Order statistics from trivariate normal and -distributions in terms of generalized skew-normal and skew- distributions

We consider here a generalization of the skew-normal distribution, GSN(λ₁,λ₂,ρ), defined through a standard bivariate normal distribution with correlation ρ, which is a special case of the unified multivariate skew-normal distribution studied recently by Arellano-Valle and Azzalini [2006. On the unification of families of skew-normal distributions. Scand. J. Statist. 33, 561–574]. We then present some simple and useful properties of this distribution and also derive its moment generating function in an explicit form. Next, we show that distributions of order statistics from the trivariate normal distribution are mixtures of these generalized skew-normal distributions; thence, using the established properties of the generalized skew-normal distribution, we derive the moment generating functions of order statistics, and also present expressions for means and variances of these order statistics.Next, we introduce a generalized skew-t_ν distribution, which is a special case of the unified multivariate skew-elliptical distribution presented by Arellano-Valle and Azzalini [2006. On the unification of families of skew-normal distributions. Scand. J. Statist. 33, 561–574] and is in fact a three-parameter generalization of Azzalini and Capitanio's [2003. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution. J. Roy. Statist. Soc. Ser. B 65, 367–389] univariate skew-t_ν form. We then use the relationship between the generalized skew-normal and skew-t_ν distributions to discuss some properties of generalized skew-t_ν as well as distributions of order statistics from bivariate and trivariate t_ν distributions. We show that these distributions of order statistics are indeed mixtures of generalized skew-t_ν distributions, and then use this property to derive explicit expressions for means and variances of these order statistics.     

中国各地区市场化进程区位分布的空间效应研究

 本文从空间分析的角度研究各地区市场化进程的空间效应及其对区域经济增长绩效的影响,空间计量经济分析的结果表明市场化进程的空间分布在整个样本区间与GDP、资本和劳动一样呈现出集聚的趋势,区域差异显著,各地区的市场化进程在地理空间上存在显著的自相关关系,证实了各地区市场化进程存在制度溢出效应。因此,在研究各地区市场化进程与经济增长关系时必须考虑其空间效应的影响,基于此结论本文运用空间计量模型测算了各地区市场化进程对经济增长的贡献。结果证实,考虑了空间效应后,市场化进程在1998～2001年阶段对经济增长的贡献约为6.2％,在2002～2005年阶段约为10.8％,这表明了市场化对中国的经济增长起到了重要的作用,而且近年来的贡献愈加显著。     

城镇劳动力市场城乡分割的程度与特征 ——基于浙江数据的经验研究

 劳动力市场的城乡分割意味着经济效率的损失,一直来备受关注。本文构建了一个劳动力市场城乡分割指数,基于中国城镇住户调查浙江省的数据,测量了城镇劳动力市场城乡分割的程度。结果显示：在工资回报层面,相对高端领域的分割程度弱于相对低端领域,但在就业机会层面,相对高端领域的分割程度强于相对低端领域。为此我们建议：劳动力市场管理上重点关注低端劳动力市场中城乡劳动者的同工同酬问题,公共政策设计上重点关注高端劳动力市场中城乡劳动力的平等就业机会问题。     

基于二阶段嵌套锡尔系数的人口分布的差异研究

文章首先提出了人口分布锡尔系数的概念及其一阶、二阶分解方法,接着以江苏省为研究区域,基于三大地带（苏南、苏中和苏北）、13个地级市、106个县（县级市、市辖区）三级结构的地域行政单元,分别运用一次、二次分解对全省的人口分布的区域差异进行细分测度．将江苏省人口分布的差异性分解为苏南、苏中、苏北三大地带闯的差异、三大地带内地级市之间的差异以及各地级市的内部差异三部分。其主要结论为：以地级市为计算单元的一阶段分解结果显示．苏南、苏中和苏北三个地带间人口分布的差异性是造成一阶段分解的全省人口分布差异的主要原因;以县级行政单元的二阶段分解结果表明．地级市内部的差异是江苏省人口分布的整体差异的主要构成部分;通过运用局部G统计量对各县级单元人口分布的热点探测发现,“热点”地区的人口分布差异性大．“冷点”地区的差异性小．     

中国老年人虚弱指数与死亡风险及队列差异

利用中国老年人健康长寿影响因素调查（ CLHLS ）2002－2011年跟踪调查数据,通过多种健康指标构建中国老年人虚弱指数,运用增长曲线模型和Cox等比例风险函数的研究方法,对中国老年人虚弱指数和死亡风险及其队列差异进行了深入分析。研究发现,女性虚弱指数比男性高,增长速度也比男性快,但是死亡风险比男性低;出生较晚的队列与出生早的队列相比,虚弱指数会更高,他们的增长程度更快;受教育程度高的老年人虚弱指数低,但是其增长速度却比受教育程度低的老年人要高。     

The social benefits of water and sanitation projects in Northern Colombia: Cost‐Benefit Analysis,the Water Poverty Index and beyond

Water, and Sanitation projects play an important role in alleviating water‐related poverty in developing countries. There are several methodologies that will not only assess the performance of these projects but will also help to better identify the problem and its characteristics, and to improve the efficiency of the investment. The Water Poverty Index is one of them. It is a very useful tool that helps to measure water stress at the household level in a holistic way, and to identify priorities. It is important, however, to complement it with a Cost‐Benefit Analysis that will take into account the costs of the project. A case study in Northern Colombia illustrates this point.     

Predictors of treatment outcome in a child and adolescent psychiatry clinic: A naturalistic exploration

We present data on predictors of treatment outcome for 3200 consecutive referrals to a child and adolescent psychiatry clinic. Using Reliable Change Index (RCI) methodology, we divided children into those who, between intake and discharge, improved, stayed the same, or got worse according to clinician-rated impairment. Most predictors of improvement were related to parent variables (marital status, maternal anxiety, and ethnicity), while those associated with deterioration were tied to child status (extent of psychiatric comorbidity, history of placement in a self-contained classroom, and a prior trial of psychotropic medications). The implications of these findings for data-driven program development, clinic management, treatment planning, and systems of care are discussed.     

基于“健康中国2020”目标的二维人口健康不公平指数研究

目的：本研究基于“健康中国2020战略”,旨在开发一种可综合评价人口健康公平性的二维指数。这里将公平性定位于“人口健康产出的平等”。方法：应用生态学研究、因子分析等方法对中国31个省、自治区和直辖市的人口健康不公平指数进行测算。之后。对健康不公平指数的信度和效度进行检验。资料主要来源于2003年国家卫生服务调查数据。结果：由8个变量合成的中国人口健康不公平指数（IHI）的中住数为0．27838π（范围：0π～0．39002π）。该指数具有较高的内部一致性（Cronbach α系数＝0．8304）和信度（Spearman相关系数〉0．8．P〈0．05）。IHI与社会剥夺指数（Spearman相关系数＝0．731,P〈0．05）、期望寿命（Spearman相关系数＝-0．569,P〈0．05）和基尼系数（Spearman相关系数=0．805。P〈0．05）间具有较好的相关性。结论：IHI是一种二维、具有较好信度和效度的监测“健康中国2020”战略的指数．它与基尼系数相比在对人口健康公平性的综合评估方面更具优势。该指数还可应用于政策干预效果评价、弱势群体的确定及卫生资源分配等领域。     

CAPM模型对我国股市的实证分析

本文以我国股票市场为研究对象,选用2007年1月—2010年12月的月度时间序列数据,分别进行了单位根检验和回归分析,结果表明:在该段时间内,CAPM在我国的股票市场是有效的,并且个股的收益率与市场组合收益率呈正相关关系,通过对截距项的分析,比较了各个股票预期与实际收益率的差别,对投资者具有一定的指导意义。     

中国旅游上市公司全要素生产率研究

旅游上市公司是旅游业发展的微观主体,其全要素生产率全面反映了该行业的实际经营效率和发展趋势。本文基于Malmquist指数探讨了20家中国旅游上市公司2004-2009年的全要素生产率。Malmquist指数及其分解结果显示:中国旅游上市公司Malmquist指数年均增长率为-0.4%,其中纯技术效率的增长显著,年均增幅为1.3%;时间跨度层面,中国旅游上市公司的全要素生产率的年度波动性较大。此外,样本中旅游上市公司Malmquist指数与营业收入增长率未能兼顾;2008-2009年度粗放型增长的特征显著。