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排序方式: 共有389条查询结果,搜索用时 15 毫秒
91.
煤矿安全规程规定:矿井必须建立完善的防尘供水系统。本文通过对唐山矿业公司铁一区供水系统的现状及下步供水系统改造计划的综合研究、分析,利用管网水力计算理论对铁一区生产区域现有和新建供水系统进行计算校核,确保铁一区建立完善的防尘供水系统,保证矿井的安全生产。 相似文献
92.
P. Whittle 《Scandinavian actuarial journal》2013,2013(3-4):211-222
Summary Certain properties are considered of those models describing the distribution with time of persons or things among different states (e. g. in an epidemio· model we have the states of susceptibility, infection, death and immunity) for which the transition probabilities depend only upon the numbers in the different states. Special attention is paid to Feller's logistic population model and Bartlett's infection moqeI as being representative of the nonlinear type of scheme. The main results are the different series solutions for the moments given by equations (2.8), (3.9) and (3.12). 相似文献
93.
David R. Bickel 《Revue internationale de statistique》2014,82(3):457-476
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. 相似文献
94.
在宽带系统中如何测距是高分辨雷达亟待解决的问题,本文针对步进频信号提出了一种新的距离误差提取方法。该方法利用步进频脉压结果的泄漏,首先建立脉压包络次大值与目标距离的对应表,然后用实际脉压结果的归一化次大值查表得到目标的距离。仿真结果表明,这种方法与宽度最优波门的波形分析法性能相当,且抗相邻散射点干扰的能力更强。 相似文献
95.
OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT 下载免费PDF全文
Considering a positive portfolio diffusion X with negative drift, we investigate optimal stopping problems of the form where f is a nonincreasing function, τ is the next random time where the portfolio X crosses zero and θ is any stopping time smaller than τ. Hereby, our motivation is the obtention of an optimal selling strategy minimizing the relative distance between the liquidation value of the portfolio and its highest possible value before it reaches zero. This paper unifies optimal selling rules observed for the quadratic absolute distance criteria in this stationary framework with bang–bang type ones observed for monetary invariant criteria but in finite horizon. More precisely, we provide a verification result for the general stopping problem of interest and derive the exact solution for two classical criteria f of the literature. For the power utility criterion with , instantaneous selling is always optimal, which is consistent with previous observations for the Black‐Scholes model in finite observation. On the contrary, for a relative quadratic error criterion, , selling is optimal as soon as the process X crosses a specified function φ of its running maximum . These results reinforce the idea that optimal stopping problems of similar type lead easily to selling rules of very different nature. Nevertheless, our numerical experiments suggest that the practical optimal selling rule for the relative quadratic error criterion is in fact very close to immediate selling. 相似文献
96.
Maximum likelihood estimates are obtained for long data sets of bivariate financial returns using mixing representation of the bivariate (skew) Variance Gamma (VG) and two (skew) t distributions. By analysing simulated and real data, issues such as asymptotic lower tail dependence and competitiveness of the three models are illustrated. A brief review of the properties of the models is included. The present paper is a companion to papers in this journal by Demarta & McNeil and Finlay & Seneta. 相似文献
97.
Takamitsu Kurita 《Bulletin of economic research》2013,65(4):372-388
The objective of this paper is to consider methodology for modelling time series data of monetary aggregates such as monetary base and broad money. A brief review is made with regard to the likelihood‐based cointegration analysis of I(2) (integrated of order 2) data and I(2)‐to‐I(1) transformations. The paper then investigates procedures for econometric modelling of monetary aggregates, which are in general deemed to be I(2) variables analogous to price indices. It is shown that I(2)‐to‐I(1) transformations centering on a money multiplier play an important role in the modelling procedures. Finally, the study presents an empirical illustration of the proposed methodology using monetary aggregate data from Japan. 相似文献
98.
An early example of a compound decision problem of Robbins (1951) is employed to illustrate some features of the development of empirical Bayes methods. Our primary objective is to draw attention to the constructive role that the nonparametric maximum likelihood estimator for mixture models introduced by Kiefer & Wolfowitz (1956) can play in these developments. 相似文献
99.
我国股息重复征税减除方法的选择 总被引:4,自引:0,他引:4
股息重复征税对企业的筹资模式、利润分配和资源配置等方面都有不同程度的负面影响。国外所采用的减除方法各有特色,在对其进行分析和比较的基础上,我国应结合本国国情,选择双税率制作为现阶段股息重复征税的减除方法。 相似文献
100.