Nonparametric kernel estimation of expected shortfall under negatively associated sequences

Abstract

In this article, Bahadur type expansions of a nonparametric kernel estimator for ES under NA sequences are given. The strong consistency and the uniformly asymptotic normality of the estimator are yielded from the Bahadur type expansions, while the convergence rates of the above asymptotic properties are also obtained. Moreover, the expectation, the variance and the mean squared error (MSE) of the estimator are given. Besides, the optimal bandwidth selection of this estimator is discussed. We point out that all above results are based on the NA sequences. Finally, we conduct numerical simulations and compare performances of some ES estimators.     

问答题自动评判技术的研究与实现

研究了问答题的自动评判问题,提出了基于问答题自身特点的计算机自动评判技术。该技术从答案表述方式和关键词及逻辑关系来实现计算机的自动评判,使系统具有更好的灵活性、智能性和准确性,更加符合考试评卷的要求。     

Suppressing marginal totals from a two-dimensional table to protect sensitive information

The technique of data suppression for protecting sensitive information in a two-dimensional table from exact disclosure raises the computational problems of testing a given table of censored data for security, and searching for a secure suppression pattern of minimum size for a given table. We provide a polynomial security test to solve the former problem, and prove that the latter problem is intractable in the general case, but can be solved in linear time in the special case in which only sensitive cells are to be protected.     

Outlier detection in contingency tables using decomposable graphical models

For high-dimensional data, it is a tedious task to determine anomalies such as outliers. We present a novel outlier detection method for high-dimensional contingency tables. We use the class of decomposable graphical models to model the relationship among the variables of interest, which can be depicted by an undirected graph called the interaction graph. Given an interaction graph, we derive a closed-form expression of the likelihood ratio test (LRT) statistic and an exact distribution for efficient simulation of the test statistic. An observation is declared an outlier if it deviates significantly from the approximated distribution of the test statistic under the null hypothesis. We demonstrate the use of the LRT outlier detection framework on genetic data modeled by Chow–Liu trees.     

灰色斜率相似关联度研究及其应用

根据灰色关联分析的基本思想,基于灰色斜率关联度的计算模型,提出了一种新的灰色斜率相似关联度计算模型,它满足相似性。该计算模型充分利用了序列在各个时点的信息和正、负相关性,得出的关联分析结果比较客观可靠。实例分析表明：该模型简单,且具有良好的应用性。     

广义KDV-MKDV方程的精确解

利用直接积分方法将广义KDV-MKDV方程化为一阶变系数非线性常微分方程组,然后用待定系数法确定相应的常数获得了广义KDV-MKDV方程新的精确解;利用先作假设变换后选取试探函数的方法来直接构造广义KDV-MKDV方程新的精确解.     

声频定向扬声器DSB算法的谐波失真

依据一种新型扬声器——声频定向扬声器的基本工作原理,从理论上给出了DSB算法中调制系数对输出信号谐波失真影响的详细推导过程;并指出调制系数越小,失真度越小,但带来的负面效应是小的调制系数将使输出的信号功率相应变小。在此基础上,指出DSB算法本身存在一个12dB/倍频程的频率响应倾斜,在设计声频定向扬声器时必须采用算法预处理或换能器频响设计的方法对其进行补偿,以获得较好的声音保真效果。     

一种加工精密小孔的工艺方法

本文介绍了一种加工直径在Φ10m m 以下、尺寸精度要求为H7 - H8 级小精孔的方法.本工艺适合于单件小批零件的加工,具有工艺简单、效率高的特点.     

杜甫研究应讲求谨严治学——为纪念杜甫逝世1230周年而作

杜甫研究在中国古代文学研究中堪称显学，一千二百年来杜甫研究成果的大量涌现，学术史的内容空前繁复与丰多，成就是主要的，缺憾也在所难免。本文就当前杜甫研究界的现状，提出杜甫研究中讲求谨严治学的必要性和迫切性。     

企业管理系统与管理重点的匹配研究--轻管理视角下的管理山坡模型案例研究

通过轻管理视角下的管理山坡模型案例研究,提出管理的山脚、山腰、山顶不同管理需求层次应该采取的高效管理、规范管理、文化管理等3类不同的管理方法,并总结出具有实操性的管理的山脚阶段的梯形管理系统、管理的山腰阶段的不规则管理系统、管理的山顶阶段的倒梯形管理系统的主要特点和应用要点,为企业管理系统和管理重点匹配提出了具体解决方法。