A semiparametric maximum likelihood ratio test for the change point in copula models

In the present paper, a semiparametric maximum-likelihood-type test statistic is proposed and proved to have the same limit null distribution as the classical parametric likelihood one. Under some mild conditions, the limiting law of the proposed test statistic, suitably normalized and centralized, is shown to be double exponential, under the null hypothesis of no change in the parameter of copula models. We also discuss the Gaussian-type approximations for the semiparametric likelihood ratio. The asymptotic distribution of the proposed statistic under specified alternatives is shown to be normal, and an approximation to the power function is given. Simulation results are provided to illustrate the finite sample performance of the proposed statistical tests based on the double exponential and Gaussian-type approximations.     

数论函数f(n)=n+[k/n]的最小值和最小值点

以[x]表不小于x的最小整数,设函数f(n)=n+[k/n],其中k为给定正整数,自变量n在正整数集取值。本文指出函数f(n)在整个定义域上的最小值和全部最小值点。     

Bayesian inference for pairwise interacting point processes

Pairwise interacting point processes are commonly used to model spatial point patterns. To perform inference, the established frequentist methods can produce good point estimates when the interaction in the data is moderate, but some methods may produce severely biased estimates when the interaction in strong. Furthermore, because the sampling distributions of the estimates are unclear, interval estimates are typically obtained by parametric bootstrap methods. In the current setting however, the behavior of such estimates is not well understood. In this article we propose Bayesian methods for obtaining inferences in pairwise interacting point processes. The requisite application of Markov chain Monte Carlo (MCMC) techniques is complicated by an intractable function of the parameters in the likelihood. The acceptance probability in a Metropolis-Hastings algorithm involves the ratio of two likelihoods evaluated at differing parameter values. The intractable functions do not cancel, and hence an intractable ratio r must be estimated within each iteration of a Metropolis-Hastings sampler. We propose the use of importance sampling techniques within MCMC to address this problem. While r may be estimated by other methods, these, in general, are not readily applied in a Bayesian setting. We demonstrate the validity of our importance sampling approach with a small simulation study. Finally, we analyze the Swedish pine sapling dataset (Strand 1972) and contrast the results with those in the literature.     

Bayesian point null hypothesis testing via the posterior likelihood ratio

This paper gives an exposition of the use of the posterior likelihood ratio for testing point null hypotheses in a fully Bayesian framework. Connections between the frequentist P-value and the posterior distribution of the likelihood ratio are used to interpret and calibrate P-values in a Bayesian context, and examples are given to show the use of simple posterior simulation methods to provide Bayesian tests of common hypotheses.     

从接受角度比较吴越文化对鲁迅、周作人的影响

从接受角度论述吴越文化对周氏兄弟的影响 ,强调的是主体能力的亲近与吸收。周氏兄弟的经历与个性不同 ,造成了他们对吴越文化吸收的差别 ,由此形成了他们为人为文的迥异。     

论伊斯兰民商法与市场经济规则的交点

伊斯兰教法虽诸法合体，但其本体属于私法，不乏反映市场经济规则的内容。本文通过对市场经济要求与伊斯兰民商法基本原则一致性的探讨，肯定了伊斯兰民商法在市场经济发展中的积极作用。     

邓小平对马克思主义全球化理论的创新及其实践的发展前瞻

对外开放是时代潮流和我们必须坚持的基本国策 ,也是邓小平理论的重要组成部分。从马克思主义哲学方法论、三大社会形态学说、世界历史理论、人类社会发展的两种趋势思想、交往活动相加效应规律和封闭行为重复效应与衰退规律等方面对其作一学理分析 ,对理论和实践都是不无裨益的。     

凸连续泛函极小点的一个等价条件

本文利用允许方向锥讨论了凸连续函数在凸集上的极小点的充分必要条件，其主要结果是定理2。     

一类非线性奇摄动方程的周期

探讨了方程εy' f(t,y,y')y=0的周期性,给出了周期解存在的一些条件,并进行了实例分析.