An empirical likelihood goodness-of-fit test for time series

Summary. Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric alternatives are based on residuals arising from a fitted model. When a parametric regression model is compared with a nonparametric model, goodness-of-fit testing can be naturally approached by evaluating the likelihood of the parametric model within a nonparametric framework. We employ the empirical likelihood for an α -mixing process to formulate a test statistic that measures the goodness of fit of a parametric regression model. The technique is based on a comparison with kernel smoothing estimators. The empirical likelihood formulation of the test has two attractive features. One is its automatic consideration of the variation that is associated with the nonparametric fit due to empirical likelihood's ability to Studentize internally. The other is that the asymptotic distribution of the test statistic is free of unknown parameters, avoiding plug-in estimation. We apply the test to a discretized diffusion model which has recently been considered in financial market analysis.     

基于规则的客户关系管理系统建模方法

客户关系管理系统(CRM)是提高企业核心竞争力的有力武器。以工作流和过程建模技术为基础,研究CRM系统的建模,是CRM系统的建立和顺畅运行的关键。因此,将动态过程建模的思想引入CRM系统的建模过程中,按照逐层分解的建模方式来简化系统的复杂性,并采用事件驱动的、基于扩展业务规则的方法进行CRM系统的过程建模和系统性能评价,是针对CRM系统进行建模的有效手段。通过以上方法,可以建立出全面支持CRM系统运行、监控、仿真和性能评价的过程模型。根据该方法建立的CRM系统的模型经过仿真实验和企业实际应用,证明具有良好的应用效果。     

都道湖湘好风神最可亲--当代湖湘散文掠影

散文的创作与阅读,是真诚而亲切的人际交流活动.当代湖湘散文的首要的、共同的美质,即在于此.这是优秀的湖湘文化润滋与培育的结果,其风神主要体现在如下几个方面人·岁月·生活;心·体验·思悟;文·情感·个性.但也还需要有进一步的提升.     

Maximum Likelihood Inference for Log-linear Models Subject to Constraints of Double Monotone Dependence

To model an hypothesis of double monotone dependence between two ordinal categorical variables A and B usually a set of symmetric odds ratios defined on the joint probability function is subject to linear inequality constraints. Conversely in this paper two sets of asymmetric odds ratios defined, respectively, on the conditional distributions of A given B and on the conditional distributions of B given A are subject to linear inequality constraints. If the joint probabilities are parameterized by a saturated log-linear model, these constraints are nonlinear inequality constraints on the log-linear parameters. The problem here considered is a non-standard one both for the presence of nonlinear inequality constraints and for the fact that the number of these constraints is greater than the number of the parameters of the saturated log-linear model.This work has been supported by the COFIN 2002 project, references 2002133957_002, 2002133957_004. Preliminary findings have been presented at SIS (Società Italiana di Statistica) Annual Meeting, Bari, 2004.     

共同背景和梦想下的相互依存——对《人与鼠》中两人物对话的分析

心理语言学家认为交谈者双方的诸多特性因素无疑会影响交谈过程的本质,这些特性包括交谈双方的年龄、性别、社会地位、种族背景、友谊的程度和关系的亲密程度.由美国著名作家约翰·斯坦贝克所著的《人与鼠》是一部极其感人并长期为读者喜爱的作品.该作品描写了两个劳动工人间真挚的友谊,相互依存以及共同的梦想.从《人与鼠》中,我们可以得知两人物之间的对话是有特性的,他们真势的友谊,相互依存以及共同的梦想是影响其交流方式最重要的特性.通过分析其背景,共同话题,共同梦想,我们可以总结出两人物的谈话方式是与心理语言学交谈的本质特性相符.     

对转型期中国劳动关系影响的分析

对于转型期中国劳动关系影响的分析,学术界目前大多是从劳动关系内外部因素影响的角度来加以研究的,但却忽视了处于转型期的中国劳动关系对以上诸因素的反作用分析。转型期的中国劳动关系对劳动关系内部构成因素即企业、劳动者和政府有重大影响。     

Intra-industry diversification effects under firm-specific contingencies on the demand side

How do firm-specific, demand-related factors influence the relationship between intra-industry diversification (IID) and performance? Recent findings regarding the performance effects of IID depict a complex picture with curvilinear relationships and several contingencies. However, firm-specific contingencies on the demand side have remained unexplored. We analyze how IID relates to firm performance (market share) in the German automotive industry using panel data between 1999 and 2008. We specifically focus on a firm's high-quality brand image as a demand-side contingency. We find support for our hypotheses of complex curvilinear relationships as well as for moderating effects of brand quality. Our results have significant theoretical implications for the IID literature.     

巴赫金狂欢理论对学前教育的启示

巴赫金从中世纪民间狂欢节入手抽象出具有对话性、双重性和超越性的“狂欢式”生活的特征,并进一步在文学分析中提 炼出“狂欢化”的概念。根据他的狂欢理论,游戏的儿童具有狂欢的品格,儿童游戏精神的缺失导源于人类狂欢精神的陨落。 狂欢理论对学前教育的启示：对话性的亲昵应当是师幼关系的应然状态;狂欢的超越性为理解儿童的“反常”行为提供了新视 角;狂欢主体的沉浸式参与启发了教师主体精神的回血路径;“狂欢式”生活的“生活游戏化”本质有助于我们理解“课程游戏 化”和“游戏课程化”两者的包容和统一关系。     

社会共生秩序的构建与更新

针对城乡地域共生状态发生的蜕变与更迭,通过对共生理念概念的解析,研究新时代社会共生秩序的构建策略。研究认为,共生秩序构建中存在社会认同有待加强、价值动力有待提升、公共供给阶层性差异矛盾需要缓解等挑战; 构建和创新共生秩序,需要保持人情秩序、法治秩序的现代化适应与更新,推动人情秩序向制度规范领域发展,利用法律形式的正义确定社会群体的权利关系,以适当性、必要性、均衡性原则所构成的位阶秩序来引导社会共生秩序建构,位阶秩序全链接、多价标的流程成为适应新时代社会秩序良性发展、人与自然和谐共生的秩序新构造。     

Efficient Estimation of a Distribution Function under Quadrant Dependence

LetX₁,X₂, ..., be real-valued random variables forming a strictly stationary sequence, and satisfying the basic requirement of being either pairwise positively quadrant dependent or pairwise negatively quadrant dependent. LetF^ be the marginal distribution function of theX_ips, which is estimated by the empirical distribution functionF_n and also by a smooth kernel-type estimateF_n, by means of the segmentX₁, ...,X_n. These estimates are compared on the basis of their mean squared errors (MSE). The main results of this paper are the following. Under certain regularity conditions, the optimal bandwidth (in the MSE sense) is determined, and is found to be the same as that in the independent identically distributed case. It is also shown thatn MSE(F_n(t)) andnMSE (F^_n(t)) tend to the same constant, asn→∞ so that one can not discriminate be tween the two estimates on the basis of the MSE. Next, ifi(n) = min {k∈{1, 2, ...}; MSE (F_k(t)) ≤ MSE (F_n(t))}, then it is proved thati(n)/n tends to 1, asn→∞. Thus, once again, one can not choose one estimate over the other in terms of their asymptotic relative efficiency. If, however, the squared bias ofF^_n(t) tends to 0 sufficiently fast, or equivalently, the bandwidthh_n satisfies the requirement thatnh³_n→ 0, asn→∞, it is shown that, for a suitable choice of the kernel, (i(n) ?n)/(nh_n) tends to a positive number, asn→∞ It follows that the deficiency ofF_n(t) with respect toF^_n(t),i(n) ?n, is substantial, and, actually, tends to ∞, asn→∞. In terms of deficiency, the smooth estimateF^_n(t) is preferable to the empirical distribution functionF_n(t)