一个线性算子半群的扰动

考虑Ｅ．Ｈｉｌｅ－Ｅ．Ｙｏｓｉｄａ线性算子（半）群和Ｇｏｌｄｓｔｅｉｎ算子（半）群；在文献［１，２］基础上，提出了一个生成算子的扰动产生算子半群，证明了该算子半群的扰动具有的基本特征：算子依范数收敛，强连续性，唯一性及可微分性。从生成算子的角度说明这个算子半群的扰动与四阶闭环分布参数控制系统的关系。     

New modified moment estimators for the two-parameter weighted Lindley distribution

We propose a modification of the moment estimators for the two-parameter weighted Lindley distribution. The modification replaces the second sample moment (or equivalently the sample variance) by a certain sample average which is bounded on the unit interval for all values in the sample space. In this method, the estimates always exist uniquely over the entire parameter space and have consistency and asymptotic normality over the entire parameter space. The bias and mean squared error of the estimators are also examined by means of a Monte Carlo simulation study, and the empirical results show the small-sample superiority in addition to the desirable large sample properties. Monte Carlo simulation study showed that the proposed modified moment estimators have smaller biases and smaller mean-square errors than the existing moment estimators and are compared favourably with the maximum likelihood estimators in terms of bias and mean-square error. Three illustrative examples are finally presented.     

Convergence rate of the kernel regression estimator for associated and truncated data

This paper studies the behaviour of the kernel estimator of the regression function for associated data in the random left truncated model. The uniform strong consistency rate over a real compact set of the estimate is established. The finite sample performance of the estimator is investigated through extensive simulation studies.     

Normal Mixture Quasi-maximum Likelihood Estimator for GARCH Models

Abstract.  The generalized autoregressive conditional heteroscedastic (GARCH) model has been popular in the analysis of financial time series data with high volatility. Conventionally, the parameter estimation in GARCH models has been performed based on the Gaussian quasi-maximum likelihood. However, when the innovation terms have either heavy-tailed or skewed distributions, the quasi-maximum likelihood estimator (QMLE) does not function well. In order to remedy this defect, we propose the normal mixture QMLE (NM-QMLE), which is obtained from the normal mixture quasi-likelihood, and demonstrate that the NM-QMLE is consistent and asymptotically normal. Finally, we present simulation results and a real data analysis in order to illustrate our findings.     

Bayesian ROC curve estimation under binormality using a rank likelihood

There are various methods to estimate the parameters in the binormal model for the ROC curve. In this paper, we propose a conceptually simple and computationally feasible Bayesian estimation method using a rank-based likelihood. Posterior consistency is also established. We compare the new method with other estimation methods and conclude that our estimator generally performs better than its competitors.     

从CUDOS到PLACE——约翰·齐曼后学院科学范式述评

英国科学社会学家齐曼继承了广义科学社会学的研究传统,他在解构“默顿范式”的过程中提出自己的科学社会学思想,并建立起后学院科学的“齐曼范式”。从默顿的学院科学到齐曼的后学院科学,究竟发生了怎样深刻的变化以及齐曼的后学院科学范式为我们提出了何种科学社会学的研究路径,无疑值得我们去深入地分析和探讨。     

行政复议与行政诉讼受案范围的衔接

根据我国现行立法,行政复议与行政诉讼受案范围的不一致表现出有三大类案件不能纳入人民法院的司法审查范围,导致部分行政权不能得到有效的司法监督。导致这种现象的直接原因是立法技术上的缺陷,更深层次的原因是中国长期的行政权的膨胀。然而依法治国方略意味着控权制度和权力制衡原则被遵守,所以行政复议与行政诉讼的衔接就应当一方面保障行政复议制度的中立性和公正性,另一方面扩大司法审查的范围,只有这样才能有效监督权力,实现保障公民权利的立法目的。     

On complete and complete moment convergence for weighted sums of ANA random variables and applications

In this article, the complete convergence and complete moment convergence for weighted sums of asymptotically negatively associated (ANA, for short) random variables are studied. Several sufficient conditions of the complete convergence and complete moment convergence for weighted sums of ANA random variables are presented. As an application, the complete consistency for the weighted estimator in a nonparametric regression model based on ANA random errors is established by using the complete convergence that we established. We also give a simulation to verify the validity of the theoretical result.