On the moment generating functions for integer valued random variables

Abstract

In this note, we give explicit expressions of moment generating functions for integer valued random variables in both univariate and multivariate cases, which extend the results obtained by Nadarajah and Mitov [Communications in Statistics–Theory and Methods, 32, 2003, 47–60] and more recently by Chakraborti, Jardim and Epprecht [The American Statistician, 2017], Kwong and Nadarajah [Communications in Statistics–Theory and Methods, 2017]. Some examples are also discussed.     

Combinatoric classification of multivariate normal variates

Consider classifying an n × I observation vector as coming from one of two multivariate normal distributions which differ both in mean vectors and covariance matrices. A class of dis-crimination rules based upon n independent univariate discrim-inate functions is developed yielding exact misclassification probabilities when the population parameters are known. An efficient search of this class to select the procedure with minimum expected misclassification is made by employing an algorithm of the implicit enumeration type used in integer programming. The procedure is applied to the classification of male twins as either monozygotic or dizygotic.     

A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties

This paper considers modelling of a non‐stationary bivariate integer‐valued autoregressive process of order 1 (BINAR(1)) where the cross‐dependence between the counting series is formed through the relationship of the current series with the previous‐lagged count series observations while the pair of innovations is independent and marginally Poisson. In addition, this paper proposes a generalised quasi‐likelihood (GQL) estimating equation based on the exact specification of the mean score and the auto‐covariance structure. The proposed approach is also compared with other popular techniques such as conditional maximum likelihood (CML), generalised least squares (GLS) and generalised method of moment (GMM) based on simulated data from the proposed BINAR(1). Moreover, the model is applied to weekly series of day and night road accidents arising in some regions of Mauritius and is compared with other existing BINAR(1) models.     

上市公司会计信息披露的现状及理性思考

分析了我国上市公司信息披露的现状及存在的主要问题,认为其产生原因在于利益诱惑,低廉违规成本,法规不够健全完善,从业人员素质及道德水平较低。同时,对改善我国上市公司信息披露现状措施的可行性加以探讨。     

外资并购我国上市公司模式分析

本文主要分析现阶段外资并购我国上市公司所采用的模式,主要包括协议收购非流通股等七大模式。并对将来可能出现的新模式做出合理的预测,例如委托书收购等。     

上市公司收购的基本原则刍议

上市公司收购的基本原则应当包括信息披露原则和公司股东平等待遇原则。基于各国政策取向的不同,在上市公司收购的基本原则上也各有倾向和侧重,并进一步影响了其在此问题上侧重点不同的具体制度设计。     

客户对上市公司内部审计职能需求分析

上市公司内部审计的客户包括经营管理者、审计委员会、高级管理层、供应者、顾客、投资者、外部管制者、外部审计师。针对以上客户对内部审计的不同需求,上市公司内部审计的基本职能是保证和咨询服务。保证服务包括财务审计、业绩审计、快速反应审计,咨询服务包括评价服务、便捷服务、纠正服务。     

论上市公司监事提名制度之完善

监事提名制度属于任免制度的核心内容之一 ,分为提名权享有主体和提名对象资格两部分。德国、法国、日本、韩国和台湾省都详细规定了监事提名制度 ,与之相比我国监事提名制度非常粗糙。因此 ,应借鉴这些经验 ,对我国监事提名制度加以完善     

我国独立董事薪酬制度的法律思考

独立董事制度在我国的完善和发展,需要突破对许多具体制度的设计,其中一个经常被忽略的实质问题就是独立董事的薪酬制度。在我国建立完善独立董事薪酬制度的重要性极其突出,对其具体制度的设计也成为完善独立董事制度的难点。我们必须充分考虑报酬激励对独立董事独立性的影响,同时保持其所获利益与其独立性之间的平衡。     

创业板上市公司股权激励对公司绩效的影响研究

在创业板上市公司中,采用股权激励来提高企业管理效率的现象越来越普遍。创业板上市公司在实施股权激励之后,业绩也会发生显著的变化。在公司规模、资产负债率、营业收入增长率和无形资产比例相同的情况下,实施股权激励的公司业绩会随着管理层持股比例的增加而增长,随着管理层持股比例的减少而降低,这两者存在正相关关系。