Smoothed Extreme Value Estimators of Non-Uniform Point Processes Boundaries with Application to Star-Shaped Supports Estimation

We address the problem of estimating the edge of a bounded set in ? ^d given a random set of points drawn from the interior. Our method is based on a transformation of estimators dedicated to uniform point processes and obtained by smoothing some of its bias corrected extreme points. An application to the estimation of star-shaped supports is presented.     

A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood

In this work, the problem of testing whether different (?2) independent samples, with (possibly) different heavy-tailed distributions, share the same extreme value index, is addressed. The test statistic proposed is inspired by the empirical likelihood methodology and consists in an ANOVA-like confrontation of Hill estimators. Asymptotic validity of this simple procedure is proved and efficiency, in terms of empirical type I error and power, is investigated through simulations under a variety of situations. Surprisingly, this topic had hardly been addressed before, and only in the two-sample case, though it can prove useful in applications.     

Some properties of clasical multi-dimesional scaling

The paper gives a new optimal property of the classical method of multi-dimensional scaling when the distance matrix is non-Euclidean. We also examine robustness of the method under a linear model. A technique to estimate missing values is also given.     

Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter

We propose a new regression-based filter for extracting signals online from multivariate high frequency time series. It separates relevant signals of several variables from noise and (multivariate) outliers.

Unlike parallel univariate filters, the new procedure takes into account the local covariance structure between the single time series components. It is based on high-breakdown estimates, which makes it robust against (patches of) outliers in one or several of the components as well as against outliers with respect to the multivariate covariance structure. Moreover, the trade-off problem between bias and variance for the optimal choice of the window width is approached by choosing the size of the window adaptively, depending on the current data situation.

Furthermore, we present an advanced algorithm of our filtering procedure that includes the replacement of missing observations in real time. Thus, the new procedure can be applied in online-monitoring practice. Applications to physiological time series from intensive care show the practical effect of the proposed filtering technique.     

The effect of temporal aggregation on the estimation accuracy of ARMA models

ABSTRACT

Autoregressive Moving Average (ARMA) time series model fitting is a procedure often based on aggregate data, where parameter estimation plays a key role. Therefore, we analyze the effect of temporal aggregation on the accuracy of parameter estimation of mixed ARMA and MA models. We derive the expressions required to compute the parameter values of the aggregate models as functions of the basic model parameters in order to compare their estimation accuracy. To this end, a simulation experiment shows that aggregation causes a severe accuracy loss that increases with the order of aggregation, leading to poor accuracy.     

和谐视域下构建社会主义核心价值观的迫切性

社会主义社会的核心价值现,是社会主义特有的价值体系的灵魂和导航器,它在整个社会价值体系中处于主导地位.尤其是转型期的中国现状,使得构建社会主义核心价值现有其时代重要性和迫切性.     

“第三条道路”价值观时代背景透析

20世纪90年代后期西方国家流行的“第三条道路”价值观,是西方发达国家的社会民主党为了迎接当今经济全球化等挑战而作出的理论变革和价值观念更新,是一种面向新世纪的“新政治”。“第三条道路”倡导的价值观变革具有深厚的时代背景和深刻的现实依据：基本前提是全球化对西方国家的经济社会发展提出的新挑战;阶级基础是西方社会结构和阶层结构的深刻变化;思想基础是冷战结束提出的更新理论纲领的新要求;现实依据是西方社会民主党竞选执政的迫切需要。     

马克思恩格斯政治文明思想论要

马克思主义政治文明思想是人类政治文明思想发展的产物.马克思恩格斯对民主、自由和人权之普遍价值的论述,从国家与社会关系的视域对未来民主政治发展路向的描绘,以及关于无产阶级政党"党内民主"的理论原则和制度设计,为社会主义政治文明建设和执政党建设提供了直接的思想理论资源,具有重要的现实价值.     

论日语多重表达的文化价值

在人类文明的进程中,思想与情感的交流是靠语言来实现的。语言既是文化的载体,又是文化的表现。语言丰富着文化,有时也透支着文化。日语的表达充满了谦和、忍让和恭敬,反映了日本文化的兼容并蓄、内敛平和及功利追求的特点。文章试图通过研究日本语言的透支现象、本土特点及创新趋势来探究日本文化的价值。对日语多种表达方式的研究,有助于了解日本语言的发展和文化的衍进,进而把握日本语言文化的特点与内涵,藉此促进中日两国文化交流。     

从《资本论》指导地位的视角认识其当代价值

《资本论》是马克思最主要的代表作,被称为“马克思主义的百科全书”,在新形势下其价值是不言而喻的。从批判性的维度看,《资本论》是认识和分析资本主义制度的理论依据;从建设性的维度看,是中国特色社会主义伟大实践的理论基础;从开放性的维度看,以《资本论》体系为代表的马克思主义经济学是开放的体系、发展的理论,具有恒久的生命力。