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Hierarchical linear regression models for conditional quantiles

Science China Mathematics 2006年第12期49卷 1800-1815页

作者： TIAN Maozai & CHEN Gemai School of Statistics, Renmin University of China, beijing 100872, China and Center for Applied Statistics, Renmin University of China, beijing 100872, China Department of Mathematics and Statistics, University of Calgary, Canada School of Statistics Renmin University of China Beijing China Center for Applied Statistics Renmin University of China Beijing China Department of Mathematics and Statistics University of Calgary Canada

The quantile regression has several useful features and therefore is gradually developing into a comprehensive approach to the statistical analysis of linear and nonlinear response models,but it cannot deal effectively with the data with a hierarchical *** practice,the existence of such data hierarchies is neither accidental nor ignorable,it is a common *** ignore this hierarchical data structure risks overlooking the importance of group effects,and may also render many of the traditional statistical analysis techniques used for studying data relationships *** the other hand,the hierarchical models take a hierarchical data structure into account and have also many applications in statistics,ranging from overdispersion to constructing min-max ***,the hierarchical models are virtually the mean regression,therefore,they cannot be used to characterize the entire conditional distribution of a dependent variable given high-dimensional ***,the estimated coefficient vector (marginal effects)is sensitive to an outlier observation on the dependent *** this article,a new approach,which is based on the Gauss-Seidel iteration and taking a full advantage of the quantile regression and hierarchical models,is *** the theoretical front,we also consider the asymptotic properties of the new method,obtaining the simple conditions for an n1/2-convergence and an asymptotic *** also illustrate the use of the technique with the real educational data which is hierarchical and how the results can be explained.

关键词： hierarchical quantile regression models,EQ algorithm,fixed effects,random effects,regression quantile.

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Ruin probability of the renewal model with risky investment and large claims

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Science China Mathematics 2009年第7期52卷 1539-1545页

作者： WEI Li School of Finance,Renmin University of China,beijing 100872,China School of Finance Renmin University of China Beijing China

The ruin probability of the renewal risk model with investment strategy for a capital market index is investigated in this *** claim sizes with common distribution of extended regular variation,we study the asymptotic behaviour of the ruin *** a corollary,we establish a simple asymptotic formula for the ruin probability for the case of Pareto-like claims.

关键词： asymptotics extended regular variation renewal risk model risky investment strategy ruin probability 60G70 60K30 60K37

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Nonlinear autoregressive models with heavy-tailed innovation

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Science China Mathematics 2005年第3期48卷 333-340页

作者： JIN Yang & AN Hongzhi School of Statistics, Renmin University of China, beijing 100872, China Academy of Mathematics and Systems Science, Chinese Academy of Sciences, beijing 100080, China Sch. of Statistics Renmin Univ. of China Beijing 100872 China Acad. of Mathematics and Syst. Sci. Chinese Acad. of Sci. Beijing 100080 China

In this paper, we discuss the relationship between the stationary marginal tail probability and the innovation's tail probability of nonlinear autoregressive models. We show that under certain conditions that ensure the stationarity and ergodicity, one dimension stationary marginal distribution has the heavy-tailed probability property with the same index as that of the innovation's tail probability.

关键词： nonlinear autoregressive model, innovation, tail probability.

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ANALYSIS OF CAPITAL FLOW WITH GIS——Two Approaches for Regional Investment in China

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Chinese Geographical Science 2003年第1期13卷 2-8页

作者： YAO Yong-ling ( Public Administration School, Renmin University of China, beijing 100872, P. R. China) Public Administration School Renmin University of China 北京 100872

GIS technology has been mostly concerned with handling physical data andmodeling physical environment. However, the retirements of GIS for handling socio-economicinformation in many cases are different from those concerning phenomena in the physical *** of capital flow among regions requires the transitions both from economic values tophysical landscape and from physical surface to economic explanation. Rapid growth of Chineseeconomy comes mainly from investment. There are two main ways for obtaining high growth ofinvestment. One is government expenditure which usually invests in regional facility and amenityblock, which is regarded as stimulus for attracting investment. The other is the creation ofinvesting center and corresponding capital source areas, both of which need the central city withthe highest growth rate of investment among regions. This paper presents the cluster areas of bothgovernment revenue and total investment, the potential situation of capital flow between centralcity Shanghai and its neighbor provinces by using Classification' and Interpolation' functions ofArcView GIS.

关键词： capital flow geographic information system (GIS) regional investment cluster analysis

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Data envelopment analysis

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Chinese Science Bulletin 2001年第16期46卷 1321-1332页

作者： WEI Quanling Institute of Operations Research and Mathematical Economics, Renmin University of China, beijing 100872, China Institute of Operations Research and Mathematical Economics Renmin University of China Beijing China

This review introduces the history and present status of data envelopment analysis (DEA) research, particularly the evaluation process. And extensions of some DEA models are also described. It is pointed out thatmathematics, economics and management science are themain forces in the DEA development, optimization provides the fundamental method for the DEA research, and the wide range of applications enforces the rapid development ofDEA.

关键词： data envelopment analysis non-dominated solution production frontier.

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OPTIMAL REPLACEMENT FOR DISCRETE SHOCK MODELS

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Systems Science and Mathematical Sciences 1993年第3期6卷 209-216页

作者： CHENG Shixue People’s University of China,beijing 100872,China 中国人民大学北京

A device is subject to damage. The damage occurs randomly in discrete timeaccording to an increasing homogeneous Markov chain, where the incremental damagecaused by a shock depends on the magnitude of the shock. The device has a threshold,and it fails once the damage level exceeds the threshold. Upon failure the device is replacedby a new and identical one and a cost is incurred. If the device is replaced before failure,a smaller cost is incurred. In this paper we study the problem of specifying a replacementrule which minimizes the long-run (expected) average cost per unit time. Under mildconditions we show that the optimal replacement policy exists and it possesses the controllimit property.

关键词： Increasing homogeneous Markov chain first failure time Markovian replacement time average cost optimal replacement policy

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Approximation for a scheduling problem with application in wireless networks

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Science China Mathematics 2010年第6期53卷 1643-1655页

作者： ZHU QingHua & LI DeYing Key Laboratory of Data Engineering and Knowledge Engineering,MOE,School of Information,Renmin University of China,beijing 100872,China Key Laboratory of Data Engineering and Knowledge Engineering MOE School of Information Renmin University of China Beijing China

A network of many sensors and a base station that are deployed over a region is *** sensor has a transmission range,an interference range and a carrier sensing range,which are r,αr and βr,*** this paper,we study the minimum latency conflict-aware many-to-one data aggregation scheduling problem:Given locations of sensors along with a base station,a subset of all sensors,and parameters r,α and β,to find a schedule in which the data of each sensor in the subset can be transmitted to the base station with no conflicts,such that the latency is *** designe an algorithm based on maximal independent sets,which has a latency bound of(a+19b)R + Δb-a + 5 time slots,where a and b are two constant integers relying on α and β,Δ is the maximum degree of network topology,and R is the trivial lower bound of *** Δ contributes to an additive factor instead of a multiplicative one,thus our algorithm is nearly a constant(a+19b)-ratio.

关键词： approximation algorithm conflict-aware many-to-one data aggregation latency wireless sensor network

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Supply Chain Reorganization and Coordination

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Journal of Systems Science and Systems Engineering 2001年第1期13卷 81-91页

作者： WANG Feng bin School of Business Administration, Renmin University, beijing 100872, China School of Business Administration Renmin University Beijing 100872 China

：Three generic forms of governance--hierarchy, hybrid and market are proposed in the newinstitutional economics, giving an abstract description of alternative coordination and control mechanisms forgeneral use. While this theory is known as far away from being operational and specified, a few researchersin the management and organization area are trying to extend Galbraith and/or Mintzberg's organizationaldesign theories into the application of logistical coordination for obtaining a smooth flow of products along thesupply chain within and without the focal organization. In this paper, we present an explorative case study onthe design of various organizational architectures of logistics activities and their relevant coordinationmechanisms, especially internal and external contracts as one new kind of hybrid mechanisms forcoordinating effective supply chains.

关键词： supply chain logistics reorganization coordinating mechanisms

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Nonlinear Doob-Meyer Decomposition for General Filtration

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Acta Mathematicae Applicatae Sinica 2002年第4期18卷 619-624页

作者： Qing-quan LinChina Financial Policy Research Center, School of Finace, Renmin University of China, beijing 100872. China China Financial Policy Research Center School of Finace Renmin University of China Beijing China

The comparison theorem for generalized backward stochastic differential equations is discussed. Some topics related to equations of this type are also investigated.

关键词： Generalized backward stochastic differential equation Doob-Meyer decomposition theorem,g-supermartingale g-supersolution

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An application of the Riemann-Roch theorem

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Science China Mathematics 2008年第4期51卷 765-772页

作者： WANG ShiKun~1 ZHANG HuiPing~(2+) 1 KLMM and IAM AMSS Chinese Academy of Sciences beijing 100080 China 2 School of Information Renmin University of China beijing 100872 China KLMM and IAM AMSS Chinese Academy of Sciences Beijing China School of Information Renmin University of China Beijing China

Applying the Riemann-Roch theorem,we calculate the dimension of a kind of mero- morphicλ-differentials’ space on compact Riemann *** we also construct a basis of theλ-differentials’ *** the main result,the Cauchy ... 详细信息

关键词： Riemann-Roch theorem λ-differential annulus domain Cauchy integral formula 14C40

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