Statistical inference for a relaxation index of stochastic dominance under density ratio model

Stochastic dominance is usually used to rank random variables by comparing their distributions, so it is widely applied in economics and finance. In actual applications, complete stochastic dominance is too demanding to meet, so relaxation indexes of stochastic dominance have attracted more attention. The π index, the biggest gap between two distributions, can be a measure of the degree of deviation from complete dominance. The traditional estimation method is to use the empirical distribution functions to estimate it. Considering the populations under comparison are generally of the same nature, we can link the populations through density ratio model under certain condition. Based on this model, we propose a new estimator and establish its statistical inference theory. Simulation results show that the proposed estimator substantially improves estimation efficiency and power of the tests and coverage probabilities satisfactorily match the confidence levels of the tests, which show the superiority of the proposed estimator. Finally we apply our method to a real example of the Chinese household incomes.     

Regression modelling of interval censored data based on the adaptive ridge procedure

A new method for the analysis of time to ankylosis complication on a dataset of replanted teeth is proposed. In this context of left-censored, interval-censored and right-censored data, a Cox model with piecewise constant baseline hazard is introduced. Estimation is carried out with the expectation maximisation (EM) algorithm by treating the true event times as unobserved variables. This estimation procedure is shown to produce a block diagonal Hessian matrix of the baseline parameters. Taking advantage of this interesting feature in the EM algorithm, a L0 penalised likelihood method is implemented in order to automatically determine the number and locations of the cuts of the baseline hazard. This procedure allows to detect specific areas of time where patients are at greater risks for ankylosis. The method can be directly extended to the inclusion of exact observations and to a cure fraction. Theoretical results are obtained which allow to derive statistical inference of the model parameters from asymptotic likelihood theory. Through simulation studies, the penalisation technique is shown to provide a good fit of the baseline hazard and precise estimations of the resulting regression parameters.     

两种文学经典的夹缝中——中国现当代文学的文化语境

文学史的发展进程总是伴随着对某些文学经典的评价的变化,以及塑造出各个时代不同的文学经典的过程。对于中国现当代文学而言,一个非常突出的境况是,它有着两种不同类型的文学经典:一种源于时间差异的传统,另一种源于空间距离的异域,两种不同经典对于文学有着不同的诉求,而这种矛盾所形成的张力构成了中国文学在近代以来内部发展的动因。同时还应看到,两种文学经典在作为中国文学引导力量的另一面,则是两种经典本身也是被当下的文学创作和评价体制所规范。透过对于文学经典的分析,可以看到文学发展状况的一个侧面。     

A simple two-step procedure using the Fellegi–Sunter model for frequency-based record linkage

The widely used Fellegi–Sunter model for probabilistic record linkage does not leverage information contained in field values and consequently leads to identical classification of match status regardless of whether records agree on rare or common values. Since agreement on rare values is less likely to occur by chance than agreement on common values, records agreeing on rare values are more likely to be matches. Existing frequency-based methods typically rely on knowledge of error probabilities associated with field values and frequencies of agreed field values among matches, often derived using prior studies or training data. When such information is unavailable, applications of these methods are challenging. In this paper, we propose a simple two-step procedure for frequency-based matching using the Fellegi–Sunter framework to overcome these challenges. Matching weights are adjusted based on frequency distributions of the agreed field values among matches and non-matches, estimated by the Fellegi–Sunter model without relying on prior studies or training data. Through a real-world application and simulation, our method is found to produce comparable or better performance than the unadjusted method. Furthermore, frequency-based matching provides greater improvement in matching accuracy when using poorly discriminating fields with diminished benefit as the discriminating power of matching fields increases.     

中国权证市场认购权证的价格偏误研究

使用Black-Scholes模型对中国权证市场上发行的认购权证进行了研究。研究表明,总体上权证的市场价格高于其模型价格80.38%(历史波动率参数的B/S模型)和140.50%(E-GARCH波动率参数的B/S模型);另一方面,随着时间的推移,市场价格和模型价格之间的偏误有减小的趋势。此外,研究还发现,2006年底至今,部分认购权证的市场价格不仅低于其模型价格,而且低于其价格下限。这似乎违反了无套利原则,但中国市场交易机制的限制(股票卖空限制、股票T 1交易机制)使得这一现象得以较长时间存在。当权证的市场价格低于其价格下限时,在特定的情况下,套利交易可以进行。     

价值工程在合理质量分析中的应用

阐述了价值工程在合理质量分析中应用的意义,论述了不同质量成本模型对质量价值分析的指导意义和适用性,并运用价值工程方法寻找质量价值最优点,以及对传统质量成本区域划分进行改进,给出了价值分析同效益分析相结合的最佳质量水平区间。     

互联网环境下的企业商业模式概念和定位研究

为了理解商业模式与已有企业理论和概念的关系,完善对商业模式的认识,首先从研究商业模式与企业战略的关系出发,确定了商业模式在企业中的定位;然后通过与数据库设计层次的类比分析,更加明晰了企业规划与运作层次以及商业模式的概念与作用.     

饭店类上市公司财务危机预警研究

财务危机预警分析正在成为企业提高管理水平的重要工具。我国上市饭店企业数量减少,经济效益总体差强人意。企业出现危机能够通过财务信息反映出来,将逻辑回归预警模型引入饭店企业管理中,有助于企业建立相应的预警应对机制,及时采取措施,以减少或消除财务危机带给企业的危害,提高上市饭店企业的竞争力。     

智能网络化实验教学平台的构建与实现

简要阐述了网络化实验教学平台的研究背景,围绕网络化实验教学平台构建、实验教学管理、实验教学模式和实验教学的实施等方面进行了探讨.其建设成效提高了仪器设备的利用率,降低了实验教学成本.     

Misspecification of a binary dependent variable in the logistic model controlling for the repeated longitudinal measures

Many medical applications are interested to know the disease status. The disease status can be related to multiple serial measurements. Nevertheless, owing to various reasons, the binary outcome can be measured incorrectly. The estimators derived from the misspecified outcome can be biased. This paper derives the complete data likelihood function to incorporate both the multiple serial measurements and the misspecified outcome. Owing to the latent variables, EM algorithm is used to derive the maximum-likelihood estimators. Monte Carlo simulations are conducted to compare the impact of misspecification on the estimates. A retrospective data for the recurrence of atrial fibrillation is used to illustrate the usage of the proposed model.