有限总体基尼系数的统计推断

进行基尼系数的统计推断时,已有研究一般都设定总体是无限的。研究在有限总体随机抽样的现实背景下,如何利用样本数据对总体基尼系数进行估计及其评价。从总体基尼系数的内涵和定义出发,介绍了非参数估计和参数估计的方法,构造了相应的估计量,基于蒙特卡罗的模拟结果,论证和揭示了不同情况下估计量的性质,并论述了方法的适用性以及在实际应用中需要注意的问题。     

双重广义线性模型在车损险费率厘定中的应用

双重广义线模型是对广义线性模型的扩展,其对反应变量的均值与散度参数同时建立模型,提高了模型运用的灵活性与适应性。将双重广义线性模型应用到车损险费率厘定中,既考虑了费率期望值与费率因子之间的关系,又考虑了变量的分散程度与费率因子之间的关系,并以欧洲一家保险公司的汽车保险损失数据为样本进行实证研究,把无索赔优待等级、地区、车型与年均行驶里程数作为费率因子,建立了费率厘定模型。结果表明,所得到费率结构合理,符合实际。     

农户对夏玉米品种性状属性的支付意愿研究——基于选择实验的分析

基于河南和山东农户调研数据,采用选择实验方法,应用随机参数模型与潜在类别模型分析农户对夏玉米品种的生育期、与干旱相关的产量特征、籽粒品质及穗位整齐度性状属性的偏好与支付意愿。研究表明,农户对玉米品种性状偏好具有异质性,根据这种异质性可以将农户分为穗齐偏好农户和产量稳定偏好农户,但追求产量目标的农户少于追求轻简目标的农户;农户对玉米品种的穗位整齐度的支付意愿最高,其次为玉米的产量特征和生育期,对玉米籽粒的品质属性支付意愿最低。因此,培育耐旱稳产型、适宜机械化操作的穗齐型且生育期较短的"轻简型"玉米品种是中国玉米育种的主要方向。     

On a Mixture Model for Directional Data on the Sphere

We consider mixtures of general angular central Gaussian distributions as models for multimodal directional data. We prove consistency of the maximum‐likelihood estimates of model parameters and convergence of their numerical approximations based on an expectation–maximization algorithm. Then, we focus on mixtures of special angular central Gaussian distributions and discuss the details of a fast numerical algorithm, which allows to fit multimodal distributions to massive data, occurring, for example, in the study of the microstructure of materials. We illustrate the applicability with some data from fibre composites and from ceramic foams.     

The Correlated Bivariate Noncentral F Distribution and Its Application

This article proposes the singly and doubly correlated bivariate noncentral F (BNCF) distributions. The probability density function (pdf) and the cumulative distribution function (cdf) of the distributions are derived for arbitrary values of the parameters. The pdf and cdf of the distributions for different arbitrary values of the parameters are computed, and their graphs are plotted by writing and implementing new R codes. An application of the correlated BNCF distribution is illustrated in the computations of the power function of the pre-test test for the multivariate simple regression model (MSRM).     

Modified Profile Likelihood for Fixed-Effects Panel Data Models

We show how modified profile likelihood methods, developed in the statistical literature, may be effectively applied to estimate the structural parameters of econometric models for panel data, with a remarkable reduction of bias with respect to ordinary likelihood methods. Initially, the implementation of these methods is illustrated for general models for panel data including individual-specific fixed effects and then, in more detail, for the truncated linear regression model and dynamic regression models for binary data formulated along with different specifications. Simulation studies show the good behavior of the inference based on the modified profile likelihood, even when compared to an ideal, although infeasible, procedure (in which the fixed effects are known) and also to alternative estimators existing in the econometric literature. The proposed estimation methods are implemented in an R package that we make available to the reader.     

基于动态模型平均的大豆期货价格预测研究

针对大豆期货价格波动的复杂性及影响因素的多元性，本文将动态模型平均理论引入大豆期货价格分析与预测研究中，通过动态选择解释变量和系数时变程度，在有效控制模型和系数不确定性的同时，最大限度综合利用大豆期货市场内外部信息，以提高大豆期货价格预测准确度。具体的，本文提出一套基于动态模型平均理论的大豆期货价格影响因素与预测分析框架，从期货市场和经济环境等两方面准确地识别出大豆期货价格影响因素的时变特征，进而构建大豆期货价格预测模型，并通过预测误差指标和Diebold-Mariano检验法评估其与基准模型的预测能力。研究结果表明，动态模型平均理论在有效剖析大豆期货价格影响因素的时变特征的同时，能明显提升大豆期货价格预测准确度。     

On the performance of some new Liu parameters for the gamma regression model

The maximum likelihood (ML) method is used to estimate the unknown Gamma regression (GR) coefficients. In the presence of multicollinearity, the variance of the ML method becomes overstated and the inference based on the ML method may not be trustworthy. To combat multicollinearity, the Liu estimator has been used. In this estimator, estimation of the Liu parameter d is an important problem. A few estimation methods are available in the literature for estimating such a parameter. This study has considered some of these methods and also proposed some new methods for estimation of the d. The Monte Carlo simulation study has been conducted to assess the performance of the proposed methods where the mean squared error (MSE) is considered as a performance criterion. Based on the Monte Carlo simulation and application results, it is shown that the Liu estimator is always superior to the ML and recommendation about which best Liu parameter should be used in the Liu estimator for the GR model is given.     

Fisher information in exponential-weighted location-scale distributions

In this article, the comparison between the Fisher information on parameters of the weighted distributions and the parent distributions is done. The most common family of distributions, location–scale family, is considered with the exponential weight function w(x) = e^βx where β is a constant. Conditions under which the weighted distributions are more (less) informative than the parent distribution are given. This was done for location, scale, and location–scale families when the scale parameter is considered as a nuisance parameter. Furthermore, using the transformation technique, we show that the results in location–scale family can be generalized to the broader classes of problems that studied the Fisher information of the weighted distributions such as Tzavelas and Economou (2014 Tzavelas, G., and P. Economou. 2014. Characterization properties based on the fisher information for weighted distributions. Statistics and Probability Letters 84:54–9.[Crossref], [Web of Science ®] , [Google Scholar]). As the exponential weight function can include some other weight functions, the obtained results in this article can be generalized for some other weight functions.     

一个半离散且正数齐次核逆向的Hilbert型不等式

应用权系数的方法及参量化思想,建立一个具有最佳常数因子的、半离散且正数齐次核逆向的Hil-bert型不等式,并考虑了它的引入多参数的等价式.