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61.
林国强 《河南科技大学学报(社会科学版)》2012,30(1):89-92
由于我国《刑事诉讼法》对搜查的时间未作规定,导致司法实践中夜间搜查频繁出现。夜间搜查很容易侵犯被搜查人和与其同住的人的隐私权和生活安宁权,给其造成伤害,司法实践中也确实发生了因夜间搜查而把人吓病的案例。因此,我国在再次修改《刑事诉讼法》时应规定禁止夜间搜查。当然,在保护公民隐私权和生活安宁权的同时,也要兼顾打击犯罪的需要,法律可以设置一些禁止夜间搜查的例外。 相似文献
62.
Jouchi Nakajima 《Econometric Reviews》2017,36(5):546-562
Multivariate stochastic volatility models with skew distributions are proposed. Exploiting Cholesky stochastic volatility modeling, univariate stochastic volatility processes with leverage effect and generalized hyperbolic skew t-distributions are embedded to multivariate analysis with time-varying correlations. Bayesian modeling allows this approach to provide parsimonious skew structure and to easily scale up for high-dimensional problem. Analyses of daily stock returns are illustrated. Empirical results show that the time-varying correlations and the sparse skew structure contribute to improved prediction performance and Value-at-Risk forecasts. 相似文献
63.
64.
《Journal of Statistical Computation and Simulation》2012,82(3-4):205-223
A large-scale study, in which two million random Voronoi polygons (with respect to a homogeneous Poisson point process) were generated and mensurated, is described. The polygon characteristics recorded are number of sides (or vertices), perimeter, area and interior angles. A feature is the efficient “quantile” method of replicating Poisson-type random structures, which it is hoped may find useful application elsewhere. 相似文献
65.
《Journal of Statistical Computation and Simulation》2012,82(9):1367-1382
We consider the problem of modelling a long-memory time series using piecewise fractional autoregressive integrated moving average processes. The number as well as the locations of structural break points (BPs) and the parameters of each regime are assumed to be unknown. A four-step procedure is proposed to find out the BPs and to estimate the parameters of each regime. Its effectiveness is shown by Monte Carlo simulations and an application to real traffic data modelling is considered. 相似文献
66.
《Journal of Statistical Computation and Simulation》2012,82(2):191-199
Two test statistics are proposed for the change-point problem with repeated values when the data follow an exponential distribution. The properties of these two statistics have been studied and their asymptotic distributions under the alternative have been derived. The powers of the two test statistics are compared. Real-data examples are presented to illustrate the application of these tests. 相似文献
67.
《Journal of Statistical Computation and Simulation》2012,82(14):2874-2902
We propose tests for parameter constancy in the time series direction in panel data models. We construct a locally best invariant test based on Tanaka [Time series analysis: nonstationary and noninvertible distribution theory. New York: Wiley; 1996] and an asymptotically point optimal test based on Elliott and Müller [Efficient tests for general persistent time variation in regression coefficients. Rev Econ Stud. 2006;73:907–940]. We derive the limiting distributions of the test statistics as T→∞ while N is fixed, and calculate the critical values by applying numerical integration and response surface regression. Simulation results show that the proposed tests perform well if we apply them appropriately. 相似文献
68.
Regression analysis aims to estimate the approximate relationship between the response variable and the explanatory variables. This can be done using classical methods such as ordinary least squares. Unfortunately, these methods are very sensitive to anomalous points, often called outliers, in the data set. The main contribution of this article is to propose a new version of the Generalized M-estimator that provides good resistance against vertical outliers and bad leverage points. The advantage of this method over the existing methods is that it does not minimize the weight of the good leverage points, and this increases the efficiency of this estimator. To achieve this goal, the fixed parameters support vector regression technique is used to identify and minimize the weight of outliers and bad leverage points. The effectiveness of the proposed estimator is investigated using real and simulated data sets. 相似文献
69.
Despite the renewed interest in youth volunteering in recent years, there remain major gaps in our knowledge of its consequences. Drawing data from the National Longitudinal Study of Adolescent to Adult Health, we examine the long-term effects of youth volunteering on the civic and personal aspects of volunteers’ lives. Our results suggest that youth volunteering has a positive return on adult volunteering only when it is voluntary, and that net of contextual factors neither voluntary nor involuntary youth service has a significant effect on adult voting. Regarding personal outcomes, our findings indicate that the psychological benefits of youth volunteering accrue only to voluntary participants, whereas both voluntary and involuntary youth service are positively associated with educational attainment and earnings in young adulthood. Taken together, these results lend support to the case for youth volunteer programs, though the civic benefits of these programs appear to be less dramatic than generally suggested. 相似文献
70.
In this paper, we argue that complex forms of selfhood emerge in relation to rapid economic and social changes unfolding in the early stages of the twenty-first century. We draw on literature that explores youth at risk, entrepreneurial selfhood and neoliberalism to argue that young people are developing modes of transition that allow them to acclimatise to economic and social insecurity. It is an insecurity borne of a paradoxical reliance on, and failure of, neoliberal forms of economics and society. In the context of a post-Global Financial Crisis (post-GFC) world, we explore how young people take responsibility for their uncertain futures. Via our critique of how young people are supposed to manage their lives from education to employment, we argue that a form of selfhood emerges as they are challenged by limited education and employment opportunities. We call this selfhood the guerrilla self. We use this term to designate types of identity that require participation through resistance, institutionalisation through the appearance of not being institutionalised, and individualism in the midst of a failure of individualism. In making this case, we draw on stories told by young people in the USA planning for a future in a post-GFC world. 相似文献