This paper considers the upper orthant and extremal tail dependence indices for multivariate t-copula. Where, the multivariate t-copula is defined under a correlation structure. The explicit representations of the tai...This paper considers the upper orthant and extremal tail dependence indices for multivariate t-copula. Where, the multivariate t-copula is defined under a correlation structure. The explicit representations of the tail dependence parameters are deduced since the copula of continuous variables is invariant under strictly increasing transformation about the random variables, which are more simple than those obtained in previous research. Then, the local monotonicity of these indices about the correlation coefficient is discussed, and it is concluded that the upper extremal dependence index increases with the correlation coefficient, but the monotonicity of the upper orthant tail dependence index is complex. Some simulations are performed by the Monte Carlo method to verify the obtained results, which are found to be satisfactory. Meanwhile, it is concluded that the obtained conclusions can be extended to any distribution family in which the generating random variable has a regularly varying distribution.展开更多
Piezoelectric composite material (PCM) is an important branch of modernsensor and actuator materials with wide applications in smart structures. In this paper, based onpiezoelectric ceramic, composite and experimental...Piezoelectric composite material (PCM) is an important branch of modernsensor and actuator materials with wide applications in smart structures. In this paper, based onpiezoelectric ceramic, composite and experimental mechanics theories, a kind of 1-3 orthogonalanisotropic PCM (OAPCM) sensor is developed, and the sensing principle is analyzed to describesensor behaviors. In order to determine strain and stress on isotropic or orthogonal anisotropiccomponent surface, the relationships between strain and stress are established. The experimentalresearch on 1-3 OAPCM sensor is carried out in uniaxial and biaxial stress states. The results showthat 1-3 OAPCM sensors offer orthotropic properties of piezoelectricity, and sensing equations canbe used for strain or stress measurement with good accuracy.展开更多
This study examines the relationship among independent boards of directors, board size, managerial share ownership (MSO), and earnings quality. The study of these relationships is controlled by firm size based on a ...This study examines the relationship among independent boards of directors, board size, managerial share ownership (MSO), and earnings quality. The study of these relationships is controlled by firm size based on a sample of 114 companies listed on the Tehran Stock Exchange (TSE) for the period from 2008 to 2010. The results demonstrate that there was an insignificant positive relationship among independent boards of directors, managerial ownership, and earnings quality. Subsequent analysis shows an insignificant negative relationship between board size and earnings quality. It also provides evidence of the negative relationship between firm size as a control variable and earnings quality. This can be attributed to the fact that large firms are claimed to be politically sensitive and thus have the incentive to lessen variances in changes in their reported earnings.展开更多
Normal copula with a correlation coefficient between-1 and 1 is tail independent and so it severely underestimates extreme probabilities. By letting the correlation coefficient in a normal copula depend on the sample ...Normal copula with a correlation coefficient between-1 and 1 is tail independent and so it severely underestimates extreme probabilities. By letting the correlation coefficient in a normal copula depend on the sample size, H¨usler and Reiss(1989) showed that the tail can become asymptotically dependent. We extend this result by deriving the limit of the normalized maximum of n independent observations, where the i-th observation follows from a normal copula with its correlation coefficient being either a parametric or a nonparametric function of i/n. Furthermore, both parametric and nonparametric inference for this unknown function are studied, which can be employed to test the condition by H¨usler and Reiss(1989). A simulation study and real data analysis are presented too.展开更多
For crystals, the compliance (sij) and the stiffness (cij) matrices are specified in the orthogonal coordinate systems (Yi), which do not coincide with the crystal axes (Xi) commonly used except for cubic and orthorho...For crystals, the compliance (sij) and the stiffness (cij) matrices are specified in the orthogonal coordinate systems (Yi), which do not coincide with the crystal axes (Xi) commonly used except for cubic and orthorhombic crystal systems. Transformations have been done in this paper and the general compliance transformation relations from the orthogonal coordinate systems (Yi) to the measurement systems (Mi) are given for all seven crystal systems. Accordingly, useful expressions for Young's modulus E and Poisson's ratio are also derived.展开更多
A series of new 6-substituted 3 H-quinazolin-4-ones(3 a-3 d) were designed, synthesized and evaluated as the type I positive allosteric modulators(PAMs) of human α7 n ACh R expressed in Xenopus ooctyes by two-ele...A series of new 6-substituted 3 H-quinazolin-4-ones(3 a-3 d) were designed, synthesized and evaluated as the type I positive allosteric modulators(PAMs) of human α7 n ACh R expressed in Xenopus ooctyes by two-electrode voltage clamp. However, no compound showed a better efficacious PAM than lead compound 2 in the presence of acetylcholine(100 μM). The structure-activity relationship(SAR) analysis suggested that thiazolo[4,5-d]pyrimidin-7(6 H)-one was the key biological skeleton.展开更多
基金The National Natural Science Foundation of China(No.11001052,11171065)the National Science Foundation of Jiangsu Province(No.BK2011058)the Science Foundation of Nanjing University of Posts and Telecommunications(No.JG00710JX57)
文摘This paper considers the upper orthant and extremal tail dependence indices for multivariate t-copula. Where, the multivariate t-copula is defined under a correlation structure. The explicit representations of the tail dependence parameters are deduced since the copula of continuous variables is invariant under strictly increasing transformation about the random variables, which are more simple than those obtained in previous research. Then, the local monotonicity of these indices about the correlation coefficient is discussed, and it is concluded that the upper extremal dependence index increases with the correlation coefficient, but the monotonicity of the upper orthant tail dependence index is complex. Some simulations are performed by the Monte Carlo method to verify the obtained results, which are found to be satisfactory. Meanwhile, it is concluded that the obtained conclusions can be extended to any distribution family in which the generating random variable has a regularly varying distribution.
文摘Piezoelectric composite material (PCM) is an important branch of modernsensor and actuator materials with wide applications in smart structures. In this paper, based onpiezoelectric ceramic, composite and experimental mechanics theories, a kind of 1-3 orthogonalanisotropic PCM (OAPCM) sensor is developed, and the sensing principle is analyzed to describesensor behaviors. In order to determine strain and stress on isotropic or orthogonal anisotropiccomponent surface, the relationships between strain and stress are established. The experimentalresearch on 1-3 OAPCM sensor is carried out in uniaxial and biaxial stress states. The results showthat 1-3 OAPCM sensors offer orthotropic properties of piezoelectricity, and sensing equations canbe used for strain or stress measurement with good accuracy.
文摘This study examines the relationship among independent boards of directors, board size, managerial share ownership (MSO), and earnings quality. The study of these relationships is controlled by firm size based on a sample of 114 companies listed on the Tehran Stock Exchange (TSE) for the period from 2008 to 2010. The results demonstrate that there was an insignificant positive relationship among independent boards of directors, managerial ownership, and earnings quality. Subsequent analysis shows an insignificant negative relationship between board size and earnings quality. It also provides evidence of the negative relationship between firm size as a control variable and earnings quality. This can be attributed to the fact that large firms are claimed to be politically sensitive and thus have the incentive to lessen variances in changes in their reported earnings.
基金supported by the Simons FoundationNational Natural Science Foundation of China(Grant No.11171275)the Natural Science Foundation Project of CQ(Grant No.cstc2012jj A00029)
文摘Normal copula with a correlation coefficient between-1 and 1 is tail independent and so it severely underestimates extreme probabilities. By letting the correlation coefficient in a normal copula depend on the sample size, H¨usler and Reiss(1989) showed that the tail can become asymptotically dependent. We extend this result by deriving the limit of the normalized maximum of n independent observations, where the i-th observation follows from a normal copula with its correlation coefficient being either a parametric or a nonparametric function of i/n. Furthermore, both parametric and nonparametric inference for this unknown function are studied, which can be employed to test the condition by H¨usler and Reiss(1989). A simulation study and real data analysis are presented too.
文摘For crystals, the compliance (sij) and the stiffness (cij) matrices are specified in the orthogonal coordinate systems (Yi), which do not coincide with the crystal axes (Xi) commonly used except for cubic and orthorhombic crystal systems. Transformations have been done in this paper and the general compliance transformation relations from the orthogonal coordinate systems (Yi) to the measurement systems (Mi) are given for all seven crystal systems. Accordingly, useful expressions for Young's modulus E and Poisson's ratio are also derived.
基金National Natural Science Foundation of China(NSFC,Grant No.21572011)Ministry of Science and Technology of China(Grant No.2013CB531302)
文摘A series of new 6-substituted 3 H-quinazolin-4-ones(3 a-3 d) were designed, synthesized and evaluated as the type I positive allosteric modulators(PAMs) of human α7 n ACh R expressed in Xenopus ooctyes by two-electrode voltage clamp. However, no compound showed a better efficacious PAM than lead compound 2 in the presence of acetylcholine(100 μM). The structure-activity relationship(SAR) analysis suggested that thiazolo[4,5-d]pyrimidin-7(6 H)-one was the key biological skeleton.