Copula structure analysis

Summary.  We extend the standard approach of correlation structure analysis for dimension reduction of high dimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the weaker assumption of a model for the copula. For elliptical copulas a correlation-like structure remains, but different margins and non-existence of moments are possible. After introducing the new concept and deriving some theoretical results we observe in a simulation study the performance of the estimators: the theoretical asymptotic behaviour of the statistics can be observed even for small sample sizes. Finally, we show our method at work for a financial data set and explain differences between our copula-based approach and the classical approach. Our new method yielear models also.     

Forecast mean squared error reductionin the VAR(1) process

When VAR models are used to predict future outcomes, the forecast error can be substantial. Through imposition of restrictions on the off-diagonal elements of the parameter matrix, however, the information in the process may be condensed to the marginal processes. In particular, if the cross-autocorrelations in the system are small and only a small sample is available, then such a restriction may reduce the forecast mean squared error considerably.

In this paper, we propose three different techniques to decide whether to use the restricted or unrestricted model, i.e. the full VAR(1) model or only marginal AR(1) models. In a Monte Carlo simulation study, all three proposed tests have been found to behave quite differently depending on the parameter setting. One of the proposed tests stands out, however, as the preferred one and is shown to outperform other estimators for a wide range of parameter settings.     

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。     

中国都市密集区市际关系中存在的问题及其应对

当前，中国都市密集区市际关系中存在的问题包括产业结构趋同、恶性竞争、城市定位重复混乱、地方保护主义以及基础设施重复建设等。都市密集区市际关系中存在的复杂问题，与市际关系协调机制不成熟、不完善密切相关。创新都市密集区市际关系协调的制度和机制，实现协调主体的多元化、方式多样化、目标长期化，是当前都市密集区发展中殊为迫切的任务。     

最简方案框架下二语习得者的句法发展模式研究

在最简方案框架下，讨论中介语特征理论对研究二语习得中功能语类习得顺序的启示，探讨二语习得中句法发展模式来是疑问句式的发展规律，认为二语特征参数的设置不是一蹴而就的，而是靠渐进地逐一掌握词汇形态特征来逐渐熟悉语类特征，从而逐渐发展中介语系统。     

现代民族素质的结构及其相互关系--民族素质研究之三

本文从智能素质在民族素质结构中的作用、体能素质与智能素质的关系、智能素质和传统文化及民族历史积淀对民族心理、意识素质的影响等方面,对民族素质的结构及其相互关系进行了开创性的研究.     

花儿会:二元结构下的特定时空--试作花儿会上回族群众的角色转换的分析

回族群众在花儿会上,不同于日常世俗生活的表现说明,花儿会是回族社会生活中二元结构下的特定时空。在这个特定时空里,回族群众完成了角色转换,以弥合现实生活和精神心理上的矛盾。     

关敬吾论日本传统故事的类型与结构

本文是日本民俗学家关敬吾先生对日本传统故事的概念界定以及对之内容、结构特点的概括,作为“他山之石”,可以给中国民俗学理论研究提供参考。     

民国初期广西三关对外贸易商品结构分析(1912～1931)

近代梧州、南宁、龙州三海关是广西最重要的对外贸易口岸,在我国近代对外贸易中占有一席之地。广西对外贸易出口商品基本是初加工或是未经过加工的农副产品,以技术含量低,技术附加值低的劳动密集型产品占主导地位。出口商品以农民自发的个体小规模经营为主,成规模经营极为少见。进口商品以日常生活所需的生活资料为主,其商品结构与我国的进口商品结构相似。随着对外贸易的发展,大宗进口商品的数量、价格都在不断增加。本地土产的产品在市场竞争中最终不敌洋货,洋货市场需求与日俱增,洋货的价格也在不断上扬,大量洋货的涌入,不仅加速了自然经济的崩溃,而且加重了百姓生活的经济负担。     

Implementing Monte Carlo tests with p-value buckets

Software packages usually report the results of statistical tests using p-values. Users often interpret these values by comparing them with standard thresholds, for example, 0.1, 1, and 5%, which is sometimes reinforced by a star rating (***, **, and *, respectively). We consider an arbitrary statistical test whose p-value p is not available explicitly, but can be approximated by Monte Carlo samples, for example, by bootstrap or permutation tests. The standard implementation of such tests usually draws a fixed number of samples to approximate p. However, the probability that the exact and the approximated p-value lie on different sides of a threshold (the resampling risk) can be high, particularly for p-values close to a threshold. We present a method to overcome this. We consider a finite set of user-specified intervals that cover [0, 1] and that can be overlapping. We call these p-value buckets. We present algorithms that, with arbitrarily high probability, return a p-value bucket containing p. We prove that for both a bounded resampling risk and a finite runtime, overlapping buckets need to be employed, and that our methods both bound the resampling risk and guarantee a finite runtime for such overlapping buckets. To interpret decisions with overlapping buckets, we propose an extension of the star rating system. We demonstrate that our methods are suitable for use in standard software, including for low p-value thresholds occurring in multiple testing settings, and that they can be computationally more efficient than standard implementations.