联立方程计量经济学模型的结构识别

本文提出了联立方程计量经济学模型结构识别的概念与方法。应用该方法识别模型与统计数据无关,并且与模型参数的具体数值也无关,对计量经济学建模与分析有实际意义.     

具有非线性时滞的双曲型微分方程解振动的充分条件

给出具有非线性时滞的双曲型微分方程定解问题２ｕｔ２＝ａ（ｔ）Δｕ＋ｓｉ＝１ａｉ（ｔ）Δｕ（ｘ，ｔ－ρｉ（ｔ））－ｆ（ｘ，ｔ，ｕ）－ｋｊ＝１ｇｊ（ｘ，ｔ，ｕ（ｘ，ｔ－σｊ）），ｕ＝０，（ｘ，ｔ）∈Ω×〔０，∞），其中（ｘ，ｔ）∈Ω×（０，∞）的解振动的几个充分条件．     

Some characterizations of discrete distributions based on weak records

Let X ₁, X ₂,... be iid random variables (rv's) with the support on nonnegative integers and let (W _n , n≥0) denote the corresponding sequence of weak record values. We obtain new characterization of geometric and some other discrete distributions based on different forms of partial independence of rv's W _n and W _n+r —W _n for some fixed n≥0 and r≥1. We also prove that rv's W ₀ and W _n+1 —W _n have identical distribution if and only if (iff) the underlying distribution is geometric.     

一类广义(2+1)维非自治长短波方程的整体光滑解的存在唯一性

利用先验估计和Galerkin方法,研究了非线性广义耗散(2+1)维非自治长短波方程在H4per(Ω)×H3per(Ω)上光滑解的整体存在唯一性.     

中国上市公司监事会规模和构成的影响因素

理论分析表明,监事会规模及构成内生于公司风险。文章构建联立方程模型实证考察了监事会规模和构成的影响因素,在控制了内生性和制度因素影响后发现：公司经营范围、监督收益对监事会规模和职工监事比例有显著正向影响;监督成本、管理者权力对监事会规模和职工监事比例有显著负向影响。还发现：在控制了监事会规模和构成的影响因素后,监事会规模和职工监事比例与公司风险并没有统计意义上的相关性,表明监事会未能有效发挥降低公司风险的治理作用。因此,加强监事会能力建设,推进公司治理体系和治理能力现代化,仍将是中国公司治理改革努力的方向。     

Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data

We consider the problem of variable selection in high-dimensional partially linear models with longitudinal data. A variable selection procedure is proposed based on the smooth-threshold generalized estimating equation (SGEE). The proposed procedure automatically eliminates inactive predictors by setting the corresponding parameters to be zero, and simultaneously estimates the nonzero regression coefficients by solving the SGEE. We establish the asymptotic properties in a high-dimensional framework where the number of covariates p_n increases as the number of clusters n increases. Extensive Monte Carlo simulation studies are conducted to examine the finite sample performance of the proposed variable selection procedure.     

一类椭圆型方程广义解的Holder连续性

本文证明了下面方程的广义解ｕ∈（ａ，Ｇ）∩Ｌ∞（Ｇ）在Ｇ的Ｈｏｌｄｅｒ连续性。关于Ａ和Ｂ，要求满足如下的结构不等式。     

关于一类发展方程Hamilton正则形式的实现

本文首先利用前人的重要结论巧妙地给出了一类发展方程Hamilton正则形式规范化的实现步骤;其次,对特殊三阶Hamilton算子确定的发展方程化为正则形式做了进一步的推广;最后,通过3个算例验证了本文方法的可行性。     

A Characterization of the Normal Family of Distributions Based on the Bias of the Maximum Likelihood Estimator

This paper characterizes the family of Normal distributions within the class of exponential families of distributions, via the structure of the bias of the maximum likelihood estimator Θ _n of the canonical parameter Θ . More specifically, when E _θ ( Θ n ) – Θ = (1/ n ) Q ( Θ ) + o (1/ n ), the equality Q ( Θ ) = 0 proves to be a property of the Normal distribution only. The same conclusion is obtained for the one-dimensional case bt assuming that Q ( Θ ) is a polynomial of Θ .