清代天山南部维吾尔社会的“燕齐地亩”

清代天山南部的“燕齐”制度与蒙元时期高昌畏兀儿地区ind jü(引者)制度有历史继承性,有相同之处。“燕齐”制度可从“燕齐地亩”与“燕齐农民”两方面来考察。文章主要探讨了燕齐地亩的相关问题。     

Accelerated life regression modelling of dependent bivariate time‐to‐event data

To analyze bivariate time‐to‐event data from matched or naturally paired study designs, researchers frequently use a random effect called frailty to model the dependence between within‐pair response measurements. The authors propose a computational framework for fitting dependent bivariate time‐to‐event data that combines frailty distributions and accelerated life regression models. In this framework users can choose from several parametric options for frailties, as well as the conditional distributions for within‐pair responses. The authors illustrate the flexibility that their framework represents using paired data from a study of laser photocoagulation therapy for retinopathy in diabetic patients.     

Nonparametric estimation of the lower tail dependence λL in bivariate copulas

The lower tail dependence λ_L is a measure that characterizes the tendency of extreme co-movements in the lower tails of a bivariate distribution. It is invariant with respect to strictly increasing transformations of the marginal distribution and is therefore a function of the copula of the bivariate distribution. λ_L plays an important role in modelling aggregate financial risk with copulas. This paper introduces three non-parametric estimators for λ_L. They are weakly consistent under mild regularity conditions on the copula and under the assumption that the number k = k(n) of observations in the lower tail, used for estimation, is asymptotically k ≈ √n. The finite sample properties of the estimators are investigated using a Monte Carlo simulation in special cases. It turns out that these estimators are biased, where amount and sign of the bias depend on the underlying copula, on the sample size n, on k, and on the true value of λ_L.     

Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution

This paper suggests censored maximum likelihood estimators for the first‐ and second‐order parameters of a heavy‐tailed distribution by incorporating the second‐order regular variation into the censored likelihood function. This approach is different from the bias‐reduced maximum likelihood method proposed by Feuerverger and Hall in 1999. The paper derives the joint asymptotic limit for the first‐ and second‐order parameters under a weaker assumption. The paper also demonstrates through a simulation study that the suggested estimator for the first‐order parameter is better than the estimator proposed by Feuerverger and Hall although these two estimators have the same asymptotic variances.     

纠缠在利用与依赖之间的性别修辞--对消费时代女性小说的一种解读

物化作为消费时代女性小说的一大叙述主题,揭示了女性自我与身体、物质与精神的多重权力关系。它昭示了一种消费性性别伦理形态的存在,并直接叩问其性别意识形态的根本立场问题。从女性主体出发的性别“利用”行为在后现代消费社会中其实是对父权制的另一种性别依赖。     

句子的独立性

句子的独立性是划分句法结构是否能够独立存在的最基本的标准。独立句在转换为非独立句的过程中 ,其句法功能不同 ,则转换方式不同     

流言的流变:SARS舆情的传播学分析

无论是对于传媒管理、还是对于社会与政治变革而言,SARS危机事件中的流言传播现象都是一个难得的研究样本。舆论的进程及相关的跨学科调查表明:流言生成于主流传媒的缺位,平息于民众信息权力的恢复;在流言的最初阶段,存在着属于中产阶层的敏感人群,这意味着传播管理有可能采取更有针对性的对策;流言传播对于“道听途说”的明显的信道依赖,表明了流言在信息封锁之中更可能演变为谣言和谎言,更为重要的趋势是,新媒介在流言传播中的作用已日益显著。     

行为金融学理论述评

20世纪80年代以来,大量的金融研究与市场异象对传统资本市场理论提出了挑战。行为金融理论在整合多学科研究成果,特别是心理学研究的基础上,从投资者的实际决策行为出发,分析与解释金融市场。通过文献研究,文章回顾了有关行为金融学的基本理论与研究,包括前景理论及其他相关理论的发展。此外,对国内有关行为金融学研究特点进行总结分析,并对其今后研究发展提出了设想。     

社会保险税:一个新制度经济学的分析框架

征收社会保险缴款的交易费用分为征收费用和损失费用。制度的变迁将使征收费用发生分流和转移,其承担主体也会发生变动。在中国社会保险缴款征收制度变迁过程中,交易费用的存在形式是不断变化的。决策机构在进行社会保险税的制度设计时应考虑留有一定的弹性空间。社会保险费改税付出的代价和取得的效益在整个制度变迁的进程中的分布将会是不均衡的。     

A robust prediction error criterion for pareto modelling of upper tails

Estimation of the Pareto tail index from extreme order statistics is an important problem in many settings. The upper tail of the distribution, where data are sparse, is typically fitted with a model, such as the Pareto model, from which quantities such as probabilities associated with extreme events are deduced. The success of this procedure relies heavily not only on the choice of the estimator for the Pareto tail index but also on the procedure used to determine the number k of extreme order statistics that are used for the estimation. The authors develop a robust prediction error criterion for choosing k and estimating the Pareto index. A Monte Carlo study shows the good performance of the new estimator and the analysis of real data sets illustrates that a robust procedure for selection, and not just for estimation, is needed.