国民核算中链式指数序列编制方法、国际经验与借鉴

在国民核算中广泛地应用到各种指数序列,其中国际标准意义上的链式指数序列比定基指数序列具有明显的优势,因而受到越来越多国家统计机构的青睐和选择,但实践中该指数序列的编制仍面临着一些问题。基于此,详细探讨了国民核算中链式指数序列的编制方法,尤其是季度链式指数序列的编制方法,同时就其实践中存在的主要问题进行分析,并据此进行相关比较与国际实践经验的归纳与概括,可获得一些供中国国民核算中编制链式指数序列时加以参考的方法与经验。     

不同标准差估计方法下过程能力指数估计量的比较研究

估计量是统计推断的基础,通常无偏性是对一个好的估计量的基本要求。通过严格的数学推导,证明人们现在提出的过程能力指数（Cp）的估计量都是有偏的,且都有高估Cp的倾向;之后构造了Cp的两个无偏估计量;探讨了这两个无偏估计量的估计效率;最后通过试算和比较,认为当样本容量n较大,同时估计精度又不要求太高时,可直接使用p作为Cp的估计量;但在样本容量较小,或者对估计精度要求很高的场合,则必须选择p（D）作为Cp的估计量。     

A two-stage method for the estimation of global sensitivity indices of non-parametric models

This article aims to propose a method to effectively estimate global sensitivity indices under non-parametric models. The new method involves two stages. First, all the non-influential sensitivity indices are filtered out by an adjustive W-statistic test process with low cost, and then the remaining significant sensitivity indices are precisely estimated by an orthogonal array (OA) with large number of levels and low strength. The method avoids complicated prototype building and shows a much lower experimental cost. The performance of this method as well as comparisons with polynomial regression method, Gaussian Process (GP) method, and component selection and smoothing operator (COSSO) method are tested on three numerical models that are widely used in engineering and statistical areas. Finally, a real data example is analyzed.     

A comparison of species diversity estimators

Although having been much criticized, diversity indices are still widely used in animal and plant ecology to evaluate, survey, and conserve ecosystems. It is possible to quantify biodiversity by using estimators for which statistical characteristics and performance are, as yet, poorly defined. In the present study, four of the most frequently used diversity indices were compared: the Shannon index, the Simpson index, the Camargo eveness index, and the Pielou regularity index. Comparisons were performed by simulating the Zipf–Mandelbrot parametric model and estimating three statistics of these indices, i.e., the relative bias, the coefficient of variation, and the relative root-mean-squared error. Analysis of variance was used to determine which of the factors contributed most to the observed variation in the four diversity estimators: abundance distribution model or sample size. The results have revealed that the Camargo eveness index tends to demonstrate a high bias and a large relative root-mean-squared error whereas the Simpson index is least biased and the Shannon index shows a smaller relative root-mean-squared error, regardless of the abundance distribution model used and even when sample size is small. Shannon and Pielou estimators are sensitive to changes in species abundance pattern and present a nonnegligible bias for small sample sizes (<1000 individuals). Received: May 8, 1998 / Accepted: May 6, 1999     

Identifying traffic safety best practice: an application of DEA and Malmquist indices

DEA is used in this paper to investigate target achievements of the operational units of the Norwegian Public Roads Administration (NPRA) charged with traffic safety services. The DEA framework applied corresponds to a BCC model with a unique constant input, or equivalently, with no inputs. This framework is further extended to a DEA-based Malmquist index to measure productivity growth in target achievements. Finally, we use a bootstrapping method to ascertain confidence intervals for efficiency scores derived and to test hypotheses on the extent of productivity growth or regress. The mean efficiency scores by which targets are achieved across the sample years are in the range 0.81–0.93 and significant at the 5% level. Total productivity in target achievements shows progress with significance, on average at 7%. Much of the progress is attributed to technological progress. The results illustrate the usefulness of using a decomposable index for productivity measurement, and the use of bootstrapping for sensitivity tests.     

Using psychometric analysis to evaluate the construct validity and reliability of the Coping Response Indices

The Coping Response Indices developed by Billings and Moos (1984a) are frequently used in stress research in the social science and clinical fields. These indices were originally developed in a clinical setting using a conceptual process rather than psychometric methods. This study investigates the factorial structure of the Coping Response Indices scale using a nonclinical sample. Principal components analysis with varimax rotation yields three distinct dimensions within the scale. Considerable support is found for the conceptualization of the Coping Response Indices, as proposed by Billings and Moos. There is also some indication, however, that the conceptualization and measurement of the indices need further revision and testing, especially if they are to be used in social science research. Her research interests include economic strain, stress and coping, and child functioning in diverse family structures. She received her Ph.D. from Oregon State University. Her research focuses on vulnerable children and families, life-span caregiving issues, intergenerational relations, and prevention of child abuse and neglect. She received her Ph.D. from Oregon State University. Her research focuses on family resource management, work, stress, and families, and multiple role management. She received her Ed.D. from Utah State University.     

Fulton＇s猜想的另一种证法

讨论了带有耦合边界条件的自Sturm-Liouville问题．作为已有解决下标问题简单方法的应用，证明了Fulton’s猜想是正确的．     

On the complete convergence for randomly indexed partial sums and the limit behaviour of a sequence of quantiles

This note contains result on the complete convergence of randomly indexed partial sums of independent non-identically distributed random variables. We use them to investigate the limit behaviour of quantiles of a sample with a random numbers of items.     

区域金融综合竞争力的模糊曲线分析

针对目前区域金融研究现状的不足,建立了金融综合竞争力指标体系,将其分为显示性指标和解释性指标两部分,选取31个地区作为样本,运用主成分和因子分析法对各个区域的金融成长状况进行计量分析研究和排序,并在此基础上进行聚类分析,将全国31个省区分为7类;在解释性指标的模糊曲线分析中,选取设施力指标,通过分析得出该指标与金融综合竞争力存在显著相关关系.设施力对区域金融综合竞争力的解释力和贡献率较高,因此金融基础设施对金融的发展水平起着重要作用.     

A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks

Theoretical models of contagion and spillovers allow for asset-specific shocks that can be directly transmitted from one asset to another, as well as indirectly transmitted across uncorrelated assets through some intermediary mechanism. Standard multivariate Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models, however, provide estimates of volatilities and correlations based only on the direct transmission of shocks across assets. As such, spillover effects via an intermediary asset or market are not considered. In this article, a multivariate GARCH model is constructed that provides estimates of volatilities and correlations based on both directly and indirectly transmitted shocks. The model is applied to exchange rate and equity returns data. The results suggest that if a spillover component is observed in the data, the spillover augmented models provide significantly different volatility estimates compared to standard multivariate GARCH models.