Non-linear models 1

This is the first application of a new method for testing stationary random point processes. Consider the class of all stationary ergodic point processes on the real line with arbitrary dependences among the inter–point distances (spacing).The hypothesis is :The observed process φ is a homogeneous Poisson process or more (resp.less) regular than a Poisson process.The sample is the vector of the first n points t₁, …,t_n.There is a close relation between our method for testing and queueing theory: For finding an appropriate test statistic, we observe the behaviour of a single server queue with the input φ.A table of critical values is given.     

Social interactions and the salience of social identity

We explore the effect of identity salience on behaviour in a simple social interaction. Specifically, we compare ultimatum bargaining across three treatments: priming subjects with a shared identity, priming subjects with an identity distinct from those with whom they will interact, and priming subjects with no particular identity. We find that subjects are most cooperative in the identity-priming treatment and least cooperative in the distinctiveness-priming treatment. Similarly, subjects reveal the highest demands in the identity-priming treatment and the lowest demands in the distinctiveness-priming treatment. We discuss the implications of these results with respect to the literature on organizational identity.     

伦敦语言学派的兴起及其流变

从理论语言学史看,伦敦学派经历了从马林诺夫斯基人类语言学到弗斯语境语言学,再到韩礼德系统功能语言学的发展。后现代哲学使哲学的终极性基础,亦即使认识主客观对象的途径和方法得到根本的转换(转换成符号),是西方哲学中最重要的思想事件,即所谓"语言学转向",我们无妨说,韩礼德80年代后对他的系统功能语言学的推进,是以符号中介论为其深层理论背景的,或者说与"语言学转向"是一致的。     

Bayesian inference for dynamic social network data

We consider a continuous-time model for the evolution of social networks. A social network is here conceived as a (di-) graph on a set of vertices, representing actors, and the changes of interest are creation and disappearance over time of (arcs) edges in the graph. Hence we model a collection of random edge indicators that are not, in general, independent. We explicitly model the interdependencies between edge indicators that arise from interaction between social entities. A Markov chain is defined in terms of an embedded chain with holding times and transition probabilities. Data are observed at fixed points in time and hence we are not able to observe the embedded chain directly. Introducing a prior distribution for the parameters we may implement an MCMC algorithm for exploring the posterior distribution of the parameters by simulating the evolution of the embedded process between observations.     

Best monotone M‐estimators

The author shows how to find M‐estimators of location whose generating function is monotone and which are optimal or close to optimal. It is easy to identify a consistent sequence of estimators in this class. In addition, it contains simple and efficient approximations in cases where the likelihood function is difficult to obtain. In some neighbourhoods of the normal distribution, the loss of efficiency due to the approximation is quite small. Optimal monotone M‐estimators can also be determined in cases when the underlying distribution is known only up to a certain neighbourhood. The author considers the e‐contamination model and an extension thereof that allows the distributions to be arbitrary outside compact intervals. His results also have implications for distributions with monotone score functions. The author illustrates his methodology using Student and stable distributions.     

论发展中国西北跨国民族的和平跨居模式

跨国民族地缘冲突问题成为世界性问题,追求和平跨居是时代的理想。本文论述了中国西北跨国民族和平跨居模式的发展与特点,及其与中华主流文明底蕴的关系,本文指出,发展中国西北跨国民族和平跨居模式需要吸收他地、他国一切人类文明之长。同时必须在国内遏制各种政治亚文化的变异,建立经济文化凝聚型结构,在国际关系方面探索灵活的新型关系,塑造国际综合安全结构。     

On the detection of changes in autoregressive time series I. Asymptotics

Various test statistics are discussed which can be used for detecting changes in the parameters of an autoregressive time series. In this first part of our study, the limiting behavior of the test statistics is derived under the null hypothesis of no change as well as under alternatives. In a forthcoming second part of our investigation, these asymptotic results will be compared to some corresponding bootstrap procedures, and a small simulation study will be conducted.     

On robust forecasting in dynamic vector time series models

In this article, robust estimation and prediction in multivariate autoregressive models with exogenous variables (VARX) are considered. The conditional least squares (CLS) estimators are known to be non-robust when outliers occur. To obtain robust estimators, the method introduced in Duchesne [2005. Robust and powerful serial correlation tests with new robust estimates in ARX models. J. Time Ser. Anal. 26, 49–81] and Bou Hamad and Duchesne [2005. On robust diagnostics at individual lags using RA-ARX estimators. In: Duchesne, P., Rémillard, B. (Eds.), Statistical Modeling and Analysis for Complex Data Problems. Springer, New York] is generalized for VARX models. The asymptotic distribution of the new estimators is studied and from this is obtained in particular the asymptotic covariance matrix of the robust estimators. Classical conditional prediction intervals normally rely on estimators such as the usual non-robust CLS estimators. In the presence of outliers, such as additive outliers, these classical predictions can be severely biased. More generally, the occurrence of outliers may invalidate the usual conditional prediction intervals. Consequently, the new robust methodology is used to develop robust conditional prediction intervals which take into account parameter estimation uncertainty. In a simulation study, we investigate the finite sample properties of the robust prediction intervals under several scenarios for the occurrence of the outliers, and the new intervals are compared to non-robust intervals based on classical CLS estimators.     

跨界族群视阈下的俾路支问题研究

跨界俾路支族群是伴随欧洲的殖民扩张和势力范围的强行划分逐步出现的,并随着真正意义上具有独立主权的巴基斯坦、伊朗、阿富汗等民族国家的建立而正式固定化。对俾路支族群自身而言,作为各国内部的少数群体,都面临政治参与度低、经济贫瘠、文化落后等一系列族群发展的本质性问题。从民族国家层面来看,俾路支族群分离主义主导下俾路支人跨界联合,将促生一个潜在区域性国际关系行为体的形成,这对民族国家的政治版图构成极大的威胁与挑战。就地区安全形势而言,俾路支叛乱组织发动的恐怖主义活动日益猖狂,对中巴经济走廊的建设带来消极影响。从全球性问题的角度看,跨界俾路支人聚居区已成为毒品贩运和难民非法偷渡的天然门户,这不仅严重影响着国际社会的安全,也引发了严峻的国际人道主义危机。正确区分俾路支民众的合理诉求与叛乱分子的分离主义动机,高度重视俾路支部落首领的作用,切实构建一个容纳俾路支人的命运共同体,是跨界俾路支族群问题治理的最佳路径。     

On the relation between Hodges-Lehmann efficiency and Pitman efficiency

The relation between Hodges–Lehmann efficiency and Pitman efficiency is studied in the context of testing one-sided hypotheses about a real-valued parameter. It is first shown that for tests based on sums of independently and identically distributed observations local Hodges-Lehmann efficiency is equivalent to Pitman efficiency. Then, it is proved that this equivalence also carries over to tests based on two broad classes of M -estimators for the location problem. In all cases considered explicit formulas of the Hodges-Lehmann efficacies are obtained.