Backfitting Random Varying-Coefficient Models with Time-Dependent Smoothing Covariates

Abstract.  In this paper, we propose a random varying-coefficient model for longitudinal data. This model is different from the standard varying-coefficient model in the sense that the time-varying coefficients are assumed to be subject-specific, and can be considered as realizations of stochastic processes. This modelling strategy allows us to employ powerful mixed-effects modelling techniques to efficiently incorporate the within-subject and between-subject variations in the estimators of time-varying coefficients. Thus, the subject-specific feature of longitudinal data is effectively considered in the proposed model. A backfitting algorithm is proposed to estimate the coefficient functions. Simulation studies show that the proposed estimation methods are more efficient in finite-sample performance compared with the standard local least squares method. An application to an AIDS clinical study is presented to illustrate the proposed methodologies.     

关于邮政编码调整方案的研究

本文分析了现行邮政编码存在的主要问题和现行邮政编码资源的使用情况,提出了调整邮政编码应遵循的基本原则,给出了三种邮政编码调整方案,并对每一调整方案都进行了可行性分析和风险分析,可供决策参考.     

完整服务产品和服务提供系统的设计

文章提出了一种全新的服务设计概念 ,即把完整服务产品和服务提供系统作为一个有机整体来考虑 ,并分析比较了现有的几种服务设计方法 ,在此基础上提出了一种新的服务设计方法。     

A Contingency Approach to Decentralization

After decades of centralization, in 1980 the central government of the Netherlands embarked upon an ambitious project to decentralize the administrative system. It proclaimed a series of general decentralization measures that aimed to improve the performance of the administrative system and to boost local democracy. This article presents the results of research into the effects of these measures. It shows that the decentralization project did not meet the high expectations. This can be explained by the fact that the theoretical framework underlying the decentralization policy was overly simple. The authors present a new framework that represents the contingent character of the effects of decentralization.     

孔子"辞达而已"的语言学解读

孔子言语简约,一句“辞达而已矣”曾引起后人的极大关注。后世学者从不同角度阐释了“辞达”,见仁见智。就语言的运用而言,“达”指表达、传达,也可指畅达、通达,还可指理解上的通晓、明白;它不刻意求“工”,但也不反对文饰。孔子的言语理论和言语实践也说明了这一点。所以孔子的“辞达”,绝非单一的传达、表达或通达、明白之意,而是“达其所欲达以期于达”的简略表述;它涵盖了言语动机、方式方法、目的效果等多个层面,蕴含了传情达意、表达流畅、兼求修饰、通晓易懂等多个意思。     

Integrating commercial and residential pickup and delivery networks: A case study

This paper presents a strategic analysis of the network design problem faced by pickup and delivery companies operating in metropolitan areas and serving two or more classes of customers. The focus is on a division that treats commercial and residential customers separately, a situation motivated by their respective geographic densities and the size and frequency of their demand. In constructing driver work areas, it is necessary to take into account expected demand, vehicle capacity, time on the road, and the aspect ratio of the individual territories. This leads to a capacitated clustering problem with side constraints that has been the subject of intense research over the last decade.     

基于时变需求的供应链基本库存水平优化研究

在时变需求环境下,基于模型推导得到供需双方基本库存水平局部优化与整体优化决策方程,并基于算例对基本库存水平整体优化的成本绩效以及需求时变性的影响进行数据分析,得到如下重要结论:基本库存水平整体优化明显降低供应链库存成本.     

电子市场中时间价格敏感需求下的交货期定价决策

电子市场中,如何通过交货期报价来增大需求、提高收益,对于网络营销企业来说是至关重要的.本文假定在一个包含网络营销企业与其客户的运作系统中,需求同时对价格与时间都敏感的条件下,以最优化自身收益为目标、以满足必须达到规定的服务水平为主要约束条件,构建了交货期定价决策模型.通过数值算例,探讨了在电子市场中消费者为价格敏感或交货期敏感时,网络营销企业的最优定价策略.上述结论可以为网络营销企业在电子市场中的定价决策提供有益的指导.     

基于活动方法的瓶颈模型与拥挤收费问题研究

Vickrey提出的基于出行的瓶颈模型以出行作为分析单位,没有考虑出行与活动之间的相互关联.本文对Vickrey的瓶颈模型进行了拓展,提出了基于活动的瓶颈模型来研究通勤者早晨上班出发时间决策问题,模型考虑了通勤者对出行负效用与活动效用之间的权衡.在基于活动的瓶颈模型的基础上,分别研究了常数和线性边际活动效用下瓶颈动态拥挤收费和阶梯收费问题,并与传统的瓶颈模型的解进行比较.结果表明,当活动的边际效用为线性函数时,瓶颈处最优动态收费曲线不再呈分段线性关系,而是分段二次曲线;与基于活动的瓶颈模型相比,传统的基于出行的瓶颈模型将高估瓶颈处的排队延误、阶梯收费水平,以及早高峰的开始和结束时间;基于出行的瓶颈模型和常数边际活动效用下的瓶颈模型导致的最优阶梯收费是最优动态收费最大值的一半,并且刚好消除瓶颈处排队延误的一半;与线性边际活动效用下的瓶颈模型相比较,两者低估了阶梯收费能消除的瓶颈排队,从而低估了阶梯收费的效率.     

适应性市场假说及其在中国资本市场的实证

金融危机近些年爆发频繁,传统市场理论如有效市场假说和行为金融面对复杂的现实金融世界未能给出合理解释.Lo提出的适应性市场假说则弥合了这两个学派的分歧,逐渐引起了学术界的重视.本文尝试从动态市场效率、时变贝塔和技术交易策略演变这三个角度对适应性市场假说能否解释我国资本市场进行实证研究.研究发现:我国股票市场效率在动态变化,无效的时段与金融危机或政策巨变等重大事件联系密切;股市风格指数贝塔随市场环境变化而改变;技术交易策略绩效随投资者适应环境变化而演变.研究结果表明,适应性市场假说相比有效市场假说和经典资本资产定价模型,能够更好地解释我国资本市场上述现象.最后对投资者如何根据市场环境变化制定适应性投资策略给出几点建议.