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.     

Generalized varying-coefficient single-index model

In this paper, the generalized varying-coefficient single-index model is discussed based on penalized likelihood. All the unknown functions are fitted by penalized spline. The estimates of the unknown parameters and the unknown coefficient functions are obtained and the estimation approach is rapid and computationally stable. Under some mild conditions, the consistency and the asymptotic normality of these resulting estimators are given. Two simulation studies are carried out to illustrate the performance of the estimates. An application of the model to the Hong Kong environmental data further demonstrates the potential of the proposed modelling procedures.     

Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities

The empirical likelihood (EL) technique has been well addressed in both the theoretical and applied literature in the context of powerful nonparametric statistical methods for testing and interval estimations. A nonparametric version of Wilks theorem (Wilks, 1938 Wilks , S. S. ( 1938 ). The large-sample distribution of the likelihood ratio for testing composite hypotheses . Annals of Mathematical Statistics 9 : 60 – 62 .[Crossref] , [Google Scholar]) can usually provide an asymptotic evaluation of the Type I error of EL ratio-type tests. In this article, we examine the performance of this asymptotic result when the EL is based on finite samples that are from various distributions. In the context of the Type I error control, we show that the classical EL procedure and the Student's t-test have asymptotically a similar structure. Thus, we conclude that modifications of t-type tests can be adopted to improve the EL ratio test. We propose the application of the Chen (1995 Chen , L. ( 1995 ). Testing the mean of skewed distributions . Journal of the American Statistical Association 90 : 767 – 772 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) t-test modification to the EL ratio test. We display that the Chen approach leads to a location change of observed data whereas the classical Bartlett method is known to be a scale correction of the data distribution. Finally, we modify the EL ratio test via both the Chen and Bartlett corrections. We support our argument with theoretical proofs as well as a Monte Carlo study. A real data example studies the proposed approach in practice.