Asymptotic tests and monte carlo studies associated with the multiplicative interaction model

Several authors have proposed approximations to percentage points required for testing certain hypotheses associated with the multiplicative interaction model. Alternative approximations based on the asymptotic joint distribution of the characteristic roots of a noncentral Wishart matrix are proposed in this paper. The type I error rates of the resulting tests and the existing procedures are then compared using Monte Carlo methods.     

Umvu estimation for the cumulative hazard function in a pareto distribution of the first kind

The uniformly minimum variance unbiased estimator of the cumulative hazard function in the Pareto distribution of the first kind is derived. The variance of the estimator is also obtained in an analytic form, and for some cases its values are compared numerically with mean square errors of the maximum likelihood estimator.     

On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion

In this paper, estimates QP dispersion matrix and its functions are compared based on generalized Pitman nearness criterion, Various Iosa functions are considered for the purpose. Locally superior estimates are defined and obtained. Comparison of these estimates are made with other standard ones. It is snown that within certain classes, defined in the paper, these are the best estimatcrs ia the generalized Fitman nearness sense     

Difference-based Methods for Truncating the Singular Value Decomposition

Given a noisy time series (or signal), one may wish to remove the noise from the observed series. Assuming that the noise-free series lies in some low-dimensional subspace of rank r, a common approach is to embed the noisy time series into a Hankel trajectory matrix. The singular value decomposition is then used to deconstruct the Hankel matrix into a sum of rank-one components. We wish to demonstrate that there may be some potential in using difference-based methods of the observed series in order to provide guidance regarding the separation of the noise from the signal, and to estimate the rank of the low-dimensional subspace in which the true signal is assumed to lie.     

Latin American convergence and divergence towards the mortality profiles of developed countries

It is uncertain whether Latin America and Caribbean (LAC) countries are approaching a single mortality regime. Over the last three decades, LAC has experienced major public health interventions and the highest number of homicides in the world. However, these interventions and homicide rates are not evenly shared across countries. This study documents trends in life expectancy and lifespan variability for 20 LAC countries, 2000–14. By extending a previous method, we decompose differences in lifespan variability between LAC and a developed world benchmark into cause-specific effects. For both sexes, dispersion of amenable diseases through the age span makes the largest contribution to the gap between LAC and the benchmark. Additionally, for males, the concentration of homicides, accidents, and suicides in mid-life further impedes mortality convergence. Great disparity exists in the region: while some countries are rapidly approaching the developed regime, others remain far behind and suffer a clear disadvantage in population health.     

中国能源消费的CO_2排放变动及其驱动因素分析

结合中国CO2排放的现状,运用改善的因素分解方法,就中国CO2排放变动的影响因素进行定性与定量的分析,研究结果认为：经济增长是促进能耗增长与CO2排放逐年增长的主导因素,而且这一作用还呈逐年增长的发展趋势;能源结构调整并未起到节能减排的作用,以煤为主的能源结构是导致CO2排放快速增长的原因之一;技术进步与产业结构调整是实现节能减排目标的主要因素。其中,能源技术进步减排效应最大。2020年减排目标的实现,关键在于推动节能技术进步,淘汰落后产能,推动重点领域节能减排;重点是控制煤炭消费的快速增长,以及能源结构与产业结构的双重优化。     

会计制度与税务制度差异的研究

由于企业会计制度与税务制度所规范的对象和目的不同,会计核算和税务核算之间始终存在着一定的差异。我国现行的会计制度,在会计核算原则、会计政策及会计核算实务等方面都与现行的税务制度存在着较大的差异,而这些差异很可能会导致国家税源的流失,并容易引起征纳双方的纠纷,造成纳税调整增多,甚至不能正确地确认纳税人权益,也给企业避税创造了机会。因此,应加快我国税收制度的改革,减少会计制度与税务制度的差异,确保会计核算的准确性和企业依法纳税。     

噪声背景下提取调制信息的改进奇异值分解技术

在介绍现有奇异值分离技术基本原理及其在故障诊断中的应用的基础上，研究了利用信号时间序列重构的吸引子轨迹矩阵奇异值分布特征与信号特征的关系，引入自相关函数定量计算重构矩阵的延时步长，改进了现有算法，使得吸引子轨迹矩阵的重构更加合理。研究表明该方法能在强噪声背景下提取出所需的调制信号，并成功用于齿轮箱调制故障信号的提取。     

机构投资者竞争与市场信息效率

投资主体机构化已逐渐成为全球金融市场的一个显著特征。在此背景下,可利用赫芬达尔指数构建一个新的机构投资者竞争度指标,并深入考察机构投资者竞争程度对市场效率的影响。基于2003--2011年的沪深两市数据,我们发现,机构投资者竞争越激烈,市场信息效率越高,这体现在如下方面：股价行为更接近随机游走;股票高频买卖价差更小;公司盈余公告后的股价漂移程度明显降低。相关研究得出的结论有清晰的政策含义,即我国监管部门应该大力推动机构投资者的发展,通过理性投资者对信息的竞争和利用,使得市场价格更充分吸收市场信息,从而使得信息效率与定价效率得以提高。     

PREDICTION OF THE FINITE POPULATION DISTRIBUTION FUNCTION UNDER GAUSSIAN SUPERPOPULATION MODELS

This article considers optimal prediction of the finite population distribution function under Gaussian superpopulation models, which allows auxiliary prior information to be incorporated into the estimation process. Large sample approximations for the variance of the optimal predictors are derived in some special important cases. A small scale Monte Carlo study illustrates comparisons between the optimal predictor and some others which are proposed in the literature. The conclusion is that the optimal predictor can be considerably more efficient in situations where the normal superpopulation model is adequate.