独生子女规模估算及其对政府奖励性支出的影响——以苏州市为例

本文将抽样调查资料与人口普查资料相结合,利用多种统计方法、多方案推算苏州市独生子女存量规模以及未来各年数量,并据此测算了未来各年政府可能的配套奖励性支出。研究结果表明：独生子女大规模进入婚育年龄将势必引起政策生育率的上升,未来各年政府用于独生子女家庭及其父母养老等计划生育政策奖励性支出将逐年增加．财政负担日益加重。建议政府对计划生育配套奖励政策适时进行调整,由现行的提供物质奖励向提供优质服务和社会保障转变。     

非负矩阵谱半径的估计

对非负矩阵谱半径的界值给出了一个新的估计.并引进某些自由参数,使谱半径得到了更一般的结果。     

20世纪60年代美中央情报局对中苏关系的评估--对美国情报委员会最新解密档案的分析

美国最新解密的中央情报局20世纪60年代初、中和末期撰写的中苏关系评估报告,通过不同层面,较客观地分析了此阶段中苏关系的变化情况,较为准确地判断和预测了中苏关系的走向.但是,不同体制国家文化背景上的巨大差异,对社会主义国家决策程序必要了解的不足,重视苏联动向的习惯,以及文革造成的中国国内局势的动乱,使得报告作者的理性考量也存在不少偏差,对中国方面的某些迹象缺乏敏感.     

A method of deriving valid approximate expressions for bias in ratio estimation

The expectation of a ratio of two statistics is usually obtained by the method in which the denominator is expanded into a binomial series around its mean. However, this method can less generally be employed because the expansion of the denominator is not always valid. This paper presents a device in which the expectation of a ratio of two statistics can more generally be obtained. The device is to adopt a positive value as ‘catalyzer’. It can be applied not only to the ratio of estimates based on samples but also to ratio of any two statistics, if the denominator is positive and finite.     

On the ABLUE of the normal mean from a censored sample

The asymptotically best linear unbiased estimate (ABLUE) of the normal mean is discussed. The estimate is based on k selected order statistics chosen from a singly or doubly censored large sample of size n(>k). The coefficients, the asymptotic relative efficiency of the estimate, and the optimum spacing of k real numbers between 0 and 1 which determines the optimum ranks of order statistics, are provided. A comparison between the ABLUE and the iterated maximum likelihood estimate is made.     

Estimate of variance of u-statistics

Let g(x₁,… , x_k) be a symmetric function with k arguments. Let U be a U-statistic based on a random sample of size n with kernel function g . In this paper, the problem of estimating var(U) is considered. Several estimators are compared by computer simulations and we conclude that two estimators, one is constructed as a U-statistic and the other is the bootstrap estimator, give good estimates for many U-statistics.     

多元线性回归分析及其实际应用

本文主要介绍了多元线性回归分析的数学模型.同时结合实例演示了应用R软件实现多元线性回归的过程.     

基于因素模型的协高阶矩矩阵估计及其应用研究

在高阶矩投资组合中,使用传统样本估计方法会产生较高估计误差和模型设定误差。本文在多因素模型的基础上,给出一种改进的协高阶矩估计方法,分析了基于多因素模型压缩估计量的渐进一致性。蒙特卡洛模拟表明,多因素压缩估计量在有限样本中具有更小的平均绝对误差、根均方误差以及更高的平均绝对改进百分比,有效提高了协高阶矩矩阵估计的精度;即使在样本观测量比资产数目少时,估计的协高阶矩矩阵精度都会有较大提高。基于2005年6月至2019年5月沪深300成分股的高阶矩投资组合实证发现,多因素压缩方法与其他估计方法相比,在年化收益率上可以获得4.7%~32.8%的提升,最大回撤能够下降3.7%~18.3%,表明使用多因素压缩估计方法构建的投资组合有更大的可能获得更多货币效用增益,以及面临亏损时,产生的最大亏损更小。该方法有助于金融机构或理性投资者在进行投资组合时减小投资损失,获得更好的投资回报。     

购买力平价（PPP）测算方法研究评述与展望

购买力平价（PPP）可为发行不同货币的国家间比较提供比汇率法更加可靠的数据基础,因此其在国际经济比较领域的应用日益广泛。本文对现有的PPP测算方法按照指数法和随机法两大板块进行了综述,包括了传统的EKS法、最小间隔树法、链式法、星形法、平均价格法、原始CPD法、CPRD法等基本方法,以及此后发展的加权EKS法、特征CPD法、空间CPD法和加权CPD法,简要评述了这些方法的基本思想及各自的优缺点。随后,本文详尽总结了两大类方法的发展脉络,深入探讨了这些方法的适用性问题,并作了研究展望。     

Nonparametrie recursive estimator for mean residual life and vitality function under dependence conditions

In this paper, we develop a nonparametrie recursive estimator for the vitality and mena residual life function, based on kernel density estimators under mixing dependence conditions. The consistency and asymptotic normality of the estimator are established, under suitable regularity conditions. It is also shown that the Integrated Mean Squared Error converges to zero. The paper is concluyed with some simulation results.