The Box–Cox Transformation and Non‐Iterative Estimation Methods for Ordinal Log‐Linear Models

Recently Beh and Farver investigated and evaluated three non‐iterative procedures for estimating the linear‐by‐linear parameter of an ordinal log‐linear model. The study demonstrated that these non‐iterative techniques provide estimates that are, for most types of contingency tables, statistically indistinguishable from estimates from Newton's unidimensional algorithm. Here we show how two of these techniques are related using the Box–Cox transformation. We also show that by using this transformation, accurate non‐iterative estimates are achievable even when a contingency table contains sampling zeros.     

BL-GARCH models with elliptical distributed innovations

In this work, we discuss the class of bilinear GARCH (BL-GARCH) models that are capable of capturing simultaneously two key properties of non-linear time series: volatility clustering and leverage effects. It has often been observed that the marginal distributions of such time series have heavy tails; thus we examine the BL-GARCH model in a general setting under some non-normal distributions. We investigate some probabilistic properties of this model and we conduct a Monte Carlo experiment to evaluate the small-sample performance of the maximum likelihood estimation (MLE) methodology for various models. Finally, within-sample estimation properties were studied using S&P 500 daily returns, when the features of interest manifest as volatility clustering and leverage effects. The main results suggest that the Student-t BL-GARCH seems highly appropriate to describe the S&P 500 daily returns.     

Dependency and truncated forms of combinations in multivariate combination-based permutation tests and ordered categorical variables

ABSTRACT

Quite an important problem usually occurs in several multi-dimensional hypotheses testing problems when variables are correlated. In this framework the non-parametric combination (NPC) of a finite number of dependent permutation tests is suitable to cover almost all real situations of practical interest since the dependence relations among partial tests are implicitly captured by the combining procedure itself without the need to specify them [Pesarin F, Salmaso L. Permutation tests for complex data: theory, applications and software. Chichester: Wiley; 2010a]. An open problem related to NPC-based tests is the impact of the dependency structure on combined tests, especially in the presence of categorical variables. This paper’s goal is firstly to investigate the impact of the dependency structure on the possible significance of combined tests in cases of ordered categorical responses using Monte Carlo simulations, then to propose some specific procedures aimed at improving the power of multivariate combination-based permutation tests. The results show that an increasing level of correlation/association among responses negatively affects the power of combination-based multivariate permutation tests. The application of special forms of combination functions based on the truncated product method [Zaykin DV, Zhivotovsky LA, Westfall PH, Weir BS. Truncated product method for combining p-values. Genet Epidemiol. 2002;22:170–185; Dudbridge F, Koeleman BPC. Rank truncated product of p-values, with application to genomewide association scans. Genet Epidemiol. 2003;25:360–366] or on Liptak combination allowed us, using Monte Carlo simulations, to demonstrate the possibility of mitigating the negative effect on power of combination-based multivariate permutation tests produced by an increasing level of correlation/association among responses.     

西班牙语空间性状的时间映射制约特征研究

基于隐喻理论，从维度、轴向和方向角度，通过量性分析和质性分析发现，西班牙语空间性状的时间映射遵循三条共性制约规律:“一维>三维>二维，单维>跨维”维度制约规律、“横轴>纵轴，单轴>跨轴”轴向制约规律和“无方向>有方向”方向制约规律。个性制约表现为:句法功能制约和语义选择制约。以上映射制约特质主要源自时空相似性和民族思维特性的互洽协同。     

2阶子群均共轭置换的4p2及4pq阶群

子群H为G的共轭置换子群是指日满足对G中任意元素g均成立HgH=HHg，记为H〈c-pG．本文利用共轭置换来刻画2阶子群均共轭置换的有限群，得到具有该特性的4p2及4pg阶群的结构分类．     

《天龙八部》中的因果之说

《天龙八部》是金庸作品中和佛教关系最紧密的一部小说。金庸通过三位主角引出了芸芸众生相以及纷繁复杂的故事发展,而这一切到最后,全部都是有因可循的。通过分析主角及配角的经历和结局,来揭示《天龙八部》中所体现的因果之说。     

竞业限制条款法律适用及其完善

企业基于商业秘密之保护和维持永续竞争力,通常要求员工签订竞业限制协议或条款,其中涉及商业秘密保护权和员工劳动就业权的冲突。因我国目前相关法律规定零散而不成体系,因此应合理构建竞业限制条款的具体制度,规定一般员工的法定竞业限制义务,明确竞业限制的主体、适用范围、经济补偿、违约责任、期限等,准确理解违反竞业限制义务的责任构成及其责任形式是实现权利冲突的合理解决和劳资双方共赢的最佳途径。     

阶梯电价背景下基于贝叶斯分析的用电需求模型

阶梯电价不仅引导居民合理、节约用电,而且减少了用户之间的电价交叉补贴,但在实际应用中存在多种不确定因素,如居民用电需求变动以及各档电量的确定范围等。针对居民用电需求变动,本文提出了基于贝叶斯估计方法的阶梯电价用电需求模型。首先提出基于阶梯电价的需求函数;其次对阶梯电价用电需求函数进行贝叶斯分析,分别从统计模型、似然函数、后验分布以及加速收敛四个方面分析;最后,对1250个用户的用电数据进行估计,将影响因素带入模型得出各用户的用电需求,确定了贝叶斯估计对用电需求模型构建的适用性。     

将生命还给社会:传记法作为一种总体叙事方式

在田野民族志和历史编纂学中，传记法是一种重要的叙事方式。本文从分析林耀华的作品入手，将其置于20世纪20年代以来的社会学和人类学思想脉络中，并在此基础上探讨传记法在中国历史和社会研究中的潜力与可能性。本文将谱系法、个人生命史和社会生命论归纳为“传记法三角”。在（扩展）谱系法和社会结构论的基础上，生命传记法可以呈现一个或多个人的生命历史，作为大历史中的片段。不过，现象学路径有其自身的限度，不能离开对中央政权本身和总体结构的考察。在“时势”和“社会结构”的变迁过程中呈现生命传记，才不会只是个体的故事，而有希望成为一种对中国“总体”社会生活的有力叙事方式。     

A new algorithm for clustering based on kernel density estimation

In this paper, we present an algorithm for clustering based on univariate kernel density estimation, named ClusterKDE. It consists of an iterative procedure that in each step a new cluster is obtained by minimizing a smooth kernel function. Although in our applications we have used the univariate Gaussian kernel, any smooth kernel function can be used. The proposed algorithm has the advantage of not requiring a priori the number of cluster. Furthermore, the ClusterKDE algorithm is very simple, easy to implement, well-defined and stops in a finite number of steps, namely, it always converges independently of the initial point. We also illustrate our findings by numerical experiments which are obtained when our algorithm is implemented in the software Matlab and applied to practical applications. The results indicate that the ClusterKDE algorithm is competitive and fast when compared with the well-known Clusterdata and K-means algorithms, used by Matlab to clustering data.