卷取机张力控制中转动惯量测量模型的建立

从卷取机结构出发,根据动力学方程推导了转动惯量的测量模型,利用该模型可以计算出动态补偿力矩,从而使整个卷取过程中张力平稳。并用VB6.0开发了相应的微机控制系统,利用该系统可以方便快捷地完成对转动惯量的实时测量。     

一种单视广义极化K-分布纹理参数的估计方法

提出了通过归一化极化联合矩对SAR（合成孔径雷达）单视广义极化K-分布纹理参数进行估计的方法,阐述了SAR各个极化通道之间的纹理相关性。在此基础上给出了单视广义极化K-分布波形因子、纹理相关系数和相干斑相关系数的算法及偏差性能分析,并进行了蒙特卡洛仿真实验论证,进一步证明了该方法的良好估计性能。     

Empirical Likelihood‐Based Inference in Conditional Moment Restriction Models

This paper proposes an asymptotically efficient method for estimating models with conditional moment restrictions. Our estimator generalizes the maximum empirical likelihood estimator (MELE) of Qin and Lawless (1994). Using a kernel smoothing method, we efficiently incorporate the information implied by the conditional moment restrictions into our empirical likelihood‐based procedure. This yields a one‐step estimator which avoids estimating optimal instruments. Our likelihood ratio‐type statistic for parametric restrictions does not require the estimation of variance, and achieves asymptotic pivotalness implicitly. The estimation and testing procedures we propose are normalization invariant. Simulation results suggest that our new estimator works remarkably well in finite samples.     

Robust Predictions in Games With Incomplete Information

We analyze games of incomplete information and offer equilibrium predictions that are valid for, and in this sense robust to, all possible private information structures that the agents may have. The set of outcomes that can arise in equilibrium for some information structure is equal to the set of Bayes correlated equilibria. We completely characterize the set of Bayes correlated equilibria in a class of games with quadratic payoffs and normally distributed uncertainty in terms of restrictions on the first and second moments of the equilibrium action–state distribution. We derive exact bounds on how prior knowledge about the private information refines the set of equilibrium predictions. We consider information sharing among firms under demand uncertainty and find new optimal information policies via the Bayes correlated equilibria. We also reverse the perspective and investigate the identification problem under concerns for robustness to private information. The presence of private information leads to set rather than point identification of the structural parameters of the game.     

基于幂律型分布的动态VaR模型及实证研究

针对金融资产回报时间序列的尖峰厚尾性和波动集聚性,提出了基于AR(1)-GARCH(1,1)模型与幂律型分布相结合计算VaR的方法。用GARCH模型对时间序列建模刻画波动集聚性,用基于幂律型分布的扩展形式拟合GARCH模型的残差分布尾部,刻画回报时间序列的厚尾特征,二者结合更好地描述回报时序的动态波动现象。对上证综指进行实证分析,结果表明本文提出的方法比基于正态分布的GARCH模型和静态幂律尾法更精确。     

Book Reviews

Books reviewed:
R-D. Reiss and M. Thomas, Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
W. N. Venables and B. D. Ripley, Modern Applied Statistics with S-PLUS
Abhaya Indrayan and S. B. Sarmukaddam, Medical Biostatistics
Galen R. Shorack, Probability for Statisticians
J. Scott Armstrong, Principles of Forecasting: A Handbook for Researchers and Practitioners     

竖向荷载作用下框架内力计算方法的对比分析

对框架结构在竖向荷载作用下内力计算的 3种方法进行了对比分析 ,结果可供工程设计参考。     

A statistical analysis of the handling characteristics of certain sporting arms: frontier regression,the moment of inertia,and the radius of gyration

This article applies composed error frontier regression techniques to estimate the minimal moments of inertia and radii of gyration for a unique and varied sample of shotguns. We find that minimum inertia depends on weight, center of gravity, length of pull, and barrel length, but not on gauge, action type, or number of barrels. Curiously, minimal radii of gyration does not depend on barrel length, suggesting that the constraints on these two related but non-identical measures of handling are significantly different despite their high correlation. We also provide evidence in support of G. T. Garwood's claim that a lower inertia, other things equal, is a market-validated characteristic associated with quality.     

平稳过程时间均值的一种矩刻划

运用矩概念,研究了平稳过程中时间均值〈X(t)〉的变化规律,得到了其在某点附近取值概率的刻划结果,拓广了对平稳过程时间均值〈X(t)〉的认识.     

高速脂润滑滚动轴承的摩擦力矩的计算

在高速脂润滑滚动轴承中,摩擦力矩的大小决定了轴承的功率消耗和发热量的大小,发热量的大小直接影响轴承的温升失效.通过对滚动轴承摩擦力矩的分析计算,为计算轴承的发热量和轴承温升提供了理论参考.