Best monotone M‐estimators

The author shows how to find M‐estimators of location whose generating function is monotone and which are optimal or close to optimal. It is easy to identify a consistent sequence of estimators in this class. In addition, it contains simple and efficient approximations in cases where the likelihood function is difficult to obtain. In some neighbourhoods of the normal distribution, the loss of efficiency due to the approximation is quite small. Optimal monotone M‐estimators can also be determined in cases when the underlying distribution is known only up to a certain neighbourhood. The author considers the e‐contamination model and an extension thereof that allows the distributions to be arbitrary outside compact intervals. His results also have implications for distributions with monotone score functions. The author illustrates his methodology using Student and stable distributions.     

混合拟单调系统的全局渐近稳定性

本文引进混合单调流和单调拟合流的概念,利用单调流理论研究混合拟单调系统,对于合作、竞争和捕食一被捕食三种关系并存的生态系统,我们得到其共生状态全局渐近稳定的判别准则.     

奥氏带改进INA法的系統稳定性証明

利用Ostrowski带(下称奥氏带)来改善INA法(逆乃氏阵列法)是多变量控制系统设计中一种熟知的方法,但这种方法对系统稳定性的影响在一般的书籍和文献中却未给出证明,本文对这个稳定性问题提出一种证明,其主要结论是用INA法设计的稳定系统,再按奥氏带的位置改变一个反馈系数后,只要改变后的反馈值不侵犯奥氏带,系统的稳定性就不致被破坏,也即系统仍然稳定。     

地震荷载作用下钢筋混凝土安全壳的可靠性分析

对秦山核电站的钢筋混凝土安全壳进行了地震可靠性分析．结构系统极限破坏的可靠度采用稳定构形法（ＳＣＡ）和三维有限元法的应力分析（ＦＥＭ）来估计．结构系统的破坏定义为所有可能的稳定构形破坏事件的交集．用２ＳＳＥ地震作为输入地震荷载．地面运动假设为具有田治见洪－金井清谱的零平均平稳高斯过程．基于在不同峰地面加速度下计算的条件破坏概率，给出了系统极限状态的破坏概率以及初始屈服时的年破坏概率．     

基于进化博弈的专利联盟形成研究

专利联盟作为高新技术产业发展的主导范式,对技术标准的建立有重要的作用。但是多数情况下提高社会福利的联盟却难以形成,这就是所谓专利联盟的形成困境问题。从专利权人的有限理性和重复博弈角度分析专利联盟的形成,分别建立对称和非对称专利联盟形成的进化博弈模型,得到不同条件下的进化稳定策略,并探讨影响联盟形成的条件和因素。研究结果表明,专利联盟更容易在弹性高、竞争激烈的市场环境中形成;与事实标准建立以后相比,在事前组建的专利联盟形成可能性更大;通过多方途径保护和提高加入联盟的专利权人的利润,同时抑制阻碍联盟的专利权人的利润,是促进联盟形成的关键;与专业R&D企业相比,纵向一体化企业有更强的动机加入联盟。健全和完善相关法规及配套服务对联盟形成也是有益的。     

把高校建成传播先进文化的坚强阵地

如何才能把高校建成传播先进文化的坚强阵地,这既是一个理论问题,也是一个实践问题.首先,必须深刻认识高校文化建设的战略意义,始终坚持先进文化发展的前进方向.其次,必须抓住关键,发挥学生的主体作用和教师的主导作用.同时,必须加强领导,齐抓共管,课堂内外,全面渗透,从而营造具有浓厚文化氛围的育人环境,使高校成为传播先进文化的坚强阵地.     

Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations

We investigate transition law between consecutive observations of Ornstein–Uhlenbeck processes of infinite variation with tempered stable stationary distribution. Thanks to the Markov autoregressive structure, the transition law can be written in the exact sense as a convolution of three random components; a compound Poisson distribution and two independent tempered stable distributions, one with stability index in (0, 1) and the other with index in (1, 2). We discuss simulation techniques for those three random elements. With the exact transition law and proposed simulation techniques, sample paths simulation proves significantly more efficient, relative to the known approximative technique based on infinite shot noise series representation of tempered stable Lévy processes.     

Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator

Abstract

We define the delayed Lévy-driven continuous-time autoregressive process via the inverse of the stable subordinator. We derive correlation structure for the observed non-stationary delayed Lévy-driven continuous-time autoregressive processes of order p, emphasizing low orders, and we show they exhibit long-range dependence property. Distributional properties are discussed as well.     

Local Estimation of the Conditional Stable Tail Dependence Function

We consider the local estimation of the stable tail dependence function when a random covariate is observed together with the variables of main interest. Our estimator is a weighted version of the empirical estimator adapted to the covariate framework. We provide the main asymptotic properties of our estimator, when properly normalized, in particular the convergence of the empirical process towards a tight centred Gaussian process. The finite sample performance of our estimator is illustrated on a small simulation study and on a dataset of air pollution measurements.     

高校意识形态安全维护长效机制探究

高校意识形态安全对维护国家意识形态安全,保证中国特色社会主义办学方向,培养合格的社会主义建设者和可靠接班 人意义深远。西方意识形态渗透、国内安全教育低效、思想观念传播途径广泛等给高校意识形态安全维护带来了巨大的挑战, 全面构建和完善高校意识形态安全防控机制、应急机制、保障机制无疑是维护高校长治久安的应有之义。