ON UMP INVARIANT F-TEST PROCEDURES IN A GENERAL LINEAR MODEL

A simple method of setting linear hypotheses for a split mean vector testable by F-tests in a general linear model, when the covariance matrix has a general form and is completely unknown, is provided by extending the method discussed in Ukita et al. The critical functions in these F-tests are constructed as UMP invariants, when the covariance matrix has a known structure. Further critical functions in F-tests of linear hypotheses for the other split mean vector in the model are shown to be UMP invariant if the same known structure of the covariance matrix is assumed.     

Basic structure of the asymptotic theory in dynamic nonlinear econometric models

This is the second of two papers that provide an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature. The first paper, Pötscher and Prucha(1991), deals with consistency. In the present paper we discuss asymptotic normality. As an important ingredient to the asymptotic normality proof in dynamic nonlinear models we consider central limit theorems for dependent random variables. We also discuss the estimation of the variance covariance matrix of m-estimators under heteroscedasticity and autocorrelation.     

中国省际经济差距来源分析

在利用索洛模型对中国省区1985—2009年经济增长进行分解的基础上,结合空间标准差指标并采用基于VAR模型的脉冲响应函数分析了中国省际经济差距状况及来源。研究发现:总的来看,中国省区劳均产出与要素投入均呈现空间σ趋异倾向,而全要素生产率则在呈现空间σ收敛后趋于稳定。进一步利用VAR模型及脉冲响应函数分析发现,在较长时期内,要素投入总体上扩大了中国省际经济差距,而全要素生产率则有助于缩小省际经济差距,这主要是由要素投入的经济拉动滞后效应和技术的扩散效应所致。     

BCG矩阵理论对地方音乐院校专业建设的启示

地方音乐院校的专业设置和结构调整要面向市场需求,为地方经济建设服务,服务于地方音乐文化事业,保留和传承地方民族民间音乐。根据BCG矩阵理论指导地方音乐院校的专业建设,对有限教育教学资源重新配置和协调,提高教育质量和效益,以适应经济社会发展需求和人的全面发展目标具有重要意义。     

Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions

In this paper, we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix‐variate location mixture of normal distributions. The central limit theorem is derived for the product of the sample covariance matrix and the sample mean vector. Moreover, we consider the product of the inverse sample covariance matrix and the mean vector for which the central limit theorem is established as well. All results are obtained under the large‐dimensional asymptotic regime, where the dimension p and the sample size n approach infinity such that p/n→c ∈ [0, + ∞) when the sample covariance matrix does not need to be invertible and p/n→c ∈ [0,1) otherwise.     

A fast algorithm for constructing efficient event-related functional magnetic resonance imaging designs

We propose a novel, efficient approach for obtaining high-quality experimental designs for event-related functional magnetic resonance imaging (ER-fMRI), a popular brain mapping technique. Our proposed approach combines a greedy hill-climbing algorithm and a cyclic permutation method. When searching for optimal ER-fMRI designs, the proposed approach focuses only on a promising restricted class of designs with equal frequency of occurrence across stimulus types. The computational time is significantly reduced. We demonstrate that our proposed approach is very efficient compared with a recently proposed genetic algorithm approach. We also apply our approach in obtaining designs that are robust against misspecification of error correlations.     

Inverting covariance matrices in unbalanced hierarchical models ∗

Explicit expression for the inverse of the covariance matrix in a linear experiment with unbalanced multiway hierarchical classification of the random effects is obtained.     

A new estimator of covariance matrix

The problem of estimating a covariance matrix is considered in this paper. Using the so-called partial Iwasawa coordinates of the covariance matrix, a new improved estimator dominating the James-Stein estimator is proposed. The results of a simulation study verifies that the new estimator provides a substantial improvement in risk under Stein's loss.