Lorenz ordering of order statistics from log-logistic and related distributions

This paper obtains Lorenz ordering relationships among order statistics from log-logistic samples of possibly different sizes. Some results extend other families including the Lomax, Burr III and Burr XII distributions.     

JOR迭代法的收敛性

基于双严格对角占优的概念,针对线性方程组在求解时常用的JOR迭代方法,给出了JOR迭代矩阵谱半径新的上界及迭代法的收敛性准则,不仅适用于严格对角占优矩阵,还适用于双严格对角占优矩阵类,对相应迭代阵谱半径的估计更精确且扩大了JOR方法收敛参数的选取范围,并用数值例子说明了所给结果的优越性。     

对角优势化的实現

对角优势化是INA法的关键。本文对对角优势化问題进行了直接研究。给出了可实现条件和关于计算特征值的降阶方程的定理。最后,讨论了一种简便而有效的局部补偿方法。     

关于封闭式投资基金投资理念的实证分析

首先构建一个衡量个股受封闭式投资基金关注程度的指标——关注度，由关注度确定基金重点关注股；随后，构建了基金主导度指标来衡量单只基金在整个封闭式投资基金中的主导程度。并基于以上两点，对我国封闭式投资基金的投资理念在目前我国证券市场的框架内进行了实证分析。     

A TEST FOR THE NONPARAMETRIC TWO SAMPLE SCALE PROBLEM

We propose a distribution-free test for the nonparametric two sample scale problem. Unlike the other tests for this problem, we do not assume that the two distribution functions have a common median. We assume that they have a common quantile of order a (not necessarily 1/2). The test statistic is a modification of the Sukhatme statistic for the scale problem and the Wilcoxon-Mann-Whitney statistic for stochastic dominance. It is shown that the new test is uniformly more efficient (in the Pitman sense) than the Sukhatme test and has very good efficiency when compared to the Mood test.     

理论基尼系数及其社会福利含义的讨论

 内容提要：尽管关于基尼系数的经验估计与研究异常丰富,但是对于基尼系数的理论含义一直缺乏严格的推导。本文试图从收入分布函数的定义出发,严格探讨基尼系数的理论含义和性质,以澄清一些关于基尼系数的误解。本文认为,最优的基尼系数值不可能从基尼系数的定义本身找到答案,必然牵涉到关于社会福利的价值判断。此外,一旦得到具体的收入分布函数,基尼系数的计算可以通过分布函数的参数估计来实现,因此本文最后给出了产生收入分布函数以及计算基尼系数的一种简单法则。     

边疆地区农村贫困程度的测度与模拟分析——以新疆维吾尔自治区为例

利用2000-2009年新疆农村收入分组数据,首先计算历年新疆农村FGT贫困指数,分析新疆农村贫困程度的变化情况;其次对新疆农村FGT贫困指数进行分解,探讨经济增长、收入分配和贫困线变动对新疆农村贫困程度的影响;最后模拟分析各个贫困指标对贫困线变动的敏感程度。研究结果表明：新千年开始后新疆农村贫困程度变化具有一定的阶段性特点,大体经历了大幅下降、平缓变动、小幅上扬三个阶段;FGT贫困指数分解后发现,各期影响因素作用不一,经济增长的减贫效应最为明显,收入分配状况的改善或者恶化产生了不一样的减贫作用,贫困线上调最明显的效应是新疆农村贫困面扩大;模拟贫困线上调后发现各贫困指标对贫困线较小幅度的变动具有较高的敏感性。新疆农村的贫困问题比较复杂,最近有进一步加重的趋势,尤其是最贫困人口的境况需要获得更多的关注,基于此提出了相关政策建议。     

基于随机占优准则的医疗服务质量提升研究

我国医疗服务一直存在供给不平衡不充分的问题,如何掌握居民的多样化医疗服务需求、以利用有限资源较大幅度地提升医疗服务供给满意度成为发展新阶段的重要课题。依据边际效用递减规律:有限资源投入最紧迫的用途获得效用最大,提出一种基于随机占优准则的医疗服务质量评价研究方法:首先,编写网络爬虫程序获取居民发布的对医疗服务供给质量进行评价的文本,使用数据挖掘模型从文本中提取出居民多样的医疗服务需求;其次,构建医疗服务领域的情感词典,使用情感分析技术计算居民对医疗服务供给质量的情感倾向;最后,利用随机占优准则构建医疗服务随机占优程度矩阵,比较得出医疗服务优化方面的优先排序,为改进医疗服务供给质量提供指导。利用好大夫在线平台的数据,验证所提出的方法的可行性和有效性,结果表明,所提方法能够挖掘出影响居民满意度的医疗服务质量因素,并能为我国医疗服务质量的提升做出决策指导。在后续分析中发现,诊疗效果是居民最在意的医疗服务要素,作为案例的四家医院中有三家医院都需要在这方面做出改进,而另一家医院则更需要在与患者的沟通技巧和能力上做出优化。文章所提方法具有较强实用性和可迁移性,为提升我国医疗服务质量提供了参考和支撑。     

Managerial dominance and audit committee independence in Spanish corporate governance

The purpose of this paper is to analyse whether the independence of audit committees is affected by the degree of control exerted by managers over the board of directors. Results from a sample of 75 listed Spanish companies show that the majority of firms that voluntarily adopted an audit committee between 1998 and 2001, made an effort to guarantee their independence from management. The degree of independence is shown to be determined by the proportion of inside directors on the board, the same person holding both the CEO and board chairperson positions, and the level of management ownership. These findings may have political implications because existing regulations do not limit the presence of inside directors on audit committees. The presence of inside directors may compromise effectiveness, turning audit committees into instruments of management to provide the appearance of monitoring.

Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing

The Lorenz curve describes the wealth proportion for an income-ordered population. In this paper, we introduce a kernel smoothing estimator for the Lorenz curve and propose a smoothed jackknife empirical likelihood method for constructing confidence intervals of Lorenz ordinates. Extensive simulation studies are conducted to evaluate finite sample performances of the proposed methods. A real dataset of Georgia professor’s income is used to illustrate the proposed methods.