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51.
《Journal of Statistical Computation and Simulation》2012,82(9):1367-1382
We consider the problem of modelling a long-memory time series using piecewise fractional autoregressive integrated moving average processes. The number as well as the locations of structural break points (BPs) and the parameters of each regime are assumed to be unknown. A four-step procedure is proposed to find out the BPs and to estimate the parameters of each regime. Its effectiveness is shown by Monte Carlo simulations and an application to real traffic data modelling is considered. 相似文献
52.
《Journal of Statistical Computation and Simulation》2012,82(2):191-199
Two test statistics are proposed for the change-point problem with repeated values when the data follow an exponential distribution. The properties of these two statistics have been studied and their asymptotic distributions under the alternative have been derived. The powers of the two test statistics are compared. Real-data examples are presented to illustrate the application of these tests. 相似文献
53.
《Journal of Statistical Computation and Simulation》2012,82(3-4):289-290
In adaptive estimation, it is often considered that an estimator has made a mistake if the component estimator chosen for use is not the most efficient for the distribution sampled. Theoretical and simulation results point to a fallacy in this line of thought. The Monte Carlo study involves extension of the Princeton Swindle to distributions conditional on a location and scale-free statistic, and to the uniform. The results give a partial explanation for the sometimes surprising robustness of adaptive L-estimators. 相似文献
54.
《Journal of Statistical Computation and Simulation》2012,82(14):2874-2902
We propose tests for parameter constancy in the time series direction in panel data models. We construct a locally best invariant test based on Tanaka [Time series analysis: nonstationary and noninvertible distribution theory. New York: Wiley; 1996] and an asymptotically point optimal test based on Elliott and Müller [Efficient tests for general persistent time variation in regression coefficients. Rev Econ Stud. 2006;73:907–940]. We derive the limiting distributions of the test statistics as T→∞ while N is fixed, and calculate the critical values by applying numerical integration and response surface regression. Simulation results show that the proposed tests perform well if we apply them appropriately. 相似文献
55.
Regression analysis aims to estimate the approximate relationship between the response variable and the explanatory variables. This can be done using classical methods such as ordinary least squares. Unfortunately, these methods are very sensitive to anomalous points, often called outliers, in the data set. The main contribution of this article is to propose a new version of the Generalized M-estimator that provides good resistance against vertical outliers and bad leverage points. The advantage of this method over the existing methods is that it does not minimize the weight of the good leverage points, and this increases the efficiency of this estimator. To achieve this goal, the fixed parameters support vector regression technique is used to identify and minimize the weight of outliers and bad leverage points. The effectiveness of the proposed estimator is investigated using real and simulated data sets. 相似文献
56.
澳大利亚生态环境保护的举措及经验借鉴 总被引:1,自引:0,他引:1
何隆德 《长沙理工大学学报(社会科学版)》2014,(6):48-52
澳大利亚在发展经济的同时,较早地对生态环境进行有效保护,使经济发展与生态环境相互协调,同步推进;澳大利亚把生态环境保护纳入国家战略、建立全民参与的环境保护机制、坚持依法依规治理环境、实现城市建设和管理的生态化、强调尊重自然规律等,都是值得学习和借鉴的一些成功做法;当然,澳大利亚在生态环境保护方面也存在一些利己主义行为,对全球环境保护不利。 相似文献
57.
楚行军 《西南石油大学学报(社会科学版)》2019,21(4):99-103
科技术语在不同语言之间的翻译是一个复杂的语义匹配过程,如何在考虑相关术语使用现状的基础上将新产生的科技术语准确翻译为其它语言是科技工作者和术语研究者关注的重要问题。以语义场理论为分析框架,通过分析以"水资源管理"及其相关术语为代表的英汉互译,结果发现:不同科技术语在同一语义场所涵盖的语义范围将会随着相关研究深化带来的术语界定细化而发生相应的动态变化;新兴科技术语的翻译要充分考虑其所在语义场其它相关科技术语的翻译先例和使用现状所带来的影响,在翻译准确性和解读便利性之间做出适当的平衡。这是造成"水资源管理"及相关术语英汉互译处理极为复杂的重要原因之一,需要科技翻译者在工作实践中多加注意。 相似文献
58.
Antonio M. Jaime‐Castillo Ildefonso Marqus‐Perales 《The British journal of sociology》2019,70(1):138-165
The literature on preferences for redistribution has paid little attention to the effect of social mobility on the demand for redistribution and no systematic test of the hypotheses connecting social mobility and preferences for redistribution has yet been done to date. We use the diagonal reference model to estimate the effect of origin and destination classes on preferences for redistribution in a large sample of European countries using data from the European Social Survey. Our findings are consistent with the logic of acculturation in the sense that newcomers tend to adapt their views to those of the destination class at early stages and that upward and downward mobility do not have distinctive effects on the formation of political preferences. However, even though social origins seem to have a limited impact on preferences for redistribution, the evidence does not support the hypothesis that mobile and non‐mobile individuals are alike. We also find that the effect of social origin on preferences varies largely across countries. The empirical evidence leads to the conclusion that the effect of social origin on preferences for redistribution increases in contexts of strong familism. 相似文献
59.
Asymptotics of an alternative extreme-value estimator for the autocorrelation parameter in a first-order bifurcating autoregressive (BAR) process with non-gaussian innovations are derived. This contrasts with traditional estimators whose asymptotic behavior depends on the central part of the innovation distribution. Within any BAR model, the main concern is addressing the complex dependency between generations. The inability of traditional methods to handle this dependency motivated an alternative procedure. With the combination of an extreme-value approach and a clever blocking argument, the dependency issue within the BAR process was resolved, which in turn allowed us to derive the limiting distribution for the proposed estimator through the use of regular variation and non-stationary point processes. Finally, the implications of our extreme-value approach are discussed with an extensive simulation study that not only assesses the reliability of our proposed estimate but also presents the findings for a new estimator of an unknown location parameter θ and its implications. 相似文献
60.
学生综合素质测评体系的完善对有效实施大学生综合素质测评工作以及指导大学生健康发展有重要意义,其中,学生综合素质测评体系的关键在于学分绩点与综合素质测评的换算模型的转化。通过分析高校现行学分绩点测评公式,发现其存在的主要缺陷是转化公式不满足统计学原理,并指出学分绩点测评的换算公式应建立在对特定学生群体特征参数群数值分析的基础上。以西南石油大学某专业学生某学年的成绩分布数据进行验证,采取统计原理、常数变异法和不动点原理进行建模,利用求导方法对学分绩点测评中的特征参数群进行层次划分,然后对每段划分积分,通过归一化来确定变异项,得出新的换算模型。结果表明新模型能更好地反映学生的学习成绩在综合素质测评中的地位。 相似文献