Robust tests for the common principal components model

When dealing with several populations, the common principal components (CPC) model assumes equal principal axes but different variances along them. In this paper, a robust log-likelihood ratio statistic allowing to test the null hypothesis of a CPC model versus no restrictions on the scatter matrices is introduced. The proposal plugs into the classical log-likelihood ratio statistic robust scatter estimators. Using the same idea, a robust log-likelihood ratio and a robust Wald-type statistic for testing proportionality against a CPC model are considered. Their asymptotic distributions under the null hypothesis and their partial influence functions are derived. A small simulation study allows to compare the behavior of the classical and robust tests, under normal and contaminated data.     

Transformed generalized linear models

The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model. Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the r$r$th moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin et al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214–223]. The usefulness of these models is illustrated in a simulation study and in applications to three real data sets.     

The generalized two-sided power distribution

The generalized standard two-sided power (GTSP) distribution was mentioned only in passing by Kotz and van Dorp Beyond Beta, Other Continuous Families of Distributions with Bounded Support and Applications, World Scientific Press, Singapore, 2004. In this paper, we shall further investigate this three-parameter distribution by presenting some novel properties and use its more general form to contrast the chronology of developments of various authors on the two-parameter TSP distribution since its initial introduction. GTSP distributions allow for J-shaped forms of its pdf, whereas TSP distributions are limited to U-shaped and unimodal forms. Hence, GTSP distributions possess the same three distributional shapes as the classical beta distributions. A novel method and algorithm for the indirect elicitation of the two-power parameters of the GTSP distribution is developed. We present a Project Evaluation Review Technique example that utilizes this algorithm and demonstrates the benefit of separate powers for the two branches of activity GTSP distributions for project completion time uncertainty estimation.     

A class of weighted dependence measures for bivariate failure time data

This paper considers a class of summary measures of the dependence between a pair of failure time variables over a finite follow-up region. The class consists of measures that are weighted averages of local dependence measures, and includes the cross-ratio-measure and finite region version of Kendall's τ; recently proposed by the authors. Two new special cases are identified that can avoid the need to estimate the bivariate survivor function and that admit explicit variance estimators. Nonparametric estimators of such dependence measures are proposed and are shown to be consistent and asymptotically normal with variances that can be consistently estimated. Properties of selected estimators are evaluated in a simulation study, and the method is illustrated through an analysis of Australian Twin Study data.     

视频在IP网络中传输的质量研究

利用MEPEG-4视频TRACE作为输入源,通过分析MPEG-4视频的帧特性,提出了一种针对视频质量的网络传输服务质量保证机制;搭建了视频传输的仿真系统,分析了视频在网络传输中的特性,利用PSNR作为视频质量的衡量标准,在有服务质量保证和无服务质量保证机制的两种网络环境下做了仿真并比较结果,证明了提出的方法能有效提高视频质量．     

Bellman-Ford算法的改进研究

针对传统距离矢量路由(Bellman-Ford)算法,将多约束路由问题简化,并改进路由问题的限制条件,提出了改进的Bellman-Ford算法,应用于基于集中式控制路由协议网络模型。仿真结果表明,采用改进算法的网络路由计算时间随网络节点数有明显的改善,且网络阻塞率随路由请求数增加而下降。验证了改进算法比传统算法更加有效。     

投资规模与经济增长

通过对投资规模与经济增长规律的分析 ,论述了投资对经济增长的积极作用和不良影响 ,指出应合理增加投资 ,严格控制投资方向及投资规模 ,不断培育新的经济增长点才能促进经济健康、持续、稳定发展     

外围投篮命中率的概率分析

利用几何概率的方法,解决投篮命中率问题,为将概率论应用到体育中去提供了新的思路。     

改革藏书组织流程 强化图书内阅服务

在高校图书馆中开放时间最长的一个部门就是参考书阅览室,如何利用好这块阵地,搞好藏书质量,提高图书利用率,是一个有现实意义的课题.本文对作者所在馆的参考书阅览室现状与管理作了深入的调查,提出了新书改流和搞好藏书建设的方案,阐述了新书改流的意义与益处,针对存在的问题找到了解决的对策与切实可行的办法,对进一步做好高校图书馆参考书阅览室的工作有一定的启迪作用.     

中国沪深300指数期货的最优套期保值率

通过回顾最优套期保值比率的概念和相关计算方法,针对金融市场的数据尖峰厚尾的特点,采用EGARCH模型对股指期货和现货收益率进行估计;考虑到数据的条件异方差性,指出了传统的线性相关系数对期、现货的关系的估计存在弊端,因此使用Copula函数与秩相关系数Kendalls＇τ对最优套期保值比率进行估计。结果显示：目前中国股票期货的最优套期保值比率为0.852。