基于最大熵谱估计的机载雷达杂波抑制技术

在讨论机载雷达地面杂波的基础上，利用最大熵估计法对机载雷达杂波进行抑制，并引入了ｃｈｏｌｃｓｋｙ分解快速算法求解最大熵谱的ＡＲ模型参数。计算机模拟表明，基于最大熵谱估计的机载雷达杂波抑制技术有很高的谱分辨率，不仅能跟踪主杂波的频率位置而且能跟踪其谱宽度，因而具有较为满意的杂波对消化与改善因子。     

近代河南集市研究再思考

近代集市的发展不仅表现为数量方面的增加,也有集市数量不变而集市承载量增加的情况;考察集市分布密度以耕地面积为基础更有可比性,而且开市率的高低主要是人们传统习惯、人口规模、集市密度、商品化程度、经济发展状况等因素综合作用的结果,其中传统习惯对开市率的影响较大。     

Model diagnostics for smoothing spline ANOVA models

The author proposes some simple diagnostics for assessing the necessity of selected terms in smoothing spline ANOVA models. The elimination of practically insignificant terms generally enhances the interpretability of the estimates and sometimes may also have inferential implications. The diagnostics are derived from Kullback‐Leibler geometry and are illustrated in the settings of regression, probability density estimation, and hazard rate estimation.     

Goodness‐of‐fit methods for matched case‐control studies

The authors propose graphical and numerical methods for checking the adequacy of the logistic regression model for matched case‐control data. Their approach is based on the cumulative sum of residuals over the covariate or linear predictor. Under the assumed model, the cumulative residual process converges weakly to a centered Gaussian limit whose distribution can be approximated via computer simulation. The observed cumulative residual pattern can then be compared both visually and analytically to a certain number of simulated realizations of the approximate limiting process under the null hypothesis. The proposed techniques allow one to check the functional form of each covariate, the logistic link function as well as the overall model adequacy. The authors assess the performance of the proposed methods through simulation studies and illustrate them using data from a cardiovascular study.     

An affine‐invariant multivariate sign test for cluster correlated data

The author presents a multivariate location model for cluster correlated observations. He proposes an affine‐invariant multivariate sign statistic for testing the value of the location parameter. His statistic is an adaptation of that proposed by Randles (2000). The author shows, under very mild conditions, that his test statistic is asymptotically distributed as a chi‐squared random variable under the null hypothesis. In particular, the test can be used for skewed populations. In the context of a general multivariate normal model, the author obtains values of his test's Pitman asymptotic efficiency relative to another test based on the overall average. He shows that there is an improvement in the relative performance of the new test as soon as intra‐cluster correlation is present Even in the univariate case, the new test can be very competitive for Gaussian data. Furthermore, the statistic is easy to compute, even for large dimensional data. The author shows through simulations that his test performs well compared to the average‐based test. He illustrates its use with real data.     

Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models

ABSTRACT.  This paper develops a new contrast process for parametric inference of general hidden Markov models, when the hidden chain has a non-compact state space. This contrast is based on the conditional likelihood approach, often used for ARCH-type models. We prove the strong consistency of the conditional likelihood estimators under appropriate conditions. The method is applied to the Kalman filter (for which this contrast and the exact likelihood lead to asymptotically equivalent estimators) and to the discretely observed stochastic volatility models.     

中国人口性别结构的区域差异及演变动态分析

人口性别构成是影响人类婚姻、人口再生产的基本因素，也影响国家经济、政治、文化、教育等方面的发展，也是编制经济、文化、教育、科技、卫生、人民生活、劳动、城乡建设等发展规划的重要依据。同时对于中国当前正在进行的和谐社会建设也具有重要意义。利用中国五次人口普查资料及2005年1％人口抽样资料分析了中国总人口性别比演变动态及地理分布特征。表明：（1）中国在历史上是一个性别比偏高的国家，新中国总人口性别比呈下降趋势；（2）1953到2005年，年龄性别比曲线越来越平稳，性别比最高峰值呈现有低龄组向中龄组及高龄组转移的趋势；（3）各省区之间及城乡之间的性别结构差异由大变小；（4）山区性别比高于平原。重工业城市高于其他城市。大城市高于小城市。     

A circular-cone test for testing homogeneity against a simple tree order

Several methods exist for the problem of testing the equality of several treatments against the one-sided alternative that the treatments are better than the control. These methods include Dunnett's test, Bartholomew's likelihood-ratio test, the Abelson-Tukey-Schaafsma-Smid optimal-contrast test, and the multiple-contrast test of Mukerjee, Robertson, and Wright. A new test is proposed based on an approximation of the likelihood-ratio test of Bartholomew. This test involves using a circular cone in place of the alternative-hypothesis cone. The circular-cone test has excellent power characteristics similar to those of Bartholomew's test. Moreover, it has the advantages of being simpler to compute and may be used with unequal sample sizes.     

Improved Monte Carlo inference for models with additive error

Some statistical models defined in terms of a generating stochastic mechanism have intractable distribution theory, which renders parameter estimation difficult. However, a Monte Carlo estimate of the log-likelihood surface for such a model can be obtained via computation of nonparametric density estimates from simulated realizations of the model. Unfortunately, the bias inherent in density estimation can cause bias in the resulting log-likelihood estimate that alters the location of its maximizer. In this paper a methodology for radically reducing this bias is developed for models with an additive error component. An illustrative example involving a stochastic model of molecular fragmentation and measurement is given.     

我国农村人口出生性别比偏高的动力机制研究

B超的滥用、强烈的男孩偏好以及对非法流产行为监控的失效共同构成我国出生性别比偏高的充要条件,三者中任一条件不满足都不可能出现出生性别比偏高。尽管B超发明和滥用前出生性别比并没有异常,但也不能说出生性别比偏高与受教育水平、传统文化等因素无关。事实上,这些因素通过影响男孩偏好和B超的可获得性而影响出生性别比。由此出发,促进出生性别比回复正常,短期内应标本兼治,以治标为主———坚决禁止B超的滥用,关键是加强立法和管理;长期内则必须治本———消除男孩偏好,关键是加速农村城市化。