Variable selection in elliptical linear mixed model

Variable selection in elliptical Linear Mixed Models (LMMs) with a shrinkage penalty function (SPF) is the main scope of this study. SPFs are applied for parameter estimation and variable selection simultaneously. The smoothly clipped absolute deviation penalty (SCAD) is one of the SPFs and it is adapted into the elliptical LMM in this study. The proposed idea is highly applicable to a variety of models which are set up with different distributions such as normal, student-t, Pearson VII, power exponential and so on. Simulation studies and real data example with one of the elliptical distributions show that if the variable selection is also a concern, it is worthwhile to carry on the variable selection and the parameter estimation simultaneously in the elliptical LMM.     

唐朝政府农业经济职能的演进特征

一定时期的政府职能就是政府满足社会需求的结果。纵观唐朝,在继承重农职能的同时,政府权力开始了部分适度剥离,从原先的全方位对社会经济的强烈干预到逐渐退出尽量使经济自主运行。唐朝政府职能方式的转变由微观管理、直接干预开始转向采用宏观调控、间接管理。政府职能在一个不断连续调整中逐渐优化,但仍就存在着职能的缺位和越位。     

基于JN5121芯片的无线安防网络

介绍了Jennic的JN5121芯片的功能,说明了以JN5121模块为核心,基于ZigBee技术的安全防范系统的硬件搭接和基本的软件编程流程。分析了JN5121模块在安防系统中应用的可行性和适用性,提出了本系统采用ZigBee无线技术可以克服传统安防系统存在的很多弊端,且其低功耗,低成本,高抗干扰性,自动动态组网等优点必将得到人们的认可和广泛的应用。     

基于语料库的搭配和类联接研究——以回指概念外壳名词为例

搭配是语言中横组合关系的词项间的习惯性共现,类联接是比搭配更高一级的词汇与语法之间的共现关系。对英语中搭配和类连接的研究不应局限于短语或小甸,而应扩展到语篇层面。文章以回指概念外壳名词为例,进行基于语料库的与语篇功能相连的搭配和类连接的研究。结果显示,外壳名词在评价力的强度、类连接构式的倾向性、对前置修饰语的依赖度、语篇类型的敏感度方面都存在诸多差异。     

中国特大型国有企业风险管理特色之实证研究

通过大量的实证研究,得出了中国特色的风险管理具有四个基本特征:第一,风险管理的多重目标,既要求实现经济功能,又要求实现社会功能和政治功能;第二,风险管理顶层设计的政治控制经济的整体框架,既有政府部门,如国资委、发改委等的监管,也有党的部门,如中组部、中纪委等的监管;第三,风险管理运行机制具有表面化、肤浅化的双向影响的特征;第四,风险管理的组织结构具有党政一体的特征。     

一个与分担值相关的亚纯函数正规定则

设D是C内的一个区域,n,k≥2是两个正整数,a是有限非零复数,P是一个多项式,且其次数或者degP≥3,或者degP=2且P只有一个不同零点,F是D内的亚纯函数族,对任意f∈F,f的零点重级至少是k.若F中任意函数f与g,P（f）（f（k））n和P（g）（g（k））n在D内分担a,那么F在D内正规.     

A backward construction and simulation of correlated Poisson processes

In this paper, we consider a generalisation of the backward simulation method of Duch et al. [New approaches to operational risk modeling. IBM J Res Develop. 2014;58:1–9] to build bivariate Poisson processes with flexible time correlation structures, and to simulate the arrival times of the processes. The proposed backward construction approach uses the Marshall–Olkin bivariate binomial distribution for the conditional law and some well-known families of bivariate copulas for the joint success probability in lieu of the typical conditional independence assumption. The resulting bivariate Poisson process can exhibit various time correlation structures which are commonly observed in real data.     

Bayesian variable selection with spherically symmetric priors

We propose that Bayesian variable selection for linear parametrizations with Gaussian iid likelihoods should be based on the spherical symmetry of the diagonalized parameter space. Our r-prior results in closed forms for the evidence for four examples, including the hyper-g prior and the Zellner–Siow prior, which are shown to be special cases. Scenarios of a single-variable dispersion parameter and of fixed dispersion are studied, and asymptotic forms comparable to the traditional information criteria are derived. A simulation exercise shows that model comparison based on our r-prior gives good results comparable to or better than current model comparison schemes.     

Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes

In this article, we propose a weighted simulated integrated conditional moment (WSICM) test of the validity of parametric specifications of conditional distribution models for stationary time series data, by combining the weighted integrated conditional moment (ICM) test of Bierens (1984 Bierens, H. J. (1984). Model specification testing of time series regressions. Journal of Econometrics 26:323–353.[Crossref], [Web of Science ®] , [Google Scholar]) for time series regression models with the simulated ICM test of Bierens and Wang (2012 Bierens, H. J., Wang, L. (2012). Integrated conditional moment tests for parametric conditional distributions. Econometric Theory 28:328–362.[Crossref], [Web of Science ®] , [Google Scholar]) of conditional distribution models for cross-section data. To the best of our knowledge, no other consistent test for parametric conditional time series distributions has been proposed yet in the literature, despite consistency claims made by some authors.