Estimation and goodness-of-fit procedures for Farlie–Gumbel–Morgenstern bivariate copula of order statistics

In this study, we provide the Farlie–Gumbel–Morgenstern bivariate copula of rth and sth order statistics. The main emphasis in this study is on the inference procedure which is based on the maximum pseudo-likelihood estimate for the copula parameter. As for the methodology, goodness-of-fit test statistic for copulas which is based on a Cramér–von Mises functional of the empirical copula process is applied for selecting an appropriate model by bootstrapping. An application of the methodology to simulated data set is also presented.     

India's demand for international reserve and monetary disequilibrium: Reserve adequacy under floating regime

The main aim of this study is to investigate India's demand for international reserve by focusing on the role of national monetary disequilibrium and to present new benchmarks for assessing the adequacy of international reserves. We assessed India's position in terms of reserve adequacy and found that India is well placed and has sufficient stock of international reserves to meet the minimum adequacy requirements. Also, the results reveal that the central bank is holding substantial excess reserves and the related opportunity cost (1.5% of GDP) appears to be quite considerable. Further, the estimates of reserve demand function suggest that scale of foreign trade, uncertainty and profitability considerations play significant role in determining India's long-term reserve demand policies. More importantly, validating the monetary approach to balance of payment, our results show that national monetary disequilibrium does play a crucial role in short-run reserve movements. An excess of money demand (supply) induces an inflow (outflow) of international reserves with an elasticity of 0.56 which also implies that Reserve Bank of India responds to correct the domestic money market disequilibrium; and did not just leave it completely on the mercy of reserve inflows.     

Least squares estimation of varying‐coefficient hazard regression with application to breast cancer dose‐intensity data

To enhance modeling flexibility, the authors propose a nonparametric hazard regression model, for which the ordinary and weighted least squares estimation and inference procedures are studied. The proposed model does not assume any parametric specifications on the covariate effects, which is suitable for exploring the nonlinear interactions between covariates, time and some exposure variable. The authors propose the local ordinary and weighted least squares estimators for the varying‐coefficient functions and establish the corresponding asymptotic normality properties. Simulation studies are conducted to empirically examine the finite‐sample performance of the new methods, and a real data example from a recent breast cancer study is used as an illustration. The Canadian Journal of Statistics 37: 659–674; 2009 © 2009 Statistical Society of Canada     

Towards expenditure rules and fiscal sanity in the euro area

The study demonstrates the key role of expenditure policies in explaining fiscal developments during EMU in the euro area, its three largest members and four “macro-imbalances” countries. It compares actual primary expenditure trends with those that would have prevailed if countries had followed neutral policies based on expenditure rules since the start of EMU. Moreover, the implications for debt trends are calculated. Results show that all sample countries except Germany applied expansionary expenditure policies already before the crisis. Consequently, expenditure and debt paths were much higher compared to a counterfactual neutral expenditure stance. Rule-based expenditure policies could have led to much safer fiscal positions much more in line with the EU's Stability and Growth Pact. An empirical analysis of the determinants of countries’ expenditure stance confirms the need for stronger fiscal rules and institutions in the euro area.     

浅析中国土族人口分布格局及其社会发展

人口分布格局,既是人在空间分布上呈现出来的地理状态,又是许多附着于分布环境上的社会人文变量的外在表现,因此对其进行研究具有探索自然和认识社会的双重意义。本文就中国土族人口的分布格局进行探讨,从历史和现实两方面分析了形成这种分布的原因,并在此基础上探讨了与人口分布格局密切相关的人口城市化、人口流动、人口素质提高、区域经济发展等社会热点问题,以期为政府政策的制定提供可靠的依据。     

中国优秀学术论文急速外流的原因及应对策略

通过对2014年中国SCI和SSCI学术论文外流情况的统计,当前学术论文外流的严重情况被全面和具体地呈现出来。通过系统梳理学术论文外流的相关研究,一方面从国家对论文外流缺乏宏观引导、科研考核机制刺激优秀论文外流、我国缺乏具有国际影响力的期刊以及国内期刊运作机制与国际化水平尚待提升4个方面揭示学术论文外流的具体原因;另一方面从宏观层面提出加强国家引导、集中优势资源打造国际顶级期刊、调整科研绩效考评政策、深化期刊体制改革、设立国内科技论文评奖机制5个方面的应对措施。     

多相感应电机任意非正弦气隙磁密的磁动势分析与应用

多相感应电机转矩密度的提高依赖于非正弦气隙磁密行波的合理构建,由于传统的电流相位、幅值控制策略无 法给出期望的非正弦磁密行波,因此文章研究了控制多相感应电机定子相电流中基波和谐波幅值、相位、频率的大小来 构建期望的气隙磁密波形的方法、首先基于单根载流导体产生的气隙磁动势波形,推导了任意相数、不对称、包含任意 高次谐波电流波形激励的具有典型绕组结构的多相感应电机的磁动势分布表达式。根据以上磁动势分析结论,多相电 机可通过变电流相序变极。针对气隙磁密行波逼近方波波形的案例,根据所提出的磁动势分析方法分析和预测了理想 空载励磁电流的波形。将预测波形和方波供电下的励磁电流波形进行了比较,从FFT分析结果来看,仍需微调各次谐波 电压相位,从而实现各次电流相位完全一致。