用数学函数分析法对统计指数因素分析的进一步改良——谈综合指数体系的缺陷与消除

指数因素分析法是一种重要的统计分析方法,而其分析结果的正确与否取决于所用的指数体系。利用传统的综合指数体系从事因素分析虽方便,使用,但也存在一些不足。本文提出用其他指数体系进行因素分析的思想,以弥补传统综合指数体系在因素分析中的缺陷。     

复合地基承载力标准值取值方法探讨

结合具体工程实例,对静载试验极差大于平均值30%的复合地基,如何确定承载力标准值进行探讨,提出较为合理的取值方法.     

加权复合分位数回归方法在动态VaR风险度量中的应用

风险价值(VaR)因为简单直观,成为了当今国际上最主流的风险度量方法之一,而基于时间序列自回归(AR)模型来计算无条件风险度量值在实业界有广泛应用。本文基于分位数回归理论对AR模型提出了一个估计方法--加权复合分位数回归(WCQR)估计,该方法可以充分利用多个分位数信息提高参数估计的效率,并且对于不同的分位数回归赋予不同的权重,使得估计更加有效,文中给出了该估计的渐近正态性质。有限样本的数值模拟表明,当残差服从非正态分布时,WCQR估计的的统计性质接近于极大似然估计,而该估计是不需要知道残差分布的,因此,所提出的WCQR估计更加具有竞争力。此方法在预测资产收益的VaR动态风险时有较好的应用,我们将所提出的理论分析了我国九只封闭式基金,实证分析发现,结合WCQR方法求得的VaR风险与用非参数方法求得的VaR风险非常接近,而结合WCQR方法可以计算动态的VaR风险值和预测资产收益的VaR风险值。     

Incremental Sampling Methodology: Applications for Background Screening Assessments

This article presents the findings from a numerical simulation study that was conducted to evaluate the performance of alternative statistical analysis methods for background screening assessments when data sets are generated with incremental sampling methods (ISMs). A wide range of background and site conditions are represented in order to test different ISM sampling designs. Both hypothesis tests and upper tolerance limit (UTL) screening methods were implemented following U.S. Environmental Protection Agency (USEPA) guidance for specifying error rates. The simulations show that hypothesis testing using two‐sample t ‐tests can meet standard performance criteria under a wide range of conditions, even with relatively small sample sizes. Key factors that affect the performance include unequal population variances and small absolute differences in population means. UTL methods are generally not recommended due to conceptual limitations in the technique when applied to ISM data sets from single decision units and due to insufficient power given standard statistical sample sizes from ISM.     

A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation

The responses obtained from response surface designs that are run sequentially often exhibit serial correlation or time trends. The order in which the runs of the design are performed then has an impact on the precision of the parameter estimators. This article proposes the use of a variable-neighbourhood search algorithm to compute run orders that guarantee a precise estimation of the effects of the experimental factors. The importance of using good run orders is demonstrated by seeking D-optimal run orders for a central composite design in the presence of an AR(1) autocorrelation pattern.     

Extended scaled prediction variance optimality for modified central composite design

Robust parameter designs (RPDs) enable the experimenter to discover how to modify the design of the product to minimize the effect due to variation from noise sources. The aim of this article is to show how this amount of work can be reduced under modified central composite design (MCCD). We propose a measure of extended scaled prediction variance (ESPV) for evaluation of RPDs on MCCD. Using these measures, we show that we can check the error or bias associated with estimating the model parameters and suggest the values of α recommended for MCCS under minimum ESPV.     

Variance estimation for the 2006 French housing survey

In the 2006 French housing survey, information is collected on many aspects of housing to describe the housing stock in France and the housing conditions of French households. The basic national sample results from a multistage sampling design. Complementary samples were selected to perform accurate estimations for socio-demographic domains. Some French regions proceeded to a regional and local extension of the national sample. The variance is estimated for a region with a regional and local extension of the basic national sample.     

殷墟墓葬中青铜生产工具组合的初步研究

自1928年殷墟开始科学考古以来,殷墟墓葬中出土了大量的青铜工具,这些青铜工具种类丰富,数量较多,是当时中国能够制造的最先进的工具。本文重点考察殷墟墓葬中出土的青铜工具的种类、数量及组合方面所具有的特点,揭示殷墟青铜工具组合是以木工工具为主的组合,并着重论述青铜工具在殷墟墓葬器物组合中所具有的特殊意义。     

京津冀生态环境建设：现状、问题与应对

以一座钢管混凝土连续梁拱组合单线铁路桥为工程背景,采用先整体后局部的两步分析法,首先利用Midas/Civil软件建立全桥有限元模型,计算拱肋安装及后续施工阶段结构的受力状态,得到局部模型的力边界条件;然后利用ANSYS软件建立拱脚结点局部有限元模型,分析施工期间拱脚结点的局部应力分布规律和应力集中程度;最后将拱脚结点应力计算值与实测值进行比较。结果表明,拱肋与梁体间传力顺畅,拱脚混凝土基本处于受压状态;拱脚内侧与箱梁顶板交界处应力集中现象较明显;拱脚上部拱肋周围、拱脚前脚趾处及两拱脚之间箱梁顶板的局部区域出现较大的拉应力,建议在同类桥梁的设计中加强这些部位的构造措施和配筋。拱脚结点应力计算值与实测值比较接近,说明用实体有限元模型计算的局部应力是可靠的,可用于设计验算。     

Decomposition of Variance for Spatial Cox Processes

Abstract. Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.