Efficiency of schemes of sampling from the inverse gaussian-weibull mixture model

The objective of this paper is to study the efficiency of sampling schemes suggested by Hosmer(1973), termed models Ml and M2, relative to the regular random sampling, termed model MO, when samples are drawn from a population having the Inverse Gaussian-Weibull (IG-W) mixture distribution.

It has been shown that whether the efficiency is based on relative variances of the maximum likelihood estimates (ML,E's) of the components of the vector of parameters or on the generalized variances of the MLE's of that vector, Hosmer's models Ml or M2 perform better than model MO.     

内陆地区劳动力逆工资趋向流动的博弈分析

内陆地区劳动力逆工资趋向流动与“民工荒”是两个不同的问题,为了厘清该问题出现的内在机理,运用序贯博弈和嵌套博弈的相关理论,采用近20年来相关最低工资标准和平均工资水平的统计数据,结合中国劳动力流动的历史阶段性和制度性背景,经过两个阶段的博弈推导,认为现阶段和未来劳动力流动方向的纳什均衡首先取决于政府选择“改善”民生的政策成本与其收益的权衡,其次取决于劳动力对除工资之外其他因素的评价,后者是子博弈完美均衡的直接决定因素。     

三次产业就业结构“逆”升级研究——以黑龙江省为例简

我国社会经济发展过程中,部分地区随着经济增长和工业化的深入,三次产业产值结构升级的同时．三次产业就业结构却出现“逆”升级的现象,黑龙江省甚为典型。她兼具老工业基地和农业大省之双重身份。只有关注政府的主导作用,通过经济结构和所有制结构的调整,催生和激发相关产业以及新兴产业的发展,提高收纳就业能力,推进农业剩余劳动力转移,才能使就业结构转换遵循客观经济规律。     

关于Fuzzy等价矩阵作为传递闭包逆问题的解

给出了Fuzzy等价矩阵作为传递闭包逆问题的解的定义 ,证明了其解的存在性 ,并给出了求解的具体方法     

FFT快速整序算法的对比、改进及实现

提出了一种改进的用于基2的FFT整序算法。改进算法对逆序表的生成进行改进,同时给出另一种数据交换的方案。首先,将顺序号分成组号和组员两部分,采用两个数组存储各组号及组员的数,以(0,2,1,3)为初始逆序表,利用已知组员与组号对应的逆序号的大小关系,求出任意更高阶的逆序表。其次,在数据交换时,避免了常规整序中顺序号与逆序号的比较运算。在Windows操作系统下编制了相关算法的C++程序,比较了运行效率,实验表明,改进算法效率最高。     

Stratified Case-Cohort Analysis of General Cohort Sampling Designs

Abstract.  It is shown that variance estimates for regression coefficients in exposure-stratified case-cohort studies (Borgan et al ., Lifetime Data Anal., 6, 2000, 39–58) can easily be obtained from influence terms routinely calculated in the standard software for Cox regression. By allowing for post-stratification on outcome we also place the estimators proposed by Chen ( J. R. Statist. Soc. Ser. B , 63, 2001, 791–809) for a general class of cohort sampling designs within the Borgan et al. 's framework, facilitating simple variance estimation for these designs. Finally, the Chen approach is extended to accommodate stratified designs with surrogate variables available for all cohort members, such as stratified case-cohort and counter-matching designs.     

一种求解偏微分方程反问题的正则化方法

成功地解决了由双侧向测深、浅视电阻率同时反演地层真电阻率和等效侵入带直径问题，建立了可靠的反演算法，此算法的最主要优点在于它不依赖于初值的选择，因而是真正具有工程实用价值的算法，完全满足测井解释的要求。     

Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes

Abstract.  Expressions for (absolute) moments of generalized hyperbolic and normal inverse Gaussian (NIG) laws are given in terms of moments of the corresponding symmetric laws. For the (absolute) moments centred at the location parameter μ explicit expressions as series containing Bessel functions are provided. Furthermore, the derivatives of the logarithms of absolute μ -centred moments with respect to the logarithm of time are calculated explicitly for NIG Lévy processes. Computer implementation of the formulae obtained is briefly discussed. Finally, some further insight into the apparent scaling behaviour of NIG Lévy processes is gained.     

Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling

The normal inverse Gaussian distribution is defined as a variance-mean mixture of a normal distribution with the inverse Gaussian as the mixing distribution. The distribution determines an homogeneous Lévy process, and this process is representable through subordination of Brownian motion by the inverse Gaussian process. The canonical, Lévy type, decomposition of the process is determined. As a preparation for developments in the latter part of the paper the connection of the normal inverse Gaussian distribution to the classes of generalized hyperbolic and inverse Gaussian distributions is briefly reviewed. Then a discussion is begun of the potential of the normal inverse Gaussian distribution and Lévy process for modelling and analysing statistical data, with particular reference to extensive sets of observations from turbulence and from finance. These areas of application imply a need for extending the inverse Gaussian Lévy process so as to accommodate certain, frequently observed, temporal dependence structures. Some extensions, of the stochastic volatility type, are constructed via an observation-driven approach to state space modelling. At the end of the paper generalizations to multivariate settings are indicated.     

Model-free variable selection

Summary.  The importance of variable selection in regression has grown in recent years as computing power has encouraged the modelling of data sets of ever-increasing size. Data mining applications in finance, marketing and bioinformatics are obvious examples. A limitation of nearly all existing variable selection methods is the need to specify the correct model before selection. When the number of predictors is large, model formulation and validation can be difficult or even infeasible. On the basis of the theory of sufficient dimension reduction, we propose a new class of model-free variable selection approaches. The methods proposed assume no model of any form, require no nonparametric smoothing and allow for general predictor effects. The efficacy of the methods proposed is demonstrated via simulation, and an empirical example is given.