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.     

Spectral Estimation of Covolatility from Noisy Observations Using Local Weights

We propose localized spectral estimators for the quadratic covariation and the spot covolatility of diffusion processes, which are observed discretely with additive observation noise. The appropriate estimation for time‐varying volatilities is based on an asymptotic equivalence of the underlying statistical model to a white‐noise model with correlation and volatility processes being constant over small time intervals. The asymptotic equivalence of the continuous‐time and discrete‐time experiments is proved by a construction with linear interpolation in one direction and local means for the other. The new estimator outperforms earlier non‐parametric methods in the literature for the considered model. We investigate its finite sample size characteristics in simulations and draw a comparison between various proposed methods.     

Nonparametric Shrinkage Estimation for Aalen's Additive Hazards Model

Aalen's nonparametric additive model in which the regression coefficients are assumed to be unspecified functions of time is a flexible alternative to Cox's proportional hazards model when the proportionality assumption is in doubt. In this paper, we incorporate a general linear hypothesis into the estimation of the time‐varying regression coefficients. We combine unrestricted least squares estimators and estimators that are restricted by the linear hypothesis and produce James‐Stein‐type shrinkage estimators of the regression coefficients. We develop the asymptotic joint distribution of such restricted and unrestricted estimators and use this to study the relative performance of the proposed estimators via their integrated asymptotic distributional risks. We conduct Monte Carlo simulations to examine the relative performance of the estimators in terms of their integrated mean square errors. We also compare the performance of the proposed estimators with a recently devised LASSO estimator as well as with ridge‐type estimators both via simulations and data on the survival of primary billiary cirhosis patients.     

Sequential estimation problems for negative exponential populations

The literature on sequential estimation problems for negative exponential populations has been reviewed here, We attempt to bring in all the published and unpublished materials known to us in a fairly coherent fashion. Both the concepts and theoretical findings are discussed.     

Testing for exponentiality against monotone failure rate average alternatives

We propose a test for exponentiality against the class of non-exponential distributions having monotone failure rate averages. The test statistic, which is a U-statistic and hence asymptotically normally distributed, is much simpler than its competitors yet compares favorably with them in efficiency and power comparisons.     

城市人口密度、国内市场规模与就业增长

我国经济“高增长、低就业”现象的原因在于我国贸易成本过高，国内市场规模较少。解决我国就业问题的关键在于减少行政干预，顺应市场要求，促进人口在空间上的适度集中，提高人口密度，提高消费效率，扩大市场规模。应进一步完善城乡一体的户籍制度，完善整合城乡劳动力市场，提高要素流动能力等。     

非物质文化遗产综合评价体系构想

系统阐明了建立非物质文化遗产综合评价体系的目的与意义,认为应该在非物质文化遗产保护工作中科学决策,以提高管理工作效率,促进理论研究。在分析非物质文化遗产特点的基础上提出了综合评价体系的基本原则、步骤、方法,明确表述了建立非物质文化遗产综合评价体系的整体思路与框架。     

巧妙利用小组合作学习实现英语单元复习的高效性

比起形式丰富多彩的新授课,学生经常感到复习课枯燥乏味。为了激发学生的学习热情,在英语单元复习课上,采用小组合作学习的方式,引导学生开展各种各样的游戏和竞赛活动,使学生在宽松、愉悦的学习氛围中成功地将知识内化吸收,从而实现英语单元复习的高效性。     

近二十余年魏晋南北朝少数民族与汉族交融史研究综述

按照少数民族与汉族间相交融的发展轨迹及其特点——冲撞、交流、融合等方面进行研究综述。     

带权重约束的DEA超效率评价模型及其应用研究

针对产学研协同创新项目的相对效率比较问题,数据包络分析（DEA）法是比较有效的数量分析方法。但DEA法所构建的优化模型中,由于约束条件没有充分考虑评价指标体系内部指标之间客观存在的内在权重大小信息,从而导致模型过分强调了评价单元的投入产出特征差异,甚至出现了原本非常重要的指标其权重却为0的不合理现象。本文提出DEMATEL法和数据包络分析法有机结合的思想,将运用DEMATEL法获得的指标之间内在的权重大小信息,纳入DEA法非阿基米德无穷小量ε限制的CCR模型及其超效率模型的约束条件,创新模型的可行域,构建了权重约束型ε-CCR模型和超效率ε-CCR模型。并以美国2014-2015年度国家科学基金会产学研合作研究中心发布的年度报告数据,对美国71个以高校为主导的产学研协同创新中心的相对效率进行了实证分析。实证结果显示,权重约束型超效率ε-CCR模型比没有权重约束的超效率ε-CCR模型更有效,不仅能对多个评价单位进行全排序,而且能克服无权重约束的超效率ε-CCR模型存在的评价结果不合理现象。这些结果有助于进一步推动DEA法的理论创新和应用推广,并能为多投入多产出项目的决策提供新的方法,使实际问题决策更合理更科学。