Variance estimation based on blocked 3×2 cross-validation in high-dimensional linear regression

In high-dimensional linear regression, the dimension of variables is always greater than the sample size. In this situation, the traditional variance estimation technique based on ordinary least squares constantly exhibits a high bias even under sparsity assumption. One of the major reasons is the high spurious correlation between unobserved realized noise and several predictors. To alleviate this problem, a refitted cross-validation (RCV) method has been proposed in the literature. However, for a complicated model, the RCV exhibits a lower probability that the selected model includes the true model in case of finite samples. This phenomenon may easily result in a large bias of variance estimation. Thus, a model selection method based on the ranks of the frequency of occurrences in six votes from a blocked 3×2 cross-validation is proposed in this study. The proposed method has a considerably larger probability of including the true model in practice than the RCV method. The variance estimation obtained using the model selected by the proposed method also shows a lower bias and a smaller variance. Furthermore, theoretical analysis proves the asymptotic normality property of the proposed variance estimation.     

社会转型期农村居民集体观和个人观的社会学分析——对6省市2012人调查结果的阐释

通过对6省(市)农村居民进行的问卷调查结果的分析,认为在当前社会转型期,我国农村居民的集体观念比较强,体现了传统的价值观念和行为方式在农村居民身上的延续;同时,农村居民的个人观念有明显的增强的趋势,反映了现代社会因素对传统观念的冲击。因此,重新解读集体和个人的关系显得格外重要。     

Hard thresholding regression

In this paper, we propose the hard thresholding regression (HTR) for estimating high‐dimensional sparse linear regression models. HTR uses a two‐stage convex algorithm to approximate the ?₀‐penalized regression: The first stage calculates a coarse initial estimator, and the second stage identifies the oracle estimator by borrowing information from the first one. Theoretically, the HTR estimator achieves the strong oracle property over a wide range of regularization parameters. Numerical examples and a real data example lend further support to our proposed methodology.     

Closure property of consistently varying random variables based on precise large deviation principles

Let X = {X₁, X₂, …} be a sequence of independent but not necessarily identically distributed random variables, and let η be a counting random variable independent of X. Consider randomly stopped sum S_η = ∑^η_{k = 1}X_k and random maximum S_(η) ? max?{S₀, …, S_η}. Assuming that each X_k belongs to the class of consistently varying distributions, on the basis of the well-known precise large deviation principles, we prove that the distributions of S_η and S_(η) belong to the same class under some mild conditions. Our approach is new and the obtained results are further studies of Kizinevi?, Sprindys, and ?iaulys (2016) and Andrulyt?, Manstavi?ius, and ?iaulys (2017).     

Identifying Systemically Important Banks: A temporal approach for macroprudential policies

Contrary to the general belief, systemic risk does not only regard the risk posed by balance sheet relationships and interdependencies among institutions. It also features a temporal dimension related to the inappropriate responses of financial market participants to changes in risk over time. This paper proposes a method to simultaneously address the cross-sectional and the time dimension in which systemic risk materializes. The method is based on the TOPHITS algorithm. It provides three scores, namely borrowing, lending and time scores: the first two represent the systemic importance of the borrowing and the lending activity associated with each financial institution,while the third represents an empirical Early Warning Signal of the financial crisis. Our findings reveal that the identification of the time score as an indicator for an incoming market distress could be relevant to design macro prudential policies.     

欧盟知识产权跨界禁令与竞争规则研究

《布鲁塞尔规则》2001年取代了《布鲁塞尔公约》,成为新的欧盟指令来规范相关的跨界国际私法的争议。欧盟委员会2004年针对适用《欧洲经济共同体条约》第81条的规定颁布了配套的指令TTBER和适用这个指令的指南。指令第3条规定了两个协议合作的企业市场份额门槛的认定标准,这个标准取代了过去的分类方法,在欧洲引起广泛的讨论。欧盟知识产权跨界禁令和竞争规则研究,突破了知识产权的地域性原则,完善了知识产权的竞争规则,并提供了相应的法律救济,有助于中国政府指导自己的企业与欧盟开展贸易。     

高校科技自主创新与知识产权保护问题探析

高等学校是培养高科技人才的摇篮,也是高科技人才的汇集地,其科研实力雄厚、知识辐射面广,是我国科技创新的生力军,因此它应当是科技创新及其知识产权这个无形资产的最大拥有者。为了提高高校的科技创新能力,为了保护高校科技创新的积极性,加强高等学校的知识产权保护十分必要。     

大学生群体行为突变机理分析及对策研究

本文基于行为科学和突变理论,从大学生群体行为突变的影响因素着手,诠释了学生群体行为从渐变到突变的非线性过程,阐述了大学生群体行为突变的机理。本文认为,为更好地引导大学生,要切实落实人本管理理念,实行灵活调动、有退有进、有增有减的学生群体行为管理,同时应实现现有的状态管理向过程管理的转化,定性管理向以系统思想为指导的定量管理与定性管理相结合的转变。此外,要加强对大学生群体的心理疏导和人文关怀。     

气候资源的权力与权利：基于公共财产属性的构造

气候资源不是《宪法》、《物权法》上明确列举的国家所有权客体,也不具有权利客体的特征。气候资源与国家所有权客体在权利归属、表现形态、使用方式、存在目的上存在较大差异,乃是一种公共财产。基于公共信托理论,国家是公共财产的受托人,对气候资源行使诸如气候资源规划权、保护区设立权、纠纷裁决权及开发利用行政许可权等管理权。因为气候资源不是国家所有权客体,源自气候资源国家管理权的民事主体对气候资源开发利用的权利乃是特许物权。气候资源特许物权具有公私兼容的性质,既具有公法性,又具有私法性。     

浅谈创新农村土地流转模式与农民意愿问题——基于典型创新土地流转模式的实证考察

在我国土地公有制的背景下,通过在土地所有权的基础上设立(如土地承包经营权和宅基地使用权等的)用益物权,解决了土地的归属与利用的矛盾。在我国土地制度改革的进程中,农村土地承包经营权也在通过多种方式开放流转。关于土地流转方式的创新模式也在各地展开的探索。作者通过对三种典型的创新土地流转模式进行实证考察,结合基本理论研究,进而对创新土地流转模式展开讨论。以农民意愿作为基本价值判断,指出创新土地流转模式在制度设计上存在的问题。