Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation

A smoothed bootstrap method is presented for the purpose of bandwidth selection in nonparametric hazard rate estimation for iid data. In this context, two new bootstrap bandwidth selectors are established based on the exact expression of the bootstrap version of the mean integrated squared error of some approximations of the kernel hazard rate estimator. This is very useful since Monte Carlo approximation is no longer needed for the implementation of the two bootstrap selectors. A simulation study is carried out in order to show the empirical performance of the new bootstrap bandwidths and to compare them with other existing selectors. The methods are illustrated by applying them to a diabetes data set.     

An extended semiparametric model for short-term and long-term hazard ratios

In survival analysis, one way to deal with non-proportional hazards is to model short-term and long-term hazard ratios. The existing model of this nature has no control over how fast the hazard ratio is changing over time. We add a parameter to the existing model to allow the hazard ratio to change over time at different speed. A nonparametric maximum likelihood approach is used to estimate the model parameters. The existing model is a special case of the extended model when the speed parameter is 0, which leads naturally to a way of testing the adequacy of the existing model. Simulation results show that there can be substantial bias in the estimation of the short-term and long-term hazard ratio if the speed parameter is fixed incorrectly at 0 rather than estimated. The extended model is fitted to three real data sets to shed new insights, including the observation that converging hazards does not necessarily imply the odds are proportional.     

Parametrizing the Kepler exoplanet period-radius distribution with the bivariate normal inverse Gaussian distribution

This paper presents a simple and robust method for obtaining a comprehensive understanding of the joint period and radius distribution in Kepler exoplanets. The proposed method is based on particle swarm optimization and bivariate Normal Inverse Gaussian distribution. Furthermore, in the construction of the probability density function, this study selects planet-host stars with the GK-type. The injecting approach is also employed to solve the survey completeness of sample. The resulting occurrence rate of Earth analogs is 0.025 with a 95% bootstrap confidence interval between 0.023 and 0.032.     

Uniform consistency rate of kNN regression estimation for functional time series data

In this paper, we investigate the k-nearest neighbours (kNN) estimation of nonparametric regression model for strong mixing functional time series data. More precisely, we establish the uniform almost complete convergence rate of the kNN estimator under some mild conditions. Furthermore, a simulation study and an empirical application to the real data analysis of sea surface temperature (SST) are carried out to illustrate the finite sample performances and the usefulness of the kNN approach.     

基于人民币升值的船舶出口业影响研究

在各种主客观因素的作用下,人民币汇率制度改革应运而生,这一汇率变化必将对中国的社会和经济带来巨大的影响。近年来,我国的船舶出口业发展喜人,在国际市场上拥有很强的竞争力,并有着继续壮大的趋势,但随着人民币升值的影响以及船舶出口业的特点,决定了船舶出口业必定要受到较大的冲击和影响。所以在整个贸易大环境下,船舶出口业只有清楚地认识到人民币升值带来的影响,才能正确把握船舶出口的前进方向,运用有效的措施来巩固并促进船舶出口业的发展。     

不对称信息下风险投资家与风险企业家之间的委托代理问题研究

风险投资体系以多重激励和不对称信息为特征,风险投资的三方利益主体之间存在着双重委托-代理关系,有效控制代理风险是风险投资高效运作的基本前提。本文基于信息经济学原理,分析了风险投资家与风险企业家之间代理风险的成因,并从委托人的角度讨论了风险治理的原则和投资契约的构造。     

深圳市投资率与投资效益的合理区间分析

投资、消费和净出口被喻为拉动经济发展的三驾马车。对于深圳这样一个以投资拉动为主的城市,投资在经济发展中具有重要的地位。通过对投资率和ICOR的国际比较分析,综合深圳市发展的历史阶段,可以揭示并发现深圳市的投资率与ICOR的合理区间、正确规划,以及深圳市的长远发展目标和规划。     

浅析房地产市场复苏的制约因素及其对策

房地产市场包括一级市场和二级市场，二级市场又包括消费市场和投资市场。现在的政策导向只注重房地产消费市场部分，而忽视了其投资市场部分，这是潜力巨大的市场。房地产只有真正成为大众投资品种时，才可能促进房地产一、二级市场的共同繁荣     

人民币实际汇率变动对我国贸易收支的影响——主要市场双边贸易收支的实证研究

近年来,我国出现了一方面人民币兑美元和日元实际汇率均升值,而中美贸易呈现顺差持续扩大的趋势,中日贸易则出现逆差持续扩大的趋势;另一方面人民币兑美元实际汇率升值,兑欧元实际汇率贬值,但中美与中欧双边贸易均呈现贸易顺差持续扩大的趋势.这与传统的"J"曲线效应理论相矛盾,形成了所谓的"中国贸易收支之谜".本文采用非平稳时间序列的协整分析方法探讨了人民币实际汇率和贸易收支之间的长期均衡关系,认为"中国贸易收支之谜"的原因在于:中国商品的国外实际汇率弹性与外国商品的国内实际汇率弹性具有显著差异,同时中国商品的外国实际收入弹性与外国商品的实际收入弹性也具有显著差异.导致这一情况出现的深层原因是中国与三个主要贸易伙伴的经济发展水平存在显著差距;此外,欧美等国对华高科技产品出口限制政策也是其对华贸易逆差增长的原因之一.