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61.
We propose a simulation-based Bayesian approach to the analysis of long memory stochastic volatility models, stationary and nonstationary. The main tool used to reduce the likelihood function to a tractable form is an approximate state-space representation of the model, A data set of stock market returns is analyzed with the proposed method. The approach taken here allows a quantitative assessment of the empirical evidence in favor of the stationarity, or nonstationarity, of the instantaneous volatility of the data. 相似文献
62.
Ling-Yau Chan 《统计学通讯:理论与方法》2013,42(9-10):2281-2312
This is a survey article on known results about analytic solutions and numerical solutions of optimal designs for various regression models for experiments with mixtures. The regression models include polynomial models, models containing homogeneous functions, models containing inverse terms and ratios, log contrast models, models with quantitative variables, and mod els containing the amount of mixture, Optimality criteria considered include D-, A-, E-,φp- and Iλ-Optimalities. Uniform design and uniform optimal design for mixture components, and efficiencies of the {q,2} simplex-controid design are briefly discussed. 相似文献
63.
Respect for the elderly and hence the associated rights support a generational contract. Nevertheless, the case of the recent debate on the universal retirement scheme in Hong Kong has raised concerns about its strength. We identify relevant items from the sixth wave of the World Values Survey to explore the orientations of different generations toward others. The analysis shows differences between younger and older generations. Regression analyses show that values are not significant in explaining the differences, but various positions, including sex, marital status, and education, and perceptions of the elderly are relevant. Such differences across generations might weaken the generational contract and potentially engender conflicts as shown in the recent debate about the retirement scheme. We suggest short‐ and long‐term interest calculations, informed by their positions, play a more significant role in policy discussions and decisions, rather than simply appealing to values. 相似文献
64.
AbstractRomantic relational aggression is related to numerous mental health consequences but risk and protective factors of perpetrating this type of aggression, historically, have been unclear. This study fills in the research gap by evaluating the impact of parental control, parental care, and peer social support on later perpetration in romantic relational aggression among 84 predominately Chinese college students. Results revealed the positive association between parental control and perpetration in romantic relational aggression, however, this association diminished in the presence of high peer social support (HSS). Despite insignificance in the main effect, parental care was negatively correlated with later perpetration in romantic relationship in the HSS group while a positive association was found in the low peer social support (LSS) group. These highlights provided evidences how parental control and parental care during childhood could be risk factors for later romantic relational aggression as well as how current social support from peer could serve as a protective factor on the negative influence from parent–child relationships. 相似文献
65.
Wai-Sum Chan 《Journal of applied statistics》1999,26(1):35-44
Assume that a k-element vector time series follows a vector autoregressive (VAR) model. Obtaining simultaneous forecasts of the k elements of the vector time series is an important problem. Based on the Bonferroni inequality, Lutkepohl (1991) derived the procedures which construct the conservative joint forecast regions for the VAR model. In this paper, we propose to use an exact method which provides shorter prediction intervals than does the Bonferroni method. Three illustrative examples are given for comparison of the various VAR forecasting procedures. 相似文献
66.
Qiqi Chen PhD Camilla Lo PhD Mengtong Chen PhD Ko Ling Chan PhD Patrick Ip MPH 《Child & Family Social Work》2023,28(4):992-1000
Victimizations from online and offline violence, such as sibling violence, school violence and witness of family violence, both have negative associations with victims' mental health and may share similar individual and family characteristics. This study aims to explore the common and differentiated characteristics in the prediction of school, cyber and family victimization and whether there are unique associations within these victimization types. We employed a two-stage stratified sampling method to collect a representative sample of 5567 children aged 3–17 from a cross-sectional, school-based survey in Hong Kong. Results showed that all types of child victimization, including sibling, school and cyberbullying, as well as the witness of violence at home, were positively correlated with each other. Children's age was positively related to the occurrence and cooccurrence of all types of child victimization. Frequent family residential mobility and parents' higher education level were positively related to all types of children's victimization. The scores of all aspects of children's paediatric quality of life were found negatively related to children's school victimization. This study provides insight into the unique and shared elements of children's online and offline victimization. Knowledge of the distinguished familial gradients of child victimization at home and beyond could benefit the development of child victimization prevention. 相似文献
67.
There has been considerable discussion in recent decades about the integration patterns of new immigrants. Recognizing advancements in technology and the increased economic integration of countries, some researchers have suggested that the emerging integration trend for immigrants is the transnational pattern, whereby immigrants maintain contact with the home countries. To advance the discussion, this study focuses on general transnational contact, a basic form of transnational activity. The study draws from recently collected large‐scale survey data to explore the patterns of transnational contact within two recent immigrant groups, Asian Indians and Chinese, in Toronto. Our findings show that only a small percentage of immigrants maintain intensive and extensive transnational contact. As well, our findings are less consistent with the transnational perspective than with the assimilation perspective on the effects of socioeconomic background on transnational contacts. 相似文献
68.
Victor K. Y. Chan 《Journal of gambling studies / co-sponsored by the National Council on Problem Gambling and Institute for the Study of Gambling and Commercial Gaming》2010,26(1):35-52
This article describes the use of neural networks (a type of artificial intelligence) and an empirical data sample of, inter
alia, the amounts of bets laid and the winnings/losses made in successive games by a number of cyber-gamblers to longitudinally
model gamblers’ behavior and decisions as to such bet amounts and the temporal trajectory of winnings/losses. The data was
collected by videoing Texas Holdem gamblers at a cyber-gambling website. Six “persistent” gamblers were identified, totaling
675 games. The neural networks on average were able to predict bet amounts and cumulative winnings/losses in successive games
accurately to three decimal places of the dollar. A more important conclusion is that the influence of a gambler’s skills,
strategies, and personality on his/her successive bet amounts and cumulative winnings/losses is almost totally reflected by
the pattern(s) of his/her winnings/losses in the few initial games and his/her gambling account balance. This partially invalidates
gamblers’ illusions and fallacies that they can outperform others or even bankers. For government policy-makers, gambling
industry operators, economists, sociologists, psychiatrists, and psychologists, this article provides models for gamblers’
behavior and decisions. It also explores and exemplifies the usefulness of neural networks and artificial intelligence at
large in the research on gambling. 相似文献
69.
农业综合生产系统具备耗散结构的基本条件,拥有自组织功能。城市化和工业化进程一定程度上削弱了它的自组织功能,应从系统负熵流的增加、非平衡性的加强、非线性特征的强化和巨涨落的催生等入手,优化农业综合生产的自组织功能。 相似文献
70.
罗婵 《广西青年干部学院学报》2010,20(4):13-15
由美国次贷危机引发的全球性金融危机是一场经济危机、深度的思想道德危机和社会危机,对我国经济社会发展造成不小的冲击和影响,但同时,又是加强社会主义核心价值体系建设的有利时机。我们要抓住这一战略机遇,通过大众化、生活化、主流化、形象化和制度化的道路,使社会主义核心价值体系基本内容要求转化为我国人民的自觉追求,为应对国际金融危机和建设和谐社会构建强大的共同思想道德基础。 相似文献