Robust block bootstrap panel predictability tests*

This article develops two block bootstrap-based panel predictability test procedures that are valid under very general conditions. Some of the allowable features include cross-sectional dependence, heterogeneous predictive slopes, persistent predictors, and complex error dynamics, including cross-unit endogeneity. While the first test procedure tests if there is any predictability at all, the second procedure determines the units for which predictability holds in case of a rejection by the first. A weak unit root framework is adopted to allow persistent predictors, and a novel theory is developed to establish asymptotic validity of the proposed bootstrap. Simulations are used to evaluate the performance of our tests in small samples, and their implementation is illustrated through an empirical application to stock returns.     

矿渣MTC胶结物抗腐蚀性能研究

随着矿渣MTC技术的发展和应用,矿渣MTC胶结物的抗腐蚀性能日益受到人们的关注。矿渣MTC胶结物的抗腐蚀性能直接关系到矿渣胶结物后期性能,并影响井和套管的使用寿命。分析了矿渣MTC胶结物可能受到的几种腐蚀类型及其机理,实验验证了矿渣胶结物具有较强的抗NaCl、Na₂CO₃、Na₂SO₄、MgSO₄侵蚀的能力,但易受酸性介质腐蚀;实验发现了加入胶乳能较大幅度提高矿渣胶结物抗酸性介质腐蚀的能力,并对胶乳提高矿渣胶结物抗酸蚀能力的原因进行了分析。     

浅谈笑话语言的修辞方式与修辞效果

笑话,顾名思义,是一种通过幽默的文字或图示来达到令人会心一笑或捧腹大笑效果的文学形式。而这种通俗的文学形式主要是借助各种修辞手段来呈现。研究笑话中的修辞格,有助于我们更好地有意识地把修辞格运用到笑话幽默的创作当中,从而为人们提供更丰富的精神娱乐。     

Therapeutic Assessment with Children in Family Therapy

Therapeutic Assessment with Children (TA‐C) is a brief semi‐structured intervention in which psychological assessment is used to help families with children and adolescents to change. In this paper we introduce the TA‐C model, describe its semi‐structured format and exemplify how it can be applied by family therapists.     

用工业CT技术测量储层岩芯饱和度分布

认识储层岩石中含油饱和度及饱和度分布,对驱替机理的深入研究是非常重要的。为了搞清储层岩石在驱替过程中的饱和度分布情况,应用工业CT技术,提出了一种储层含油岩芯被驱替后的饱和度分布的CT密度差测量方法。在岩样的同一断面,分别对干岩样、饱和岩样及在驱替后的岩样进行CT扫描,重建相应的断层图象,测量所建图象的灰度值,计算出相应的密度值,用密度差法计算出饱和度及其分布值。在γ射线工业CT机“CD-300BG”上对某油田岩样进行了实际测量,获得的结果说明,采用CT密度差法测量饱和度分布是有效的。该方法与常规驱替法相比较,具有快速、精度高、无损岩样和能模拟地层状态测量等特点,是油田开发、油藏描述和地层评价的一种新的有效方法。     

Testing for a change point in a sequence of exponential random variables with repeated values

Two test statistics are proposed for the change-point problem with repeated values when the data follow an exponential distribution. The properties of these two statistics have been studied and their asymptotic distributions under the alternative have been derived. The powers of the two test statistics are compared. Real-data examples are presented to illustrate the application of these tests.     

A Five-Decision Testing Procedure to Infer the Value of a Unidimensional Parameter

ABSTRACT

A statistical test can be seen as a procedure to produce a decision based on observed data, where some decisions consist of rejecting a hypothesis (yielding a significant result) and some do not, and where one controls the probability to make a wrong rejection at some prespecified significance level. Whereas traditional hypothesis testing involves only two possible decisions (to reject or not a null hypothesis), Kaiser’s directional two-sided test as well as the more recently introduced testing procedure of Jones and Tukey, each equivalent to running two one-sided tests, involve three possible decisions to infer the value of a unidimensional parameter. The latter procedure assumes that a point null hypothesis is impossible (e.g., that two treatments cannot have exactly the same effect), allowing a gain of statistical power. There are, however, situations where a point hypothesis is indeed plausible, for example, when considering hypotheses derived from Einstein’s theories. In this article, we introduce a five-decision rule testing procedure, equivalent to running a traditional two-sided test in addition to two one-sided tests, which combines the advantages of the testing procedures of Kaiser (no assumption on a point hypothesis being impossible) and Jones and Tukey (higher power), allowing for a nonnegligible (typically 20%) reduction of the sample size needed to reach a given statistical power to get a significant result, compared to the traditional approach.     

构建高职院校机械专业实践教学体系的研究

从目标体系、内容体系、管理体系、保障体系四个方面,针对目前高职院校机械专业实践教学体系中需要解决的问题进行了分析研究。     

Stochastic properties of the mixed accelerated hazard models

The accelerated hazard model in survival analysis assumes that the covariate effect acts the time scale of the baseline hazard rate. In this paper, we study the stochastic properties of the mixed accelerated hazard model since the covariate is considered basically unobservable. We build dependence structure between the population variable and the covariate, and also present some preservation properties. Using some well-known stochastic orders, we compare two mixed accelerated hazards models arising out of different choices of distributions for unobservable covariates or different baseline hazard rate functions.