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Discussion on the paper “Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearestblock bootstrap approach”

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science china Mathematics 2009年第6期52卷 1109-1110页

作者： LI W.K.& LI GuoDong department of statistics and actuarial science,university of hong kong,pokfulam road,hong kong,china department of statistics and actuarial science University of Hong Kong Hong Kong China

The authors are to be congratulated for an innovative paper in terms of both modelling methodology and subject matter significance. The analysis of short time series is known to be

关键词： time Discussion on the paper A nearestblock bootstrap approach Analyzing short time series data from periodically fluctuating rodent populations by threshold models GARCH data

STOCHASTIC PROGRAMMING METHOD FOR MULTIPERIOD CONSUMPTION AND INVESTMENT PROBLEMS WITH TRANSACTIONS COSTS

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Journal of Systems science & Complexity 2004年第1期17卷 39-53页

作者： CHENZhiping XUChengxian K.C.Yuen departmentofScientificComputingandAppliedSoftwares FacultyofScienceXi'anJiaotongUniversityXi'an710049China departmentofstatisticsandactuarialscience TheUniversityofHongKongPokfulamRoadHongKongChina departmentofScientificComputingandAppliedSoftwares FacultyofScienceXi'anJiaotongUniversityXi'an710049China

Using the GARCH model to describe the risky asset's return process so thatits time-varying moments and conditional heteroskedasticity can be properly reflected,general multiperiod optimal investment and consumption problems with both fixed andproportional transactions costs are investigated in this paper. We model this kind ofdifficult problems as a dynamic stochastic optimization problem, which can cope withdifferent utility functions and any number of time periods. The procedure to solve theresulting complex nonlinear stochastic optimization problem is discussed in detail and abranch-decomposition algorithm is devised.

关键词： consumption and investment problems the GARCH model stochastic programming decomposition

Adaptive Unified Biased Estimators of Parameters in Linear Model

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Acta Mathematicae Applicatae Sinica 2004年第3期 71-78页

作者： Hu Yang~1 Li-xing Zhu~(2,3)1 College of science,Chongqing university,chongqing 400044,china(E-mail:yh@***)2 department of statistics and actuarial science,The university of hong kong3 Academy of Mathematics and Systems science,Chinese Academy of sciences,Beijing 100080,china

To tackle multi collinearity or ill-conditioned design matrices in linear models,adaptive biasedestimators such as the time-honored Stein estimator,the ridge and the principal component estimators havebeen studied *** study when a biased estimator uniformly outperforms the least squares estimator,some sufficient conditions are proposed in the *** this paper,we propose a unified framework toformulate a class of adaptive biased *** class includes all existing biased estimators and some newones.A sufficient condition for outperforming the least squares estimator is *** terms of selectingparameters in the condition,we can obtain all double-type conditions in the literature.

关键词： Least squares estimator linear model sufficient coadition adaptive unified biased estimator

干旱胁迫时间对藜麦苗期生理特性的影响及耐旱性评价

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核农学报 2024年第11期38卷 2237-2246页

作者：侯丽媛陈禺怀王育川洪丹霞王亦学陈哲吴慎杰董艳辉山西农业大学生命科学学院山西太原030031 香港大学统计及精算学系中国香港特别行政区999077

为探讨持续干旱胁迫下不同基因型藜麦(Chenopodium quinoa Willd.)的生理响应变化动态,利用20%聚乙二醇(PEG)6000溶液模拟干旱,对晋藜1号(JL1)、晋藜2号(JL2)和晋藜3号(JL3)3个藜麦品种的苗期植株进行干旱胁迫,连续胁迫0、0.5、2、8、24... 详细信息

为探讨持续干旱胁迫下不同基因型藜麦(Chenopodium quinoa Willd.)的生理响应变化动态,利用20%聚乙二醇(PEG)6000溶液模拟干旱,对晋藜1号(JL1)、晋藜2号(JL2)和晋藜3号(JL3)3个藜麦品种的苗期植株进行干旱胁迫,连续胁迫0、0.5、2、8、24、48和72 h后测定其生理生化指标,对藜麦苗期耐旱性评价或鉴定指标进行筛选,并对其耐旱性进行综合评价。结果表明,随着干旱胁迫时间的延长,叶片相对含水量(RWC)呈逐渐递减的趋势;可溶性糖(SS)和丙二醛(MDA)含量持续升高,在72 h时达到最大值;保护酶系统超氧化物歧化酶(SOD)、过氧化物酶(POD)、过氧化氢酶(CAT)、抗坏血酸过氧化物酶(APX)活性均呈现先升后降的趋势,其中SOD、CAT、APX活性分别在胁迫24 h时达到峰值,POD活性在胁迫48 h时达到最大值。渗透调节物质脯氨酸(Pro)、可溶性蛋白(SP)含量及超氧阴离子(O_(2)^(-).)产生速率因品种而异。其中,JL1和JL2的Pro含量随胁迫时间延长呈上升趋势,JL3则呈现先上升后下降趋势,在48 h时达到最大值;JL1的SP含量表现为先降低后升高再降低趋势,而JL2和JL3则呈现先升高后降低趋势;JL1和JL3叶片中的O_(2)^(-).产生速率表现为持续上升趋势,JL2则表现为先升高后降低趋势。可见,胁迫时间对各指标的影响不同,大部分指标在胁迫24和48 h时变化幅度较大。此外,生理指标对干旱胁迫有一定的阈值反应。主成分分析和隶属函数分析均表明,供试藜麦种质耐旱性表现为JL1>JL2>JL3。本研究结果为藜麦耐旱机制研究及耐旱新品种选育提供了理论依据。

关键词：藜麦干旱胁迫时间生理指标主成分分析隶属函数

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Periodontitis combined with smoking increases risk of the ulcerative colitis: A national cohort study

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World Journal of Gastroenterology 2020年第37期26卷 5661-5672页

作者： Eun Ae Kang Jaeyoung Chun Jee Hyun Kim Kyungdo Han Hosim Soh Seona Park Seung Wook hong Jung Min Moon Jooyoung Lee Hyun Jung Lee Jun-Beom Park Jong Pil Im Joo Sung Kim department of Internal Medicine and Institute of Gastroenterology Yonsei University College of MedicineSeoul 03722South Korea department of Internal Medicine Gangnam Severance HospitalYonsei University College of MedicineSeoul 06229South Korea department of Internal Medicine Bundang CHA Medical CenterCHA University School of MedicineSeoul 13496South Korea department of statistics and actuarial science Soongsil UniversitySeoul 06978South Korea department of Internal Medicine and Liver Research Institute Seoul National University College of MedicineSeoul 03080South Korea department of Periodontics the Catholic University of Korea College of MedicineSeoul 06591South Korea

BACKGROUND Periodontitis is a chronic inflammation of periodontal *** effect of periodontitis on the development of inflammatory bowel disease(IBD)remains *** To assessed the risk of IBD among patients with periodontitis,and the risk factors for IBD related to *** A nationwide population-based cohort study was performed using claims data from the Korean National Healthcare Insurance *** total,9950548 individuals aged≥20 years who underwent national health screening in 2009 were *** diagnosed IBD[Crohn’s disease(CD),ulcerative colitis(UC)]using the International Classification of Disease 10th revision and rare intractable disease codes,was compared between the periodontitis and nonperiodontitis groups until *** A total of 1092825 individuals(11.0%)had *** was significantly associated with older age,male gender,higher body mass index,quitting smoking,not drinking alcohol,and regular *** mean age was 51.4±12.9 years in the periodontitis group and 46.6±14.2 years in the nonperiodontitis group(P3.9±3.1 and 23.7±3.2 in the periodontitis and non-periodontitis groups,respectively(P307(55.3%)and 4844383(54.7%)in the periodontitis and non-periodontitis groups,*** mean follow-up duration was 7.26 *** with periodontitis had a significantly higher risk of UC than those without periodontitis[adjusted hazard ratio:1.091;95%confidence interval(CI):1.008-1.182],but not CD(adjusted hazard ratio:0.879;95%confidence interval:0.731-1.057).The risks for UC were significant in the subgroups of age≥65 years,male gender,alcohol drinker,current smoker,and reduced physical *** smokers aged≥65 years with periodontitis were at a 1.9-fold increased risk of UC than non-smokers aged≥65 years without *** Periodontitis was significantly associated with the risk of developing UC,b

关键词： Inflammatory bowel disease Periodontitis Smoking Ulcerative colitis Crohn’s disease

Incidence and predictors of upper gastrointestinal bleeding in patients receiving low-dose aspirin for secondary prevention of cardiovascular events in patients with coronary artery disease

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World Journal of Gastroenterology 2006年第18期12卷 2923-2927页

作者： William Ng Wai-Man Wong Wai-hong Chen Hung-Fat Tse Pui-Yin Lee Kam-Chuen Lai Sheung-Wai Li Matthew Ng Kwok-Fai Lam Xi Cheng Chu-Pak Lau Division of Cardiology University Department of Medicine Queen Mary Hospital Hong Kong SAR China Division of Gastroenterology University Department of Medicine Queen Mary Hospital Hong Kong SAR China Division of Rehabilitation Medicine University Department of Medicine Queen Mary Hospital Hong Kong SAR China department of statistics and actuarial science University of Hong Kong Hong Kong SAR China

AIM： The use of low-dose aspirin to prevent cardiovascular disease events is well established. However, the incidence and predictors of upper gastrointestinal bleeding （UGIB） with its use are unknown. We studied prospectively the incidence and outcome of peptic ulceration in low-dose aspirin users. METHODS： A total of 991 patients with coronary artery disease （CAD） on low-dose aspirin were prospectively followed-up for two years for the occurrence and clinical features of first hospitalized episode of UGIB. RESULTS： UGIB had a bimodal presentation with 45% occurring within four months of aspirin initiation and had an overall prevalence of 1.5% per year. There was no UGIB-related death. Hypertension （OR = 4.6, 95%CI 1.5 - 14.7, P = 0.009）, history of peptic ulceration （OR = 3.1, 95%CI 1.1 - 9.0, P = 0.039）, tertiary education （OR = 3.08, 95%CI 1.1 - 9.0, P = 0.039） and higher lean body mass （P = 0.016） were independent factors associated with UGIB. Use of nitrate did not reduce UGIB. CONCLUSION： The incidence of UGIB in patients with CAD on long-term low-dose aspirin is low, but is accompanied with significant morbidity. With prolonged use of aspirin, UGIB continues to be a problem for those with risk factors and especially in patients with a history of peptic ulcers, in which UGIB tends to occur early after aspirin therapy.

关键词： Coronary artery disease, Aspidn Gastrointestinal bleeding

企业年金的数学模型及其excel计算器的编制

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沧州师范学院学报 2022年第1期38卷 58-63,68页

作者：朱江红孙兰香沧州师范学院数学与统计系河北沧州061001

利用精算学中的年金理论与生存分布理论建立了企业年金的数学模型,根据数学模型编制了企业年金的excel计算器,这有助于我国企业年金制度的发展与完善,利于职工对企业年金的了解,进而提高企业年金的参与率.

关键词：企业年金数学模型计算器替代率