Small‐scale Inference: Empirical Bayes and Confidence Methods for as Few as a Single Comparison

Empirical Bayes methods of estimating the local false discovery rate (LFDR) by maximum likelihood estimation (MLE), originally developed for large numbers of comparisons, are applied to a single comparison. Specifically, when assuming a lower bound on the mixing proportion of true null hypotheses, the LFDR MLE can yield reliable hypothesis tests and confidence intervals given as few as one comparison. Simulations indicate that constrained LFDR MLEs perform markedly better than conventional methods, both in testing and in confidence intervals, for high values of the mixing proportion, but not for low values. (A decision‐theoretic interpretation of the confidence distribution made those comparisons possible.) In conclusion, the constrained LFDR estimators and the resulting effect‐size interval estimates are not only effective multiple comparison procedures but also they might replace p‐values and confidence intervals more generally. The new methodology is illustrated with the analysis of proteomics data.     

税收核定的界定分析

税收核定是税收确定程序中的一项重要法律制度,但目前关于税收核定的概念存在各种观点。对德国、美国和我国台湾地区的税收核定与纳税申报、推定课税的关系解析,有助于确定税收核定的概念。税收核定是指相对于纳税申报而言,征税机关根据法律规定,确定纳税义务人的具体纳税义务的一项行政确认行为。     

Is the 2008 financial turmoil increasing the risk of a bank run？ An empirical research in Geneva

In this paper, the authors present the results of an empirical study that attempts to analyse the risk of bank run in Geneva, Switzerland. Two similar surveys have been conducted upon two independent samples of Geneva population （June 2008 and February 2009） to detect the existence of predictive signals leading to a bank run within the selected area. The authors discover that Geneva inhabitants are generally confident in Swiss banks; the risk of a bank run in the area is low. However, reliance to the national banking system is worsening： The number of people fearing about their savings and those thinking the default of a major Swiss bank as ＂possible＂ has significantly risen. Also, more and more people keep updated about the current financial crisis; overall trust in Swiss banks has slightly decreased.     

Generalized confidence intervals for process capability indices in the one-way random model

The method of generalized confidence intervals is proposed as an alternative method for constructing confidence intervals for process capability indices under the one-way random model for balanced as well as unbalanced data. The generalized lower confidence limits and the coverage probabilities for three commonly used capability indices were studied via simulation, separately for balanced and unbalanced cases. Simulation results showed that the generalized confidence interval procedure is quite satisfactory both in the balanced and unbalanced cases. Examples are provided to illustrate the results.     

对我国货币政策内部时滞的实证研究

基于前瞻性货币政策理论,运用VAR模型和方差分解技术对1998年1月~2009年9月间我国货币政策的内部时滞进行实证研究。在1998年1月~2009年9月间我国货币政策存在一定程度的内部时滞。消费者信心指数和企业家信心指数与前瞻性货币政策存在长期稳定的因果关系。因此,货币当局实行前瞻性货币政策时短期政策应盯住企业家信心指数,中长期政策应盯住消费者信心指数。     

Moment estimation in discrete shifting level model applied to fast array‐CGH segmentation

We develop a mathematical theory needed for moment estimation of the parameters in a general shifting level process (SLP) treating, in particular, the finite state space case geometric finite normal (GFN) SLP. For the SLP, we give expressions for the moment estimators together with asymptotic (co)variances, following, completing, and correcting Cline (Journal of Applied Probability 20, 1983, 322–337); formulae are then made more explicit for the GFN‐SLP. To illustrate the potential uses, we then apply the moment estimation method to a GFN‐SLP model of array comparative genomic hybridization data. We obtain encouraging results in the sense that a segmentation based on the estimated parameters turns out to be faster than with other currently available methods, while being comparable in terms of sensitivity and specificity.     

Can We Bootstrap DEA Scores?

This paper discusses the feasibility of bootstrapping DEA scores in the context of the earlier paper by Ferrier and Hirschberg (1997). A simple experiment is devised to demonstrate that in the one-input, one-output case the bootstrap of the non-modified DEA scores is not a failure of the bootstrap.     

Developing Confidence Intervals for Office Market Forecasts

This study focuses on the precision of models that forecast office construction and absorption. The article is novel because for the first time it applies Feldsteins (1971) technique for developing forecast standard errors in the presence of stochastic exogenous variables. The purpose of the article is not to find behavioral relationships but rather to evaluate forecasts. We find that in the case of many office markets, standard errors of long-term forecasts for absorption and completions are quite large, and therefore the forecasts themselves should not be used as a reliable basis for underwriting.     

模糊语言指标属性函数在铁路客运提速评价中的应用

对铁路客运提速系统的综合评价问题可以依据铁路客运特点确定提速的主要指标,通过一种属性测度函数进行单项指标的评价、多项指标的综合评价。对列车提速方案进行系统评价时,多种指标的选择能使整个评价模型系统充分反映铁路提速与客运需求的互动作用。     

审计公告与国家审计信息披露理论框架的研究——基于信号传递机制的研究视角

本文从信息论和信号传递机制出发，解读审计公告所传递的信号，揭示了审计公告之所以引起“审计风暴”是因为审计公告传递了审计质量、审计独立性、民主法制进程和服务于公众、公众参与等信号。建议从三个层次构建一个国家审计信息披露理论框架，以指导具体的国家审计信息披露的应用。