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排序方式: 共有248条查询结果,搜索用时 15 毫秒
1.
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility
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In this paper, we consider the deterministic trend model where the error process is allowed to be weakly or strongly correlated and subject to non‐stationary volatility. Extant estimators of the trend coefficient are analysed. We find that under heteroskedasticity, the Cochrane–Orcutt‐type estimator (with some initial condition) could be less efficient than Ordinary Least Squares (OLS) when the process is highly persistent, whereas it is asymptotically equivalent to OLS when the process is less persistent. An efficient non‐parametrically weighted Cochrane–Orcutt‐type estimator is then proposed. The efficiency is uniform over weak or strong serial correlation and non‐stationary volatility of unknown form. The feasible estimator relies on non‐parametric estimation of the volatility function, and the asymptotic theory is provided. We use the data‐dependent smoothing bandwidth that can automatically adjust for the strength of non‐stationarity in volatilities. The implementation does not require pretesting persistence of the process or specification of non‐stationary volatility. Finite‐sample evaluation via simulations and an empirical application demonstrates the good performance of proposed estimators. 相似文献
2.
四川地区农民持续增收的制约因素分析 总被引:1,自引:0,他引:1
根据四川省统计局的历年数据,本文分析了四川省农民收入增长的规律:改革来,四川农民收入总量上呈现逐年增长、增幅减缓的特征;四川农民收入水平在全国的排位下降。宏观经济分析表明,影响农民收入持续增长的主要有外部因素如制度障碍、农业投入不足、农资价格上涨等,内部因素如生产结构不合理、基础设施脆弱和农民素质不高等方面。因此,要构建农民增收的长效机制必须突破制度障碍。 相似文献
3.
朱建伟 《浙江师范大学学报(社会科学版)》2002,27(2):70-73
本文从研究生导师队伍科研成果的结构入手 ,认为对导师科研工作评估重点应是对学术论文的量化 ,并提出学术论文量化评估的指标设置、权重系数及其数学模型。 相似文献
4.
Fabio Corradi Giampietro Lago Federico M. Stefanini 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2003,166(3):425-440
Summary. The evaluation of nuclear DNA evidence for identification purposes is performed here taking account of the uncertainty about population parameters. Graphical models are used to detail the hypotheses being debated in a trial with the aim of obtaining a directed acyclic graph. Graphs also clarify the set of evidence that contributes to population inferences and they also describe the conditional independence structure of DNA evidence. Numerical illustrations are provided by re-examining three case-studies taken from the literature. Our calculations of the weight of evidence differ from those given by the authors of case-studies in that they reveal more conservative values. 相似文献
5.
于红兵 《电子科技大学学报(社会科学版)》2005,(4)
阐述了目前被广泛应用的对于反馈型振荡器的分析方法在描述起振条件和稳定条件时存在严重的逻辑缺陷。提出了一种普适的起振条件判据,推导出两组具体而又具有实际指导意义的起振条件判据,阐明了不存在“频率稳定条件”的理由。 相似文献
6.
从脱贫户获得感维度检验中国脱贫的实践效应。通过对广东省48 村1 518 已脱贫农户的调查研究,发现其家庭人均年收入持续增长且比已知脱贫收入线显著偏高,产业扶贫对收入增长的作用显著;脱贫户基于家庭劳动力人数、老人数和学生子女数等客观需求,多数自觉获得了体现客观机会获得的脱贫政策福利;脱贫户拥有较高的获得感,并没因调查个体的人口特征而存在差异,其显著地与客观需求呈负相关,与客观获得呈正相关,需求既定时客观获得增加,则获得感会显著提升,这意味着新时代基于需求-获得-满足的精准扶贫逻辑具有实践效应。在客观获得确定而需求增加时,获得感会显著偏低,收入的影响作用最大。因此,后脱贫时代需要继续推进乡村产业发展,加强对劳动力的职业技能培训和乡村教育扶持力度,从外部基础、成人主体内在动力和代际发展潜力来保障和提升脱贫成效的持续性。 相似文献
7.
将30头30±2kg的育肥猪(长白×内江)随机分成试验组和对照组。对照组采用个体户原用添加剂,试验组采用自配高铜添加剂。结果表明:对照组日增重341.67g,料肉比4.0:1试验组日增重364.67g,料肉比3.7:1。两组日增重差异显著(P<0.05)。 相似文献
8.
文章介绍利用数控增益放大器LH0086大幅度提高A/D转换器分辨率的方法,可将8位A/D转换器的分辨率提高到接近16位A/D的水平,适用于高速数据系采集系统,给出了相应的硬件原理图和软件框图。 相似文献
9.
There are some shortages to ascertain attribute weight based on rough set in current studies. In this paper, attrib- ute importance represented by rough set is studied deeply. Aiming at the existing problems, algebra presentation of rough sets is proved to be more comprehensive than its information presentation, then a new method of ascertaining attribute weigh is put forward based on rough set conditional entropy. Finally, it is shown that the new method is more reasonable than the old one by an example. 相似文献
10.
Bayesian adaptive dose‐escalation designs for simultaneously estimating the optimal and maximum safe dose based on safety and efficacy
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Wai Yin Yeung Bruno Reigner Ulrich Beyer Cheikh Diack Daniel Sabanés bové Giuseppe Palermo Thomas Jaki 《Pharmaceutical statistics》2017,16(6):396-413
The main purpose of dose‐escalation trials is to identify the dose(s) that is/are safe and efficacious for further investigations in later studies. In this paper, we introduce dose‐escalation designs that incorporate both the dose‐limiting events and dose‐limiting toxicities (DLTs) and indicative responses of efficacy into the procedure. A flexible nonparametric model is used for modelling the continuous efficacy responses while a logistic model is used for the binary DLTs. Escalation decisions are based on the combination of the probabilities of DLTs and expected efficacy through a gain function. On the basis of this setup, we then introduce 2 types of Bayesian adaptive dose‐escalation strategies. The first type of procedures, called “single objective,” aims to identify and recommend a single dose, either the maximum tolerated dose, the highest dose that is considered as safe, or the optimal dose, a safe dose that gives optimum benefit risk. The second type, called “dual objective,” aims to jointly estimate both the maximum tolerated dose and the optimal dose accurately. The recommended doses obtained under these dose‐escalation procedures provide information about the safety and efficacy profile of the novel drug to facilitate later studies. We evaluate different strategies via simulations based on an example constructed from a real trial on patients with type 2 diabetes, and the use of stopping rules is assessed. We find that the nonparametric model estimates the efficacy responses well for different underlying true shapes. The dual‐objective designs give better results in terms of identifying the 2 real target doses compared to the single‐objective designs. 相似文献