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31.
J. Fredrik Lindström 《Journal of applied statistics》2009,36(12):1369-1384
When VAR models are used to predict future outcomes, the forecast error can be substantial. Through imposition of restrictions on the off-diagonal elements of the parameter matrix, however, the information in the process may be condensed to the marginal processes. In particular, if the cross-autocorrelations in the system are small and only a small sample is available, then such a restriction may reduce the forecast mean squared error considerably.
In this paper, we propose three different techniques to decide whether to use the restricted or unrestricted model, i.e. the full VAR(1) model or only marginal AR(1) models. In a Monte Carlo simulation study, all three proposed tests have been found to behave quite differently depending on the parameter setting. One of the proposed tests stands out, however, as the preferred one and is shown to outperform other estimators for a wide range of parameter settings. 相似文献
32.
Christopher A. Mebane 《Risk analysis》2010,30(2):203-223
Criteria to protect aquatic life are intended to protect diverse ecosystems, but in practice are usually developed from compilations of single‐species toxicity tests using standard test organisms that were tested in laboratory environments. Species sensitivity distributions (SSDs) developed from these compilations are extrapolated to set aquatic ecosystem criteria. The protectiveness of the approach was critically reviewed with a chronic SSD for cadmium comprising 27 species within 21 genera. Within the data set, one genus had lower cadmium effects concentrations than the SSD fifth percentile‐based criterion, so in theory this genus, the amphipod Hyalella, could be lost or at least allowed some level of harm by this criteria approach. However, population matrix modeling projected only slightly increased extinction risks for a temperate Hyalella population under scenarios similar to the SSD fifth percentile criterion. The criterion value was further compared to cadmium effects concentrations in ecosystem experiments and field studies. Generally, few adverse effects were inferred from ecosystem experiments at concentrations less than the SSD fifth percentile criterion. Exceptions were behavioral impairments in simplified food web studies. No adverse effects were apparent in field studies under conditions that seldom exceeded the criterion. At concentrations greater than the SSD fifth percentile, the magnitudes of adverse effects in the field studies were roughly proportional to the laboratory‐based fraction of species with adverse effects in the SSD. Overall, the modeling and field validation comparisons of the chronic criterion values generally supported the relevance and protectiveness of the SSD fifth percentile approach with cadmium. 相似文献
33.
We deal with parametric inference and selection problems for jump components in discretely observed diffusion processes with jumps. We prepare several competing parametric models for the Lévy measure that might be misspecified, and select the best model from the aspect of information criteria. We construct quasi-information criteria (QIC), which are approximations of the information criteria based on continuous observations. 相似文献
34.
This expository paper describes some recent work that further develops the theory of BAN estimators and the related chi-scuare test statistics.The extensions are in several directions: (a) the class of regular estimators is broadened by permitting extraneous random elements; (b) more general models are permitted under the constraint equations specification; and (c) BAN estimators are defined for general models combining features of two types of specification.In particular, WLS estimators are shown to be BAN. 相似文献
35.
社会科学理论体系的基本结构、评价标准与建构方法 总被引:2,自引:0,他引:2
王忠武 《郑州轻工业学院学报(社会科学版)》2002,3(4):15-17
社会科学理论体系是正确反映社会客体本质和规律的理性知识,它是由基本原理、经验知识和逻辑方法构成的整体系统,其基本评价标准包括客观实证、逻辑自洽、构造简单和理论预见四个方面。建立理论体系是社会科学基础研究的直接目的,为此所运用的最一般的建构方法主要是历史与逻辑相统一的方法、由抽象上升到具体的方法、公理化方法、原型移植方法和理想化方法等。 相似文献
36.
中国户籍制度改革--基于价值层面的分析 总被引:4,自引:1,他引:3
张军丽 《西北大学学报(哲学社会科学版)》2004,34(1):142-147
从中国户籍制度的变迁轨迹入手,对其"以国家为主体和目的"的价值取向弊端和"方便管理者"的价值评价偏差进行了分析,提出未来中国户籍制度改革的核心是将价值观念转变到国家利益和法治原则下的"以人为主体和目的"上来. 相似文献
37.
Risk acceptance criteria in the form of limit lines are investigated in the context of prospect theory. This theory departs from utility theory in several respects, an important one being the use of weights other than probabilities in the evaluation of the expected impact of uncertain outcomes. Hypothetical functions reflecting certain attitudes toward consequences and rare events are developed and combined to produce several limit lines. 相似文献
38.
张春丽 《东北师大学报(哲学社会科学版)》2003,(3):105-111
中国古典戏曲中究竟有没有悲剧?这是一个争论了将近一个世纪的问题。一百年来,关于这个问题的观点差异较大,难有定论,其主要原因是判断悲剧的标准难于确定。"悲剧"作为一个美学范畴,有它的本质特征和标准。我们在对有关悲剧理论进行史的考察,对一些公认的悲剧作品进行分析后,才能抽绎出悲剧的本质特征。悲剧精神从美学本质上对悲剧进行定位,可作为判断悲剧的一个根本标准。 相似文献
39.
非法经营罪探析 总被引:1,自引:0,他引:1
刘克安 《湖北民族学院学报(哲学社会科学版)》2003,21(4):74-77
《中华人民共和国刑法》关于非法经营罪的规定是空白罪状,是一"口袋罪",其刑罚的设置不科学,因此,该罪应予分解,对已经分解出来的罪,不论刑罚轻重均不应再按非法经营罪追诉。 相似文献
40.
新课程标准视野下的课堂教学审美化 总被引:1,自引:0,他引:1
范蔚 《西南大学学报(社会科学版)》2003,29(3)
国家课程标准是国家对基础教育课程的基本规范和要求 ,是指导教材编写、教学、评估和考试命题等的依据。以新课程标准审视课堂教学审美化 ,应该在课程目标确立、课程内容编制、课程实施方式改革方面作出新的努力。一是对体验性目标的逐层分解和操作性表述 ,二是将学科知识的横向整合和纵向序列相结合 ,三是处理好审美化教学实践的模仿与创新、预设与开放的关系 相似文献