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831.
The conditional maxima of independent Poisson random variables are studied. A triangular array of row-wise independent Poisson random variables is considered. If condition is given for the row-wise sums, then the limiting distribution of the row-wise maxima is concentrated onto two points. The result is in accordance with the classical result of Anderson. The case of general power series distributions is also covered. The model studied in Theorems 2.1 and 2.2 is an analogue of the generalized allocation scheme. It can be considered as a non homogeneous generalized scheme of allocations of at most n balls into N boxes. Then the maximal value of the contents of the boxes is studied. 相似文献
832.
Joakim Westerlund 《商业与经济统计学杂志》2018,36(2):309-320
One of the most well-known facts about unit root testing in time series is that the Dickey–Fuller (DF) test based on ordinary least squares (OLS) demeaned data suffers from low power, and that the use of generalized least squares (GLS) demeaning can lead to substantial power gains. Of course, this development has not gone unnoticed in the panel unit root literature. However, while the potential of using GLS demeaning is widely recognized, oddly enough, there are still no theoretical results available to facilitate a formal analysis of such demeaning in the panel data context. The present article can be seen as a reaction to this. The purpose is to evaluate the effect of GLS demeaning when used in conjuncture with the pooled OLS t-test for a unit root, resulting in a panel analog of the time series DF–GLS test. A key finding is that the success of GLS depend critically on the order in which the dependent variable is demeaned and first-differenced. If the variable is demeaned prior to taking first-differences, power is maximized by using GLS demeaning, whereas if the differencing is done first, then OLS demeaning is preferred. Furthermore, even if the former demeaning approach is used, such that GLS is preferred, the asymptotic distribution of the resulting test is independent of the tuning parameters that characterize the local alternative under which the demeaning performed. Hence, the demeaning can just as well be performed under the unit root null hypothesis. In this sense, GLS demeaning under the local alternative is redundant. 相似文献
833.
Luis F. Martins 《Econometric Reviews》2018,37(5):466-483
This article proposes wild and the independent and identically distibuted (i.i.d.) parametric bootstrap implementations of the time-varying cointegration test of Bierens and Martins (2010). The bootstrap statistics and the original likelihood ratio test share the same first-order asymptotic null distribution. Monte Carlo results suggest that the bootstrap approximation to the finite-sample distribution is very accurate, in particular for the wild bootstrap case. The tests are applied to study the purchasing power parity hypothesis for twelve Organisation for Economic Cooperation and Development (OECD) countries and we only find evidence of a constant long-term equilibrium for the U.S.–U.K. relationship. 相似文献
834.
Use of a historical control group in a noninferiority trial assessing a new antibacterial treatment: A case study and discussion of practical implementation aspects 下载免费PDF全文
David Dejardin Paul Delmar Charles Warne Katie Patel Joost van Rosmalen Emmanuel Lesaffre 《Pharmaceutical statistics》2018,17(2):169-181
When recruitment into a clinical trial is limited due to rarity of the disease of interest, or when recruitment to the control arm is limited due to ethical reasons (eg, pediatric studies or important unmet medical need), exploiting historical controls to augment the prospectively collected database can be an attractive option. Statistical methods for combining historical data with randomized data, while accounting for the incompatibility between the two, have been recently proposed and remain an active field of research. The current literature is lacking a rigorous comparison between methods but also guidelines about their use in practice. In this paper, we compare the existing methods based on a confirmatory phase III study design exercise done for a new antibacterial therapy with a binary endpoint and a single historical dataset. A procedure to assess the relative performance of the different methods for borrowing information from historical control data is proposed, and practical questions related to the selection and implementation of methods are discussed. Based on our examination, we found that the methods have a comparable performance, but we recommend the robust mixture prior for its ease of implementation. 相似文献
835.
Nadine Shaanta Murshid 《Journal of social service research》2018,44(3):375-390
ABSTRACTMore than 30 million married women in Bangladesh access microfinance, an empowering anti-poverty tool, amidst mixed responses from scholars about microfinance's empowering effect. The present study evaluates whether microfinance participation empowers women using a culturally suitable conceptualization of empowerment constituting autonomy, decision-making power in the household, and justification of partner violence. This study utilizes data from a representative probability sub-sample of 6,150 married women aged between 15 and 49 years from the Bangladesh Demographic and Health Survey 2011 to assess the difference in empowerment between microfinance participants and a control group using propensity score matching techniques. Findings revealed that women who participated in microfinance were not statistically different at the 0.05 level from women who did not participate in microfinance in terms of empowerment when groups were matched on socio-demographic variables ensuring that treatment and comparison groups had equal propensity to participate in microfinance, casting doubt on the assertion that microfinance participation positively affects women's empowerment. Future research needs to focus on what empowerment may mean in relation to the outside world; we need to move beyond a familial understanding of empowerment to examine the individual in terms of her individual identity in the socio-political world in which she resides. 相似文献
836.
郑杭生 《Social Sciences in China》2011,(4):92-105
作为“权利”的学术话语权,主要有创造更新权、意义赋予权、学术自主权等类型;作为“权力”的学术话语权,主要有指引导向权、鉴定评判权、行动支配权等类型。这些也体现在中国社会学百余年的发展历程中。在中国社会学初创阶段,严复等人在社会学本土化和学术话语创新方面进行了尝试。费孝通经历了中国社会学前期发展阶段近20年及后期56年全过程,其学术历程对于中国社会学发展史具有典型意义。在理论自觉基础上努力达致学术话语权的制高点,是中国社会学从世界学术格局边陲走向中心的一条必由之路。 相似文献
837.
随着中国股指期货的推出,股指期货对股票市场流动性的影响又成为一个新的课题。文章运用向量自回归(VAR)模型、Granger因果检验分析了中国股指期货对股票市场的流动性影响,检测了流动性溢价理论在中国股指期货市场的应用。最终得出结论,股票市场的买卖价差和期货现货基差之间存在双向的因果关系,即股票市场的流动性波动对投资股指期货的预期收益变化有重要的作用。 相似文献
838.
以30~#透平油为工质,对在光管内插入三种不同扭率扭带的受迫流动的冷、热态流阻及换热性能进行了实验。实验的雷诺数为200~1150,普朗特数为320~590,实验结果表明:在本实验范围内,插有不同扭率的全长连续扭带管的换热系数为光管的1.7~2.6倍,而阻力系数为光管的3~7.5倍;且扭率的大小对扭带的流阻与换热影响较大。另外,还对间断扭带管内油的受迫对流换热进行了实验。 相似文献
839.
以2005~2014年福建省家族企业作为研究对象,考察家族企业的权力配置对企业会计稳健性的影响。通过对310个样本企业的实证分析发现,与家族企业实际控制人不担任董事长和总经理任何一个职位的企业相比,家族企业实际控制人担任董事长、总经理之一或者同时担任董事长和总经理的企业,会计稳健性更差;家族控制力越强,会计稳健性越差。研究结果表现,家族介入企业运营管理削弱了企业会计信息质量。 相似文献
840.
尚晴 《吉首大学学报(社会科学版)》2016,37(5):19
作为传递历史记忆的媒介,口述传说、文字、身体、仪式、碑刻等不一定能完全客观地呈现历史事实,但透过这些方式选择、重组与诠释的“过去”,往往成为人们合理化当前社会现实的重要方式。湘西古丈县田家洞为改土归流前永顺宣慰司下辖的小长官司,村中土司后裔——田氏自改革开放后,藉由祖先传说、修谱与立碑、仪式展演等活动叙写家族历史,强化族众认同。实际上,围绕历史记忆展开的家族建构不仅体现了不同能动者之间的权力角逐,也为诠释“传统”在现代社会的复苏提供了一种视角。 相似文献