Semiparametric Inference Methods for General Time Scale Models

In this paper we consider semiparametric inference methods for the time scale parameters in general time scale models (Oakes, 1995, Duchesne and Lawless, 2000). We use the results of Robins and Tsiatis (1992) and Lin and Ying (1995) to derive a rank-based estimator that is more efficient and robust than the traditional minimum coefficient of variation (min CV) estimator of Kordonsky and Gerstbakh (1993) for many underlying models. Moreover, our estimator can readily handle censored samples, which is not the case with the min CV method.     

Parametric Modeling for Survival with Competing Risks and Masked Failure Causes

We consider a life testing situation in which systems are subject to failure from independent competing risks. Following a failure, immediate (stage-1) procedures are used in an attempt to reach a definitive diagnosis. If these procedures fail to result in a diagnosis, this phenomenon is called masking. Stage-2 procedures, such as failure analysis or autopsy, provide definitive diagnosis for a sample of the masked cases. We show how stage-1 and stage-2 information can be combined to provide statistical inference about (a) survival functions of the individual risks, (b) the proportions of failures associated with individual risks and (c) probability, for a specified masked case, that each of the masked competing risks is responsible for the failure. Our development is based on parametric distributional assumptions and the special case for which the failure times for the competing risks have a Weibull distribution is discussed in detail.     

城乡居民收入差距不合理因素分析及对策

城镇居民和农村居民的收入差距发生了本质变化城乡居民的显性收入差距不能确切反映实际收入差距;差距悬殊而且存在着非自然差距;超过了世界各国相同阶段所固有的水平;收入差距处在倒"U"型曲线的上升阶段.为缩小城乡居民收入差距,必须增加土地投资;保护和提高农民生产的积极性;进行农业产业结构调整;优化农村政策结构;发展教育,培养专业技术人才,加快贫困地区文化、技术和制度等资源开发;实现农业劳动力半转移.     

物流系统的可靠度及其优化研究

物流系统是一个由众多物流单元组成的大系统,它的可靠性程度对企业和社会的平稳运行有着重大的影响.本文在建立物流单元的可靠度及其度量方法基础上,研究了物流系统逻辑组成结构对系统可靠度的影响,并探讨了在有物流能力和可靠度约束的情况下,如何优化物流系统逻辑结构和物流成本的方法.     

A Goodness-of-Fit Test for Location-Scale Max-Stable Distributions

In this article, a technique based on the sample correlation coefficient to construct goodness-of-fit tests for max-stable distributions with unknown location and scale parameters and finite second moment is proposed. Specific details to test for the Gumbel distribution are given, including critical values for small sample sizes as well as approximate critical values for larger sample sizes by using normal quantiles. A comparison by Monte Carlo simulation shows that the proposed test for the Gumbel hypothesis is substantially more powerful than some other known tests against some alternative distributions with positive skewness coefficient.     

Finite nonparametric grach model for foreign exchange volatility

GARCH model has been commonly used to describe the volatility of foreign exchange returns, which typically depends on returns many lags before, While the GARCH model provides a simple geometric decaying structure for persistence in time, it restricts tiie impact of variables to Quadratic functions. A finite nonparametric GARCH model is proposed that allows the variables' impact to be a smooth function of any form. A direct local polynomial estimation method for this finite GARCH model is proposed based on results on proportional additive model, and is applied to the German Mark (DEM)/US Dollar (USD) daily returns data. Estimators uf both the decaying rate and the impact function are obtained. Diagnostics show satisfactory out-of-sampie prediction based on the proposed model, which helps to better understand the dynamics of foreign exchange volatility.     

Estimating the Structure of Agricultural Investment: A Stochastic- Coefficients Approach

Two approaches, a flexibie-accelerator model and a stochastic-coefficients alternative, are used to estimate the structure of aggregate agricultural investment. Structural estimates of the adjustment rates for each model differ. The stochastic-coefficients model, however, performs better in out-of-sample forecasting.     

内部控制与财务报告可靠性

高质量会计信息的基本特征应主要表现为可靠性。有效的内部控制能够合理保证财务报告的可靠性,内部控制的首要功能是维护财务报告可靠性,内部控制环境是影响财务报告的可靠性的重要因素。完善以财务报告内部控制为基础的内部控制,是新形势下会计管理工作贯彻落实科学发展观、走长期可持续发展道路的必然要求,是促进经济健康运行、规范资本市场秩序、完善现代企业制度的现实需要。     

基尼系数和泰尔熵指标的分解分析比较——以云南省17个少数民族地区的收入差距为例

基尼系数和泰尔熵指标都是衡量不平等性的重要指标,特别是它们的分解能进一步对不平等性进行因素分析。本文阐述了这两种指标对不平等性的刻画,并对它们的分解作了进一步的分析,最后结合同一组数据进行了实证比较分析。     

构建和谐社会中的收入分配问题

当前我国社会收入分配问题的症结不是在于基尼系数所表达的分配结果不均,而是在于机会不平等的过程中产生的分配不公。能否处理好不同范畴的收入分配问题,特别是因滥用公共权力引起的社会分配不公,则关系到改革、发展、稳定的大局。社会需要通过改革有效调整已经形成的社会收入分配格局,使之能够朝着公平、正义的方向演变,这是构建和谐社会中亟待解决的关键问题之一。