上海证券市场基于修正R/S分析的长记忆研究

文章以上证综合指数周收益率和日收益率为研究对象,用R/S分析法和修正R/S分析法来分析上海证券市场的长记忆性,并使用V统计量对其进行双侧检验,此外还分析了R/S分析法产生偏差的原因.得出结论:上证综合指数周收益率时间序列和日收益率时间序列并没有表现出显著的长记忆性.     

Comparison of different computational implementations on fitting generalized linear mixed-effects models for repeated count measures

ABSTRACT

In modelling repeated count outcomes, generalized linear mixed-effects models are commonly used to account for within-cluster correlations. However, inconsistent results are frequently generated by various statistical R packages and SAS procedures, especially in case of a moderate or strong within-cluster correlation or overdispersion. We investigated the underlying numerical approaches and statistical theories on which these packages and procedures are built. We then compared the performance of these statistical packages and procedures by simulating both Poisson-distributed and overdispersed count data. The SAS NLMIXED procedure outperformed the others procedures in all settings.     

R package for analysis of data with mixed measurement error and misclassification in covariates: augSIMEX

Measurement error and misclassification arise commonly in various data collection processes. It is well-known that ignoring these features in the data analysis usually leads to biased inference. With the generalized linear model setting, Yi et al. [Functional and structural methods with mixed measurement error and misclassification in covariates. J Am Stat Assoc. 2015;110:681–696] developed inference methods to adjust for the effects of measurement error in continuous covariates and misclassification in discrete covariates simultaneously for the scenario where validation data are available. The augmented simulation-extrapolation (SIMEX) approach they developed generalizes the usual SIMEX method which is only applicable to handle continuous error-prone covariates. To implement this method, we develop an R package, augSIMEX, for public use. Simulation studies are conducted to illustrate the use of the algorithm. This package is available at CRAN.     

A statistical software procedure for exact parametric and nonparametric likelihood-ratio tests for two-sample comparisons

Two-sample comparisons belonging to basic class of statistical inference are extensively applied in practice. There is a rich statistical literature regarding different parametric methods to address these problems. In this context, most of the powerful techniques are assumed to be based on normally distributed populations. In practice, the alternative distributions of compared samples are commonly unknown. In this case, one can propose a combined test based on the following decision rules: (a) the likelihood-ratio test (LRT) for equality of two normal populations and (b) the Shapiro–Wilk (S-W) test for normality. The rules (a) and (b) can be merged by, e.g., using the Bonferroni correction technique to offer the correct comparison of the samples distribution. Alternatively, we propose the exact density-based empirical likelihood (DBEL) ratio test. We develop the tsc package as the first R package available to perform the two-sample comparisons using the exact test procedures: the LRT; the LRT combined with the S-W test; as well as the newly developed DBEL ratio test. We demonstrate Monte Carlo (MC) results and a real data example to show an efficiency and excellent applicability of the developed procedure.     

沙特柔性反恐措施研究

柔性反恐是刚性反恐的必要补充,沙特在武力反恐的同时采取了一系列柔性反恐措施。“去极端化”是柔性
反恐的重要内容之一,包括预防措施、康复项目和善后安抚。其中,预防措施是指从日常生活、学校教育、社会公共信
息的传播和交流等三大层面着力;康复项目是一项囊括了康复组织、康复项目的实施者及辅导过程三方面的综合性计
划;善后安抚则是旨在帮助囚犯重返社会、预防其重新犯罪,帮助释放犯走上正确的人生轨道。三大措施的目的在于
阻止个人成为恐怖主义者,促进卷入恐怖活动个人的康复,提供善后安抚计划以便于被释放者重返社会等。沙特的柔
性反恐措施取得了显著的成效,产生了很大的国际反响,“9
11”事件后反恐话语的主导者美国对此做出积极的反应
并提供一定的支持。     

软实力战略视角下中国公共外交体系的构建

作为一种新的外交形式,公共外交近年来在国际关系舞台上扮演着越发重要的角色,它在一定程度上折射出一个国家的软实力。中国拥有无比丰富的软实力资源,但中国公共外交能力尚有待进一步加强。本文从软实力的战略视角出发,深入发掘中国的软实力资源,尽快构建起一个较为完备的中国公共外交体系是当务之急。     

着力提升南宁城市文化软实力

文化软实力是一个城市整体实力和综合竞争力的重要内容。从城市的民族凝聚力、核心竞争力、文化影响力、文化创新力、文化表现力、可持续发展力、内在向心力和文化创造活力等层面,壮大和提升南宁城市文化软实力。     

试论区域文化软实力概念的提出背景

如果说国家文化软实力概念的提出多少还带有美国学术思想的影响印迹的话,那么,区域文化软实力的概念则完全是在中国语境中产生的。区域文化软实力既是在我国地方政府纷纷实施文化强省战略的过程中提出的,又是在我国学术界对软实力问题深入研究的过程中提出来的。     

内涵形象并举 近期长远兼顾——深圳文化软实力提升方法献芹

城市文化软实力是城市实力的重要组成部分.深圳城市历史短,尤须重视文化软实力的提升.明确定位、改良体制、优化生态、美化建筑、办好教育、扶持高雅、索学尚思、丰富平台、强化媒体、强民素质,此十者,或应优先思考并持续追求.