Threshold Estimation for Stochastic Processes with Small Noise

Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent but numerically unstable in the sense of large standard deviations under finite samples when the noise process has jumps. We propose a filter to cut large shocks from data and construct the same LSE from data selected by the filter. The proposed estimator can be asymptotically equivalent to the usual LSE, whose asymptotic distribution strongly depends on the noise process. However, in numerical study, it looked asymptotically normal in an example where filter was chosen suitably, and the noise was a Lévy process. We will try to justify this phenomenon mathematically, under certain restricted assumptions.     

Une jeunesse stigmatisée: l'influence du chômage précoce sur le chômage ultérieur

Le chômage rencontré au début du parcours professionnel favorise‐t‐il le chômage ultérieur? Pour le savoir, les auteurs suivent la trajectoire de quelque 700 000 actifs allemands sur une période de vingt‐quatre ans en utilisant des données administratives appariées employeurs‐salariés. Grâce à la méthode des variables instrumentales (l'instrument étant ici la fermeture de l'entreprise), ils font apparaître des séquelles durables du chômage précoce, chaque nouvelle journée chômée pendant les huit premières années de vie active augmentant d'une demi‐journée en moyenne le chômage des seize années suivantes. Selon des régressions quantiles, le caractère prolongé et répété des épisodes de chômage initial renforce sensiblement cet «effet cicatrice».     

Droit du travail,chômage et part salariale: l'expérience de six pays de l'OCDE, 1970–2010

Utilisant des données sur le droit du travail dans six pays (Allemagne, Etats‐Unis, France, Japon, Royaume‐Uni et Suède) entre 1970 et 2010, les auteurs évaluent les effets de la réglementation du travail sur le chômage et la part du travail dans le revenu national. Leur méthode montre la différence entre les effets à court et à long terme des changements de réglementation: la législation protectrice des travailleurs n'est pas associée de façon systématique avec le chômage, mais est corrélée positivement avec la part du travail dans le revenu national. Les dispositions relatives au temps de travail et la représentation des salariés ont des effets bénéfiques tant sur l'efficacité que sur la répartition.     

五四时期张竞生关于性文化的主张

在五四时期的思想家群体中,张竞生是非常引人注目的。他留学法国8年,广泛研究多种学科的理论,形成比较系统的关于性文化的思想,其中主要包括节制生育、优生优育、性教育等方面。这些思想是五四时期激进知识分子探索中国社会进步途径的一个方面,对于社会变迁和文化进步具有积极意义。     

对RC4算法的错误引入攻击研究

错误引入攻击假设攻击者可以向密码设备(智能卡)引入错误,使其出现错误的加密结果。攻击者同时利用正确的和错误的加密结果来发现隐藏在密码设备中的秘密信息(密钥)。该文给出了一种对RC4算法的错误引入攻击方法。模拟实验表明,一轮攻击有可能找出RC4初始状态中3个位置的值,连续使用该算法能以较高(大于1/2)的概率恢复RC4的整个初始状态。恢复整个初始状态所需的密钥字个数约为O(216),引入的错误数量约为O(216)。     

Mr.J.F.McLennan's Study of Polyandry

John F.McLennan is well known for introducing the terms of “exogamy” and “en-dogamy” in Primitive Marriage:An Inquiry into the Origins of the Form of Capture in Marriage Ceremo-nies(1865) .In this book...     

Noninformative priors for linear combinations of normal means with unequal variances

For normal populations with unequal variances, we develop matching priors and reference priors for a linear combination of the means. Here, we find three second-order matching priors: a highest posterior density (HPD) matching prior, a cumulative distribution function (CDF) matching prior, and a likelihood ratio (LR) matching prior. Furthermore, we show that the reference priors are all first-order matching priors, but that they do not satisfy the second-order matching criterion that establishes the symmetry and the unimodality of the posterior under the developed priors. The results of a simulation indicate that the second-order matching prior outperforms the reference priors in terms of matching the target coverage probabilities, in a frequentist sense. Finally, we compare the Bayesian credible intervals based on the developed priors with the confidence intervals derived from real data.     

Deletion residuals in the detection of heterogeneity of variances in linear regression

The heterogeneity of error variance often causes a huge interpretive problem in linear regression analysis. Before taking any remedial measures we first need to detect this problem. A large number of diagnostic plots are now available in the literature for detecting heteroscedasticity of error variances. Among them the ‘residuals’ and ‘fits’ (R–F) plot is very popular and commonly used. In the R–F plot residuals are plotted against the fitted responses, where both these components are obtained using the ordinary least squares (OLS) method. It is now evident that the OLS fits and residuals suffer a huge setback in the presence of unusual observations and hence the R–F plot may not exhibit the real scenario. The deletion residuals based on a data set free from all unusual cases should estimate the true errors in a better way than the OLS residuals. In this paper we propose ‘deletion residuals’ and the ‘deletion fits’ (DR–DF) plot for the detection of the heterogeneity of error variances in a linear regression model to get a more convincing and reliable graphical display. Examples show that this plot locates unusual observations more clearly than the R–F plot. The advantage of using deletion residuals in the detection of heteroscedasticity of error variance is investigated through Monte Carlo simulations under a variety of situations.     

An F Approximation to the Distribution of a Linear Combination of Chi-squared Variables.

A three-parameter F approximation to the distribution of a positive linear combination of central chi-squared variables is described. It is about as easy to implement as the Satterthwaite-Welsh and Hall-Buckley-Eagleson approximations. Some reassuring properties of the F approximation are derived, and numerical results are presented. The numerical results indicate that the new approximation is superior to the Satterthwaite approximation and, for some purposes, better than the Hall-Buckley-Eagleson approximation. It is not quite as good as the Gamma-Weibull approximation due to Solomon and Stephens, but is easier to implement because iterative methods are not required.     

交际性语言测试理论与新CET-4写作测试

交际性语言测试以测试交际能力为宗旨。具体到写作命题，它侧重命题本身的交际性。大学英语四级（CET-4）对促进大学英语教学功不可没，但其写作部分在命题、任务类型、评分标准等方面受到众多质疑。新CET-4交际性写作命题必将对写作教学产生积极的反拨作用。