Asymptotic results for model robust regression

Since the mid 1980's many statisticians have studied methods for combining parametric and nonparametric models to improve the quality of fits in a regression problem. Notably Einsporn (1987) proposed the Model Robust Regression 1 estimate (MRRl) in which the parametric function, f, and the nonparametric functiong were combined in a straightforward fashion via the use of a mixing parameter, λ This technique was studied extensively atsmall samples and was shown to be quite effective at modeling various unusual functions. In this paper we have asymptotic results for the MRRl estimate in the case where λ is theoretically optimal, is asymptotically optimal and data driven, and is chosen with the PRESS statistic (Allen, 1971) We demonstrate that the MRRl estimate with λchosen by the PRESS statistic is slightly inferior asymptotically to the other two estimates, but, nevertheless possesses positive asymptotic qualities.     

Asymptotic normality of MRPP statistics from invariance principles of u-statistics

Multi-response permutation procedures (MRPP) were recently introduced to test differences between a priori classified groups of objects ( Mielke, Berry Johnson, 1976; Mielke, 1979 ). The null distributions of the MRPP statistics were initially conjectured to be asymptotically normal for some specified conditions within the setting of a sequence of finite populations due to Madow ( 1948 ).

Asymptotic normality of a class of MRPP statistics (under the null hypothesis) is shown in two cases: (i) the setting which considers the populations to be the samples resulting from sequential independent identically distributed (i.i.d.) sampling (sampling from infinite populations) and (ii) the setting of a sequence of increasingly large finite populations (sampling from finite populations). The results are direct applications of the weak convergence of a U-statistic process in the i.i.d. case to a Brownian motion (Bhattacharyya and Sen, 1977) and of the weak convergence of a U-statistic process in the finite populations case to a Brownian bridge (Sen, 1972). The conditions are milder for the i.i.d. case than for the finite populations case. However, neither case provides a restriction of a practical consequence in applications of MRPP. In either case, convergence is shown to depend on the asymptotic ratios of the group sizes to the population size.     

Optimal investment,consumption, and life insurance in an incomplete market

ABSTRACT

In this article, we solve an optimal insurance-consumption-investment problem for a wage earner in an incomplete market, where the stock price has a mean-reverting drift. By using the martingale method, we analyze this problem and derive the optimal strategies. Explicit solutions are found for both power and logarithmic utilities.     

Some Estimates for the Rate of Convergence in the Multidimensional Central Limit Theorem for Homogeneous Markov Chains

This paper obtains some estimates for the rate of convergence in the multi-dimensional central limit theorem for vector-valued functions of a homogeneous Markov chain without assuming the finiteness of their absolute third moment. These estimates have a universal character and generalize the results that hold when the third moments are finite.     

Development of minimum livelihood guarantee programmes in urban China: an empirical analysis based on 31 regions over 2003–2013

The Minimum Livelihood Guarantee (MLG) system in urban China is functioned as the last resort safety net for poor people and plays a substantial role in poverty reduction. This paper provides new empirical insights into the MLG development across 31 regions in urban China between 2003 and 2013. In addition to widely used indicators like benefit levels and number of benefit recipients, we construct two indicators of MLG replacement rates to measure the generosity of the benefits relative to income from work. The results show that the development of the urban MLG system in China has followed different tracks before and after 2008. Since 2008, the governments have made great efforts to increase the generosity of the MLG system while put more stringent conditions on MLG beneficiaries. Moreover, since 2008, the generosity levels of the MLG programmes began to converge across regions.     

媒介融合环境下网络有害信息传播与治理研究述评

随着互联网和数字技术的发展与普及,媒介日益融合,网络有害信息成为困扰人类的新社会问题,也成为学界所关注的重要课题.对媒介融合环境下网络有害信息传播与治理方面的研究成果进行梳理,发现目前有关研究存在学界重视不够,研究方法单一,研究面窄,研究思路不新,高水平成果不多等问题.因此,必须高度重视这一问题,切实有效地治理网络有害信息.     

Nonparametric repeated significance tests for some analysis of covariance models

For a general class of nonparametric analysis of covariance problems (with stochastic covariates), some repeated significance testing procedures are developed. These procedures rest on the construction of suitable rank order statistics based on the partial sequence of sample sizes and allow for a monitoring of experimentation with the objective of a possible early termination of experimentation. The basic theory is based on the weak convergence of certain stochastic processes relating to the rank order statistics. Various properties of the proposed tests are discussed.     

Fuzzy值连续函数与Fuzzy值函数的序列收敛

利用Ｆｕｚｚｙ数的Ｆｕｚｚｙ距离定义了Ｆｕｚｚｙ值连续函数的序列收敛，证明了Ｆｕｚｚｙ值连续函数与Ｆｕｚｚｙ值连续函数的和差仍是Ｆｕｚｚｙ值连续函数；如果Ｆｕｚｚｙ值函数序列的每项Ｆｕｚｚｙ值连续，则其极限也Ｆｕｚｚｙ值连续；在一致连续的条件下，积分号和极限号、微分号和极限号可交换．     

传媒产业投融资态势及走向判断

需求的刺激、竞争的压力、发展的拉动、政策的放宽，都使得三网融合进程中的传媒产业投融资市场呈现出多角度多层面的嬗变：投融资主体从单一到多元；投融资方式从内源为主到外源为主；投融资目标从产业内部扩张到产业交叉渗透；投融资重点领域从“内容生产”到“传输网络”再到“信息平台”。     

传统媒体与新兴媒体融合发展的盈利模式

传统媒体与新兴媒体的融合发展，盈利模式是一个瓶颈问题。因广告被鲸吞、内容被替代、受众被分流、赢利平台被覆盖，传统媒体盈利模式被新兴媒体全面颠覆，已有融合实践收效不甚显著。推进传统媒体与新兴媒体的融合发展，需要依托新兴媒体平台为专业化内容重构有效盈利模式。这一任务分为两个层次：一是如何依托新兴媒体平台，主要关乎盈利模式构建的基本方向；二是怎样有效争取收入，主要涉及盈利模式构建的具体对策。