Likelihood procedure for testing changes in skew normal model with applications to stock returns

The skew normal distribution family is an attractive distribution family due to its mathematical tractability and inclusion of the normal distribution as the special case. It has wide applications in many applied fields such as finance, economics, and medical research. Such a distribution family has been studied extensively since it was introduced by Azzalini in 1985 Azzalini, A. (1985). A class of distributions which includes the normal ones. Scandinavian Journal of Statistics 12:171–178. [Google Scholar] for the first time. Yet, few work has been done on the study of change point problem related to this distribution family. In this article, we propose the likelihood ratio test (LRT) to detect changes in the parameters of the skew normal distribution associated with some asymptotic results of the test statistic. Simulations have been conducted under different scenarios to investigate the performance of the proposed method. Comparisons to some other existing method indicate the comparable power of the method in detecting changes in parameters of the skew normal distribution model. Applications on two real data: Brazilian and Tanzanian stock returns illustrate the detection procedure.     

Objective Bayesian inference for the ratio of the scale parameters of two Weibull distributions

The Weibull distribution is widely used due to its versatility and relative simplicity. In our paper, the non informative priors for the ratio of the scale parameters of two Weibull models are provided. The asymptotic matching of coverage probabilities of Bayesian credible intervals is considered, with the corresponding frequentist coverage probabilities. We developed the various priors for the ratio of two scale parameters using the following matching criteria: quantile matching, matching of distribution function, highest posterior density matching, and inversion of test statistics. One particular prior, which meets all the matching criteria, is found. Next, we derive the reference priors for groups of ordering. We see that all the reference priors satisfy a first-order matching criterion and that the one-at-a-time reference prior is a second-order matching prior. A simulation study is performed and an example given.     

Fourier–type tests involving martingale difference processes

We develop testing procedures which detect if the observed time series is a martingale difference sequence. Furthermore, tests are developed that detect change–points in the conditional expectation of the series given its past. The test statistics are formulated following the approach of Fourier–type conditional expectations first proposed by Bierens (1982 Bierens, H. J. (1982). Consistent model speci?cation tests. J. Econometr. 20:105–134.[Crossref], [Web of Science ®] , [Google Scholar]) and have the advantage of computational simplicity. The limit behavior of the test statistics is investigated under the null hypothesis as well as under alternatives. Since the asymptotic null distribution contains unknown parameters, a bootstrap procedure is proposed in order to actually perform the test. The performance of the bootstrap version of the test is compared in finite samples with other methods for the same problem. A real–data application is also included.     

桑弘羊经济立法思想探微

西汉中期,时为掌管封建中央财政事务大臣的桑弘羊在坚持先秦法家思想的基础上,先后推行和提出了大力发展官商,打击私商,实施盐铁专卖,均输平准等一系列的经济立法措施和财政政策,它是汉王朝社会经济方式由自由放任转向国家干预控制的重要转折,其思想对加强封建中央财政管理,充实封建国家财政收入和缓解社会财政危机发挥了重要的作用,其许多首创的理论和实践被后代各封建王朝的理财大臣看作是可望不可及的成功的财政典型,且为当时世界上不少国家所推崇和采用。研究这一中国古代法制史上的重要成果,对思考我们现实社会财政经济的改革发展有宝贵的借鉴意义。     

简论社会心理学的知识体系

文章通过对多种社会心理学教材的研究,认为社会心理学的基本知识应包括个体社会心理(社会化、自我意识、社会认知、社会动机、社会态度),人际互动(人际沟通、人际关系、合作与竞争、侵犯与利他),社会影响(社会助长、社会惰化、从众与服从)和群体心理(群体规范、群体压力、群体凝聚力、群体首领、群体决策、群体人格)四个方面;认为必须研究和发现这些知识之间的内在联系,从而构建严密的体系;主张以社会化作为社会心理学的逻辑起点。     

“诗意地栖居”：生态女性主义批评视角下的《雪花秘扇》

从生态女性主义批评视角对邝丽莎的小说《雪花秘扇》进行分析与解读。首先对《雪花秘扇》和生态女性主义进行了简单介绍;然后,从女性与自然和谐相处、父权制社会对女性与自然的迫害、女性与自然对父权制社会的解构和邝丽莎和谐生态观与诗意地栖居等四方面进行分析,进一步阐述了作者关于实现男性与女性平等相处,社会与自然和谐发展的“诗意地栖居”的美好境界。     

日、韩动漫产业发展的启示与借鉴

依据我国动漫产业的发展环境状况,从动漫产业人力资本化、产业链优化、产业协作与交流平台的建立以及动漫产业创新性发展的角度,研究日、韩动漫产业发展的特点与成功经验。指出我国应积极借鉴日韩动漫产业发展的经验,加强区域间协作与交流平台建设,积极提高产业空间资源配置效率与技术水平,实现创新性、跨跃性发展。     

《麦田里的守望者》中的叙事策略和“反英雄”形象

《麦田里的守望者》是美国小说家塞林格（Jerome David Salinger）发表于1951年的长篇小说,也是他最负盛名的小说之一。本文从视点及叙述者的可靠性问题出发,探讨了《麦田里的守望者》中独特的叙事策略所产生的修辞效果。同时以分析小说中“反英雄”形象的塑造为切入点,展示出资本主义消费型社会对人性的异化和解构,从而引发读者对现代人生存困境的深刻反思。     

借鉴美国成功经验发展我国住房抵押贷款保险市场

针对目前我国个人住房抵押贷款市场的现状,提出发展住房抵押贷款保险来规避风险。美国发达的住房抵押贷款市场很大程度上得益于抵押贷款保险市场的发展,其运行模式值得我们借鉴。通过分析国内现行的抵押贷款保险体系中存在的问题,提出了发展住房按揭保险的一些建议、想法,以促进个人住房抵押贷款的良性发展,推动住房商品化的顺利进行。     

一类具有时滞的神经网络的稳定性分析

对具有广泛应用价值的时滞Ｈｏｐｆｉｅｌｄ神经网络系统,建立了系统平衡点存在唯一的充要条件,利用常数交易法并结合不等式分析技巧讨论了神经网络模型的全局指数稳定性,获得了系统的平衡点全局指数稳定的充分条件。