On the inferential use of predictive sample reuse

The predicitive sample reuse (PSR) data analysis technique proposed by Geisser and Eddy (1979) is applied to the analysis of categorical data. This application yiclds a new approach which has a number of advantages over classical methods for analysis of such data. A PSR technique for comparing linear or nonlinar regressino relationships, for two or more populations, and a PSR ailernative to certain nonparaemetri statistical tesis are also proposed.     

Least absolute value estimation in regression models: an annotated bibliography

This paper presents a comprehensive listing of articles on least absolute value (LAV) estimation as applied to linear and non-linear regression models and in systems of equations. References to the LAV method as applied in approximation theory are also included. Annotations describing the content of each article follow each reference.     

The US–China trade war and Phase One agreement

The Trump administration changed US trade policy toward China in ways that will take years for researchers to sort out. This paper makes four specific contributions to that research agenda. The first is to carefully mark the timing, definitions, and scale of the products subject to the tariff changes affecting US–China trade from January 20, 2017 through January 20, 2021. One result was each country increasing its average duty on the other to rates of roughly 20 percent, with the new tariffs and counter-tariffs covering more than 50 percent of bilateral trade. The second contribution is to highlight two additional channels through which bilateral tariffs changed during this period that received less research attention. One tariff change is through product exclusions, another is trade remedy policies of antidumping and countervailing duties. The third contribution is to provide an initial exploration into why China fell more than 40 percent short of meeting the goods purchase commitments set out under the first year of the Phase One agreement. The last contribution is to consider additional trade policy actions—involving forced labor, export controls for reasons of national security or human rights, and reclassification of trade with Hong Kong—likely to affect US–China trade beyond the Trump administration.     

Spectral analysis of Markov switching GARCH models with statistical inference

We derive matrix expressions in closed form for the autocovariance function and the spectral density of Markov switching GARCH models and their powers. For this, we apply the Riesz–Fischer theorem which defines the spectral representation as the Fourier transform of the autocovariance function. Under suitable assumptions, we prove that the sample estimator of the spectral density is consistent and asymptotically normally distributed. Further statistical implications in terms of order identification and parameter estimation are discussed. A simulation study confirms the validity of the asymptotic properties. These methods are also well suited for financial market applications, and in particular for the analysis of time series in the frequency domain, as shown in some proposed real-world examples.     

核物理中一个非线性积分方程存在唯一解的充分条件

研究了核物理中的非线性积分方程1=(?)(x)+(?)(x)integral from n=0 to 1(dx/x)R(x,y)/x~2-y~2(?)(y)dy,得到了存在唯一解的一个充分条件.所得结论改进了若干文献中的已知结果.     

Conditional and unconditional tests with historical controls

Score statistics utilizing historical control data have been proposed to test for increasing trend in tumour occurrence rates in laboratory carcinogenicity studies. Novel invariance arguments are used to confirm, under slightly weaker conditions, previously established asymptotic distributions (mixtures of normal distributions) of tests unconditional on the tumor response rate in the concurrent control group. Conditioning on the control response rate, an ancillary statistic, leads to a new conditional limit theorem in which the test statistic converges to an unknown random variable. Because of this, a subasymptotic approximation to the conditional limiting distribution is also considered. The adequacy of these large-sample approximations in finite samples is evaluated using computer simulation. Bootstrap methods for use in finite samples are also proposed. The application of the conditional and unconditional tests is illustrated using bioassay data taken from the literature. The results presented in this paper are used to formulate recommendations for the use of tests for trend with historical controls in practice.     

Clifford分析中无界域上正则函数带共轭值带位移的非线性边值问题

讨论了Clifford分析中无界域上正则函数带共轭值带位移的非线性边值问题．首先引入了无界域上正则函数的Plemelj公式，然后利用积分方程的方法和Schauder不动点理论证明了该非线性边值问题解的存在性，并给出了其积分表达式．     

A Search for Thresholds and Other Nonlinearities in the Relationship Between Hexavalent Chromium and Lung Cancer

The exposure-response relationship for airborne hexavalent chromium exposure and lung cancer mortality is well described by a linear relative rate model. However, categorical analyses have been interpreted to suggest the presence of a threshold. This study investigates nonlinear features of the exposure response in a cohort of 2,357 chemical workers with 122 lung cancer deaths. In Poisson regression, a simple model representing a two-step carcinogenesis process was evaluated. In a one-stage context, fractional polynomials were investigated. Cumulative exposure dose metrics were examined corresponding to cumulative exposure thresholds, exposure intensity (concentration) thresholds, dose-rate effects, and declining burden of accumulated effect on future risk. A simple two-stage model of carcinogenesis provided no improvement in fit. The best-fitting one-stage models used simple cumulative exposure with no threshold for exposure intensity and had sufficient power to rule out thresholds as large as 30 microg/m3 CrO3 (16 microg/m3 as Cr+6) (one-sided 95% confidence limit, likelihood ratio test). Slightly better-fitting models were observed with cumulative exposure thresholds of 0.03 and 0.5 mg-yr/m3 (as CrO3) with and without an exposure-race interaction term, respectively. With the best model, cumulative exposure thresholds as large as 0.4 mg-yr/m3 CrO3 were excluded (two-sided upper 95% confidence limit, likelihood ratio test). A small departure from dose-rate linearity was observed, corresponding to (intensity)0.8 but was not statistically significant. Models in which risk-inducing damage burdens declined over time, based on half-lives ranging from 0.1 to 40 years, fit less well than assuming a constant burden. A half-life of 8 years or less was excluded (one-sided 95% confidence limit). Examination of nonlinear features of the hexavalent chromium-lung cancer exposure response in a population used in a recent risk assessment supports using the traditional (lagged) cumulative exposure paradigm: no intensity (concentration) threshold, linearity in intensity, and constant increment in risk following exposure.     

Price controls, trade protectionism and political business cycles in the U.S. steel industry

The U.S. steel industry is subject to a microeconomic political business cycle resulting from U.S. Presidents designing protectionist policies on behalf of the steel industry; experiencing complaints from consumers and foreign producers as a result of the policy; modifying the policy which results in complaints from the steel industry; and finally, maneuvering policy back in favor of the industry to achieve re-election. Using a cointegrating vector error correction framework, this paper tests the hypothesized political business cycle for its effect on steel prices. We find that trade protectionism does not seem to have succeeded in its primary objective of supporting prices. By expending so much political capital on ineffective trade protection, the steel industry may have lost the opportunity to focus on more substantive issues that might have restrained factor cost and enhanced its competitive ability. The devolution of the steel industry, ironically, may have resulted from it's persistent pleas for protection. Political business cycles in the steel industry, with all its attendant negative consequences, would not occur if the steel industry did not continually lobby for protection.     

具有时滞的非线性系统的k-全局稳定性

研究了具有时滞的非线性系统的稳定性问题，利用不等式分析技巧和常数变易法，给出了具有时滞的非线性系统的ｋ－全局指数稳定性的充分条件。并举例说明了所得结论的优越性