因子模型门槛效应的LM和Wald检验及其统计性质研究

门槛因子模型可以有效地刻画高维度时间序列的共变特征和区制转换行为,具有良好的可解释性和预测能力。针对因子载荷矩阵存在的门槛效应,本文提出了拉格朗日乘子和沃尔德检验方法,并给出了渐近分布,相关结果表明以上检验统计量具有良好的大样本性质和有限样本表现。在实证部分,以我国股市的行业指数作为研究对象,通过构建门槛因子模型来刻画我国股票市场波动的共变性特征和非对称效应。实证结果表明基于门槛因子模型可以很好地刻画中国股市行业收益率波动的共变特征和区制转换行为。     

Bayesian inference for the parameters of Weibull distribution under progressive Type-I interval censored data with beta-binomial removals

This article considers the problem of estimating the parameters of Weibull distribution under progressive Type-I interval censoring scheme with beta-binomial removals. Classical as well as the Bayesian procedures for the estimation of unknown model parameters have been developed. The Bayes estimators are obtained under SELF and GELF using MCMC technique. The performance of the estimators, has been discussed in terms of their MSEs. Further, expression for the expected number of total failures has been obtained. A real dataset of the survival times for patients with plasma cell myeloma is used to illustrate the suitability of the proposed methodology.     

云南女性人口发展状况概述

作者从人口学的角度，以人口普查资料为依据，对建国以来云南女性人口的数量与分布、民族构成、素质、经济活动人口和年龄构成作了简要的概述。     

家庭结构对老年人代际支持的影响研究

本文利用中国老年健康影响因素跟踪调查（CLHLS）项目2008年的数据,分析了家庭结构的变迁（表现为居住安排与子女数量两方面）对老年人所获得的来自子女的代际支持的影响。研究结论显示,是否与子女同住会影响老年人获得的经济支持、情感支持与照料支持,而子女数量对代际支持的获得有正向作用。     

网上考古的新发现——关于《碣石调·幽兰第五》的原本问题

《碣石调·幽兰第五》的原本问题为笔者同吴文光、戴微争鸣多年而未获结论的难题.最近,笔者运用http//www.emuseum.ip/cqi?SvoID=3&ID=wcq7&subid=s 000网站,发现了东京国立博物馆所藏《幽兰》卷纸本的原件,是为东京本之二.这次网上考古的发现证实了东京国立博物馆的确有两份《碣石调·幽兰第五》即东京本之一和东京本之二,后者为原本.本文探讨《幽兰》版本列表、对日本方面迟迟不提供原本之讨论.黎氏刊本与原本之比较等三方面问题.     

Is categorization of random data necessary for parallel analysis on Likert-type data?

Random eigenvalues are the key elements in parallel analysis. When analyzing Likert-type data, is it necessary to convert the continuous random data to discrete type before estimating eigenvalues? The study compared the random eigenvalues obtained from continuous and categorized random data from two popular computer programs to be used as the basis for comparison in conducting parallel analysis on Likert-type data. Results indicated that categorized random data gave eigenvalues and number of factors similar to those obtained from continuous random data. It is suggested that when conducting parallel analysis on Likert-type data by the two programs, the conversion is unnecessary.     

One-machine scheduling to minimize mean tardiness with minimum number tardy

In this paper the one-machine scheduling problem with the objective of minimizing the mean tardiness subject to maintaining a prescribed number of tardy jobs is analysed. An algorithm for solving this problem is presented. It is proved that the schedule generated by the proposed algorithm is indeed optimal.     

On computer generation of gamma random variables by rejection and composition procedures 2

The paper presents various algorithms for generating gamma random variables, by combining rejection and composition procedures. Two efficient algorithms are given for the case when the parameter of the gamma distribution is 0<v<l. For the case vl, several algorithms are given but they (except one), work reliably only for small values of v. Results of some computer tests together with FORTRAN subroutines are also presented.     

Sequential confidence intervals for the number of cells in a multinomial population

A two-sided sequential confidence interval is suggested for the number of equally probable cells in a given multinomial population with prescribed width and confidence coefficient. We establish large-sample properties of the fixed-width confidence interval procedure using a normal approximation, and some comparisons are made. In addition, a simulation study is carried out in order to investigate the finite sample behaviour of the suggested sequential interval estimation procedure.     

多子多福？——子女数量对父母健康的影响

常言道“多子多福”，调查的数据是否支持该论断呢？本文利用《城市居民家庭生活调查》数据研究了子女数量对父母健康的影响。为了解决子女数量内生性问题，本文在估计中使用了工具变量的方法进行分析。研究结果显示当不考虑内生性问题时，子女越多的父母亲其健康自评水平越高，但当使用工具变量进行估计时子女数量对父母的健康自评产生了显著的负面影响。本文分析还发现子女数量对男性健康自评的负面影响要大于对女性健康自评的影响。这可能是因为相对于女性而言，子女越多男性抚养子女的压力越大导致的。