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Chunming M. Zhang 《Revue canadienne de statistique》2003,31(2):151-171
Many applications of nonparametric tests based on curve estimation involve selecting a smoothing parameter. The author proposes an adaptive test that combines several generalized likelihood ratio tests in order to get power performance nearly equal to whichever of the component tests is best. She derives the asymptotic joint distribution of the component tests and that of the proposed test under the null hypothesis. She also develops a simple method of selecting the smoothing parameters for the proposed test and presents two approximate methods for obtaining its P‐value. Finally, she evaluates the proposed test through simulations and illustrates its application to a set of real data. 相似文献
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Information presented concurrently and redundantly to 2 or more senses (intersensory redundancy) has been shown to recruit attention and promote perceptual learning of amodal stimulus properties in animal embryos and human infants. This study examined whether the facilitative effect of intersensory redundancy also extends to the domain of memory. We assessed bobwhite quail chicks' ability to remember and prefer an individual maternal call presented either unimodally or redundantly and synchronously with patterned light during the period prior to hatching. Embryos provided with unimodal auditory exposure failed to prefer the familiar call over a novel maternal call postnatally at 48 hr and 72 hr following exposure. In contrast, embryos provided with redundant, synchronous audiovisual stimulation significantly preferred the familiar call at 48 hr following exposure, but not at 72 hr. A second experiment provided chicks with a single 10‐min refamiliarization with the familiar call at either 48 hr or 72 hr following hatching. Chicks given only unimodal auditory exposure prior to hatching did not appear to benefit from this brief postnatal refamiliarization, showing no preference for the familiar call at either 72 or 96 hr. Chicks that received redundant audiovisual stimulation prenatally showed a significant preference for the familiar call (following the brief reexpo sure 24 hr earlier) at both 72 and 96 hr of age. These results are the first to demonstrate that redundantly specified information is remembered longer and reactivated more easily than the same information presented unimodally. These findings provide further evidence of the salience of intersensory redundancy in guiding selective attention and perceptual learning during early development. 相似文献
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Robert C. Feenstra 《Journal of Policy Modeling》1985,7(1):49-68
We examine the effects of the U.S.-Japan trade restraint on automobile prices and quality upgrading, for both Japanese imports and American small cars. From April 1981 to April 1984 the suggested retail price of all Japanese models increased by 15.8 percent, or 5.3 percent per year. We find that nearly the entire amount of this rise can be explained by the upgrading of individual models. This upgrading may benefit consumers who would purchase a luxury import in any case, but harms those who desire the basic imports. In addition to upgrading, we conclude that a second cost of the trade restraint has been to prevent the yen depreciation from being passed onto American consumers, in terms of lower imported auto prices. For U.S. small cars we find a 9.1 percent rise in the suggested retail price, or 3 percent per year, with a fraction of this amount due to model upgrading. If the yen depreciation had led to lower import prices without the trade restraint, then we expect that U.S. auto prices would have been lower, too. 相似文献
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Expectations, Capital Gains, and Income 总被引:2,自引:0,他引:2
A theoretical framework for the measurement of income under uncertainty is developed that addresses some long-standing controversies about the treatment of capital gains. The consequences for economic analysis and policy making are potentially serious, because the treatment of capital gains can significantly affect some major macroeconomic aggregates, including national income and savings, balance of payments deficits, government deficits, and depreciation. (JEL O47 , P44 , Q32 ) 相似文献
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Peter M. Hall 《Symbolic Interaction》2003,26(1):33-55
With its roots in American pragmatism, symbolic interactionism has created a distinctive perspective and produced numerous important contributions and now offers significant prospects for the future. In this article, I review my intellectual journey with this perspective over forty years. This journey was initiated within the American society, sociology, and symbolic interaction of circa 1960. I note many of the contributions made by interactionists since that time, with particular focus on those who have contributed to the study of social organization and social process. I offer an agenda for the future based on currently underdeveloped areas that have potential. These are inequality orders, institutional analysis, collective action across space and time, and the integration of temporal and spatial orders. The article concludes with calls for further efforts at cross‐perspective dialogues, more attention to feminist scholars, and an elaborated critical pragmatism. 相似文献
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Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 总被引:48,自引:0,他引:48
We study the properties of the quasi-maximum likelihood estimator (QMLE) and related test statistics in dynamic models that jointly parameterize conditional means and conditional covariances, when a normal log-likelihood os maximized but the assumption of normality is violated. Because the score of the normal log-likelihood has the martingale difference property when the forst two conditional moments are correctly specified, the QMLE is generally Consistent and has a limiting normal destribution. We provide easily computable formulas for asymptotic standard errors that are valid under nonnormality. Further, we show how robust LM tests for the adequacy of the jointly parameterized mean and variance can be computed from simple auxiliary regressions. An appealing feature of these robyst inference procedures is that only first derivatives of the conditional mean and variance functions are needed. A monte Carlo study indicates that the asymptotic results carry over to finite samples. Estimation of several AR and AR-GARCH time series models reveals that in most sotuations the robust test statistics compare favorably to the two standard (nonrobust) formulations of the Wald and IM tests. Also, for the GARCH models and the sample sizes analyzed here, the bias in the QMLE appears to be relatively small. An empirical application to stock return volatility illustrates the potential imprtance of computing robust statistics in practice. 相似文献
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