The Predictive Performance Evaluation of Biased Regression Predictors With Correlated Errors

When the interdependence of disturbances is present in a regression model, the pattern of sample residuals contains information which is useful in the prediction of post‐sample drawings and when multicollinearity among regressors is also present, it is useful to use biased regression estimators. This information is exploited in the biased predictors derived here. Also, the predictive performance of various biased predictors with correlated errors is discussed and all pair‐wise comparisons are made among these predictors. The theoretical results are illustrated by a numerical example. Copyright © 2015 John Wiley & Sons, Ltd.     

Prediction from the One‐Way Error Components Model with AR(1) Disturbances

In this paper we extend the works of Baillie and Baltagi (1999, in Analysis of Panels and Limited Dependent Variables Models, Hsiao C et al. (eds). Cambridge University Press: Cambridge, UK; 255–267) and generalize certain results from the Baltagi and Li (1992, Journal of Forecasting 11 : 561–567) paper accounting for AR(1) errors in the disturbance term. In particular, we derive six predictors for the one‐way error components model, as well as their associated asymptotic mean squared error of multi‐step prediction in the presence of AR(1) errors in the disturbance term. In addition, we also provide both theoretical and simulation evidence as to the relative efficiency of our alternative predictors. The adequacy of the prediction AMSE formula is also investigated by the use of Monte Carlo methods and indicates that the ordinary optimal predictor performs well for various accuracy criteria. Copyright © 2011 John Wiley & Sons, Ltd.     

Break Detectability and Mean Square Forecast Error Ratios for Selecting Estimation Windows

It has been suggested that a major problem for window selection when we estimate models for forecasting is to empirically determine the timing of the break. However, if the window choice between post‐break or full sample is based on mean square forecast error ratios, it is difficult to understand why such a problem arises since break detectability and these ratios seem to have the same determinants. This paper analyses this issue first for the expected values in conditional models and then by Monte Carlo simulations for more general cases. Results show similar behaviour between rejection frequencies and the ratios but only for break tests that do not take into account forecasting error covariances, as is the case with mean square forecast error measures. Moreover, the asymmetric shape of the frequency distribution of the ratios could help us to better grasp empirical problems. An illustration using actual data is given. Copyright © 2011 John Wiley & Sons, Ltd.     

正态总体方差估计的比较

针对正态总体方差的一类估计cS 2,首先在无偏性、有效性和相合性准则下进行分析和比较几种估计量,然后导出均方误差意义下一个估计优于另一估计的充分条件,为比较正态总体方差的几种估计量的优良性提供快捷方法.     

上半平面调和拟共形同胚的延拓定理

设φ（x）为定义在实轴R上的保向同胚映照,本文证明：如果essinfφ＇（x）〉0,esssup φ＇（x）〈＋∞且满足Dini条件∫0^＋∞∣φ＇（x＋t）-φ＇（x-t）∣/tdt＋∞,对于任意的x∈R,则φ（x）可以被延拓成上半平面到自身上的调和拟共形映照.     

福井—石桥交通流模型高密度区平均场方程

对于一维交流流的含高速运动车（Ｖｍａｘ＝Ｍ〉１）并可随机延迟的福井－石桥元胞自动机模型,从车头间距的观点进行了研究,给出了车头间距随时间演化的基本方程,定义了长车距和短车距的概念,并分别计算了它们的出现概率,在高密度（ρ≥１／Ｍ）条件下证明了长车距的长度针缩短,任何初态都将演化到所有车头间距皆为短车距的稳定态,从而严格地证明了对于有随机延迟的一般福井－石桥交通流模型,其高密度区域车流渐近稳定态的基     

一个新的数论函数及其均值计算

定义了一个新的Smarandache函数,采用归纳、猜测、组合等方法求出均值A(N,n)的精确计算公式,推广和加强了相关结果.     

有限离散函数导数的几何和极限表现

通过引入最佳平均逼近直线 ,分别从几何直观和极限情形两个角度 ,研究了有限离散函数的导数概念的表现 .结果表明 ,在局部情况下 ,有限离散函数导数近似等于连续情形下的导数 .极限情况下 ,局部范围内一点处有限离散函数的导数就变成了常规情形下的导数 ,最小二乘线就变成了最佳平均逼近直线     

增长曲线模型中共同均值的线性估计在一般齐次线性估计类中的可容许性

对于具有共同均值的增长曲线模型中回归系数的可估函数的估计问题,本文讨论了这种可估函数的一类线性估计在一般齐次线性估计类中的可容许性,针对已知的六种容许性定义分别给出了充要条件。     

球面中具有平行平均曲率向量的子流形

研究了单位球面中具有平行平均曲率向量的子流形的第二基本形式模长平方的Pinching 问题,得到了优于Yau 和莫小欢的 Pinching 常数,并获得更强的几何结论,即子流形是全脐的。另外,还把文献[2]的结论推广到了子流形是完备的情形。