussed for the estimation of the dispersion components as well as the regression effects of the model. A simulation study is conducted to examine the relative performance of the GQL approach as opposed to a simpler method of moments. Furthermore, the GQL estimation methodology is illustrated by using health care utilization data that follow a Poisson mixed model with one component of dispersion and by using simulated asthma data that follow a Poisson mixed model with two sources of random effects with two distinct components of dispersion.     

Distance-Based Measures of Association with Applications in Relating Hyperspectral Images

We propose a distance-based method to relate two data sets. We define and study some measures of multivariate association based on distances between observations. The proposed approach can be used to deal with general data sets (e.g., observations on continuous, categorical or mixed variables). An application, using Hellinger distance, provides the relationships between two regions of hyperspectral images.     

A new space–time multivariate approach for environmental data analysis

Air quality control usually requires a monitoring system of multiple indicators measured at various points in space and time. Hence, the use of space–time multivariate techniques are of fundamental importance in this context, where decisions and actions regarding environmental protection should be supported by studies based on either inter-variables relations and spatial–temporal correlations. This paper describes how canonical correlation analysis can be combined with space–time geostatistical methods for analysing two spatial–temporal correlated aspects, such as air pollution concentrations and meteorological conditions. Hourly averages of three pollutants (nitric oxide, nitrogen dioxide and ozone) and three atmospheric indicators (temperature, humidity and wind speed) taken for two critical months (February and August) at several monitoring stations are considered and space–time variograms for the variables are estimated. Simultaneous relationships between such sample space–time variograms are determined through canonical correlation analysis. The most correlated canonical variates are used for describing synthetically the underlying space–time behaviour of the components of the two sets.     

有先行者优势的确定性网络

提出了一个确定性网络模型.模型考虑了新生成节点有不同的强弱状态,用节点度刻画节点的强弱,即强节点的度比较大.通过解析计算,得到了网络的特征系数,其特点是幂律度分布、大集聚系数和幂律簇度相关性,即模型生成了一个无标度层次网络.认为网络是无标度的是由于其生成方式上的特点,越早生成的节点拥有的度越大,这与BA(Barabási-Albert)无标度网络生长方式相似.如果节点度代表了个体拥有的资源、能力及社会关系等,那么越早生成的节点度越大,恰好对应于占先策略,即先行者优势.     

矩阵A的中心化子可表成A的方阵多项式的充要条件

n阶矩阵A的中心化子C(A) ={B∈Pn×n|AB =BA} ,P[A] ={f(A)∈Pn×n|f(x)∈P[x] } 本文给出了C(A) =P[A] ,即A的中心化子可表成A的矩阵多项式的充要条件     

地方可持续发展与规范化服务型政府建设

可持续发展能力是地方可持续发展系统内各要素对发展的支撑与保障能力,包括经济发展能力、社会发展能力、资源供应能力及对环境质量的控制能力。规范化服务型政府建设通过转变政府职能,明确政府角色定位,为地方可持续发展提供良好的主体,从而提升地方可持续发展能力。     

Multivariate Stochastic Volatility: A Review

The literature on multivariate stochastic volatility (MSV) models has developed significantly over the last few years. This paper reviews the substantial literature on specification, estimation, and evaluation of MSV models. A wide range of MSV models is presented according to various categories, namely, (i) asymmetric models, (ii) factor models, (iii) time-varying correlation models, and (iv) alternative MSV specifications, including models based on the matrix exponential transformation, the Cholesky decomposition, and the Wishart autoregressive process. Alternative methods of estimation, including quasi-maximum likelihood, simulated maximum likelihood, and Markov chain Monte Carlo methods, are discussed and compared. Various methods of diagnostic checking and model comparison are also reviewed.