Detection and estimation of structural change in heavy-tailed sequence

In this paper, bootstrap detection and ratio estimation are proposed to analysis mean change in heavy-tailed distribution. First, the test statistic is constructed into a ratio form on the CUSUM process. Then, the asymptotic distribution of test statistic is obtained and the consistency of the test is proved. To solve the problem that the null distribution of the test statistic contains unknown tail index, we present a bootstrap approximation method to determine the critical values of the null distribution. We also discuss how to estimate change point based on ratio method. The consistency and rate of convergence for the change-point estimator are established. Finally, the excellent performance of our method is demonstrated through simulations using artificial and real data sets. Especially the simulation results of bootstrap test are better than those of another existing method.     

竞争性国有企业的退出时序与退出方式

对国有经济进行战略性调整 ,是从整体上搞好国有经济的重要举措之一。鉴于当前国有经济职能过泛、覆盖面过宽且效率低下的事实 ,以及市场经济中国有经济应该扮演的职能 ,这种战略性调整在竞争性领域 ,主要表现为一种退出。国有企业在竞争性领域的退出 ,要把握好退出的时序与方式 ,以期优化国有经济的退出效率 ,降低其对国民经济和社会安全的震荡程度。     

有关框架的若干结果

在Banach空间给出了一个Bessel序列成为框架的充要条件；给出了文[5]中若干结果更简洁的证明。     

进展性缺血性脑卒中临床预后因素的分析

目的观察急性脑梗死患者血清钙（Ca2＋）、神经元特异性烯醇化酶（NSE）、超敏C反应蛋白（hs-CRP）的含量变化,探讨对急性脑梗死患者临床预后的影响。方法根据病情将病例组分为进展性脑梗死组和对照组。检测131例进展性脑梗死患者和131例对照组患者早期血清Ca2＋、NSE、hs-CRP含量。结果进展性脑梗死组与对照组比较血清Ca2＋含量显著减少（P〈0.01）,血清NSE、hs-CRP含量显著增加（P〈0.01）。结论血清Ca2＋、NSE和hs-CRP含量的变化可作为评估病情进展的指标。     

间断复利与连续复利的比较研究

通过等比序列现金流量连续复利计算公式的推导,比较间断复利和连续复利的差异。研究在等比序列的条件下,连续现金流量对资金时间价值的影响。     

A Note on the Relations Between Some Concepts of Positive Dependence

In this article, we provide some explicit examples showing that weak association in sequence is strictly weaker than weak association and strictly stronger than positive supermodular dependence. Furthermore, we show that strongly positive orthant dependence is strictly weaker than weakly association and strictly stronger than positive orthant dependence. Finally, we also show that positive supermodular dependence is not stronger than strongly positive orthant dependence.     

Quantile Regression Estimator for GARCH Models

Abstract. In this article, we study the quantile regression estimator for GARCH models. We formulate the quantile regression problem by a reparametrization method and verify that the obtained quantile regression estimator is strongly consistent and asymptotically normal under certain regularity conditions. We also present our simulation results and a real data analysis for illustration.     

研究者出版记录中的会议序列提取研究

对研究者发文序列的研究不仅可帮助了解领域研究现状,而且对于会议评级、热点预测分析等都有重要的意义。通过对研究者出版序列中的会议进行分析,提取会议序列并进行聚类,有助于发现领域相关性,理解领域发展演化。该文针对会议序列提取中直接考虑前后顺序所存在的不准确,提出了根据时间片相关的会议序列提取方法,以提高会议聚类的准确性。通过真实数据集上的定量和定性实验证明了该方法的有效性,并对结果进行了实例分析。     

Complete Convergence for Weighted Sums and Arrays of Rowwise Extended Negatively Dependent Random Variables

In this article, we study the complete convergence for weighted sums of extended negatively dependent random variables and row sums of arrays of rowwise extended negatively dependent random variables. We apply two methods to prove the results: the first of is based on exponential bounds and second is based on the generalization of the classical moment inequality for extended negatively dependent random variables.     

Young,successful, precarious? Precariousness at the entry stage of employment careers in Germany

ABSTRACT

The article investigates entry-stage employment trajectories of young people in Germany, asking whether transitions into continuous employment indicate successful labour market integration. Applying a novel multidimensional approach to precariousness to individuals’ employment and household trajectories, we understand entry-stage employment trajectories holistically. The balanced-panel sample is drawn from the German Socio-Economic Panel, with a focus on young men and women between 15 and 25 years of age in the first year of the sample period who had been employed at least once (n?=?1360).

Dual-channel sequence-cluster analysis reveals considerable variation in the precariousness of young people’s entry-stage employment. While almost all young men and women experience periods of precariousness, the durations vary substantially. Precarious employment or precarious living conditions frequently occur during education. Our results confirm that individuals with disrupted employment trajectories are seldom successfully integrated into the labour market and frequently experience precarious employment. In previous research, transitions into continuous employment have been understood as the hallmark of successful labour market integration. This holds true for young women but not for young men, who experienced continuous and precarious entry-stage employment. To correctly identify young men’s successful labour market integration, additional information about their employment precariousness is required.