Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances

The problem of simultaneous estimation of normal means is considered when variances are unequal and the loss is sum of squared errors. Minimaxity or non-minimaxity of empirical Bayes estimators is investigated when the common prior distribution is given by normal one with mean 0. Minimaxity results for the case when the loss is a weighted sum of squared errors is also given. Monte Carlo simulation results are given to compare the risk behavior of the empirical Bayes estimator with those of other minimax ones.     

One‐Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root

This paper examines the problem of testing and confidence set construction for one‐dimensional functions of the coefficients in autoregressive (AR(p)) models with potentially persistent time series. The primary example concerns inference on impulse responses. A new asymptotic framework is suggested and some new theoretical properties of known procedures are demonstrated. I show that the likelihood ratio (LR) and LR^± statistics for a linear hypothesis in an AR(p) can be uniformly approximated by a weighted average of local‐to‐unity and normal distributions. The corresponding weights depend on the weight placed on the largest root in the null hypothesis. The suggested approximation is uniform over the set of all linear hypotheses. The same family of distributions approximates the LR and LR^± statistics for tests about impulse responses, and the approximation is uniform over the horizon of the impulse response. I establish the size properties of tests about impulse responses proposed by Inoue and Kilian (2002) and Gospodinov (2004), and theoretically explain some of the empirical findings of Pesavento and Rossi (2007). An adaptation of the grid bootstrap for impulse response functions is suggested and its properties are examined.     

钱钟书论神韵

"神韵"说是中国传统文艺理论中一个极其重要而又独特的理论体系。从《旧文四篇》到《谈艺录》再到《管锥编》,钱钟书一直没有停止过对这一问题的探讨。他一方面以现象学还原的方法,追本溯源,对"神韵"说的发展流变进行梳理和辨析;另一方面,为寻求共同的诗心文心,他又打通学科、时间、地域等的界限,化胡越为肝胆,从而使本身极具含混色彩的"神韵"说更为清晰的凸现出来。在寻求传统文论现代化转型和中西诗学对话的今天,钱钟书的辨析之心及其治学方法无疑给我们带来诸多启发。     

具有扩散的三种群捕食系统的持久性和周期解

讨论了一类具有扩散和比率依赖功能性反应的非自治三种群捕食者—食饵模型,运用Liapunov函数方法得到了该模型一致持久和全局渐近稳定的充分条件;并讨论了其周期系统正周期解的存在唯一性。     

均匀电场对池沸腾换热的影响分析

对均匀高压电场作用下平板池沸腾换热的强化效果进行了试验研究,发现在较低过热度的范围内电场对换热有明显的强化效果.场强越高,相同过热度对应的换热系数越高.在相同的场强下,强化系数随着热流密度的增加而减少.结合试验结果对电场强化沸腾换热的机制进行了分析.在热流密度较小的范围内,对流换热占主导地位,电场强化对流换热使壁面过热度大大下降,导致相应过热度下汽泡的平衡半径提高,因此,抑制了核态沸腾.随着热流密度的提高,汽泡的产生和运动成为影响换热的主要因素,此时过热度的变化不是很大,在相同的过热度下,电场可以减小汽泡的临界半径,使汽泡增多.在汽泡准备区,电场会影响汽泡的核化;在汽泡成长区,电场会影响汽泡的长大、变形和脱离;在非沸腾区,电场会影响单相流体的自然对流换热.     

Banach空间中的一类渐近正则映象

给出了Banach空间中一类渐近正则映象的不动点存在定理,推广了已有文献的结果.     

均匀系统物态方程的求法

本文归纳了热力学中求均匀系统物态方程的五种类型，并详细给出了每种类型的解法。     

Uniform validity of saddlepoint expansion on compact sets

This paper shows that Daniels's (1954) saddlepoint expansion for the density of a sample mean is, for all practical purposes, always uniformly valid on compact subsets in the interior of the domain of the mean. This uniform validity is the key for establishing the relation between the saddlepoint expansion for the density function and Lugannani and Rice's expansion for the tail probability, and for establishing the validity of a high-order asymptotic expansion for the density of a standardized mean.     

Inférence par les martingales pour des processus ponctuels à compensateur discontinu

L'auteur introduit un modèle d'intensité mutltiplicative généralisé pour les processus ponctuels à compensateur discontinu. Il en étudie l'inférence par les martingales et obtient un résultat de normalité asymptotique. Il applique ces résultats à l'estimateur de Nelson‐Aalen du taux de panne cumulé dans le cas de données de durée de vie censuées et de loi non nécessairement continues.     

A class of correlated weighted Poisson processes

In this paper, we propose new classes of correlated Poisson processes and correlated weighted Poisson processes on the interval [0,1], which generalize the class of weighted Poisson processes defined by Balakrishnan and Kozubowski (2008), by incorporating a dependence structure between the standard uniform variables used in the construction. In this manner, we obtain another process that we refer to as correlated weighted Poisson process. Various properties of this process such as marginal and joint distributions, stationarity of the increments, moments, and the covariance function, are studied. The results are then illustrated through some examples, which include processes with length-biased Poisson, exponentially weighted Poisson, negative binomial, and COM-Poisson distributions.