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1.
张燕平 《上海理工大学学报(社会科学版)》1993,(1)
本文介绍了一种求解双目标线性规划(SBLP)的方法.根据上海市土地使用与交通的现状建立了一个拟动态的模型(BOLT),并用该方法加以求解。根据得到的解对上海市土地使用与交通相互作用的情况进行了分析。 相似文献
2.
Philipp Otto 《统计学通讯:模拟与计算》2017,46(6):4547-4558
In applications of spatial statistics, it is necessary to compute the product of some matrix W of spatial weights and a vector y of observations. The weighting matrix often needs to be adapted to the specific problems, such that the computation of Wy cannot necessarily be done with available R-packages. Hence, this article suggests one possibility treating such issues. The proposed technique avoids the computation of the matrix product by calculating each entry of Wy separately. Initially, a specific spatial autoregressive process is introduced. The performance of the proposed program is briefly compared to a basic program using the matrix multiplication. 相似文献
3.
I employ a classification of headlines from newspapers and wire services to examine whether stale macroeconomic news affects stock prices. Unlike with individual stocks, the cost of obtaining information about major economic releases is relatively low. Thus, stock prices should adjust to economic news announcements prior to their coverage in newspapers. I find statistically and economically significant relationship between stale news stories on unemployment and next week’s S&P 500 returns. This effect is then completely reversed during the following week. These findings show that investors are affected by salient information and support the hypothesis that investors overreact to stale macroeconomic news reported in newspapers. 相似文献
4.
We investigate the interplay of smoothness and monotonicity assumptions when estimating a density from a sample of observations. The nonparametric maximum likelihood estimator of a decreasing density on the positive half line attains a rate of convergence of [Formula: See Text] at a fixed point t if the density has a negative derivative at t. The same rate is obtained by a kernel estimator of bandwidth [Formula: See Text], but the limit distributions are different. If the density is both differentiable at t and known to be monotone, then a third estimator is obtained by isotonization of a kernel estimator. We show that this again attains the rate of convergence [Formula: See Text], and compare the limit distributions of the three types of estimators. It is shown that both isotonization and smoothing lead to a more concentrated limit distribution and we study the dependence on the proportionality constant in the bandwidth. We also show that isotonization does not change the limit behaviour of a kernel estimator with a bandwidth larger than [Formula: See Text], in the case that the density is known to have more than one derivative. 相似文献
5.
Employing certain generalized random permutation models and a general class of linear estimators of a finite population mean, it is shown that many of the conventional estimators are “optimal” in the sense of minimum average mean square error. Simple proofs are provided by using a well-known theorem on UMV estimation. The results also cover certain simple response error situations. 相似文献
6.
V.K. Srivastava 《Journal of statistical planning and inference》1982,6(3):297-299
This paper presents a class of estimators for the mean of a normal population and determines the conditions on characterizing scalars under which the class of estimators uniformly dominates over the conventional sample mean according to the mean-square-error criterion. 相似文献
7.
Moving Extremes Ranked Set Sampling (MERSS) is a useful modification of Ranked Set Sampling (RSS). Unlike RSS, MERSS allows
for an increase of set size without introducing too much ranking error. The method is considered parametrically under exponential
distribution. Maximum likelihood estimator (MLE), and a modified MLE are considered and their properties are studied. The
method is studied under both perfect and imperfect ranking (with error in ranking). It appears that these estimators can be
real competitors to the MLE using the usual simple random sampling (SRS). 相似文献
8.
Knut Anton Mork 《商业与经济统计学杂志》2013,31(2):165-175
Revisions of the early GNP estimates may contain elements of measurement errors as well as forecast errors. These types of error behave differently but need to satisfy a common set of criteria for well-behavedness. This article tests these criteria for U.S. GNP revisions. The tests are similar to tests of rationality and are based on the generalized method of moments estimator. The flash, 15-day, and 45-day estimates are found to be ill behaved, but the 75-day estimate satisfies the criteria for well-behavedness. 相似文献
9.
《商业与经济统计学杂志》2013,31(4):570-576
This note compares a Bayesian Markov chain Monte Carlo approach implemented by Watanabe with a maximum likelihood ML approach based on an efficient importance sampling procedure to estimate dynamic bivariate mixture models. In these models, stock price volatility and trading volume are jointly directed by the unobservable number of price-relevant information arrivals, which is specified as a serially correlated random variable. It is shown that the efficient importance sampling technique is extremely accurate and that it produces results that differ significantly from those reported by Watanabe. 相似文献
10.
S. M. Manjunath 《Australian & New Zealand Journal of Statistics》1985,27(3):273-282
For population growth models, which include standard processes like Poisson, birth, birth-death, immigration-death, simple epidemic and M/M/1 queue as particular cases, we obtain efficient sequential schemes and characterize all efficiently estimable functions of the parameters by first deriving a sequential version of the information inequality. 相似文献