中国企业CI的历史、现状和前景

中国CI在近二十年的发展中已取得了显著的成绩,并在学习和引进美国和日本的CI体系过程中形成了具有中国特色的CI模式。通过总结中国CI运动各阶段的特点和现状,明确了CI发展的方向,即普及化、产业化、学科化。     

Two-stage U-statistics for Hypothesis Testing

Abstract.  A U -statistic is not easy to apply or cannot be applied in hypothesis testing when it is degenerate or has an indeterminate degeneracy under the null hypothesis. A class of two-stage U -statistics (TU-statistics) is proposed to remedy these drawbacks. Both the asymptotic distributions under the null and the alternative of TU-statistics are shown to have simple forms. When the degeneracy is indeterminate, the Pitman asymptotic relative efficiency of a TU-statistic dominates that of the incomplete U -statistics. If the kernel is degenerate under the null hypothesis but non-degenerate under the alternative, a TU-statistic is proved to be more powerful than its corresponding U -statistic. Applications to testing independence of paired angles in ecology and marine biology are given. Finally, a simulation study shows that a TU-statistic is more powerful than its corresponding incomplete U -statistic in almost all cases under two settings.     

The non-null distribution for the problem of tests of independence

The problem of testing independence in the multinormal case is considered in this paper. The non-null distribution of the likelihood ratio criterion is obtained for the case of two subvectors by using a simple straightforward technique. The null case as well as the known cases are also verified.     

A review on strong convergence of weighted sums of random elements based on Wasserstein metrics

In a previous paper the authors proposed a simple method to extend results about almost sure convergence for weighted sums of real random variables to the case of Banach-valued random elements. The method arises from the extension of Skorohod's Representation Theorem for weakly convergent sequences due to Blackwell and Dubins, applied to the general framework of weakly equivalent tight sequences of probability measures. This provides a scheme which permits us to handle separately a problem that behaves like the Glivenko-Cantelli Theorem and a question on uniform integrability which generally is reduced to the real valued version of the general problem to be solved.

In this paper we prove that Wasserstein's metrics can play the same role as Skorohod's Representation Theorem in the preceding scheme. We also show that our method can be applied to obtain results with respect to various summability methods (Abel, Euler, …) even in the case in which the ‘weights’ are linear operators.     

Approximating hidden Gaussian Markov random fields

Summary.  Gaussian Markov random-field (GMRF) models are frequently used in a wide variety of applications. In most cases parts of the GMRF are observed through mutually independent data; hence the full conditional of the GMRF, a hidden GMRF (HGMRF), is of interest. We are concerned with the case where the likelihood is non-Gaussian, leading to non-Gaussian HGMRF models. Several researchers have constructed block sampling Markov chain Monte Carlo schemes based on approximations of the HGMRF by a GMRF, using a second-order expansion of the log-density at or near the mode. This is possible as the GMRF approximation can be sampled exactly with a known normalizing constant. The Markov property of the GMRF approximation yields computational efficiency.The main contribution in the paper is to go beyond the GMRF approximation and to construct a class of non-Gaussian approximations which adapt automatically to the particular HGMRF that is under study. The accuracy can be tuned by intuitive parameters to nearly any precision. These non-Gaussian approximations share the same computational complexity as those which are based on GMRFs and can be sampled exactly with computable normalizing constants. We apply our approximations in spatial disease mapping and model-based geostatistical models with different likelihoods, obtain procedures for block updating and construct Metropolized independence samplers.     

Approximation of power in multivariate analysis

We consider the calculation of power functions in classical multivariate analysis. In this context, power can be expressed in terms of tail probabilities of certain noncentral distributions. The necessary noncentral distribution theory was developed between the 1940s and 1970s by a number of authors. However, tractable methods for calculating the relevant probabilities have been lacking. In this paper we present simple yet extremely accurate saddlepoint approximations to power functions associated with the following classical test statistics: the likelihood ratio statistic for testing the general linear hypothesis in MANOVA; the likelihood ratio statistic for testing block independence; and Bartlett's modified likelihood ratio statistic for testing equality of covariance matrices.     

Pooling operators with the marginalization property

In this paper, we consider the problem of combining a number of opinions which have been expressed as probability measures P₁, …, P_n, over some space. It is shown that a pooling formula which has the marginalization property of McConway (1981) must be of the form T = Σⁿ_i=₁W_i P_i + (1 - Σⁿ_i =₁W_i)Q, where Q is an arbitrary measure and W₁, …, W_n ϵ [—1,1] are weights such that| Σ_J Σ _j w_j | ≤ 1 for every subset J of {1, …, n}. If, in addition, T is required to preserve the independence of arbitrary events A and B whenever these events are independent under each P_i, then either T = P_i for some 1 ≤ i ≤ n or T = Q, in which case Q takes values in {0, l}.     

西方独立研究的现状与思考

独立是西方文化中的一个重要概念,也是与自立涵义相近的一个概念.从西方学者提出的关于独立的界定、结构与测量、影响因素以及对独立概念的反思等可以了解到西方的独立研究现状.在此基础上探讨独立与自立的异同,得到以下认识:(1)自立与独立是在不同文化、经济和政治条件下产生的不同人格构念,差异的关键在于自立是一种辩证性的人格特征,是独立与依赖对立统一的结果;(2)自立是我国优秀文化传统保持下来的有现代生命力的人格构念;(3)自立和独立都是涉及多种心理成分和多个领域的复杂人格构念.     

公司治理结构中的代理成本与审计独立性的相关性研究

本文从"提高审计独立性对代理成本的影响"和"代理成本的高低对审计独立性的影响"两个角度,对代理成本与审计独立性的相关性进行了理论分析,认为代理成本与审计独立性具有正相关性,并将这一结论作为研究假设,提出了建立数学模型对两者的相关性进行实证研究的思路。文章认为,要提高审计独立性将会导致公司代理成本的相应提高,反之,代理成本越高,被审单位从其自身利益出发,必然要提高审计独立性。     

一种DCON协议通信的快速处理方法

DCON是一种基于RS-485网络的应用层协议,广泛应用于计算机监控系统中.本文在NET Framework 4.0环境下实现了可靠的数据传输,同时根据DCON的特性引入了协议的快速处理方法,可以有效提高计算机监控系统的可靠性和灵敏度.