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Spearman's and Thomson's mathematical controversy over factor theory was forgotten when it became evident that empirical tetrad-differences bound away from zero (and when empirical evidence argued the need for extracting more factors from a matrix). In fact, both their models lead to zero tetraddifferences. Being more interested in the psychological than in the mathematical aspects of Spearman's model. Thompson remained indifferent to mathematical aspects of multiple factor analysis when Thurstone theorized it. Thus, he did not perceive that his counter-example negated the assumption Thrustone shared the rank of the matrix. The idea that components to be extracted must be equal to the rank of the matrix is not assumed in Hotelling's component model: as a result, this is the first epistemological reason for preferring component analysis to factor analysis. A second epistemological reason is the central theorem of Thurstone's multiple-factor model, which can be criticized because it is an assumption that, the rank of a complete matrix being n, it becomes k when commonalities are in the principal diagonal. This assumption goes against common sense, a fact demonstrated through comparison between residuals after k components have been extracted and after k principal factors have been extracted.  相似文献   

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An important issue in interest rate modeling is the number and nature of the random factors driving the evolution of the yield curve. This paper uses principal component analysis to examine (1) the inherent dimension of historical yield curve changes indicated by the significance of eigenvalues of the covariance matrix, (2) the practical dimension determined by a variance threshold, (3) the shape of the yield curve change associated with the first principal component, and (4) the persistence of this shape over time. We find that although the first two components explain 93% of the sample variation within a 90% confidence interval, the remaining components make statistically significant contribution to the covariance matrix. Consequently, we can establish a practical limit on the dimension only if we are willing to designate a threshold error variance. Further, our results on the persistence of the shape of the yield curve shift associated with the first component depend upon this threshold. If all components are included, the hypothesis that the shape persists between two sample time periods is rejected. On the other hand, if all but the first six components are eliminated, the hypothesis is not rejected.  相似文献   

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积极风险回避与消极风险回避的比较分析   总被引:1,自引:0,他引:1  
高维义  彭华涛 《价值工程》2005,24(3):110-111
本文分析了风险回避策略作为风险处理方式的优点和缺点,并从感受器、加工器以及记性系统三个方面对积极风险回避策略和消极的风险回避策略进行了比较分析。  相似文献   

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Importance sampling is used in many areas of modern econometrics to approximate unsolvable integrals. Its reliable use requires the sampler to possess a variance, for this guarantees a square root speed of convergence and asymptotic normality of the estimator of the integral. However, this assumption is seldom checked. In this paper we use extreme value theory to empirically assess the appropriateness of this assumption. Our main application is the stochastic volatility model, where importance sampling is commonly used for maximum likelihood estimation of the parameters of the model.  相似文献   

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Quality & Quantity - The Servqual model (Parasuraman et al. in J Mark 49(4):41–50, 1985; J Retail 64:12–40, 1988) involves a set of five dimensions ranked as the most important for...  相似文献   

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This study explores price dynamics and price relationships in the US housing market with a focus on four regions: Northeast, Midwest, South, and West. It applies a multivariate state-space model to identify the common trends and common cycles in US regional markets. The study finds that the principal source of secular price variability in the Northeast and West markets is due to two common stochastic trends, while a large share of transitional price variability in the Northeast, West and Midwest originates from three common stochastic cycles. The study estimates the relationships between the common unobserved components and economic variables and finds that unemployment, federal funds rate, corporate default risk, economic expansion, unanticipated inflation in the construction market are significant underlying economic phenomena that impact the evolution of the common movements in both the short run and the long run housing dynamics. Authorship is equally shared between the authors.  相似文献   

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The assumption of full proportionality is incorporated in the constant returns-to-scale (CRS) technology and allows for proportional scaling of inputs and outputs of production units. The assumption of selective proportionality was recently incorporated in the hybrid returns-to-scale (HRS) technology in which only a subset of outputs is proportional to a subset of inputs. In this paper we develop a production technology that exhibits both the full and selective proportionality at the same time. Real examples of such technology are pointed out. Subject to certain conditions, the DEA models based on this technology provide better discrimination than the CRS and HRS models.
Victor V. PodinovskiEmail:
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徐凤菊  王凤 《财会月刊》2008,(12):48-50
本文在分析了现有财务风险研究理论的基础上引入了主成分分析法的基本原理,构建了主成分分析模型并进行了相关实证研究,验证了模型的科学性和合理性.  相似文献   

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文章介绍了一个集成式尺寸数据采集与分析装置的设计原理和实现方法。该装置采用容栅式数显量具作为尺寸数据采集的前端,C51单片机作为数据采集和处理的中间环节,PC机作为数据分析处理的末端,能完成成批零件常规尺寸的采集、存储和误差统计分析。  相似文献   

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长沙市酸雨现状及离子组成特征分析   总被引:2,自引:0,他引:2  
刘乐君  常逸 《企业技术开发》2009,28(9):127-128,139
根据2004~2008年长沙市降水监测资料,对近年长沙市城区降水变化趋势和离子组分进行了分析。结果表明:长沙市城区属重酸雨污染区,酸雨pH虽有逐年升高的趋势,但降水酸度并未明显减弱,酸雨频率仍然较高,酸雨带来的污染尚未得到明显减轻。降水组份中,硫酸根离子浓度占首位,属硫酸型酸雨。  相似文献   

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总结腹部B超检查经验,探讨避免腹部B超检查漏诊的方法,为临床提供可靠的影像学资料。  相似文献   

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Some asymptotic tests for testing distributional assumptions, namely, the half-normal and truncated normal distributions for the stochastic frontier functions have been proposed. The tests are Lagrangean multiplier tests based on the Pearson family of truncated distributions. The statistics can be easily computed. Simple interpretations of the statistics and two empirical examples are provided.  相似文献   

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