局部平稳部分线性面板数据模型的统计推断

部分线性模型是一类非常重要的半参数回归模型,由于它既含有参数部分又含有非参数部分,与常规的线性模型相比具有更强的适应性和解释能力。文章研究带有局部平稳协变量的固定效应部分线性面板数据模型的统计推断。首先提出一个两阶段估计方法得到模型中未知参数和非参数函数的估计,并证明估计量的渐近性质,然后运用不变原理构造出非参数函数的一致置信带,最后通过数值模拟研究和实例分析验证了该方法的有效性。     

随机需求环境下联产品系统价格与产量决策研究

基于固定比例生产技术和多产品随机需求的情形,研究了联产品制造商的两阶段产量和价格联合优化模型。通过反向倒推的优化求解,得到了联产品制造商的最优产量和价格决策以及变化规律。同时研究了需求服从均匀分布时,需求波动对均衡的影响。研究结果表明,在订货成本较低和一种产品的需求波动性较大时,当另外一种产品的波动增大,则该产品的最优订货量增大,同时价格下降。借助数值仿真,分析了价格敏感度和产出比例对最优决策和利润的影响。结果表明,在给定一种产品的价格敏感度时,另外一种的价格敏感度越大,那么该产品的价格就越低,制造商的订货量就下降。当一种产品的产出比例固定时,另一种产品的产出比例上升时,则该产品的价格下降,制造商的订货量下降,总利润上升。     

Multiple event times in the presence of informative censoring: modeling and analysis by copulas

Motivated by a breast cancer research program, this paper is concerned with the joint survivor function of multiple event times when their observations are subject to informative censoring caused by a terminating event. We formulate the correlation of the multiple event times together with the time to the terminating event by an Archimedean copula to account for the informative censoring. Adapting the widely used two-stage procedure under a copula model, we propose an easy-to-implement pseudo-likelihood based procedure for estimating the model parameters. The approach yields a new estimator for the marginal distribution of a single event time with semicompeting-risks data. We conduct both asymptotics and simulation studies to examine the proposed approach in consistency, efficiency, and robustness. Data from the breast cancer program are employed to illustrate this research.

     

理智与情感:为历史“正名”的方法——从刘保昌长篇小说《楚武王》谈起

历史书写中的“最炫流行风”在今天的文化市场上大行其道——用拆解、谐谑、碎片化、戏拟等方式拉平历史的深度,以“傲慢与偏见”来充抵叙述历史的自信,也经由这种时尚化的叙述使历史以“轻松一刻”的形式实现消费欲望的满足.刘保昌的《楚武王》则疏离“流行前线”,以史料为据,正本清源,守正而出新,为历史“正名”,以彰显历史意识、历史理性的写作姿态,以坚持文学之理想力量的叙事激情,以有文化承担的叙事态度显示出对当代历史小说叙事品格与尊严的坚守.     

A modified common factor model for modelling mortality jointly for both sexes

Journal of Population Research - There is an increasing attention on the joint modelling of multiple populations. Populations are related in several ways, such as neighbouring countries, females...     

1950年代:“本质—特征论”文学定义的形成及影响

1950年代形成了"本质—特征论"的文学定义,即先界定文学的意识形态本质,再界定文学是用形象的方式来反映社会生活、体现意识形态的特征。这一定义的思维方式是先界定事物的普遍性,再界定事物的特殊性,突出事物的普遍性关联,轻视事物的独特性质的揭示,使得文学研究本应着重研究文学的特殊性成为空话,不利于认识文学自身的规律。1980年代的文学审美论试图突破这种定义方式,但1990年代以来,反本质主义的文学语境论再次回到从事物的关联性定义事物的思维老路,文学自身本质问题受到质疑,弱化了文学与审美关联的重要性与必要性。     

磷酸酯/Fe3+ 型油基冻胶压裂液性能研究

针对磷酸酯/Al3+ 交联的油基压裂液交联速度慢，交联剂溶解性慢、稳定性差和价格高等缺点，首次对磷酸酯/Fe3+ 交联的油基压裂液体系进行了研究。通过对铁交联剂体系的优化，筛选一种磷酸酯/Fe3+ 交联的新型交联剂体系，并对磷酸酯/Fe3+ 油基冻胶压裂液性能进行了评价。结果表明：采用30%Fe2(SO4)3+15% 二乙醇胺+55% 水制备的新型交联剂体系，直接与磷酸酯混合即可形成油基冻胶，其性能不受放置时间的影响，交联速度快，成胶性能好，10 min 就可达到最大黏度；压裂液的抗温抗剪切性能高，与常规铝交联剂体系比较，压裂液成胶速度提高了20 倍，压裂液的抗温能力由原来100 ℃提高到135 ℃，并且压裂液的破胶性和滤失性等性能均能达到压裂施工的要求。     

Testing equality of two normal covariance matrices with monotone missing data

Abstract

The problem of testing equality of two multivariate normal covariance matrices is considered. Assuming that the incomplete data are of monotone pattern, a quantity similar to the Likelihood Ratio Test Statistic is proposed. A satisfactory approximation to the distribution of the quantity is derived. Hypothesis testing based on the approximate distribution is outlined. The merits of the test are investigated using Monte Carlo simulation. Monte Carlo studies indicate that the test is very satisfactory even for moderately small samples. The proposed methods are illustrated using an example.     

Partial Identification of Economic Mobility: With an Application to the United States

Abstract

The economic mobility of individuals and households is of fundamental interest. While many measures of economic mobility exist, reliance on transition matrices remains pervasive due to simplicity and ease of interpretation. However, estimation of transition matrices is complicated by the well-acknowledged problem of measurement error in self-reported and even administrative data. Existing methods of addressing measurement error are complex, rely on numerous strong assumptions, and often require data from more than two periods. In this article, we investigate what can be learned about economic mobility as measured via transition matrices while formally accounting for measurement error in a reasonably transparent manner. To do so, we develop a nonparametric partial identification approach to bound transition probabilities under various assumptions on the measurement error and mobility processes. This approach is applied to panel data from the United States to explore short-run mobility before and after the Great Recession.     

高含水期油藏层间压力结构差异量化方法研究

由于长期注水开发和层间非均质性影响，高含水期油藏各小层层间压力结构差异严重，掌握差异状况是合理调整的重要依据。针对现场分层测压资料少，单层压力资料获取困难的情况，应用渗流力学原理建立了高含水期地层层间压力结构差异量化数学模型，模型的关键参数可以通过生产数据计算获得。枣园油田的实例验证表明，高含水油藏层间压力存在明显差异，该方法能够确定各小层的压力差异状况。量化计算结果和实测资料相接近，有利于认清开发矛盾，为合理调整提供技术依据。