An empirical likelihood goodness-of-fit test for time series

Summary. Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric alternatives are based on residuals arising from a fitted model. When a parametric regression model is compared with a nonparametric model, goodness-of-fit testing can be naturally approached by evaluating the likelihood of the parametric model within a nonparametric framework. We employ the empirical likelihood for an α -mixing process to formulate a test statistic that measures the goodness of fit of a parametric regression model. The technique is based on a comparison with kernel smoothing estimators. The empirical likelihood formulation of the test has two attractive features. One is its automatic consideration of the variation that is associated with the nonparametric fit due to empirical likelihood's ability to Studentize internally. The other is that the asymptotic distribution of the test statistic is free of unknown parameters, avoiding plug-in estimation. We apply the test to a discretized diffusion model which has recently been considered in financial market analysis.     

论环境法的价值取向

可持续发展观是通过对人与自然关系的重新审视和定位 ,以实现人与自然的和睦相处、和谐共存 ,实现环境、社会和经济的协调发展。在可持续发展所需要的法律制度支撑体系中 ,环境法无疑是一个举足轻重的法律部门。本文拟以环境法的价值取向为主要内容作以探讨     

A circular-cone test for testing homogeneity against a simple tree order

Several methods exist for the problem of testing the equality of several treatments against the one-sided alternative that the treatments are better than the control. These methods include Dunnett's test, Bartholomew's likelihood-ratio test, the Abelson-Tukey-Schaafsma-Smid optimal-contrast test, and the multiple-contrast test of Mukerjee, Robertson, and Wright. A new test is proposed based on an approximation of the likelihood-ratio test of Bartholomew. This test involves using a circular cone in place of the alternative-hypothesis cone. The circular-cone test has excellent power characteristics similar to those of Bartholomew's test. Moreover, it has the advantages of being simpler to compute and may be used with unequal sample sizes.     

我国现行环境资源法律制度的诊断与创新

从可持续发展的经济理论出发,按可持续发展的要求,对我国现行环境资源法律制度进行评价与诊断,指出当前环境资源法律制度中存在的不足,提出可持续发展法律制度在市场经济条件下进行创新的选择和对策,以完善我国的环境资源法制建设。     

对我院理财环境的分析与思考

高校理财环境是制约高校发展的瓶颈,影响我院理财环境的因素主要有三个,即社会外部因素,高校内部因素和财务管理本身的因素,本文通过深入分析这三个方面的因素,提出我们应该树立财务管理的目标,建立有效的财务管理人才激励机制和全员动员,寻求新的理财途径三个方面努力营造良好的理财环境为我院的发展提供坚实的财务保障。     

浅谈我国的科技创新团队建设

随着知识经济的出现,科技和创新日益受到人们的关注。知识经济是人才的创新经济,是人才协作的经济,是人才高效率的经济。科技创新团队有着十分重要的作用,创新型中国呼唤科技创新团队的建设。文章重点谈我国科技创新团队建设的重要性和必要性以及建设的具体要求和措施。     

新环境下图书馆的服务

新图书馆的建成,不仅为广大师生提供了更好的学习平台,同时鞭策工作人员努力提高服务质量,为培养具有科学精神和人文精神的高素质人才贡献力量。     

论地理学与旅游学的关系

本文主要从地理环境要素与旅游资源、旅游活动以及与其它旅游要素之间的关系来阐述地理学与旅游学之间内在的联系和区别。     

论语言交际与方言的"乡土根性"

本文论述了语言交际中的共同语与方言的固习性之间的关系 ,并从肖伯纳戏剧《卖花女》切入 ,阐述了标准英语与方言的优劣。笔者调查研究了在英国剑桥学习的 3 0名中国留学生的英语语音情况 ,结果显示汉语方言中鼻音n与l边音分辨不清者 ,对英语中 [n]和 [l]的正确发音具有持久的障碍性 ,即“乡土根性”。克服这种障碍的最佳办法并非语言环境 ,而是语言学习中所采取的策略     

阅读测验中认知与元认知策略研究

语言知识、策略能力和情绪等心理和社会特征在语言使用中交互作用,并对语言沟通能力产生影响。文章采用定量与定性方法对其预测性及内部关联加以实证。研究发现二者关联度很强,元认知策略对绩效预测力显著强于认知策略。认知与元认知策略呈现相互嵌套模式,相同加工行动在不同情境中由于履行功能差异而转换角色。