Additive Outlier Detection and Estimation for the Logarithmic Autoregressive Conditional Duration Model

This study investigates the influences of additive outliers on financial durations. An outlier test statistic and an outlier detection procedure are proposed to detect and estimate outlier effects for the logarithmic Autoregressive Conditional Duration (Log-ACD) model. The proposed test statistic has an exact sampling distribution and performs very well, in terms of size and power, in a series of Monte Carlo simulations. Furthermore, the test statistic is robust to several alternative distribution assumptions. An empirical application shows that parameter estimates without considering outliers tend to be biased.     

An algorithm to compute the cdf of the product of two normal random variables

This paper provides a fortran algorithm that can be used to compute the cdf of the product of two normal distribution random variables. We also give references that provide mathematical properties, tables, and applications of this distribution     

Proportional Trapping-Removal Model with a Known Ratio

ABSTRACT

Population size estimator is derived for a proportional trapping-removal model with a known ratio between two sub-population sizes, and the corresponding asymptotic properties is obtained. The performance of the proposed estimator is checked via simulation studies and an example.     

汉语方言中的?音

?音在汉语方言中分布广泛,自西向东形成一条“?音走廊”.汉语方言的?音从音系结构上可分为音位型和音素型,从分布区域可分为核心区和非核心区.?音标应被纳入到国际音标表内,其发音方法和语音性质须得到准确定位.     

Note on sums of a random number of random variables with exponential family distributions

With the help of the result that exponential-type families are determined by their mean value functions it is shown that stochastic independence of the random variables S_N and N-S_N characterizes the Poisson and Bernoulli distributions simultaneously.     

Book review

W.G.Cochran: Sampling Techniques, 3rd. Ed. John Wiley & Sons, New York-Santa Barbara-London-Sydney-Toronto 1977. 428 S., £ 12.50; $21.50.

H.Toutenburg: Vorhersage in linearen Modellen. Akademie-Verlag, Berlin 1975, VIII, 176b S., 3 Tab., 28,– M.

O.Kallenberg: Random Measure. Akademie-Verlag, Berlin 1975; Academic Press, London 1976. 104 pp., 28,– M.     

PCB金手指表面变色研究(英文)

对印制电路板(PCB)金手指表面变色进行研究,通过对铜原子扩散的分析,解释了PCB金手指表面变色的原因,即铜原子扩散到PCB金手指表面而被氧化;另外,通过分析铜原子在PCB金手指表面的扩散的内在驱动力,并利用菲克定律结合实际条件得出铜在PCB金手指表面的扩散流量和浓度分布表达式,为在实际运用中防止铜原子在PCB金手指表面的扩散提供了理论依据。     

A Likelihood-Based Approximation to the Cumulative Distribution Function of the Noncentral t Distribution

Optimal designs for estimating the parameters and also the optimum factor combinations in multiresponse experiments have been considered by various authors. However, till date, in mixture experiments optimum designs have been studied only in the single response case. In this article, attempt has been made to investigate optimum designs for estimating optimum mixing proportions in a multiresponse mixture experiment.     

Efficient Estimation of Parameters of the Negative Binomial Distribution

In this article we investigate a class of moment-based estimators, called power method estimators, which can be almost as efficient as maximum likelihood estimators and achieve a lower asymptotic variance than the standard zero term method and method of moments estimators. We investigate different methods of implementing the power method in practice and examine the robustness and efficiency of the power method estimators.