The probabilistic support Kendall correlation and its transitivity properties

Abstract

A new variation of the Kendall correlation, the "Probabilistic Support Kendall Correlation" (PSKC), is proposed based on applying the notion of “probabilistic support” to compare the pairwise comparisons of measurements. It is shown that the most basic version of the PSKC is proportional to the standard Kendall correlation under the assumption of no ties; however, the PSKC also lends itself to various extensions involving restrictions to specific sorts of comparisons or consideration of the relative magnitudes of different comparisons (the latter being the PSCC or Probabilistic Support Comparison Correlation as introduced here). It is shown that under broad conditions, Probabilistic Support Kendall Correlation (and hence the standard Kendall correlation as well as the various more general versions of PSKC) has a strong, elegant transitivity property.     

A new way of quantifying the symmetry of a random variable: Estimation and hypothesis testing

New measures of skewness for real-valued random variables are proposed. The measures are based on a functional representation of real-valued random variables. Specifically, the expected value of the transformed random variable can be used to characterize the distribution of the original variable. Firstly, estimators of the proposed skewness measures are analyzed. Secondly, asymptotic tests for symmetry are developed. The tests are consistent for both discrete and continuous distributions. Bootstrap versions improving the empirical results for moderated and small samples are provided. Some simulations illustrate the performance of the tests in comparison to other methods. The results show that our procedures are competitive and have some practical advantages.     

Nonparametric estimation of multivariate extreme-value copulas

Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a function on the unit simplex subject to certain shape constraints that arise from an integral transform of an underlying measure called spectral measure. Multivariate extensions are provided of certain rank-based nonparametric estimators of the Pickands dependence function. The shape constraint that the estimator should itself be a Pickands dependence function is enforced by replacing an initial estimator by its best least-squares approximation in the set of Pickands dependence functions having a discrete spectral measure supported on a sufficiently fine grid. Weak convergence of the standardized estimators is demonstrated and the finite-sample performance of the estimators is investigated by means of a simulation experiment.     

已知Gini相关系数对Copula函数上界的改进

如果已知Copula函数的某些信息,通常其Frechet-Hoeffding上下界则可以进一步收窄。R.B.Nelson分别在已知Kendall相关系数tau、Spearman相关系数rho、Blomqvist相关系数beta的条件下,给出了Copula函数的上下确界。鉴此,在给定Gini相关系数gamma的条件下,证明Copula函数的上界也可以进一步变窄,并给出上确界的表达式。     

基于中国公司情境的和谐管理领导力研究

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论我国量刑程序独立的改革之路

量刑程序改革一直是刑事诉讼程序改革的重要内容。无论在理论探讨上还是审判实践中,量刑程序改革都备受瞩目。在多年的理论研究和实践试点中,我国量刑程序独立改革依然没有收到显著效果。由于缺乏配套的诉讼规则,我国量刑程序独立改革不能简单地沿袭英美法系的做法,而应寻找适合本土实际的改革措施。具体来说,应当在保持现有审判模式的前提下辅以其他有效措施,规范法官的量刑活动,切实改变控辩双方地位不对等的现状。     

社会主义新农村视阈下的现代农业文化建设

农业文化是中国传统文化的基础。研究现代农业文化对于我国传统文化的传承、发展现代农业以及新农村建设都具有重要的现实意义。对农业文化的内涵、现代农业文化的类型与作用进行归纳与探索,指出在社会主义新农村视阈下,要从保护与挖掘农业文化遗产、加强政府扶持、发展现代农业、打造文化产业、坚持创新发展等方面加强现代农业文化建设。     

2012年常州市城市社区居民科学素养调查研究*

本次调查以米勒提出的三维模型为理论依据,根据中国科协的一些调查项目并结合常州的实际状况设计了调查方案并开展问卷调查,从公民对科学术语和科学基本观点的理解、对科学研究方法的了解程度、对科学技术对社会的影响的认识等几个维度调查了常州市社区居民的科学素养水平。调查结果表明,不同性别、年龄、职业的公民在科学素养方面存在较大差异,据此提出了提升社区居民科学素养水平的建议。     

开发区的创新驱动发展战略研究——以盐城经济技术开发区为例

实施创新驱动发展战略,对于开发区走出低水平投资驱动的传统增长路径,打造新的竞争优势具有战略意义。制度创新是推进创新驱动发展战略的突破口。为此,采取系列措施创新制度,落实发展战略：完善各类经济成分的组织机构和运行环境,推进各类企业的规范化制度建设,理顺公共资源和生产要素的配置制度,完善保障企业运作和市场公正运行的法制环境,改进开发区管委会的组织体系与工作方式等。     

刍议公务员行政伦理失范的原因与对策

公务员行政伦理对于推进行政体制改革、建设服务型政府、促进社会主义社会和谐具有重要价值。而今公务员行政伦理失范现象频发,已严重损害政府形象和公信力,政府必须高度重视并采取有效措施加强公务员行政伦理建设。从区级政府公务员行政伦理的现状进行调查,针对公务员行政伦理失范的原因,必须从公务员自律和外在激励约束两方面寻找能有效防止行政伦理失范的措施。