D-efficient window experimental designs

In the paper we present a new method of calculating sampling intervals, so-called windows, allowing an experimenter some flexibility in timing the sample collection, while a minimum required design efficiency for parameter estimation is assured. The method is based on the Equivalence Theorem for D-optimality what makes the length of each window related to the parameter sensitivities. An example of calculating the windows in a pharmacokinetic study is presented. Some other methods of calculating efficient sampling windows are briefly discussed.     

Shippers and freight operators perceptions of sustainable initiatives

The purpose of this paper is to document the extent to which Brazilian companies in retail channels have committed to adopting environmental sustainability measures, goals and strategies for waste disposal in the evaluation and planning of sustainable transportation. This paper also aims to examine the different viewpoints of sustainability issues and the preventive actions taken by companies in terms of controlling carbon dioxide emissions and proper disposal of tires, lubricant oils, accessories and spare parts. Finally, taking the perspective of these companies, this paper examines their difficulties in meeting environmental regulations. The research involved a survey completed by 185 representatives of different types of companies, including shippers (represented by manufacturers), LSPs (logistics service providers) and carriers. The non-linear canonical correlation was calculated to verify the opinions of these representatives from different companies regarding issues that impact on the environment, the preventive actions they adopt to reduce their environmental impact and their difficulties in meeting environmental regulations. The results show that shippers and LSPs have the same perceptions regarding these sustainability issues and preventive actions. In addition, the companies perceive high costs and the lack of training for their partners as the major challenges experienced in addressing these issues and undertaking preventive actions. Therefore they need to plan their transportation activities.     

投资率门限特征、消费促进与经济增长：1995-2007

 目前,国际经济形势欠佳,出口市场严峻,拉动内需成为我国经济工作重点,投资与消费的关系再次受到学界关注。本文阐述了投资率和消费率协调统一的关系,并运用1995-2007年中国省区面板数据,根据投资率的门限特征进行非线性回归。分析结果表明,投资率主要存在两个门限值,第一个门限值位于44%,在该值以下,消费率的提高显著促进了经济增长;第二个门限值为36%左右,在该值以下,消费率的提高进一步拉动经济增长速度。然而,单纯依靠消费需求拉动将导致投资不足的“陷阱”,为此,本文提出了两项政策建议：挖掘可极大拉动第二产业增长的新消费点;在东部和中西部之间实现有所差异的战略布局。     

HAZARD RATE ESTIMATION FOR CENSORED DATA BY WAVELET METHODS

ABSTRACT

We study the estimation of a hazard rate function based on censored data by non-linear wavelet method. We provide an asymptotic formula for the mean integrated squared error (MISE) of nonlinear wavelet-based hazard rate estimators under randomly censored data. We show this MISE formula, when the underlying hazard rate function and censoring distribution function are only piecewise smooth, has the same expansion as analogous kernel estimators, a feature not available for the kernel estimators. In addition, we establish an asymptotic normality of the nonlinear wavelet estimator.     

Asymptotic properties of the complex valued non-linear regression model

The non-linear regression model, when the parameters are complex valued is considered here. Jennrich(1969) considered the non-linear regression model when the parameters are real valued. He first rigorously proved the existence of the least square estimator and showed its consistency properties and asymptotic normality. In this paper we generalise the idea for the com-plex parameters case. Large sample properties of the proposed estimator has been studied.     

T-optimum designs for discrimination between two multiresponse dynamic models

Summary.  The paper is concerned with a problem of finding an optimum experimental design for discriminating between two rival multiresponse models. The criterion of optimality that we use is based on the sum of squares of deviations between the models and picks up the design points for which the divergence is maximum. An important part of our criterion is an additional vector of experimental conditions, which may affect the design. We give the necessary conditions for the design and the additional parameters of the experiment to be optimum, we present the algorithm for the numerical optimization procedure and we show the relevance of these methods to dynamic systems, especially to chemical kinetic models.     

当代音系理论管窥

20世纪60年代,生成音系学诞生,开始了音系研究的崭新阶段。70年代以后,非线性音系理论提出,使得音系研究更为立体。80年代以来,各种观点和流派异彩纷呈,蔚为大观。当代音系理论的出现,极大地推动了语音系统的研究,丰富了语言理论的探索。     

Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables

Analytical properties of regression and the variance–covariance matrix of asymmetric generalized scale mixture of multivariate Gaussian variables are presented. The analysis includes an in-depth analytical investigation of the first two conditional moments of the mixing variable. Exact computable expressions for the prediction and the conditional variance are presented for the generalized hyperbolic distribution using the inversion theorem for Fourier transforms. An application to financial log returns is demonstrated via the classical Euler approximation. The methodology is illustrated by analyzing the regression of intraday log returns for CISCO against the corresponding data from S&P 500.