Varying Dispersion Diagnostics for Inverse Gaussian Regression Models

Homogeneity of dispersion parameters is a standard assumption in inverse Gaussian regression analysis. However, this assumption is not necessarily appropriate. This paper is devoted to the test for varying dispersion in general inverse Gaussian linear regression models. Based on the modified profile likelihood (Cox & Reid, 1987), the adjusted score test for varying dispersion is developed and illustrated with Consumer- Product Sales data (Whitmore, 1986) and Gas vapour data (Weisberg, 1985). The effectiveness of orthogonality transformation and the properties of a score statistic and its adjustment are investigated through Monte Carlo simulations.     

Data depths satisfying the projection property

Summary: Data depth is a concept that measures the centrality of a point in a given data cloud x ₁, x ₂,...,x _n or in a multivariate distribution P ^X on ^{d d} . Every depth defines a family of so–called trimmed regions. The –trimmed region is given by the set of points that have a depth of at least . Data depth has been used to define multivariate measures of location and dispersion as well as multivariate dispersion orders.If the depth of a point can be represented as the minimum of the depths with respect to all unidimensional projections, we say that the depth satisfies the (weak) projection property. Many depths which have been proposed in the literature can be shown to satisfy the weak projection property. A depth is said to satisfy the strong projection property if for every the unidimensional projection of the –trimmed region equals the –trimmed region of the projected distribution.After a short introduction into the general concept of data depth we formally define the weak and the strong projection property and give necessary and sufficient criteria for the projection property to hold. We further show that the projection property facilitates the construction of depths from univariate trimmed regions. We discuss some of the depths proposed in the literature which possess the projection property and define a general class of projection depths, which are constructed from univariate trimmed regions by using the above method.Finally, algorithmic aspects of projection depths are discussed. We describe an algorithm which enables the approximate computation of depths that satisfy the projection property.     

基于FRA的WDM系统中的色散补偿研究

对基于光纤喇曼放大器的宽带波分复用光纤传输系统,在PTDS仿真平台上通过数值仿真,研究了不同的色散补偿光纤的色散补偿方案对系统性能的影响。研究结果表明,采用色散补偿光纤集总、后置、略欠补偿方案是最佳的色散补偿方案。     

有限厚度翼片加载螺旋线模型

考虑角向空间谐波,建立了有限厚度翼片加载螺旋线慢波结构的模型,推导出色散方程。利用导出的方程对实际行波管的螺旋慢波结构进行计算,并与测量结果和简单翼片模型进行了比较。分析了加载翼片占空比、翼片个数和翼片顶端半径等对色散特性的影响。     

基于中小股东利益保护的控制权转移效果研究

以2003年至2004年控制权发生变更的上市公司作为样本研究控制权转移对大股东资金侵占的影响,发现控制权转移后显性资金侵占在下降,而隐性侵占在上升。又以控制权转移后3年的数据为样本研究大股东资金侵占的影响因素,研究发现2003年证监会发布的第56号文件的出台对显性资金侵占起到限制作用。此外,公司规模大小、净资产收益率、股权分散度及隐性侵占程度与大股东显性侵占程度负相关;而公司的现金比例及负债率与显性侵占程度正相关。     

THz光子晶体光纤的模式及色散特性分析

利用等效折射率法得到了光子晶体光纤的特征方程,该文讨论了光子晶体光纤在THz频段的模式分布及色散特性。结果发现:光纤包层空气孔间距固定,减小空气孔半径,包层等效折射率增大,高次模截止频率增大,色散最大值减小,零色散及最大色散对应的频率增大;包层空气填充率固定,增大空气孔半径,包层折射率增大,高次模截止频率增大,色散最大值增大,零色散及最大色散对应的频率减小。通过适当调节包层空气孔间距和空气孔大小,可在很宽的频带内实现单模、零色散THz波传输。     

Stationary state space models for longitudinal data

The authors consider a class of state space models for the analysis of non‐normal longitudinal data whose latent process follows a stationary AR(1) model with exponential dispersion model margins. They propose to estimate parameters through an estimating equation approach based on the Kalman smoother. This allows them to carry out a straightforward analysis of a wide range of non‐normal data. They illustrate their approach via a simulation study and through analyses of Brazilian precipitation and US polio infection data.     

Equilibrium Wage‐Tenure Contracts

In this study we consider a labor market matching model where firms post wage‐tenure contracts and workers, both employed and unemployed, search for new job opportunities. Given workers are risk averse, we establish there is a unique equilibrium in the environment considered. Although firms in the market make different offers in equilibrium, all post a wage‐tenure contract that implies a worker's wage increases smoothly with tenure at the firm. As firms make different offers, there is job turnover, as employed workers move jobs as the opportunity arises. This implies the increase in a worker's wage can be due to job‐to‐job movements as well as wage‐tenure effects. Further, there is a nondegenerate equilibrium distribution of initial wage offers that is differentiable on its support except for a mass point at the lowest initial wage. We also show that relevant characteristics of the equilibrium can be written as explicit functions of preferences and the other market parameters.     

Le problème d'Anscombe pour les lois binomiales négatives généralisées

Consider a finite sample from a generalized negative-binomial distribution where both (canonical and index) parameters are unknown. This note proves that both the maximum-likelihood estimate and the moment estimate of the index parameter exist if and only if the sample variance is greater than the sample mean. This extends a result for the negative-binomial distribution that had been conjectured by Anscombe (1950) and later shown by Levin and Reeds (1977).     

Some improved estimators for a measures of dispersion of an inverse gaussian distribution

In this paper some improved estimators for the measure of dispersion of an inverse Gaussian distribution have been obtained. If some guessed value of λ is available in the form of a point esitmate λ₀ the shrikage technique has been applied and an estimator has been proposed which has smaller mean squared error than the usual estimator. Since the shrinkage estimator has better performance if the guessed value is in the vicinity of the true value, a shrinkage testimator has also been proposed and compared with the usual estimator.