辽宁省环境库兹涅茨曲线的实证研究

如何保持经济增长与环境保护之间的平衡,是东北地区实现可持续发展的关键。在考察辽宁省环境资源利用现状的基础上,根据辽宁省环境数据,以实证研究的方法验证了辽宁省环境库兹涅茨曲线的存在。辽宁省近些年来工业废气、工业粉尘和工业固体废弃物的排放都随人均国内生产总值的提高而呈上升趋势,环境治理形势不容乐观,环境状况的改善还需要政府、企业和民间组织的进一步共同努力和协作。     

汽轮发电机转子静挠度的多元统计分析

讨论了如何用多元线性回归分析的统计方法与有限元法相结合,计算发电机组转子的热应变、基础负载沉降及支承预诸因素影响下的静挠曲线。     

多股流换热器传递函数系数的理论确定方法

用数值模拟方法对一四股流板翅式换热器分别施加流量、进口温度的阶跃变化,获得其出口温度动态的响应曲线;用理论方法研究了其传染函数的系数,从而得到了四股流换热器的传递函数,并对其结果进行了分析,所得的四股流板翅式换热器的传递函数系数炎其自动控制试验提供了理论依据。     

AIN基片上重掺杂硼的多晶硅膜电阻率温度特性

研究了ＡｌＮ基片上重掺杂硼的多晶硅膜电阻率温度特性。实验发现,膜电阻率随温度变化呈现出从ＮＴＣ过渡到ＰＴＣ的Ｕ型特性,转折温度ＴＭ的位置依赖工艺条件的变化。理论分析表明：晶界势垒使膜电阻率在温度变化上存在一个极小值,极小值对应的转折温度正比于晶界势垒。     

Conditional expectation determination based on the J-process using Malliavin calculus applied to pricing American options

The aim of our paper is to elaborate a theoretical methodology based on the Malliavin calculus to calculate the following conditional expectation (P_t(X_t)|(X_s)) for s≤t where the only state variable follows a J-process [Jerbi Y. A new closed-form solution as an extension of the Black—Scholes formula allowing smile curve plotting. Quant Finance. 2013; Online First Article. doi:10.1080/14697688.2012.762458]. The theoretical results are applied to the American option pricing, consisting of an extension of the work of Bally et al. [Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. Monte Carlo Methods Appl. 2005;11-2:97–133], as well as the J-process (with additional parameters λ and θ) is an extension of the Wiener process. The introduction of the aforesaid parameters induces skewness and kurtosis effects, i.e. smile curve allowing to fit with the reality of financial market. In his work Jerbi [Jerbi Y. A new closed-form solution as an extension of the Black–-Scholes formula allowing smile curve plotting. Quant Finance. 2013; Online First Article. doi:10.1080/14697688.2012.762458] showed that the use of the J-process is equivalent to the use of a stochastic volatility model based on the Wiener process as in Heston's. The present work consists on extending this result to the American options. We studied the influence of the parameters λ and θ on the American option price and we find empirical results fitting with the options theory.     

Repetitive variable acceptance sampling plan for one-sided specification

In this paper, a variable repetitive group sampling plans based on one-sided process capability indices is proposed to deal with lot sentencing for one-sided specifications. The parameters of the proposed plans are tabulated for some combinations of acceptance quality levels with commonly used producer's risk and consumer's risk. The efficiency of the proposed plan is compared with the Pearn and Wu [Critical acceptance values and sample sizes of a variables sampling plan for very low fraction of defectives. Omega – Int J Manag Sci. 2006;34(1):90–101] plan in terms of sample size and the power curve. One example is given to illustrate the proposed methodology.     

Testing hypotheses for the growth curve model when the data are incomplete

Kleinbaum (1973) developed a generalized growth curve model for analyzing incomplete longitudinal data. In this paper the small sample properties of several related test statistics are investigated via Monte Carlo techniques. The covariance matrix is estimated by each of three non-iterative methods. The null and non-null distributions of these test statistics are examined.     

Semi-empirical likelihood inference for the ROC curve with missing data

The receiver operating characteristic (ROC) curve is one of the most commonly used methods to compare the diagnostic performance of two or more laboratory or diagnostic tests. In this paper, we propose semi-empirical likelihood based confidence intervals for ROC curves of two populations, where one population is parametric and the other one is non-parametric and both have missing data. After imputing missing values, we derive the semi-empirical likelihood ratio statistic and the corresponding likelihood equations. It is shown that the log-semi-empirical likelihood ratio statistic is asymptotically scaled chi-squared. The estimating equations are solved simultaneously to obtain the estimated lower and upper bounds of semi-empirical likelihood confidence intervals. We conduct extensive simulation studies to evaluate the finite sample performance of the proposed empirical likelihood confidence intervals with various sample sizes and different missing probabilities.     

Testing variance components in balanced linear growth curve models

It is well known that the testing of zero variance components is a non-standard problem since the null hypothesis is on the boundary of the parameter space. The usual asymptotic chi-square distribution of the likelihood ratio and score statistics under the null does not necessarily hold because of this null hypothesis. To circumvent this difficulty in balanced linear growth curve models, we introduce an appropriate test statistic and suggest a permutation procedure to approximate its finite-sample distribution. The proposed test alleviates the necessity of any distributional assumptions for the random effects and errors and can easily be applied for testing multiple variance components. Our simulation studies show that the proposed test has Type I error rate close to the nominal level. The power of the proposed test is also compared with the likelihood ratio test in the simulations. An application on data from an orthodontic study is presented and discussed.     

陕西省二氧化碳库兹涅茨曲线的形状、拐点与影响因素

以中国首批低碳试点地区——陕西省为研究对象,利用1978—2010年的时间序列数据,对人均二氧化碳排放的库兹涅茨曲线进行了经验估计,发现曲线形状为N型,两个拐点分别在人均GDP为3 370.31元和4 070.06元处。对影响人均二氧化碳排放的因素进行研究,利用迪式分解法进行短期分析,发现经济收入和能源消耗强度对人均二氧化碳的排放影响较大,而能源结构的影响很小;利用协整方程进行长期分析,结果表明,能源消耗强度、能源结构和第二产业结构对人均二氧化碳排放量的影响作用都比较大,其中最大的是能源结构。