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Ce Shen Jessica Johnson Zhenhe Chi John B. Williamson 《International social security review》2020,73(2):3-26
China’s pension reform during the past three decades has allowed a majority of China’s population to be covered by a pension scheme. Of particular note has been the New Rural Pension Scheme (NRPS), a voluntary programme introduced starting in 2009. One goal of our analysis is to assess that pension scheme, using a variety of sources of information including data drawn from recent (2013 and 2015) nationwide China Health and Retirement Longitudinal Surveys (CHARLS). Our analysis involves an exploration of differences between the generosity and structure of the NRPS and other pension schemes currently in place. We also explore the feasibility of reforming the current “quasi-social pension” component of the NRPS by substituting a universal non-contributory social pension pillar. In connection with our assessment of the NRPS, we note the unusually low benefit levels for rural China. 相似文献
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This article proposes several estimators for estimating the ridge parameter k based on Poisson ridge regression (RR) model. These estimators have been evaluated by means of Monte Carlo simulations. As performance criteria, we have calculated the mean squared error (MSE), the mean value, and the standard deviation of k. The first criterion is commonly used, while the other two have never been used when analyzing Poisson RR. However, these performance criteria are very informative because, if several estimators have an equal estimated MSE, then those with low average value and standard deviation of k should be preferred. Based on the simulated results, we may recommend some biasing parameters that may be useful for the practitioners in the field of health, social, and physical sciences. 相似文献
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Generally, the semiclosed-form option pricing formula for complex financial models depends on unobservable factors such as stochastic volatility and jump intensity. A popular practice is to use an estimate of these latent factors to compute the option price. However, in many situations this plug-and-play approximation does not yield the appropriate price. This article examines this bias and quantifies its impacts. We decompose the bias into terms that are related to the bias on the unobservable factors and to the precision of their point estimators. The approximated price is found to be highly biased when only the history of the stock price is used to recover the latent states. This bias is corrected when option prices are added to the sample used to recover the states' best estimate. We also show numerically that such a bias is propagated on calibrated parameters, leading to erroneous values. The Canadian Journal of Statistics 48: 8–35; 2020 © 2019 Statistical Society of Canada 相似文献
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Diane Hope Weixing Zhu Corinna Gries Jacob Oleson Jason Kaye Nancy B. Grimm Lawrence A. Baker 《Urban Ecosystems》2005,8(3-4):251-273
We explored variations in inorganic soil nitrogen (N) concentrations across metropolitan Phoenix, Arizona, and the surrounding
desert using a probability-based synoptic survey. Data were examined using spatial statistics on the entire region, as well
as for the desert and urban sites separately. Concentrations of both NO3-N and NH4-N were markedly higher and more heterogeneous amongst urban compared to desert soils. Regional variation in soil NO3-N concentration was best explained by latitude, land use history, population density, along with percent cover of impervious
surfaces and lawn, whereas soil NH4-N concentrations were related to only latitude and population density. Within the urban area, patterns in both soil NO3-N and NH4-N were best predicted by elevation, population density and type of irrigation in the surrounding neighborhood. Spatial autocorrelation
of soil NO3-N concentrations explained 49% of variation among desert sites but was absent between urban sites. We suggest that inorganic
soil N concentrations are controlled by a number of ‘local’ or ‘neighborhood’ human-related drivers in the city, rather than
factors related to an urban-rural gradient. 相似文献
10.
Stephanie M. Pickle Timothy J. Robinson Jeffrey B. Birch Christine M. Anderson-Cook 《Journal of statistical planning and inference》2008
Parameter design or robust parameter design (RPD) is an engineering methodology intended as a cost-effective approach for improving the quality of products and processes. The goal of parameter design is to choose the levels of the control variables that optimize a defined quality characteristic. An essential component of RPD involves the assumption of well estimated models for the process mean and variance. Traditionally, the modeling of the mean and variance has been done parametrically. It is often the case, particularly when modeling the variance, that nonparametric techniques are more appropriate due to the nature of the curvature in the underlying function. Most response surface experiments involve sparse data. In sparse data situations with unusual curvature in the underlying function, nonparametric techniques often result in estimates with problematic variation whereas their parametric counterparts may result in estimates with problematic bias. We propose the use of semi-parametric modeling within the robust design setting, combining parametric and nonparametric functions to improve the quality of both mean and variance model estimation. The proposed method will be illustrated with an example and simulations. 相似文献