Positive quadrant dependence testing and constrained copula estimation

Positive quadrant dependence is a specific dependence structure that is of practical importance in for example modelling dependencies in insurance and actuarial sciences. This dependence structure imposes a constraint on the copula function. The interest in this paper is to test for positive quadrant dependence. One way to assess the distribution of the test statistics under the null hypothesis of positive quadrant dependence is to resample from a constrained copula. This requires constrained estimation of a copula function. We show that this use of resampling under a constrained copula improves considerably the power performance of existing testing procedures. We propose two resampling procedures, one based on a parametric constrained copula estimation and one relying on nonparametric estimation of a positive quadrant dependence copula, and discuss their properties. The finite‐sample performances of the resulting testing procedures are evaluated via a simulation study that also includes comparisons with existing tests. Finally, a data set of Danish fire insurance claims is tested for positive quadrant dependence. The Canadian Journal of Statistics 41: 36–64; 2013 © 2012 Statistical Society of Canada     

A method for high-dimensional smoothing

We consider the problem of the computation of smoothed additive functionals, which are some integrals with respect to the joint smoothing distribution. It is a key issue in inference for general state-space models as these quantities appear naturally for maximum likelihood parameter inference. The computation of smoothed additive functionals is very challenging as exact computations are not possible for non-linear non-Gaussian state-space models. It becomes even more difficult when the hidden state lies in a high dimensional space because traditional numerical methods suffer from the curse of dimensionality. We propose a new algorithm to efficiently calculate the smoothed additive functionals in an online manner for a specific family of high-dimensional state-space models in discrete time, which is named the Space–Time Forward Smoothing (STFS) algorithm. The cost of this algorithm is at least $O\left(N^2{d}^{2}T\right)$, which is polynomial in $d$. $T$ and $N$ denote the number of time steps and the number of particles respectively, while $d$ is the dimension of the hidden state space. Its superior performance over other existing methods is illustrated by various simulation studies. Moreover, STFS algorithm is successfully applied to perform Maximum Likelihood estimation for static model parameters both in an online and an offline manner.     

论二十国集团作为气候外交平台的优势与挑战

《联合国气候变化框架公约》（UNFCCC或FCCC）缔约方第15次会议,即哥本哈根气候变化大会结束之后,世界各国的很多决策者和学者对把二十国集团当作推进气候变化外交的另一平台展开了讨论。因此,很有必要研究二十国集团在解决气候变化问题方面存在的风险和可能性。研究结果表明,尽管二十国集团从结构上看起来在解决气候变化问题方面具有很强的吸引力,但是目前二十国集团在推进气候变化谈判方面能力有限,不能替代联合国主导的气候变化谈判框架。     

3G时代手机媒体舆论引导策略分析

手机媒体是继报纸、广播、电视、网络之后的第五媒体,其传播速度快、信源及信宿分布广泛,具有私密性、传播形式多样等特点,使其成为新媒体时代的公共舆论平台之一。鉴于舆论传播主体定位难、把关人缺失和政策法规滞后这些制约手机媒体进行有效舆论引导因素的存在,应采用手机短信、手机报、微博等多种有效的控制形式,以及分众传播、议程设置、发挥意见领袖作用等多种有效的控制策略对手机媒体舆论进行良性引导,并逐渐完善相关政策法规,为手机媒体舆论传播创造良好的软环境,以维护社会稳定发展。     

论叙事空间结构

叙事空间结构由于无形和不确定而成为叙事理论中的难题,其理论演绎的轨迹旷日持久、充满论战而仍无定论.从史的角度聚焦叙事空间、叙事空间的表现形式和叙事空间化阅读这些核心概念,可以发现叙事空间结构是由时空轴,即水平叙事轴和垂直叙事轴建构的.这一坐标的发现为空间化诠释叙事文本奠定了理论基石.     

“3P”教学模式在英语听说课中的应用与实践

本文针对当前英语教学改革形势及大学英语听说课程建设的现实需要,提出并介绍了全新的＂3P＂教学模式,在教学实践应用中,＂3P＂教学模式取得了良好的教学效果。     

词素“化”的句法属性

词素＂化＂可以实现形容词或名词的使役化。文章从句法致使的角度,对现代汉语里＂X-化＂类使役动词的形成提出一个可能的句法解释。在句法致使的视角下,＂X-化＂类使役动词是核心词X与轻动词Cause和Become句法合成的结果。＂化＂作为一个轻动词,具有重要的句法意义：它可以充当致使轻动词Caus或起始轻动词Bec,触发相应的句法推导,使＂X-化＂类动词的使动和自动用法得到一个合理的解释。汉语允许＂X-化＂类动词在致使和起始结构之间的有序转化,有力证明了文章的推导方案。＂X-化＂类动词致使能力的散失可以视作去致使化或作格化的结果。     

史学家对工布朗吉土司形象的构建

历史文献中,19世纪中叶康区中部瞻对地区的一位名为工布朗吉的土司的形象经历了从一个惹人生厌的幸福与和平的破坏者到悲剧性的农奴起义领袖,再到追求私利的军阀的过程.工布朗吉形象被建构的过程说明对历史人物形象的塑造通常是一个复杂和矛盾的过程,意识形态的侧重点、官方文件的倾向、当代政治的语境以及当时学术研究所关心的问题都对工布朗吉形象的建构施加了影响.历史叙述依靠当时流行的叙事方法在一个叙事结构中来塑造历史人物.而这些叙事结构反映了那个时代所关心的问题.     

Relative efficiency of a parameter for a M/G/1 queueing system based on reduced and full likelihood functions

The present paper derives the relative efficiency of a parameter for the M/G/1 queueing system based on reduced and full likelihood functions. Monte Carlo simulations were carried out to study the finite sample properties for estimating the parameters of a M/G/1 queueing system. The simulation runs were conducted using various traftic intensities with increaseing sample sizes. The simulation results indicate that the loss in efficiency is quite small due to the use of a reduced likelihood function approach for estimating the parameter instead of the full likelihood, even for a moderate sample size of 50     

Reliability Evaluation for a Multi-State System Under Stress-Strength Setup

The two most commonly used reliability models in engineering applications are binary k-out-of-n:G and consecutive k-out-of-n:G systems. Multi-state k-out-of-n:G and multi-state consecutive k-out-of-n:G systems have been proposed as an extension of these systems and they have been found to be more flexible tool for modeling engineering systems. In this article, multi-state systems, in particular, multi-state k-out-of-n:G and multi-state consecutive k-out-of-n:G, are considered in a stress-strength setup. The states of the system are classified considering the number of components whose strengths above (below) the multiple stresses available in an environment. The exact state probabilities are provided and the results are illustrated for various stress-strength distributions. Maximum likelihood estimators of state probabilities are also presented.