Goodness-of-Fit Tests for Multiplicative Models with Dependent Data

Abstract.  Several classical time series models can be written as a regression model between the components of a strictly stationary bivariate process. Some of those models, such as the ARCH models, share the property of proportionality of the regression function and the scale function, which is an interesting feature in econometric and financial models. In this article, we present a procedure to test for this feature in a non-parametric context. The test is based on the difference between two non-parametric estimators of the distribution of the regression error. Asymptotic results are proved and some simulations are shown in the paper in order to illustrate the finite sample properties of the procedure.     

三峡地区摩崖石刻的生态分布及其审美风貌

三峡地区摩崖石刻以其自然、野趣的风格呈现在世人面前。从其生态分布特点看，或在溶洞里，或在浪涛中，或在悬崖上，或在峭壁间。正是这种自然、野趣、古朴、典雅的风格和独特的生态分布，使三峡石刻更加神奇诱人、情趣盎然、魅力无穷。     

明朝阮大铖人生悲剧的家庭成因分析

结合心理学的相关知识,从家庭环境方面,对阮大铖的悲剧成因作深入分析。阮大铖是明末著名的政客、文人。作为政客,他反复无常,臭名昭著;作为文人,他才华横溢,在诗歌及戏曲方面均取得了非常高的成就。     

The Effect of Drop-Out on the Efficiency of Longitudinal Experiments

It is shown that drop-out often reduces the efficiency of longitudinal experiments considerably. In the framework of linear mixed models, a general, computationally simple method is provided, for designing longitudinal studies when drop-out is to be expected, such that there is little risk of large losses of efficiency due to the missing data. All the results are extensively illustrated using data from a randomized experiment with rats.     

Random Bernstein Polynomials

Random Bernstein polynomials which are also probability distribution functions on the closed unit interval are studied. The probability law of a Bernstein polynomial so defined provides a novel prior on the space of distribution functions on [0, 1] which has full support and can easily select absolutely continuous distribution functions with a continuous and smooth derivative. In particular, the Bernstein polynomial which approximates a Dirichlet process is studied. This may be of interest in Bayesian non-parametric inference. In the second part of the paper, we study the posterior from a "Bernstein–Dirichlet" prior and suggest a hybrid Monte Carlo approximation of it. The proposed algorithm has some aspects of novelty since the problem under examination has a "changing dimension" parameter space.     

Bayesian estimation for the Pareto income distribution

The Bayes estimators of the Gini index, the mean income and the proportion of the population living below a prescribed income level are obtained in this paper on the basis of censored income data from a pareto income distribution. The said estimators are obtained under the assumptions of a two-parameter exponential prior distribution and the usual squared error loss function. This work is also extended to the case when the income data are grouped and the exact incomes for the individuals in the population are not available. The method for the assessment of the hyperparameters is also outlined. Finally, the results are generalized for the doubly truncated gamma prior distribution. Now deceased.     

充分开发人力资源 迎接知识经济的挑战

随着知识经济时代的到来 ,各国企业间的竞争已转化为人力资源的竞争。谁取得了人力资源的优势 ,谁就占领了竞争中的制高点。因此 ,必须加强对企业职工的教育培训 ,提高人力资源的整体素质     

高校青年教师人生价值观探讨

分析了当代中国改革开放的大背景下高等学校青年教师人生价值观的特征 ,探讨了对这一群体加强人生价值导向的措施     

诗化哲学——论里尔克对冯至《十四行集》的影响

里尔克可称为冯至诗歌创作和生活的精神恩师,冯至的《十四行集》从感受生活方式———客观体验、对生与死的思考和对孤独的感悟等几个方面都与里尔克较为相似。但这不是模仿,冯至是从本土文化出发找到与里尔克精神世界的契合点,他对生活和世界的看法与里尔克的玄思相比,更多地带有社会伦理色彩,诗作中表现出独到而鲜明的个性。他的《十四行集》可视为善于借鉴外来养分的一个硕果     

Conditional interval estimation of the mean following rejection of a two sided test

The effect of rejecting a two-sided preliminary test of significance for the mean of a normal distribution upon subsequent interval estimation of the mean is examined. For the case where the variance is known, conditional confidence intervals may be shorter than unconditional intervals, in contrast to the one-sided preliminary test case examined by Meeks and D’Agostino (1983, The American Statistician, 7, 134-136) . For the case where the variance is unknown and must be estimated by the sample variance, it is shown that customary intervals do not offer uniformly greater or lesser coverage than the nominal level.