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91.
本文构造了特征零的域F上的广义Cartan型W类李超代数及其子代数Wd,并给出了Wd是单李超代数的充分必要条件。 相似文献
92.
In this paper, we consider the problem of estimating the Laplace transform of volatility within a fixed time interval [0,T] using high‐frequency sampling, where we assume that the discretized observations of the latent process are contaminated by microstructure noise. We use the pre‐averaging approach to deal with the effect of microstructure noise. Under the high‐frequency scenario, we obtain a consistent estimator whose convergence rate is , which is known as the optimal convergence rate of the estimation of integrated volatility functionals under the presence of microstructure noise. The related central limit theorem is established. The simulation studies justify the finite‐sample performance of the proposed estimator. 相似文献
93.
论当代知识生产力的新发展 总被引:3,自引:0,他引:3
从广义社会生产力的角度,论述了知识生产力的属性,即人们在社会的知识生产中创造和应用知识的能力,它是社会精神生产力的体现,并对社会的物质生产起着日益重要的作用;继而着重探讨了知识生产的基本特点和知识生产力的测度方法,根据当代知识生产的创造性、高投入、高收益与高风险性,提出测度知识生产的投入、产出及知识生产效益的具体方法. 相似文献
94.
95.
This study treats an asymptotic distribution for measures of predictive power for generalized linear models (GLMs). We focus on the regression correlation coefficient (RCC) that is one of the measures of predictive power. The RCC, proposed by Zheng and Agresti is a population value and a generalization of the population value for the coefficient of determination. Therefore, the RCC is easy to interpret and familiar. Recently, Takahashi and Kurosawa provided an explicit form of the RCC and proposed a new RCC estimator for a Poisson regression model. They also showed the validity of the new estimator compared with other estimators. This study discusses the new statistical properties of the RCC for the Poisson regression model. Furthermore, we show an asymptotic normality of the RCC estimator. 相似文献
96.
This paper is concerned with the estimation of a general class of nonlinear panel data models in which the conditional distribution of the dependent variable and the distribution of the heterogeneity factors are arbitrary. In general, exact analytical results for this problem do not exist. Here, Laplace and small-sigma appriximations for the marginal likelihood are presented. The computation of the MLE from both approximations is straightforward. It is shown that the accuracy of the Laplace approximation depends on both the sample size and the variance of the individual effects, whereas the accuracy of the small-sigma approximation is 0(1) with respect to the sample size. The results are applied to count, duration and probit panel data models. The accuracy of the approximations is evaluated through a Monte Carlo simulation experiment. The approximations are also applied in an analysis of youth unemployment in Australia. 相似文献
97.
This paper estimates von Neumann and Morgenstern utility functions using the generalized maximum entropy (GME), applied to data obtained by utility elicitation methods. Given the statistical advantages of this approach, we provide a comparison of the performance of the GME estimator with ordinary least square (OLS) in a real data small sample setup. The results confirm the ones obtained for small samples through Monte Carlo simulations. The difference between the two estimators is small and it decreases as the width of the parameter support vector increases. Moreover, the GME estimator is more precise than the OLS one. Overall, the results suggest that GME is an interesting alternative to OLS in the estimation of utility functions when data are generated by utility elicitation methods. 相似文献
98.
《随机性模型》2013,29(1):139-157
We consider the one-sided and the two-sided first-exit problem for a compound Poisson process with linear deterministic decrease between positive and negative jumps. This process (X(t)) t≥0 occurs as the workload process of a single-server queueing system with random workload removal, which we denote by M/G u /G d /1, where G u (G d ) stands for the distribution of the upward (downward) jumps; other applications are to cash management, dams, and several related fields. Under various conditions on G u and G d (assuming e.g. that one of them is hyperexponential, Erlang or Coxian), we derive the joint distribution of τ y =inf{t≥0|X(t)?(0,y)}, y>0, and X(τ y ) as well as that of T=inf{t≥0|X(t)≤0} and X(T). We also determine the distribution of sup{X(t)|0≤t≤T}. 相似文献
99.
Simplified proofs are given of a standard result that establishes positive semi–definiteness of the difference of the inverses of two non–singular matrices, and of the extension of this result by Milliken and Akdeniz (1977) to the difference of the Moore–Penrose inverse of two singular matrices. 相似文献
100.
一般信任模式的跨部门差异及其中介机制: 基于2010年中国综合社会调查的研究 总被引:1,自引:0,他引:1
本文基于“市场”与“国家再分配”两种不同制度环境的讨论,利用中国综合社会调查2010年的数据,运用倾向值匹配方法处理潜在的选择性误差,考察了不同部门中个体的一般信任水平。结果显示,相比私有部门(外资企业和私营企业),在公共部门中工作的个体呈现了更高的一般信任水平。进一步的分析表明,政治参与水平和相对剥夺感作为中介于工作部门与一般信任水平之间的解释机制是显著的,在公共部门中工作的个体不仅在态度上对内在政治效能感有更高的认定,而且也能积极参与居委会社区的选举。这些特征极大提升了他们的一般信任水平。此外,公共部门中的个体在社会地位与经济地位上所持有的较低的相对剥夺感也有助于其建立更高的一般信任水平。 相似文献