Forward irrelevance

We investigate how to combine marginal assessments about the values that random variables assume separately into a model for the values that they assume jointly, when (i) these marginal assessments are modelled by means of coherent lower previsions and (ii) we have the additional assumption that the random variables are forward epistemically irrelevant to each other. We consider and provide arguments for two possible combinations, namely the forward irrelevant natural extension and the forward irrelevant product, and we study the relationships between them. Our treatment also uncovers an interesting connection between the behavioural theory of coherent lower previsions, and Shafer and Vovk's game-theoretic approach to probability theory.     

A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation

The responses obtained from response surface designs that are run sequentially often exhibit serial correlation or time trends. The order in which the runs of the design are performed then has an impact on the precision of the parameter estimators. This article proposes the use of a variable-neighbourhood search algorithm to compute run orders that guarantee a precise estimation of the effects of the experimental factors. The importance of using good run orders is demonstrated by seeking D-optimal run orders for a central composite design in the presence of an AR(1) autocorrelation pattern.     

Copula-based regression models: A survey

In this review paper we collect several results about copula-based models, especially concerning regression models, by focusing on some insurance applications.     

On equality of ordinary least squares estimator,best linear unbiased estimator and best linear unbiased predictor in the general linear model

The equality of ordinary least squares estimator (OLSE), best linear unbiased estimator (BLUE) and best linear unbiased predictor (BLUP) in the general linear model with new observations is investigated through matrix rank method, some new necessary and sufficient conditions are given.     

The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility

It is well known that in finance variances and covariances of asset returns move together over time. Recently, much interest has been aroused by an approach involving the use of the realized covariance (RCOV) matrix constructed from high-frequency returns as the ex-post realization of the covariance matrix of low-frequency returns. For the analysis of dynamics of RCOV matrices, we propose the generalized conditional autoregressive Wishart (GCAW) model. Both the noncentrality matrix and scale matrix of the Wishart distribution are driven by the lagged values of RCOV matrices, and represent two different sources of dynamics, respectively. The GCAW is a generalization of the existing models, and accounts for symmetry and positive definiteness of RCOV matrices without imposing any parametric restriction. Some important properties such as conditional moments, unconditional moments, and stationarity are discussed. Empirical examples including sequences of daily RCOV matrices from the New York Stock Exchange illustrate that our model outperforms the existing models in terms of model fitting and forecasting.     

论明清世情小说的宗教文化与婚丧习俗

明清世情小说以描写日常生活为主要特点,其中蕴含了丰富的文化内涵,在一定程度上可补经史之不足,《金瓶梅》与《红楼梦》堪为其中代表.二书中涉及宗教文化的描写带有鲜明的世俗化倾向,反映出当时民间信仰与实用功利的关系,同时塑造了不少逐利鄙俗的师尼僧道形象,亦是当时释道逐渐衰落的真实写照.而与人物家庭相关的婚丧习俗也是小说的重要组成部分,书中各种形态的婚事描写、完整周详的丧礼叙述等,均反映出明清时期真实的社会风气.     

《阿Q正传》艺术谱系析解

《阿Q正传》的艺术谱系可从叙事与形象两方面采用作品细读的方法来查考。《阿Q正传》的叙事手法与中国小说的史传式叙事手法恰相反对,而与《红楼梦》紧密相承;阿Q的精神气质是《庄子》“圣人”形象经历史积淀后的粗卑化呈现。     

明清山东方言前缀“阿”研究

通过对明清时期山东方言文献中前缀"阿"的使用情况的分析,并以同一时期与山东方言邻境的其他方言中"阿"缀的使用情况为旁证,可以看出,"阿"缀在明清山东方言中已经是一个非能产的词缀成分,在现实方言中已经消失,这一时期文献中的"阿"缀附加式复音词基本上属于用典和拟古用法。     

浅析《红楼梦》英译本中典故的处理

《红楼梦》原著中有大量的典故,有些出现在对话中,有些出现在叙述中,还有些出现在诗词中。杨宪益和戴乃迭合译的英译本中,对典故的处理独具匠心,分别采用了直译加注释、直译、意译等方法。比较三种方法,以直译加注释的方法在保证理解无困难的基础上最大限度地保留了原著的艺术风格和语言特色,直译无注释只适用于一部分典故的翻译,而意译则相对损失了较多一些信息,不能充分体现原作的语言特色。     

《一千英亩》的女性主义解读

简.斯迈利的《一千英亩》的故事框架来自于莎士比亚的《李尔王》,但表现的却是不一样的主题和意义。小说通过女主人公吉妮与三位男性的情感纠葛,揭示出了父权制对女性的压抑和紧闭,同时通过对吉妮女性自我意识觉醒和反叛的描写,表达了新一代美国女性要求摆脱传统束缚、获得独立和自由的心声。