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11.
《商业与经济统计学杂志》2012,30(1):124-136
Time-varying parameter models with stochastic volatility are widely used to study macroeconomic and financial data. These models are almost exclusively estimated using Bayesian methods. A common practice is to focus on prior distributions that themselves depend on relatively few hyperparameters such as the scaling factor for the prior covariance matrix of the residuals governing time variation in the parameters. The choice of these hyperparameters is crucial because their influence is sizeable for standard sample sizes. In this article, we treat the hyperparameters as part of a hierarchical model and propose a fast, tractable, easy-to-implement, and fully Bayesian approach to estimate those hyperparameters jointly with all other parameters in the model. We show via Monte Carlo simulations that, in this class of models, our approach can drastically improve on using fixed hyperparameters previously proposed in the literature. Supplementary materials for this article are available online. 相似文献
12.
Yidan Ma 《Journal of child sexual abuse》2018,27(2):107-121
The objective of the current study was to explore the estimated prevalence of childhood sexual abuse in China. We conducted a meta-analysis that used the data from 36 articles. A total of 125 independent samples and 131,734 participants were included. The results revealed no significant difference in the prevalence of childhood sexual abuse between Chinese men (9.1%) and women (8.9%). The prevalence of childhood sexual abuse in studies from mainland areas was significantly higher than that from Hong Kong/Taiwan. The estimated prevalence of childhood sexual abuse in China also differed according to the definition of child sexual abuse, data collection method, year of data collection, and the mean age of participants at the time of assessment. 相似文献
13.
Asymptotics of an alternative extreme-value estimator for the autocorrelation parameter in a first-order bifurcating autoregressive (BAR) process with non-gaussian innovations are derived. This contrasts with traditional estimators whose asymptotic behavior depends on the central part of the innovation distribution. Within any BAR model, the main concern is addressing the complex dependency between generations. The inability of traditional methods to handle this dependency motivated an alternative procedure. With the combination of an extreme-value approach and a clever blocking argument, the dependency issue within the BAR process was resolved, which in turn allowed us to derive the limiting distribution for the proposed estimator through the use of regular variation and non-stationary point processes. Finally, the implications of our extreme-value approach are discussed with an extensive simulation study that not only assesses the reliability of our proposed estimate but also presents the findings for a new estimator of an unknown location parameter θ and its implications. 相似文献
14.
学生综合素质测评体系的完善对有效实施大学生综合素质测评工作以及指导大学生健康发展有重要意义,其中,学生综合素质测评体系的关键在于学分绩点与综合素质测评的换算模型的转化。通过分析高校现行学分绩点测评公式,发现其存在的主要缺陷是转化公式不满足统计学原理,并指出学分绩点测评的换算公式应建立在对特定学生群体特征参数群数值分析的基础上。以西南石油大学某专业学生某学年的成绩分布数据进行验证,采取统计原理、常数变异法和不动点原理进行建模,利用求导方法对学分绩点测评中的特征参数群进行层次划分,然后对每段划分积分,通过归一化来确定变异项,得出新的换算模型。结果表明新模型能更好地反映学生的学习成绩在综合素质测评中的地位。 相似文献
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16.
This paper considers the maximum and minimum of a pair of log-normal variables with equal mean. It shows that either order statistic has a smaller coefficient of variation than the two original log-normal variables provided the latter are of equal variance. When the variances are unequal, as the variance ratio increases, the minimum (maximum), has a smaller coefficient of variation if the correlation coefficient of the log-normal variables is small (small) and the variances are large (small). 相似文献
17.
罗杰瑞 《北京大学学报(哲学社会科学版)》2007,44(2):91-94
从高本汉最早的著作开始就把中国音韵学和方言田野调查紧密地结合起来。在中古音的构拟和间接的上古音研究方面,方言资料是相当重要的角色。早期的方言田野调查以字音为主,后来认识到俗传词才是探索方言历史的关键。 相似文献
18.
蔡元培翻译观的认识论诠释 总被引:1,自引:0,他引:1
黄勤 《安徽大学学报(哲学社会科学版)》2006,30(1):43-46
本文从哲学认识论的角度对蔡元培在《国文学讲义.叙言》中隐含的“译即易”的译学观点进行了诠释。认为翻译过程就是译者主体对于文本客体的认识活动,在这一认识过程中,译者主体的认知结构、价值观念、情感等都对翻译起着重要的作用,从而产生不同的认识结果即不同的译本。但译者主体作用的发挥最终还是要受到文本这个客体和原文本作者这另一主体的制约。文本内容,即原作者的思想仍旧是无法改变的。 相似文献
19.
Christian Ilbury 《Journal of Sociolinguistics》2020,24(2):245-264
Recent computational sociolinguistic analyses of social media have emphasized the potential of using orthographic variation as a proxy for speech, thereby permitting macro‐level quantitative studies of regional and social variation (e.g. Eisenstein, 2015). However, the extent to which stylistic variation may affect these analyses remains largely unexplored. In this paper, I explore how authors use variant spellings stylistically to deploy personae and characterological figures (Agha, 2003), by examining the presence of African American Vernacular English (AAVE) features in a corpus of 15,804 tweets extracted from the timelines of 10 gay British men. I argue that the stylization of AAVE signals the development of a very specific persona—the “Sassy Queen”—which relies on an essentialized imagining of Black women as “fierce” and “sassy.” Concluding, I emphasize the value of micro‐level analyses in complementing quantitative analyses of linguistic variation in social media. 相似文献
20.
In this work we suggest the use of the Gini index on control charts. The asymptotic properties of Gini index are presented and the control charts based on appropriate confidence intervals are constructed. The suitability of the proposed charts are investigated by means of extensive simulations. 相似文献