Bootstrap inference in local polynomial regression of time series

In this paper we consider the inferential aspect of the nonparametric estimation of a conditional function , where X _t,m represents the vector containing the m conditioning lagged values of the series. Here is an arbitrary measurable function. The local polynomial estimator of order p is used for the estimation of the function g, and of its partial derivatives up to a total order p. We consider α-mixing processes, and we propose the use of a particular resampling method, the local polynomial bootstrap, for the approximation of the sampling distribution of the estimator. After analyzing the consistency of the proposed method, we present a simulation study which gives evidence of its finite sample behaviour.     

Variable selection for partially linear proportional hazards model with covariate measurement error

In survival analysis, we may encounter the following three problems: nonlinear covariate effect, variable selection and measurement error. Existing studies only address one or two of these problems. The goal of this study is to fill the knowledge gap and develop a novel approach to simultaneously address all three problems. Specifically, a partially time-varying coefficient proportional hazards model is proposed to more flexibly describe covariate effects. Corrected score and conditional score approaches are employed to accommodate potential measurement error. For the selection of relevant variables and regularised estimation, a penalisation approach is adopted. It is shown that the proposed approach has satisfactory asymptotic properties. It can be effectively realised using an iterative algorithm. The performance of the proposed approach is assessed via simulation studies and further illustrated by application to data from an AIDS clinical trial.     

Bimatrix variate gamma-beta distributions

Two bimatrix distributions with beta and gamma marginals are introduced. Various properties (including product moments of determinants and traces, entropies, marginal distributions) are derived. Parameter estimation by the method of maximum likelihood is discussed. The performance and efficiencies of the maximum likelihood estimators and the associated confidence intervals are assessed by simulation. The efficiencies are compared versus those for the maximum likelihood estimators and the associated confidence intervals based on matrix variate gamma distributions. A discussion of possible applications of the bimatrix distributions is given.     

Orthogonal polynomials generated by random vectors

Every random q-vector with finite moments generates a set of orthonormal polynomials. These are generated from the basis functions xn = xn11…xnqq using Gram–Schmidt orthogonalization. One can cycle through these basis functions using any number of ways. Here, we give results using minimum cycling. The polynomials look simpler when centered about the mean of X, and still simpler form when X is symmetric about zero. This leads to an extension of the multivariate Hermite polynomial for a general random vector symmetric about zero. As an example, the results are applied to the multivariate normal distribution.     

Fitting polynomial trend to time series by the method of Buys-Ballot estimators

The statistical properties of two closed-form estimators of the parameters of the quadratic time trend model are derived. The estimators are based on the derived variables from Buys-Ballot table. The estimators are derived by assuming that error term is identically and independently distributed. However, the validity of this assumption is sometimes difficult to verify. We also study, through simulations, the impact of misspecifying the error distribution on the estimation and prediction accuracy in the quadratic time trend model. It is shown that the estimators are inconsistent in the presence of misspecification. T methods are illustrated with real-life examples.     

国际电信运营商组织结构比较研究

随着移动互联网的发展和大数据时代的到来,电信行业传统的语言业务受到冲击,增值产品和服务需求增加,这给电信运营商带来了新的挑战。面对外部环境的变化,国际电信运营商通过对组织结构进行调整,增强核心能力,获取竞争优势。国际电信运营商组织结构的调整模式主要为拆分和整合,变革程度多是温和演进,改进后的组织结构类型多为以客户为主导的前后端式。我国电信运营商也应抓住变革机遇,朝前后端式组织架构演进。     

情报监控中通信运营商权利义务的比较与借鉴

信息化时代利用高科技进行情报监控对于维护国家安全不可或缺,但也可能造成对通信运营商营业自由权、财产权的严重干涉,因此,在立法上合理设置情报监控中通信运营商的权利义务对其权利保障有着重要的意义.美国、德国和我国台湾地区相关法律法规中均有情报监控中通信运营商权利义务的明确规定.课予通信运营商积极配合、消极忍受情报监控的义务会构成对其营业自由权、财产权的干涉,其设置应符合法律保留原则、比例原则的现代法治原则.为推进国家安全法治化建设,我国大陆地区有必要借鉴美国、德国和我国台湾地区的经验,以法律保留原则和比例原则为考量基点,合理设置通信运营商的权利义务,在国家安全维护和通信运营商权利保障之间取得平衡.     

反垄断法中的相关市场界定及我国的取向

相关市场界定是反垄断法实施过程中的一个重要环节,也是评价经营者行为是否具有排除或限制竞争效果的前提程序。美国2010年横向合并指南扭转了相关市场界定在反垄断执法中的立场和作用,强调应将行为的反竞争效果评价作为反垄断审查的中心环节,具有正本清源的重要价值。我国反垄断法的结构特征决定了无法忽视相关市场界定的作用,但是降低相关市场界定的作用更符合我国目前的反垄断法执法模式以及违法标准的设计,美国的经验对于我国反垄断执法具有一定的借鉴价值。     

用级数法导出各向同性谐振子径向矩阵元的通项

利用广义拉盖尔多项式的级数表达式和分步积分法,给出了各向同性谐振子径向矩阵元的另一种表达式.     

视频分享网站经营者负连带责任的性质和认定

我国《侵权责任法》第36条规定了视频分享网站经营者与网络用户的连带侵权责任,该规定是视频分享网站经营者的一种合理的责任负担。视频分享网站经营者与网络用户承担连带责任非基于共同侵权行为,而是基于承担连带责任的无意思联络的数人侵权行为,其主观方面需具备认识因素的充分性,客观方面需具备因果关系的累积性。