On the power of durbin-watson statistic against fractionally integrated processes

This paper provides the theoretical explanation and Monte Carlo experiments of using a modified version of Durbin-Watson ( D W ) statistic to test an 1 ( 1 ) process against I ( d ) alternatives, that is, integrated process of order d, where d is a fractional number. We provide the exact order of magnitude of the modified D W test when the data generating process is an I ( d ) process with d E (0. 1.5). Moreover, the consistency of the modified DW statistic as a unit root test against I ( d ) alternatives with d E ( 0 , l ) U ( 1 , 1.5) is proved in this paper. In addition to the theoretical analysis, Monte Carlo experiments show that the performance of the modified D W statistic reveals that it can be used as a unit root test against I ( d ) alternatives.     

伦理研究的统计方法论初探

伦理学是研究人类道德生活的学科,运用统计方法分析伦理问题在伦理研究中起着重要的作用,将统计方法纳入伦理研究方法体系中并加以科学运用,必将提高伦理研究的广度、深度和精密度,推动伦理科学研究的发展。     

Estimating the association parameter for copula models under dependent censoring

Summary. Many biomedical studies involve the analysis of multiple events. The dependence between the times to these end points is often of scientific interest. We investigate a situation when one end point is subject to censoring by the other. The model assumptions of Day and co-workers and Fine and co-workers are extended to more general structures where the level of association may vary with time. Two types of estimating function are proposed. Asymptotic properties of the proposed estimators are derived. Their finite sample performance is studied via simulations. The inference procedures are applied to two real data sets for illustration.     

Tests of serial independence based on Kendall's process

The authors propose new rank statistics for testing the white noise hypothesis in a time series. These statistics are Cramér‐von Mises and Kolmogorov‐Smirnov functionals of an empirical distribution function whose mean is related to a serial version of Kendall's tau through a linear transform. The authors determine the asymptotic behaviour of the underlying serial process and the large‐sample distribution of the proposed statistics under the null hypothesis of white noise. They also present simulation results showing the power of their tests.     

韩中贸易不平衡问题和两国的立场

韩中贸易不平衡的问题影响两国贸易的进一步发展。这种不平衡的主要原因在于韩中进出口商品结构差异、投资带动进口以及增加贸易收支统计方法上的差异 ,鉴于上述情况和原因 ,两国应采取积极的措施 ,消除贸易收支统计方法上的差异 ,建立自由贸易区 ,促进韩中贸易健康发展。     

投资项目决策中的财务风险分析——以污水处理BOT项目为例

针对投资项目现金流的构成,分析各主要经济要素变化趋势,进行投资项目财务风险指标的模拟计算与统计分析,应用风险概率积分模型对项目财务风险进行度量,并根据投资商对风险的好恶程度,进行项目投资风险决策。     

国内美籍华裔文学研究论文分析(1980-2005)

本文对《中国期刊全文数据库》和《报刊资料索引》中收录的1980—2005年国内美籍华裔文学研究论文从年代分布、期刊分布、作者分布和主题分布等方面进行了统计分析。文章从论文的数量、质量、形式、主题、研究队伍等方面讨论美籍华裔文学研究的发展态势,指出,美籍华裔文学研究从80年代起经历了一个较为缓慢的过程,到本世纪走向成熟。研究者队伍、论文的内容、层次呈多样化,但目前还存在诸多空白需要填补。     

统计信息系统与统计信息技术

随着现代统计科学体系的不断完善和信息技术的快速渗透,统计信息系统已逐步成熟并普及,催生了统计信息技术研究领域。文章阐释了统计信息系统概念,并给出统计信息技术体系的基本框架。     

复正规矩阵的亚正定性

研究了复正规矩阵的亚正定性，给出了复矩阵之积为复亚正定矩阵的一系列充要条件，获得了一些新的结果；改进并推广了Ky Fan Taussky定理、Fejer定理等。     

体裁分析法与写作产出

语言学习是一个输入→吸收→输出的循环过程。吸收过程中大量的操练活动是确保有效输出的关键环节。文章试探讨写作教学中议论文体裁的范文输入及范文体裁分析操练方式能否帮助学习者的语篇图式结构从母语模式向目的语模式转换,并在写作中有效输出。