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51.
The traditional estimation of higher order co-moments of non-normal random variables by the sample analog of the expectation faces a curse of dimensionality, as the number of parameters increases steeply when the dimension increases. Imposing a factor structure on the process solves this problem; however, it leads to the challenging task of selecting an appropriate factor model. This paper contributes by proposing a test that exploits the following feature: when the factor model is correctly specified, the higher order co-moments of the unexplained return variation are sparse. It recommends a general to specific approach for selecting the factor model by choosing the most parsimonious specification for which the sparsity assumption is satisfied. This approach uses a Wald or Gumbel test statistic for testing the joint statistical significance of the co-moments that are zero when the factor model is correctly specified. The asymptotic distribution of the test is derived. An extensive simulation study confirms the good finite sample properties of the approach. This paper illustrates the practical usefulness of factor selection on daily returns of random subsets of S&P 100 constituents. 相似文献
52.
Monica Jain 《商业与经济统计学杂志》2019,37(1):110-120
This article constructs and estimates a measure called perceived inflation persistence that can be used to determine if professional forecasters’ inflation forecasts indicate there has been a change in inflation persistence. This measure is built via the implied autocorrelation function that follows from the estimates obtained using a forecaster-specific state-space model. Findings indicate that U.S. perceived inflation persistence has changed since the mid-1990s with more consensus among forecasters at lower levels of persistence. When compared to the autocorrelation function for actual inflation, forecasters typically react less to shocks to inflation than the actual inflation data would suggest. 相似文献
53.
In this paper, we establish the strong law of large numbers and complete convergence for non-identically distributed WOD random variables. We derive some new inequalities of Fuk–Nagaev type for the sums of non-identically distributed WD random variables. All these results further extend and refine previous ones. 相似文献
54.
Alicia M. Ritscher Nancy Ranum Joel D. Malak Susann Ahrabi-Fard Jennifer Baird Andrew D. Berti 《Journal of American college health : J of ACH》2019,67(3):191-196
A meningococcal serogroup B (MenB) outbreak at a large public university prompted an emergency response to immunize undergraduates. Objective: To report on a successful meningococcal serogroup B (MenB) vaccine clinic response at a large public university. Methods: We assembled the team leaders to write this case report. Results: Activation of the emergency plan and points of dispensing required cooperation of many units on campus under the leadership of university health officials with support from Centers for Disease Control and Prevention, state division of public health and the city-county health department. Significant efforts to provide consistent messages to students and parents regarding the outbreak and the availability of the MenB vaccines were made. Volunteers were recruited to staff the clinics alongside university healthcare providers. Over 22,000 doses of vaccine were administered. Conclusion: We report our experience and lessons learned which may be helpful to universities in preventing and responding to disease outbreaks. 相似文献
55.
In this paper, Abdelfatah and Mazloum's (2015) two-stage randomized response model is extended to unequal probability sampling and stratified unequal probability sampling, both with and without replacement. The extended models result in more efficient estimators than Lee et al.'s (2014) estimators of the proportion of the population having a sensitive attribute. 相似文献
56.
本文以康有为完成于1904年底的《意大利游记》为说明性个案,试图呈现其欧亚文明论的基本面貌。文章将文本与这位“先时之人物”所处的时代相联系,勾勒出康氏的旅欧行程、意大利考察和文明叙述的轮廓,梳理了康氏在其“异域志”中表达的有关升平一统(帝国)、中西文明之异、文明关联互动等看法。文章指出,《意大利游记》是古代华文异域志的近代遗响,而康有为借之表达的看法,实构成一种“文明-现代性”主张。本文为作者所写有关法国社会学年鉴派文明与文明研究构想之论文的续篇。文章指出,康有为对文明的界定与其同龄人涂尔干的看法有诸多相通之处,但也有不同点:康氏与涂氏都将现实发生的文明界定为“超社会现象”,视其为国族与世界之间的中间范畴,但相比于从结构观点看文明的涂尔干,康氏在考察文明的存在方式时更关注其历史的治乱轮替动态,也更为重视其政体实现形式。文章最后,作者思考了20世纪康氏欧亚文明论的遭际,指出相比“国族营造”之社会科学,康有为融通“我他”文明的叙述依旧有其启迪。 相似文献
57.
"大工程文化育工程人"课题组 《河北工程大学学报(社会科学版)》2019,36(3):1-4
大工程文化是河北工程大学基于新时代工程教育实践和学校发展实际,凝练升华而成的大学文化系统,其“十一大”脉系,在学校育人实践中发挥了重要作用,为落实立德树人根本任务提供了精神动力。 相似文献
58.
Charles F. Manski 《The American statistician》2019,73(1):296-304
AbstractA central objective of empirical research on treatment response is to inform treatment choice. Unfortunately, researchers commonly use concepts of statistical inference whose foundations are distant from the problem of treatment choice. It has been particularly common to use hypothesis tests to compare treatments. Wald’s development of statistical decision theory provides a coherent frequentist framework for use of sample data on treatment response to make treatment decisions. A body of recent research applies statistical decision theory to characterize uniformly satisfactory treatment choices, in the sense of maximum loss relative to optimal decisions (also known as maximum regret). This article describes the basic ideas and findings, which provide an appealing practical alternative to use of hypothesis tests. For simplicity, the article focuses on medical treatment with evidence from classical randomized clinical trials. The ideas apply generally, encompassing use of observational data and treatment choice in nonmedical contexts. 相似文献
59.
60.
格萨尔藏戏将口头诗歌中的“歌”化为具体的表演行为动态实践,集声音、舞蹈、仪式和群体互动等多种形式于一体,是历史悠久、别具特色的藏戏剧种。格萨尔藏戏表演通过对古典时代民族民间文化的重构与想象,构成格萨尔史诗更丰富宽广的表达。作为文化象征的表述符号,格萨尔藏戏是口头传统研究中的表演民族志,其歌舞形态为本的言说系统,更贴近格萨尔史诗说唱本体,并重新廓清格萨尔史诗口传与书写之间复杂的关联,还口头说唱以本原。格萨尔史诗戏剧化表演实践与创新中的复合性、融合性、新生性特征和带有实验性的探索,使格萨尔藏戏经历新的蜕变。 相似文献