Setting the clock back to zero property of a class of bivariate life distributions

In a previous paper. B. R. Rao and Talwalker (1993) considered absolutely continuous life distributions and extended the Lack of Memory Property (L.M.P.) of the exponential distribution and showed that several classes of life distributions have this property, which was called the 'setting the clock back to zero' property. ¶Its analog is discussed in the present paper for hivariate and multivariate classes of life distributions. As a simple application of this analog, it is proved that the Life expectancy and the Percentile Residual Life vectors of a population of individuals under the influence of multiple competing risks have simple expressions if the class of their joint life distributions has the setting the clock back to zero property,     

Stability conditions for a bivariate arch system which is cointegrated in mean

This note gives necessary and sufficient conditions for covariance stationarity in a bivariate system of individually first-order integrated (i.e. difference-stationary) processes. The two processes are linked by a cointegrating relation and by a special ARCH model that describes their time-changing volatility. The problem of deriving necessary conditions for strict stationarity in this system is demonstrated using Monte Carlo simulation. The conditions of the theorem are highlighted using empirical examples.     

Estimation of mean vector in presence of non-response

Simultaneous estimation of means of several variables is considered for finite population in presence of non-response. Two types of nonresponses (partial and complete) are considered using the technique of sampling and subsampling with equal probabilities without replacement. The optimum sample size and the optimum value of subsampling fraction to be repeated from the nonresponding units of the sample have been obtained for fixed survey budget.     

PREDICTION INTERVALS FOR SUPPORT VECTOR MACHINE REGRESSION

ABSTRACT

The support vector machine (SVM), first developed by Vapnik and his group at AT&T Bell Laboratories, is being used as a new technique for regression and classification problems. In this paper we present an approach to estimating prediction intervals for SVM regression based on posterior predictive densities. Furthermore, the method is illustrated with a data example.     

The Quantitative Significance of the Lucas Critique

Doan, Litterman, and Sims (DLS) have suggested using conditional forecasts to do policy analysis with Bayesian vector autoregression (BVAR) models. Their method seems to violate the Lucas critique, which implies that coefficients of a BVAR model will change when there is a change in policy rules. In this article, we attempt to determine whether the Lucas critique is important quantitatively in a BVAR macro model that we construct. We find evidence following two candidate policy rule changes of significant coefficient instability and of a deterioration in the performance of the DLS method.     

Oracle GMM estimation for misspecified models via thresholding

We propose a thresholding generalized method of moments (GMM) estimator for misspecified time series moment condition models. This estimator has the following oracle property: its asymptotic behavior is the same as of any efficient GMM estimator obtained under the a priori information that the true model were known. We propose data adaptive selection methods for thresholding parameter using multiple testing procedures. We determine the limiting null distributions of classical parameter tests and show the consistency of the corresponding block-bootstrap tests used in conjunction with thresholding GMM inference. We present the results of a simulation study for a misspecified instrumental variable regression model and for a vector autoregressive model with measurement error. We illustrate an application of the proposed methodology to data analysis of a real-world dataset.     

基与Maxwell与Simplorer的三相异步电机绕组调速系统仿真

针对电动汽车电机驱动系统的宽调速范围要求,分析一种通过改变定子绕组等效匝数来拓宽三相异步电机调速 范围的方法,由于采用该调速方法在绕组切换过程中会引起电机参数突变,目前还缺乏有效的暂态过程分析手段,无法 应对可能的电流冲击、转矩波动甚至功率器件损毁等情况。本文基于场路耦合仿真的解决思路,重点讨论如何使用 M axwell与Simplorer软件工具对绕组切换的暂态过程进行联合仿真,解决其中9抽头电机建模、端部参数提取以及控制 环路设计等问题。研究表明联合仿真结果准确,可以作为有效分析的手段。     

论各向同性谐振子能级的又一求解方法

在经典力学中的中心力场中,除了能量E和角动量L两个运动积分外,还存在着第三个运动积分,即Runge－Lenz矢量,该矢量可算符化。以各向同性谐振子为例,运用Runge－Lenz矢量简洁地求解出量子力学中另一类典型问题——谐振子的能级公式,与求解薛定谔方程的结果一致,从中可看出用Runge－Lenz矢量处理问题的简洁性。     

内模控制在异步电机矢量变频调速中的应用

提出了异步电机电流调节器的内模控制法（IMC）设计,用矩阵奇异值分析了IMC电流调节器的鲁棒性,并将其应用于异步电机转子磁场定向的转差频率矢量控制中。将IMC调节与PI调节的结果作了比较,通过对电流调节器传递矩阵函数的仿真及用DSP实现的异步电机矢量控制运行实验,验证了IMC电流调节器的良好性能。