Estimation of a Copula when a Covariate Affects only Marginal Distributions

This paper is concerned with studying the dependence structure between two random variables Y₁ and Y₂ in the presence of a covariate X, which affects both marginal distributions but not the dependence structure. This is reflected in the property that the conditional copula of Y₁ and Y₂ given X, does not depend on the value of X. This latter independence often appears as a simplifying assumption in pair‐copula constructions. We introduce a general estimator for the copula in this specific setting and establish its consistency. Moreover, we consider some special cases, such as parametric or nonparametric location‐scale models for the effect of the covariate X on the marginals of Y₁ and Y₂ and show that in these cases, weak convergence of the estimator, at ‐rate, holds. The theoretical results are illustrated by simulations and a real data example.     

Tests for homogeneity of variance

Six procedures which convert tests of homogeneity of variance into tests for mean equality for independent groups are compared. The tests are the analysis of variance (ANOVA) and Welch F statistics. The Welch statistics are included since it was anticipated that ANOVA would not provide a robust test when samples of unequal sizes are obtained from non-normal populations. However, the Welch tests are not found to be uniformly preferrable. In addition, a prior recommendation for Miller's jackknife procedure is not supported for the unequal sample size case. The data indicates that the current tests for variance heterogeneity are either sensitive to non-normality or, if robust, lacking in power. Therefore, these tests cannot be recommended for the purpose of testing the validity of the ANOVA homogeneity assumption.     

语用失误的认知分析——语用失误与认知语境研究之假设观

语用失误的研究一直以来就是国内外语言学界研究的热点。以往的大部分研究多局限在语言表达与文化，习俗和礼貌等不相适应的文字表征层面，文化差异经常被归结为语用失误的根本原因。目前对语用失误的认知探讨还不多。以宏观的认知语境为理论框架，对交际中的语用失误现象重新进行认知的界定和阐释。语用失误现象的形成主要是因为交际双方的假设不能互明或假设的关联环节出现问题。     

Ethnographic Study of Gay and Bisexual Working-Class Men in the United States

SUMMARY

Thirty-nine working-class gay and bisexual men were interviewed using ethnographic techniques to better understand their resilience in light of homophobia, heterosexism, classism, AIDS, violence and discrimination. Several themes emerged: heterosexual assumption, sense of difference, socialized to hide, gay identity confusion, coming-out as an ongoing process, managing stigma, conflict with religion, family support, relationships, self-concept, working-class attitudes, and drug and alcohol abuse.     

情绪的目标结构变化说与情感管理的发展

对情绪、情感的态度转变是传统管理与现代管理的一个分水岭。基于人类心理的自组织模式,可以发现,在一定情境中,个体目标结构变化的方式或历程决定着所发生的情绪的性质,目标结构变化的速度与机体预备的能量激活水平决定着所发生的情绪的强度,这就是情绪的目标结构变化说。这一理论构成了情感管理的理论基础,它使我们认识到,情感管理的本质就是尊重人的尊严与价值,促进人们实现自己的愿望与梦想,让人们体验生活的幸福与快乐。情感管理应成为人本管理的中心环节。     

Identifying Nonproportional Covariates in the Cox Model

This paper addresses problem of testing whether an individual covariate in the Cox model has a proportional (i.e., time-constant) effect on the hazard. Two existing methods are considered: one is based on the component of the score process, and the other is a Neyman type smooth test. Simulations show that, when the model contains both proportional and nonproportional covariates, these methods are not reliable tools for discrimination. A simple yet effective solution is proposed based on smooth modeling of the effects of the covariates not in focus.     

国内外能源价格的非线性特征研究——以原油和天然气为例

基于BDS法和替代数据法,对布伦特原油现货价、大庆原油现货价以及NYMEX天然气期货价和亨利中心天然气现货价的日数据进行了非线性特征检验。研究表明,上述能源价格收益率不服从正态分布,存在长相关特征并具有一定的非线性结构。在替代数据法检验时发现,嵌入维数小于6时,上述能源价格的原始数据和替代数据没有显著性差异,表明在维数低于6时,可以用少于6个经济变量进行线性模拟,以对相关能源价格进行短期预测,以便为中国能源政策制定及能源行业的科学发展提供有益启示。     

刑事程序失灵和程序法的人性假设

人性假设是设计法律制度的逻辑起点,也是评判法律制度实效的重要参考,中国刑事程序法对司法官员的人性假设是公而忘私的“道德人”。过去十余年的司法运作中,诸多刑事程序在司法实践中面临被不断规避、架空和搁置的尴尬境地,而程序法对司法官员基本人性假设的错位,是程序制度失灵发生的深层次原因。只有理性的认识到司法官员的“经济人”角色,程序制度的失灵才可能得到克服。     

自助游中意外事故之责任分配研究

自助游中驴友因意外事故而遭受损害的责任究竟如何分配,是法律亟待解决的问题。通过对自助游性质的考察及相关制度的比较可以得出:自助游驴友之间并不成立合同关系,亦不负有安全保障义务,驴友参加自助游属于一种自冒风险的行为,故而应当秉持自我负责的基本原则,而非将责任转嫁他人。     

我国上市公司会计政策选择的经济动机

由于我国尚未真正建立起经理人激励机制 ,债务约束软化以及企业家“官本位”等现实情况的存在 ,西方学者在研究上市公司会计政策选择行为时所依据的“分红计划假设”、“债务契约假设”和“政治成本假设” ,在研究我国上市公司会计政策选择问题时并不适用。通过对1 993年到 2 0 0 0年期间上市公司净资产收益率的考察 ,可以发现影响我国上市公司会计政策选择的经济动机与证监会发布的有关增发配股和摘牌等政策密切相关。因此 ,提出了影响我国上市公司会计政策选择的两大经济动机 :“壳资源”假设和“配股生命线”假设