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181.
A number of previous studies have called attention (typically ex post facto) to the finding that schizophrenics tend to have backgrounds with a particular type of status imbalance—their occupational level is lower than their years of education would seem to merit. The data from this study substantiated this finding. Moreover, we found that the greater the magnitude of this type of inconsistency, the higher the proportion of schizophrenia. Since schizophrenics were especially downwardly mobile, however, we tentatively concluded that this type of status inconsistency is not a “cause” of schizophrenia but rather a consequence of that illness. 相似文献
182.
Test statistics from the class of two-sample linear rank tests are commonly used to compare a treatment group with a control group. Two independent random samples of sizes m and n are drawn from two populations. As a result, N = m + n observations in total are obtained. The aim is to test the null hypothesis of identical distributions. The alternative hypothesis is that the populations are of the same form but with a different measure of central tendency. This article examines mid p-values from the null permutation distributions of tests based on the class of two-sample linear rank statistics. The results obtained indicate that normal approximation-based computations are very close to the permutation simulations, and they provide p-values that are close to the exact mid p-values for all practical purposes. 相似文献
183.
Chin Wen Cheong 《Journal of applied statistics》2010,37(2):201-214
This research investigates long memory financial equity markets using three heuristic methodologies namely a proposed modified variance time-aggregated plot, modified rescaled-range plot and periodogram approaches. The intensity of the long memory process is quantified in terms of Hurst parameter (H). Five Malaysian equity market indices are selected in the empirical studies with the inclusion of pre- and post-drastic economic events. Our empirical results evidenced dissimilar long memory behaviours in the different regimes of significant economic events. It is also found that after the short-memory adjustment, all the equity markets exhibited substantial reductions in long memory estimations. 相似文献
184.
High-frequency trading activities are one of the common phenomena in nowadays financial markets. Enormous amounts of high-frequency trading data are generated by huge numbers of market participants in every trading day. The availability of this information allows researchers to further examine the statistical properties of informationally efficient market hypothesis (EMH). Heterogenous market hypothesis (HMH) is one of the important extensions of EMH literature. HMH introduced nonlinear trading behaviors of heterogenous market participants instead of normality assumption under the EMH homogenous market participants. In this study, we attempt to explore more high-frequency volatility estimators in the HMH examination. These include the bipower, tripower, and quadpower variation integrated volatility estimates using Heterogenous AutoRegressive (HAR) models. The empirical findings show that these alternatives multipower variation (MPV) estimators provide better estimation and out-of-sample forecast evaluations as compared to the standard realized volatility. In other words, the usage of MPV estimators is able to better explain the HMH statistically. At last, a market risk determination is illustrated using value-at-risk approach. 相似文献
185.
It is shown that the sliced inverse regression procedure proposed by Li corresponds to the maximum likelihood estimate where the observations in each slice are samples of multivariate normal distributions with means in an affine manifold. 相似文献
186.
张耀辉 《暨南学报(哲学社会科学版)》2005,27(5):1-7
模仿障碍不仅是指知识产权方面的制度性障碍和不可言状的缄默,还指来自利益上的障碍和企业内部配合上的障碍,这些障碍的重要构成因素是技术与管理信息的不可靠性。改革开放以来,中国侨资企业曾经为消除这一障碍做出过贡献。继续发挥侨资企业的模仿优势,需要提高企业模仿创新能力。 相似文献
187.
加强学术团队建设促进学科持续发展 总被引:10,自引:0,他引:10
学科队伍建设是学科建引进学术带头人,鼓励和支持学术带头人组成学术团队,实施政策与利益导向,完善考核与激励机制,强化学术团队的形成和发展,创建和谐的团队氛围是促进学术团队建设的良好方法. 相似文献