“栓紧缰绳”与“反攻大陆”:肯尼迪与蒋介石的战略之争

60年代初蒋介石集团企图利用大陆的经济困难实行大举反攻。其计划遭到美国肯尼迪政府的百般阻挠拖延 ,且因大陆方面严阵以待 ,而未能遂行。但蒋介石经过顽固力争 ,终于把美国拖入对其小股侦袭窜扰大陆活动的援助中 ,从而达到了牵制美国不能调整对华关系 ,只能继续支持台湾的战略目标 ,促使美国与中共继续保持敌对状态     

A unified Europe? How euro-attitudes relate to psychological differences between countries

In this study, a number of psychological concepts have been measured (through questionnaire-items) in 15 countries under the hypothesis that they could explain national differences in attitudes towards the euro. Based on the average country scores for each of these concepts, multidimensional scaling (combined with hierarchical cluster analysis) revealed 5 regions and 2 unclustered countries (UK and Ireland) in three dimensions: 1. National economic pride and satisfaction; 2. Self-confident open-mindedness; 3. Progressive non-nationalistic. Structural equation modelling was further used to perform multiple group regression analyses in order to test for differential relationships between the psychological concepts and the attitudes, for the different country regions. It could be shown that the majority of psychological variables have a significantly different impact on euro-attitudes.PsycINFO classification: 2229; 2930; 2960; 3920     

On functional central limit theorems for dependent,heterogeneous arrays with applications to tail index and tail dependence estimation

We establish invariance principles for a large class of dependent, heterogeneous arrays. The theory equally covers conventional arrays, and inherently degenerate tail arrays popularly encountered in the extreme value theory literature including sample means and covariances of tail events and exceedances. For tail arrays we trim dependence assumptions down to a minimum leaving non-extremes and joint distributions unrestricted, covering geometrically ergodic, mixing, and mixingale processes, in particular linear and nonlinear distributed lags with long or short memory, linear and nonlinear GARCH, and stochastic volatility.     

Analysis of middle-censored data with exponential lifetime distributions

Recently Jammalamadaka and Mangalam [2003. Non-parametric estimation for middle censored data. J. Nonparametric Statist. 15, 253–265] introduced a general censoring scheme called the “middle-censoring” scheme in non-parametric set up. In this paper we consider this middle-censoring scheme when the lifetime distribution of the items is exponentially distributed and the censoring mechanism is independent and non-informative. In this set up, we derive the maximum likelihood estimator and study its consistency and asymptotic normality properties. We also derive the Bayes estimate of the exponential parameter under a gamma prior. Since a theoretical construction of the credible interval becomes quite difficult, we propose and implement Gibbs sampling technique to construct the credible intervals. Monte Carlo simulations are performed to evaluate the small sample behavior of the techniques proposed. A real data set is analyzed to illustrate the practical application of the proposed methods.     

Strawderman-type estimators for a scale parameter with application to the exponential distribution

It is shown that Strawderman's [1974. Minimax estimation of powers of the variance of a normal population under squared error loss. Ann. Statist. 2, 190–198] technique for estimating the variance of a normal distribution can be extended to estimating a general scale parameter in the presence of a nuisance parameter. Employing standard monotone likelihood ratio-type conditions, a new class of improved estimators for this scale parameter is derived under quadratic loss. By imposing an additional condition, a broader class of improved estimators is obtained. The dominating procedures are in form analogous to those in Strawderman [1974. Minimax estimation of powers of the variance of a normal population under squared error loss. Ann. Statist. 2, 190–198]. Application of the general results to the exponential distribution yields new sufficient conditions, other than those of Brewster and Zidek [1974. Improving on equivariant estimators. Ann. Statist. 2, 21–38] and Kubokawa [1994. A unified approach to improving equivariant estimators. Ann. Statist. 22, 290–299], for improving the best affine equivariant estimator of the scale parameter. A class of estimators satisfying the new conditions is constructed. The results shed new light on Strawderman's [1974. Minimax estimation of powers of the variance of a normal population under squared error loss. Ann. Statist. 2, 190–198] technique.     

Spatio‐temporal modelling of disease mapping of rates

This paper studies generalized linear mixed models (GLMMs) for the analysis of geographic and temporal variability of disease rates. This class of models adopts spatially correlated random effects and random temporal components. Spatio‐temporal models that use conditional autoregressive smoothing across the spatial dimension and autoregressive smoothing over the temporal dimension are developed. The model also accommodates the interaction between space and time. However, the effect of seasonal factors has not been previously addressed and in some applications (e.g., health conditions), these effects may not be negligible. The authors incorporate the seasonal effects of month and possibly year as part of the proposed model and estimate model parameters through generalized estimating equations. The model provides smoothed maps of disease risk and eliminates the instability of estimates in low‐population areas while maintaining geographic resolution. They illustrate the approach using a monthly data set of the number of asthma presentations made by children to Emergency Departments (EDs) in the province of Alberta, Canada, during the period 2001–2004. The Canadian Journal of Statistics 38: 698–715; 2010 © 2010 Statistical Society of Canada     

Controlling Bayes directional false discovery rate in random effects model

Starting with a decision theoretic formulation of simultaneous testing of null hypotheses against two-sided alternatives, a procedure controlling the Bayesian directional false discovery rate (BDFDR) is developed through controlling the posterior directional false discovery rate (PDFDR). This is an alternative to Lewis and Thayer [2004. A loss function related to the FDR for random effects multiple comparison. J. Statist. Plann. Inference 125, 49–58.] with a better control of the BDFDR. Moreover, it is optimum in the sense of being the non-randomized part of the procedure maximizing the posterior expectation of the directional per-comparison power rate given the data, while controlling the PDFDR. A corresponding empirical Bayes method is proposed in the context of one-way random effects model. Simulation study shows that the proposed Bayes and empirical Bayes methods perform much better from a Bayesian perspective than the procedures available in the literature.     

Testing for lack of dependence in the functional linear model

The authors consider the linear model Y_n = ψX_n + ?_n relating a functional response with explanatory variables. They propose a simple test of the nullity of ψ based on the principal component decomposition. The limiting distribution of their test statistic is chi‐squared, but this distribution is also an excellent approximation in finite samples. The authors illustrate their method using data from terrestrial magnetic observatories.     

Robust prediction and extrapolation designs for misspecified generalized linear regression models

We study minimax robust designs for response prediction and extrapolation in biased linear regression models. We extend previous work of others by considering a nonlinear fitted regression response, by taking a rather general extrapolation space and, most significantly, by dropping all restrictions on the structure of the regressors. Several examples are discussed.     

Shortening the distance between Edgeworth and Berry–Esseen in the classical case

We obtain near optimal Berry–Esseen bounds for standardized sums of independent identically distributed random variables. This is achieved by distinguishing the lattice and the non-lattice cases, as one-term Edgeworth expansions do. The main tool is an easy inequality involving the usual second modulus of continuity, in substitution of Esseen's smoothing inequality. An illustrative example concerning the exponential distribution is also considered.