基于最新统计分类标准的数字经济发展水平测度

随着信息技术的发展,数字经济已经成为经济增长的"新引擎"。但由于缺乏权威的产业统计分类标准,学者们一直面临"数字经济研究缺乏数字依据"的尴尬境地。文章基于国家统计局公布并实施的《数字经济及其核心产业统计分类(2021)》中的分类标准,对各省份统计年鉴的数据进行重新整理,利用熵权法构建数字经济发展指数,测度了我国30个省份的数字经济发展水平,分析了各省份数字经济发展的差异以及时空特征。研究发现,2009—2019年我国数字经济产业发展迅猛,各项子产业都取得了长足的进步。相比较而言,数字要素驱动业发展速度略低于其他三个子产业;数字经济发展存在着明显的区域不平衡。东中部地区的数字经济发展状况明显优于西部地区,南方优于北方,而且区域不平衡有持续扩大趋势。     

Latin American convergence and divergence towards the mortality profiles of developed countries

It is uncertain whether Latin America and Caribbean (LAC) countries are approaching a single mortality regime. Over the last three decades, LAC has experienced major public health interventions and the highest number of homicides in the world. However, these interventions and homicide rates are not evenly shared across countries. This study documents trends in life expectancy and lifespan variability for 20 LAC countries, 2000–14. By extending a previous method, we decompose differences in lifespan variability between LAC and a developed world benchmark into cause-specific effects. For both sexes, dispersion of amenable diseases through the age span makes the largest contribution to the gap between LAC and the benchmark. Additionally, for males, the concentration of homicides, accidents, and suicides in mid-life further impedes mortality convergence. Great disparity exists in the region: while some countries are rapidly approaching the developed regime, others remain far behind and suffer a clear disadvantage in population health.     

A new financial stress index model based on support vector regression and control chart

Financial stress index (FSI) is considered to be an important risk management tool to quantify financial vulnerabilities. This paper proposes a new framework based on a hybrid classifier model that integrates rough set theory (RST), FSI, support vector regression (SVR) and a control chart to identify stressed periods. First, the RST method is applied to select variables. The outputs are used as input data for FSI–SVR computation. Empirical analysis is conducted based on monthly FSI of the Federal Reserve Bank of Saint Louis from January 1992 to June 2011. A comparison study is performed between FSI based on the principal component analysis and FSI–SVR. A control chart based on FSI–SVR and extreme value theory is proposed to identify the extremely stressed periods. Our approach identified different stressed periods including internet bubble, subprime crisis and actual financial stress episodes, along with the calmest periods, agreeing with those given by Federal Reserve System reports.     

Interval estimation for conformance proportions of multiple quality characteristics

A conformance proportion is an important and useful index to assess industrial quality improvement. Statistical confidence limits for a conformance proportion are usually required not only to perform statistical significance tests, but also to provide useful information for determining practical significance. In this article, we propose approaches for constructing statistical confidence limits for a conformance proportion of multiple quality characteristics. Under the assumption that the variables of interest are distributed with a multivariate normal distribution, we develop an approach based on the concept of a fiducial generalized pivotal quantity (FGPQ). Without any distribution assumption on the variables, we apply some confidence interval construction methods for the conformance proportion by treating it as the probability of a success in a binomial distribution. The performance of the proposed methods is evaluated through detailed simulation studies. The results reveal that the simulated coverage probability (cp) for the FGPQ-based method is generally larger than the claimed value. On the other hand, one of the binomial distribution-based methods, that is, the standard method suggested in classical textbooks, appears to have smaller simulated cps than the nominal level. Two alternatives to the standard method are found to maintain their simulated cps sufficiently close to the claimed level, and hence their performances are judged to be satisfactory. In addition, three examples are given to illustrate the application of the proposed methods.     

A new generalized Weibull distribution in income economic inequality curves

Researchers have been developing various extensions and modified forms of the Weibull distribution to enhance its capability for modeling and fitting different data sets. In this note, we investigate the potential usefulness of the new modification to the standard Weibull distribution called odd Weibull distribution in income economic inequality studies. Some mathematical and statistical properties of this model are proposed. We obtain explicit expressions for the first incomplete moment, quantile function, Lorenz and Zenga curves and related inequality indices. In addition to the well-known stochastic order based on Lorenz curve, the stochastic order based on Zenga curve is considered. Since the new generalized Weibull distribution seems to be suitable to model wealth, financial, actuarial and especially income distributions, these findings are fundamental in the understanding of how parameter values are related to inequality. Also, the estimation of parameters by maximum likelihood and moment methods is discussed. Finally, this distribution has been fitted to United States and Austrian income data sets and has been found to fit remarkably well in compare with the other widely used income models.     

关于建立股指期货交易制度的构想

随着中国正式加入WTO ,推出股票指数期货已是确定的方向。目前中国建立股指期货交易制度不仅是必要的 ,也是可行的。股指期货作为一种金融创新产品 ,它的建立首先必须有统一交易场所 ,科学设计合约 ,同时也要进一步规范现货市场 ,培育交易主体 ,引入做空机制 ,规范会员结构 ,健全监管制度     

半脆弱印刷数字有意义水印算法研究

数字水印技术是在数字作品中嵌入不明显的记号。该文分析了印刷品制作中包含数模-模数转换过程的特性,与数字水印技术相结合,将纯数字域的防伪手段应用到模拟领域中的印刷品上。将印刷品扫描打印过程作为失真信道进行建模分析,并在算法中加入预失真;比较了数字水印各算法,结合印刷品的特性采用并改进特征值分解的方法,嵌入和检测有意义水印,通过该水印对二次扫描打印印刷品脆弱不可检测,来达到防伪的要求。该算法相对于空域算法和其他变换域算法有复杂度低、检测准确度高的优势。     

高速SDRAM控制器设计的FPGA实现

同步动态存储器(SDRAM)控制器通常用有限状态机实现,对于一般的设计方法,由于状态数量多,状态转换通常伴随大的组合逻辑而影响运行速度,因此,SDRAM控制器的速度限制了SDRAM存储器的访问速度。该文从结构优化入手来优化方法,利用状态机分解的思想将大型SDRAM控制状态机用若干小的子状态机实现,达到简化逻辑的目的,不仅提高了速度还节省了资源,对该类大型SDRAM控制器的实现有一定参考意义。     

Diagnostics for dependence within time series extremes

Summary. The analysis of extreme values within a stationary time series entails various assumptions concerning its long- and short-range dependence. We present a range of new diagnostic tools for assessing whether these assumptions are appropriate and for identifying structure within extreme events. These tools are based on tail characteristics of joint survivor functions but can be implemented by using existing estimation methods for extremes of univariate independent and identically distributed variables. Our diagnostic aids are illustrated through theoretical examples, simulation studies and by application to rainfall and exchange rate data. On the basis of these diagnostics we can explain characteristics that are found in the observed extreme events of these series and also gain insight into the properties of events that are more extreme than those observed.