An R2criterion based on optimal predictors

Abstract: The predictor that minimizes mean-squared prediction error is used to derive a goodness-of-fit measure that offers an asymptotically valid model selection criterion for a wide variety of regression models. In particular, a new goodness-of-fit criterion (cr²) is proposed for censored or otherwise limited dependent variables. The new goodness-of-fit measure is then applied to the analysis of duration.     

Some mixed orthogonal arrays obtained by orthogonal projection matrices

The method of orthogonal decomposition of projection matrices is used to construct mixed orthogonal arrays of strength two. Several series of tight orthogonal arrays are constructed by using difference schemes. This method is also used to obtain some new 72-run, 100-run, and 108-run orthogonal arrays.     

Statistical aspects of linkage analysis in interlaboratory studies

This paper investigates statistical issues that arise in interlaboratory studies known as Key Comparisons when one has to link several comparisons to or through existing studies. An approach to the analysis of such a data is proposed using Gaussian distributions with heterogeneous variances. We develop conditions for the set of sufficient statistics to be complete and for the uniqueness of uniformly minimum variance unbiased estimators (UMVUE) of the contrast parametric functions. New procedures are derived for estimating these functions with estimates of their uncertainty. These estimates lead to associated confidence intervals for the laboratories (or studies) contrasts. Several examples demonstrate statistical inference for contrasts based on linkage through the pilot laboratories. Monte Carlo simulation results on performance of approximate confidence intervals are also reported.     

Developments and new dimensions in econometrics

Summary This special issue of the Journal of the German Statistical Society presents 14 papers with surveys on the development and new topics in econometrics. The articles aim to demonstrate how German econometricians see the discipline from their specific view. They briefly describe the main strands and emphasize some recent methods.     

基于嵌入式系统的家庭病床远程医疗服务系统

提出了一个由ARM系列微处理器S3C44B0X与MC35 GPRS模块构成的家庭病床远程医疗系统.介绍了S3C44B0X及MC35的性能特点、系统的组成原理,以及主要外围接口电路的设计和软件设计架构,给出了GPRS模块的软件配置方法.经过实验测试表明,系统在实际中取得了良好的效果.     

On the appropriateness of inappropriate VaR models

Summary The Value-at-Risk calculation reduces the dimensionality of the risk factor space. The main reasons for such simplifications are, e. g., technical efficiency, the logic and statistical appropriateness of the model. In Chapter 2 we present three simple mappings: the mapping on the market index, the principal components models and the model with equally correlated risk factors. The comparison of these models in Chapter 3 is based on the literature on the verification of weather forecasts (Murphy and Winkler, 1992; Murphy, 1997). Some considerations on the quantitative analysis are presented in the fourth chapter. In the last chapter, we present empirical analysis of the DAX data using XploRe. We acknowlege the support of Deutsche Forschungsgemeinschaft, Sonderforschungsbereich 649 “Economic Risk”, MSM 0021620839 and 1K04018     

Unit root testing

Summary The occurrence of unit roots in economic time series has far reaching consequences for univariate as well as multivariate econometric modelling. Therefore, unit root tests are nowadays the starting point of most empirical time series studies. The oldest and most widely used test is due to Dickey and Fuller (1979). Reviewing this test and variants thereof we focus on the importance of modelling the deterministic component. In particular, we survey the growing literature on tests accounting for structural shifts. Finally, further applied aspects are addressed, for instance, how to get the size correct and obtain good power at the same time. We thank Mu-Chun Wang for producing the figures, and an anonymous referee for comments improving the presentation.     

电子商务B2C市场逆向物流的模式选择与管理

本文首先介绍了逆向物流的内涵以及电子商务环境下B2C市场的发展特点。在此基础上,对B2C市场可供选择的三个逆向物流模式进行了分析、比较,并对B2C电子商务市场中,逆向物流的管理提出了自己的一些见解。     

单脉冲雷达避开云层回波干扰的方法研究

单脉冲雷达发射和接收频率一致,这不可避免地带来了各种反射干扰.航天测控雷达具备针对周围近地反射回波干扰的避盲功能,但对常见的云层回波干扰却没有采取措施,造成雷达在多云或雨天执行任务时,容易受云层(包括云和降水粒子)回波干扰影响.该文对单脉冲雷达云层回波的成因、特征及其影响进行分析,提出航天测控任务中,单脉冲雷达如何躲避云层回波干扰影响的具体方法.