我国证券市场有效性的Wild Bootstrap方差比检验

一、引言有效市场理论是西方现代金融市场理论的基石,包括资产定价在内的一系列金融理论都是以有效市场假设为基础的,一旦动摇有效市场假设,就会使所有的基于有效市场假设的理论受到质疑,甚至被推翻。我国金融市场在许多方面都具有不同于西方成熟市场的一些特点,而现代金融理论却是基于西方成熟金融市场发展而来的理论。因此,必须对我国金融市场有效性做出一个基本的判断,才能修正现代金融理论以适应我国的实际,从而指导我国金融市场的健康发展。目前,对我国金融市场有效性的研究为数不少,但是这些研究中许多是借鉴西方有效市场理论和检验方…     

Bayesian analysis of a general growth curve model with predictions using power transformations and AR(1) autoregressive dependence

In this paper, we consider a Bayesian analysis of the unbalanced (general) growth curve model with AR(1) autoregressive dependence, while applying the Box-Cox power transformations. We propose exact, simple and Markov chain Monte Carlo approximate parameter estimation and prediction of future values. Numerical results are illustrated with real and simulated data.     

比喻分类管见

本文针对大中学教坛上把比喻分为明喻、暗喻、借喻的“三分说”分类提出不同看法;认为应分为两大类：常式比喻和变式比喻,并着重分析了 常式比喻与变式比喻之间的联系及其“变”的规律     

浅论图书馆的书评工作

本文通过分析书评在图书馆工作中的作用,提出图书馆应该加强书评工作及书评活动的一些组织方法     

性爱与情感的灵魂——劳伦斯和他的散论

劳伦斯在文艺思想和创造方法上提出了介入性爱和情感及主观感受真实性的观点。他从这种艺术的观点出发主张要深入到男女的性、爱和血意识中去。本文介绍劳伦斯的《恋爱中的女人》、《查太莱夫人的情人》、《儿子与情人》等小说和《看我们如何漫游》、《不朽的散文选》、《失落的诗章》、《劳伦斯的爱情》等散文中的有关性、爱、情感等的文艺观点     

九峰山地区兽类研究

本文叙述了内蒙古九峰山地区兽类的种类、数量及分布情况,并且对在各种生境和不同季节其种类和数量的变化进行了详细分析.对一些种类的经济价值及如何保护和利用也做了说明.     

Convective Filmwise Condensation of R-11 inside a Vertical Tube

Partial condensation of refrigerant R-11 was experimentally and theoretically studied. The test apparatus consisted of two concentric tubes, with the vapor flowing downward in the inner tube and the cooling water in the annular space in countercurrent direction. By using the available dimensionless correlation, the mean heat transfer coefficient of the cooling water was determined, and then the mean condensationheat transfer coefficient was calculated from the overall heat transfer coefficient.The model of a homogeneous two-phase mixture of liquid and vapor, and Prandtl's principle of analogy between the momentum and heat transfer were used to establish the type of the correlation. Adopting the methods of the gradually linear regression and F-level evidence testing, the present paper proposed the dimensionless correlation to predict the relationship among the mean Nusselt number, Prandtl number, Kutateladze number and the dimensionless tube length.     

多源场的高斯定理及其应用

现行的电磁学对线电荷的能量公式、静电平衡条件都没有直接推导过.本文先提出多源场的高斯定理公式,然后进行推导,以供参考.     

Sparse additive models

Summary.  We present a new class of methods for high dimensional non-parametric regression and classification called sparse additive models. Our methods combine ideas from sparse linear modelling and additive non-parametric regression. We derive an algorithm for fitting the models that is practical and effective even when the number of covariates is larger than the sample size. Sparse additive models are essentially a functional version of the grouped lasso of Yuan and Lin. They are also closely related to the COSSO model of Lin and Zhang but decouple smoothing and sparsity, enabling the use of arbitrary non-parametric smoothers. We give an analysis of the theoretical properties of sparse additive models and present empirical results on synthetic and real data, showing that they can be effective in fitting sparse non-parametric models in high dimensional data.     

Parametric non-mixture cure models for schedule finding of therapeutic agents

We propose a phase I clinical trial design that seeks to determine the cumulative safety of a series of administrations of a fixed dose of an investigational agent. In contrast with traditional phase I trials that are designed solely to find the maximum tolerated dose of the agent, our design instead identifies a maximum tolerated schedule that includes a maximum tolerated dose as well as a vector of recommended administration times. Our model is based on a non-mixture cure model that constrains the probability of dose limiting toxicity for all patients to increase monotonically with both dose and the number of administrations received. We assume a specific parametric hazard function for each administration and compute the total hazard of dose limiting toxicity for a schedule as a sum of individual administration hazards. Throughout a variety of settings motivated by an actual study in allogeneic bone marrow transplant recipients, we demonstrate that our approach has excellent operating characteristics and performs as well as the only other currently published design for schedule finding studies. We also present arguments for the preference of our non-mixture cure model over the existing model.