Generalized additive models for location, scale and shape

Summary.  A general class of statistical models for a univariate response variable is presented which we call the generalized additive model for location, scale and shape (GAMLSS). The model assumes independent observations of the response variable y given the parameters, the explanatory variables and the values of the random effects. The distribution for the response variable in the GAMLSS can be selected from a very general family of distributions including highly skew or kurtotic continuous and discrete distributions. The systematic part of the model is expanded to allow modelling not only of the mean (or location) but also of the other parameters of the distribution of y , as parametric and/or additive nonparametric (smooth) functions of explanatory variables and/or random-effects terms. Maximum (penalized) likelihood estimation is used to fit the (non)parametric models. A Newton–Raphson or Fisher scoring algorithm is used to maximize the (penalized) likelihood. The additive terms in the model are fitted by using a backfitting algorithm. Censored data are easily incorporated into the framework. Five data sets from different fields of application are analysed to emphasize the generality of the GAMLSS class of models.     

Temporal pattern in number of staff on sick leave: the effect of downsizing

Summary.  The pattern of absenteeism in the downsizing process of companies is a topic in focus in economics and social science. A general question is whether employees who are frequently absent are more likely to be selected to be laid off or in contrast whether employees to be dismissed are more likely to be absent for the remaining time of their working contract. We pursue an empirical and microeconomic investigation of these theses. We analyse longitudinal data that were collected in a German company over several years. We fit a semiparametric transition model based on a mixture Poisson distribution for the days of absenteeism per month. Prediction intervals are considered and the primary focus is on the period of downsizing. The data reveal clear evidence for the hypothesis that employees who are to be laid off are more frequently absent before leaving the company. Interestingly, though, no clear evidence is seen that employees being selected to leave the company are those with a bad absenteeism profile.     

一类混合指数型算子的一致逼近

主要讨论了一类混合指数型算子的一致逼近问题，并给出了逼近阶的估计和特征刻划。     

Weak disintegrability as a form of preservation of coherence

Summary Weak disintegrations are investigated from various points of view. Kolmogorov's definition of conditional probability is critically analysed, and it is noted how the notion of disintegrability plays some role in connecting Kolmogorov's definition with the one given in line with de Finetti's coherence principle. Conditions are given, on the domain of a prevision, implying the equivalence between weak disintegrability and conglomerability. Moreover, weak sintegrations are characterized in terms of coherence, in de Finetti's sense, of, a suitable function. This fact enables us to give, an interpretation of weak disintegrability as a form of “preservation of coherence”. The previous results are also applied to a hypothetical inferential problem. In particular, an inference is shown to be coherent, in the sense of Heath and Sudderth, if and only if a suitable function is coherent, in de Finetti's sense. Research partially supported by: M.U.R.S.T. 40% “Problemi di inferenza pura”.     

霍尔效应回转器

本文从理论上论证回转器是一种具有回转阻抗性能的传输元件,可用霍尔效应实现回转器。     

析我国刑法第十三条之规定

犯罪概念 ,大致上可以分为形式概念、实质概念及混合概念。我国刑法第十三条规定的是犯罪的混合概念 ,这一混合概念存在着逻辑上的缺陷 ,欠缺明确性和可操作性。文章就如何更为科学地定义犯罪 ,完善我国刑法第十三条作了初步探讨     

Statistik für bivariate gemischte Poisson–Prozesse am Beispiel der Kraftfahrthaftpflichtversicherung

Zusammenfassung: In diesem Artikel wird der Weg von einem univariaten gemischten Poisson–Prozess, der in vielen Bereichen zum Z?hlen von Ereignissen benutzt wird, zu einem bivariaten gemischten Poisson–Prozess aufgezeigt. Dazu werden einige Eigenschaften des bivariaten Prozesses angegeben. Im zweiten Teil der Arbeit wird gezeigt, wie mit Hilfe dieses Prozesses der übergang von einem herk?mmlichen Bonus–Malus–System in der Kraftfahrthaftpflichtversicherung zu einem Bonus–Malus–System mit Berücksichtigung der Schadenart beschritten werden kann. Dazu wird zuerst eine Modellprüfung der gegebenen Daten vorgenommen und sodann werden für verschiedene mischende Verteilungen die Verteilungsparameter gesch?tzt und Nettopr?mien angegeben sowie die Prognosegenauigkeit getestet.

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Summary: In this paper we show that the model of the bivariate mixed Poisson process arises in a natural way from the univariate mixed Poisson process, which is used in several areas for counting certain events. Furthermore we state some properties of the bivariate process. In the second part of the paper we illustrate how by means of the bivariate mixed Poisson process a bonus–malus system handling different types of accidents can be derived from the classical bonus–malus system in third–party liability insurance. To this end we first check the model on the given data and then estimate distribution parameters and compute net premiums for different mixing distributions as well as test the prediction probabilities.

* Vortrag am Dresdner Forum zur Versicherungsmathematik: Tarifierung in Erst- und Rückversicherung am 25. Juni 2004. Für die Unterstützung zu dieser Arbeit m?chte der Autor Lothar Partzsch, Klaus D. Schmidt (beide Dresden) und Friedemann Spies (München) recht herzlich danken.     

论大学生创新精神的培养

创新精神的培养是时代的要求 ,是深化教育改革推进素质教育的必然选择 ,文章从教师和教材、教学体制改革与素质教育、学生个性发展和非智力因素训练等方面 ,提出了培养大学生创新精神的基本思路     

论应用写作中的语篇思维模式

思维是写作过程运思阶段的核心 ,应用文的语言和结构是思维的外化形式 ,应用文体有特殊的语篇思维模式 ,本文认为大部分应用文体呈现出直线型语篇思维模式 ;并探讨了应用写作实践中常见的语篇思维模式的特点及相关思维能力的培养     

"沉"与"沈"、"間"与"閒"的历史演变

汉字与它记录的词,有的对应,有的不对应,其中的异体字,在使用过程中有分有合,情况相当复杂。本文以"沉"与"沈"、""与"""为例,探索这两组字的历史演变过程,揭示其发展演变的动因,提示阅读古籍时应注意的问题。