Methods for calculating stationary distribution in linear models of time series

The article deals with methods for computing the stationary marginal distribution in linear models of time series. Two approaches are described. First, an algorithm based on approximation of solution of the corresponding integral equation is briefly reviewed. Then, we study the limit behaviour of the partial sums c ₁ η₁+c ₂ η₂+···+c _n η _n where η _i are i.i.d. random variables and c _i real constants. We generalize procedure of Haiman (1998) [Haiman, G., 1998, Upper and lower bounds for the tail of the invariant distribution of some AR(1) processes. Asymptotic Methods in Probability and Statistics, 45, 723–730.] to an arbitrary causal linear process and relax the assumptions of his result significantly. This is achieved by investigating the properties of convolution of densities.     

多氢酸酸化技术及其应用

砂岩储层酸化的常规土酸体系存在与矿物反应速度快、酸化液的有效距离短和容易产生二次沉淀等问题。现存的缓速酸酸液体系不能克服粘土和石英界面反应速率的巨大反差，新的深度酸化工艺可以在一定程度上增加酸液的穿透距离，但工艺繁琐，且仍然不能解决沉淀、堵塞问题。多氢酸体系与现存的HF酸体系相比，其反应速度慢，溶解能力强，且具有良好的防垢性能和分散性能，可以抑制井眼附近的地层伤害，有效控制二次沉淀等优点。本研究对多氢酸的酸度特性、溶蚀性能、润湿性、静态腐蚀性以及多氢酸的分散和防垢性能进行了室内测试，并对土酸、氟硼酸及多氢酸进行了酸化效果实验评价。室内实验及现场应用表明，多氢酸性能优越，可明显提高酸化效果。     

Nonparametric regression with cross‐classified responses

In this article, we develop regression models with cross‐classified responses. Conditional independence structures can be explored/exploited through the selective inclusion/exclusion of terms in a certain functional ANOVA decomposition, and the estimation is done nonparametrically via the penalized likelihood method. A cohort of computational and data analytical tools are presented, which include cross‐validation for smoothing parameter selection, Kullback–Leibler projection for model selection, and Bayesian confidence intervals for odds ratios. Random effects are introduced to model possible correlations such as those found in longitudinal and clustered data. Empirical performances of the methods are explored in simulation studies of limited scales, and a real data example is presented using some eyetracking data from linguistic studies. The techniques are implemented in a suite of R functions, whose usage is briefly described in the appendix. The Canadian Journal of Statistics 39: 591–609; 2011. © 2011 Statistical Society of Canada     

西安经济技术开发区二次创业发展阶段主导产业的选择及对策

该研究报告立足西安经济技术开发区的区情,在“三为主一致力”方针和主导产业选择基准的基础上,论证将重加工组装工业中的装备制造业和高新技术产业中的新兴产业提升为开发区二次创业阶段的两大主导产业,并细化到具体小行业,从而突出开发区有别于其它开发区的产业特色,同时分析预测开发区产业结构中长期演变趋势,最后针对性地提出扶持开发区二次创业阶段主导产业成长的九项对策建议。     

Quadratic estimation in mixed linear models with two variance components

Explicit expressions for Bayes invariant quadratic estimates, biased and unbiased, are presented and proved to cover the entire class of admissible estimates in the considered classes. An unbalanced genetic model is studied for demonstration.     

Asymptotic properties of a generalized regression-type predictor of a finite population variance in probability sampling

A system of predictors for estimating a finite population variance is defined and shown to be asymptotically design-unbiased (ADU) and asymptotically design-consistent (ADC) under probability sampling. An asymptotic mean squared error (MSE) of a generalized regression-type predictor, generated from the system, is obtained. The suggested predictor attains the minimum expected variance of any design-unbiased estimator when the superpopulation model is correct. The generalized regression-type predictor and the predictor suggested by Mukhopadhyay (1990) are compared.     

Relationships of optimality for individual factors of a design

The optimality of two-factor experimental designs is studied in the dual senses of estimating contrasts in the parameters for each of the factors. The outline of comparison employed allows one to judge the performance of different designs for estimating contrasts of one set of parameters directly with the performance of the complementary set without going through a common intermediary step of considering all the parameters. The results hold for a wide class of optimality criteria (not merely D-, A- and E-optimality), which must satisfy a functional equation obtained in connection with our method. Also we investigate the optimality of row–column designs which satisfy an ‘adjusted orthogonality’ condition. Our point of departure is the paper by Shah, Raghavarao and Khatri (1976) and that of Mitchell and John (1977).     

An infinite class of PBIB designs

In this paper, an infinite class of partially balanced incomplete block (PBIB) designs of m+1 associate classes is constructed through the use of a series of row-orthogonal matrices known as partially balanced orthogonal designs (PBOD) of m-associate classes. For the purpose, a series of PBOD is obtained through a method described herein. An infinite class of regular GD designs is also reported.     

Designing two factor experiments for selecting interactions

This paper considers the problem of devising a single stage procedure for selecting the treatment combination associated with the largest interaction in a two-factor rfx× c experiment having independent normally distributed observations with common known variance. The intuitive procedure based on the best linear unbiased estimators of the population interactions is employed. Initially an indifference zone formulation is used; the problem of determining the least favorable configuration is reduced to a nonlinear programming problem with log concave objective function and a convex polytope as feasible region. A solution technique is introduced in the context of an illustrative example. The problem is also considered using a preferred population formulation; this approach requires a strengthened version of the indifference zone probability requirement. It is shown that the same sample size guarantees this requirement as does the earlier one.