Simple detection of outlying short time series

Sets of relatively short time series arise in many situations. One aspect of their analysis may be the detection of outlying series. We examine the performance of standard normal outlier tests applied to the means, or to simple functions of the means, of AR(1) series, not necessarily of equal lengths. Although unequal lengths of series implies that the means have unequal variances, that are only known approximately, it is shown that nominal significance levels hold good under most circumstances. Thus a standard outlier test can usefully be applied, avoiding the complication of estimating the time series' parameters. The test's power is affected by unequal lengths, being higher when the slippage occurs in one of the longer series     

和谐社会构建中的利益表达与利益协调

我国正处在一个社会转型的时代,利益关系格局也发生了一定的变化,产生了利益分化和重组。在这个利益分化的时代,中国的经济利益关系格局出现了经济利益主体多元化、经济利益来源多样化、经济利益差距扩大化和经济利益关系复杂化等新的特征。对此,我们必须正视问题,应特别注意利益表达机制的构建并进行合理的利益协调,充分发挥市场、政府和利益集团的作用,只有这样才能构建一个和谐的社会。     

性感——唐代服装的审美特点

文章主要从唐代开放的时代背景,以及唐代服装的形制、面料的色彩、服装的质料等角度阐述唐代服装性感的审美因素.     

格式条款法律特征刍议

格式条款是合同法上的重要制度。我国现有合同法论著一般并未将格式条款的构成要件作为一个独立问题加以研究，笔者主要从六个方面分析讨论了格式条款的法律特征，即制订方面的特征、适用范围方面的特征、内容方面的特征、当事人关系方面的特征、形式方面的特征、解释方面的特征。     

Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution

Summary . A fairly general procedure is studied to perturb a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is sufficiently general to encompass some recent proposals in the literature, variously related to the skew normal distribution. The special case of skew elliptical densities is examined in detail, establishing connections with existing similar work. The final part of the paper specializes further to a form of multivariate skew t -density. Likelihood inference for this distribution is examined, and it is illustrated with numerical examples.     

Kurtosis modelling by means of the J-transformation

Summary: The H–family of distributions or H–distributions, introduced by Tukey (1960; 1977), are generated by a single transformation of the standard normal distribution and allow for leptokurtosis represented by the parameter h. Alternatively, Haynes et al. (1997) generated leptokurtic distributions by applying the K–transformation to the normal distribution. In this study we propose a third transformation, the so–called J–transformation, and derive some properties of this transformation. Moreover, so-called elongation generating functions (EGFs) are introduced. By means of EGFs we are able to visualize the strength of tail elongation and to construct new transformations. Finally, we compare the three transformations towards their goodness–of–fit in the context of financial return data.     

学术水准是高校学报生存和发展的根本—本刊18年来编辑风格和学术印象回顾

学术水准是高校学报生存和发展的根本 ,本刊 18年来视学术水准为理想追求 ,在办刊宗旨、专栏设置、文章理论层面等几个方面力求所刊发文章具有较高的学术价值和社会效益     

TESTING SPHERICITY UNDER A MIXTURE MODEL

The robustness of Mauchly's sphericity test criterion when sampling from a mixture of two multivariate normal distributions is studied. The distribution of the sphericity test criterion when the sample covariance matrix has a non-central Wishart density of rank one is derived in terms of Meijer's G-functions; its distribution under the mixture model is then deduced. The robustness is studied by computing actual significance levels of the test under the mixture model using the critical values under the usual normal model.     

Estimation of noncentrality parameters

We propose some estimators of noncentrality parameters which improve upon usual unbiased estimators under quadratic loss. The distributions we consider are the noncentral chi-square and the noncentral F. However, we give more general results for the family of elliptically contoured distributions and propose a robust dominating estimator.     

试论教学语言的规范化

长期以来,人们对教学语言规范化标准的认识一直停留在浅表层面,这早已对教学语言水平的提高形成了不利的影响,根本无法适应现代化人才培养的需要。教学语言规范化的标准应体现教师行业语言的突出特点和教学工作对它的基本要求。其内容指标按程度可分为初、中、高级三个档次。这三个档次从内容、形式和方法等方面对教学语言的规范化作了具体而明确的规定,为真正优化教学语言的质量提出了前提条件。