中国股票市场非线性特征检验分析

本文突破了传统资本市场理论研究的线性框架,视股票市场为一非线性系统,运用R/S、BDS等非线性方法对沪深股票市场进行实证研究,得出了沪深两市的非线性特征,并探讨了这些实证结果对股票市场研究的理论与实践意义。     

Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model

The mean squared error (MSE) of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model is derived and a comparison with the MSE of the best linear unbiased predictor in this model is made. It is shown that under weak conditions these two mean square errors are asymptotically the same.     

基于多元线性回归的装饰工程快速估价模型

针对目前装饰工程陕速估价方法的不足，以及装饰工程造价组成的特点，建立一种基于多元线性回归的快速估价新模型。以住宅类建筑为例，建立其多元线性回归模型，结合SPSS软件对样本分析，结果表明，其线性回归模型显著，同时，内墙、外墙、楼地面和窗的回归系数也非常显著。通过计算回归值与实际值的误差，发现误差比较理想，该模型具有很好的实用价值。     

村民对乡镇政府信任度及主要影响因素的实证研究

基于对镇安县杨泗环乡、岐山县蔡家坡镇、武功县大庄镇及杨陵区“四地”村民及基层干部的调查，文章分析了村民对基层政府信任度的影响因素，以乡镇政府干部、乡镇政府政策、乡镇政府财务、乡镇政府服务、乡镇民主建设和乡镇经济建设六个指标体系中的21个指标进行量化研究，定量分析得出村民对乡镇政府的信任度是0．705，结果可以看出村民对乡镇政府的信任达到了良好。作者借助DPS软件以多元线性回归的分析方法把影响村民对乡镇政府信任度的非主要影响因素剔除，并对主要影响因素进行单独分析，最后针对性提出提高村民对乡镇政府信任度的建议。     

线性代数教学实践中的体会

结合线性代数课程本身的特点和学生实际情况,通过对线性代数课程的教学实践,提出了线性代数抽象概念讲解要与具体实例相结合,激发学生的学习兴趣,提高学生分析、归纳、总结和演绎的基本素质,改进教学方法和手段等措施来提高课程的教学质量。     

Cross Validation Calibration Based Shrinkage – Revisited for the Construction of Prognostic Indices

The use of shrinkage methods for the construction of prognostic indices has been paid increasing attention in the literature on medical statistics in the last years. One approach for the construction of a shrinkage factor is cross validation calibration as suggested by van H ouwelingen and le C essie (1990). We investigate this approach in more detail. First we try to clarify why shrinkage factors constructed by cross validation calibration tend to be smaller than 1. Second we explain why use of this shrinkage factor can result in an improvement of the average prediction error. Third we investigate the possible gain for constellations relevant in medical research by means of a simulation study, focusing on the dilemma, that the improvement on average has to be paid by distinct deteriorations for some patients. Finally we conclude that it is necessary to rethink the choice of loss functions in constructing prognostic indices before recommendations about the use of shrinkage methods can be made.     

Doing Least Squares: Perspectives from Gauss and Yule

Gauss introduced a procedure for calculating least squares estimates and their precisions. Yule introduced a new system of notation adapted to correlation analysis. This paper describes these formalisms and compares them with the matrix and vector space formalisms used in modern regression analysis.     

回归模型异方差性分析

介绍了预测模型的异方差性的概念，产生的原因以及常用的对模型的异方差性的检验方法。并介绍了模型异方差性消除的方法和程序。     

一种基于区域搜索的全局运动估计与补偿算法

开展全局运动估计与补偿研究是进行动态目标检测中的基础和前提。在总结现有运动估计与补偿方法的基础上,提出一种基于图像分割区域的运动性和大小的全局运动估计与补偿算法。首先,通过建立区域搜索的全局运动模型,同时进行区域定性分割和区域大小排序;然后,根据误差最小化准则在指定的分割区域中进行线性递归搜索,利用门限准则寻找出最佳的运动估计参数;最后,根据双线性内插法获得运动位移量。实验结果比较可知,所提算法较三步搜索算法(TSS)和全局搜索算法(FSA)等传统算法具有更高的准确性(图像平移帧差)和实时性(算法运行时间),能够很好地实现运动背景的全局校正。     

INVARIANCE OF THE UNORDERED BEST ESTIMATOR IN THE T,–CLASS FOR MIDZUNO'S AND FOR IKEDA–SEN'S SAMPLING PROCEDURES

MIDZUNO'S sampling procedure is considered where the first (n – 1) draws are carried out with simple random sampling without replacement and the nth draw with varying probabilities. It is shown that for this scheme, the best estimator in the HORVITZ–THOMPSON (1952) T_t–class of linear estimators exists and rejects the last draw. When MURTHY'S technique of unordering of an ordered estimator is employed, the rejected draw is restored and the unordered estimator is obtained. Surprisingly, this unordered estimator is the same as the unordered best estimator in the T₁–class, derived for IKEDA–SEN'S sampling procedure.