Variance bounds for estimators in autoregressive models with constraints

We consider nonlinear and heteroscedastic autoregressive models whose residuals are martingale increments with conditional distributions that fulfil certain constraints. We treat two classes of constraints: residuals depending on the past through some function of the past observations only, and residuals that are invariant under some finite group of transformations. We determine the efficient influence function for estimators of the autoregressive parameter in such models, calculate variance bounds, discuss information gains, and suggest how to construct efficient estimators. Without constraints, efficient estimators can be given by weighted least squares estimators. With the constraints considered here, efficient estimators are obtained differently, as one-step improvements of some initial estimator, similarly as in autoregressive models with independent increments.     

华裔美国文学的族裔想象和文化认同

《中国佬》、《喜福会》、《甘加丁之路》和《典型的美国佬》这四部华裔美国文学作品具有鲜明的族裔意识,在颠覆话语陈规、重写历史和建构身份的过程中发挥了积极的作用。对这些个案进行分析,可以从不同层面阐释文化认同的复杂性和策略的多变性,揭露和批判种种表象背后所隐匿的话语霸权和意识形态性。     

Tests of serial independence based on Kendall's process

The authors propose new rank statistics for testing the white noise hypothesis in a time series. These statistics are Cramér‐von Mises and Kolmogorov‐Smirnov functionals of an empirical distribution function whose mean is related to a serial version of Kendall's tau through a linear transform. The authors determine the asymptotic behaviour of the underlying serial process and the large‐sample distribution of the proposed statistics under the null hypothesis of white noise. They also present simulation results showing the power of their tests.     

热奈特的类文本理论及其效应

杰拉德·热奈特的类文本理论受到中西方学界的关注与重视,一些学者对该理论进行了一定的补充和修正工作,也有不少学者将其用于文学研究。类文本理论视阈下,文学研究的对象为环绕于文本边缘的类文本要素,如作者的署名、序言、献词、题记、版权页信息等。将作者重新纳入批评视野,类文本理论有效修正了文本理论将文本与作者相割裂的不当做法;将出版商引入批评框架,类文本理论不仅拓展了传统文学批评体系,还起到限制读者过度阐释的目的。同时,类文本理论促进了叙事学的进一步发展,使文学研究从文本中心走向文本边缘,并将文学的内部研究和外部研究相结合,从而推进了文学批评理论的发展。鉴于类文本与文本的互存关系,某些类文本和文本之间的界限模糊不清,它们在具备类文本属性的同时,又不乏文本的属性,而这一特性又恰恰佐证了类文本之于文本而存续的重要性。     

论行政处罚的“一事不再罚”原则

"一事不再罚"原则的规定是为了防止处罚机关滥用职权对相对人同一违法行为以同一事实理由处以多次行政处罚."一事"指符合一个行政违法构成要件的行为;"不再罚"指除非法律有特别规定,行政主体只能给予一次处罚.复杂的事数形态和法条竞合领域也应贯彻"一事不再罚"原则.     

科学性、哲理性和艺术性的完美统一--《邵长兴方志文存》中的治学之道

本文向广大学子推介一部好书<邵长兴方志文存>.该书知识信息量大,人们从中可获得许多文史知识;其思想道德文化底蕴丰厚,人们从中可受到高尚的精神陶冶;其治学规范严谨,人们从中可得到治学之道的诸多启示.     

面向市场 深化改革 打造特色——新时期新建本科师范院校教学改革与建设浅论

在新的发展时期,作为一所新建本科师范院校应如何面向市场、深化改革、寻求教学工作的特色和亮点,实现教学工作的跨越式发展,这是广大高等教育工作者十分关注的问题.本文就此问题进行了粗浅的探讨.     

An Integral Bhattacharyya Type Bound for the Bayes Risk

In this article, some results are derived on stochastic comparisons of the residual and past lifetimes of an (n ? k + 1)-out-of-n system with dependent components. These findings generalize some recent results obtained on systems with independent components and provide some interesting results for a system with dependent components following an Archimedean copula. An illustrative example is provided.     

Performance of the One-Sample Goodness-of-Fit P–P-Plot Length Test

This article studies the performance of the one-sample goodness-of-fit test which is based on the length of the P–P-plot initially introduced in a similar context by Reschenhofer and Bomze (1991 Reschenhofer , E. , Bomze , I. M. ( 1991 ). Length tests for goodness-of-fit . Biometrika 78 : 207 – 216 . [Google Scholar]). The distributional properties of the length test are revised empirically via simulations. In the Monte Carlo power study that follows the length test is shown empirically to have high power under various alternatives considered relative to members of the Cramér–von Mises family of goodness-of-fit tests, and the Kolmogorov–Smirnov test.