On characterizing the normal and poisson distributions

Multivariate normal, correlated multivariate Poisson and multiple Poisson distributions are characterized, in the class of exponential-type distributions, by the properties of the linear combinations of the variables, the properties of their cumulants and the recurance relation between the cumulants.     

Large sample bias of maximum likeihood estimates from a series of sparse ixj tables

For a large series of IxJ tables, each containing two observations, the bias of the maximum likelihood estimates of log linear partial association parameters is shown to be equal to the parameters, regardless of the size of I and J. The partial association considered is that between row and column variables; the three way interactions are assumed to be O. This is a generalization of Andersen's results (1973a, 1973b) for a series of 2x2 tables.     

Alternative tests for heteroscedasticity of disturbances:a comparative study

This paper presents three small sample tests for testing the heteroscedasticity among regression disturbances. The power of these tests are compared with two of the leading tests for this hypothesis, one by Goldfeld and Quandt [5] and the other by Theil [17]. We also provide a heuristic method of selecting the number of middle observations to be deleted for the Goldfeld-Quandt type of tests.     

Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood

For a segmented regression system with an unknown changepoint over two domains of a predictor, a new empirical likelihood ratio statistic is proposed to test the null hypothesis of no change. Under the null hypothesis of no change, the proposed test statistic is shown empirically to be Gumbel distributed with robust location and scale estimators against various parameter settings and error distributions. A power analysis is conducted to illustrate the performance of the test. Under the alternative hypothesis with a changepoint, the test statistic is utilized to estimate the changepoint between the two domains. A comparison of the frequency distributions between the proposed estimator and two parametric methods indicates that the proposed method is effective in capturing the true changepoint.     

On the existence of linear trend free block designs

We present a class of counerexamples for a conjecture on the existence or linear trend free block designs we will also prove a considerably weakened version of this conjecture which will determine all combinations of designs parmetres for which the class of linear trend free block designs is non empty.     

蒙藏关系下的文化变迁和民族认同——以青海省河南蒙古族为例

青海省河南蒙古族与藏族交错而居,两个民族长期相互接触,由于族体规模上的差异和自然条件的原因,在文化传播中主要表现为蒙古族对藏族文化的采借和适应,以致从外部特征似难将当地蒙古族从藏族中分辨出来。但细加考察,蒙古族的客观认同和主观心理归属感仍然清晰可见。在融洽的民族关系中,蒙藏之间仍然保持着融而未合、和而未同的特点。     

罗马法与伊斯兰法比较初探

罗马法与伊斯兰法在现今都具有一定的生命力。罗马法为西方法律传统的绳索,而伊斯兰教法可谓伊斯兰教理论的触角。关注罗马法与伊斯兰法的关系,在国际局势风云突变并需要冷静地从历史中归结国际关系的今天,或许多少有些意义。本文即是在这种认识上探析二者的关系,企望能引起对此问题的关注。     

从传统的中国西北民族关系看西北地区的现代化

中国西北地区是民族较多、民族关系最为复杂的一个地区。在我国尤其是西部地区的现代化过程中 ,如何总结历史经验 ,处理好民族关系就显得尤为重要。本文试在总结传统的中国西北民族关系的发展及特点的基础上 ,指出 :西北地区要处理好民族关系 ,最终实现现代化 ,就必须走建立在各民族文化相同化、融合和利益相惠通的基础之上的各民族同向多样化发展之路。     

Orientation relationship in finite dimensional space

In the present article, we discuss the regression of a point on the surface of a unit sphere in d dimensions given a point on the surface of a unit sphere in p dimensions, where p may not be equal to d. Point projection is added to the rotation and linear transformation for regression link function. The identifiability of the model is proved. Then, parameter estimation in this set up is discussed. Simulation studies and data analyses are done to illustrate the model.     

单指标非参数期权定价——改进的非参数定价方法

本文建立一种改进的非参数期权定价模型,称为单指标非参数期权定价模型。相比现有非参数回归期权定价模型是期权价格关于各个因素的多元回归函数,本模型通过变量变换把期权价格多个因素指标转换为一个综合变量——单指标,得到期权价格关于单指标的一元非参数回归方程。改进的模型实现了多元非参数期权定价模型的降维和简化了模型计算;还通过多个期限期权的单指标组合解决了非参数估计的样本数量问题;以及通过期限平滑解决了现有非参数定价模型中的日历效应问题。选取上证50ETF期权数据实证分析表明,无论是样本内的估计结果还是样本外的预测结果都比传统的Black-Scholes模型、半参数Black-Scholes模型和多元非参数回归期权定价模型估计效果有提高。