金融资产的动态非线性相关:一个新的模型

基于Kendall’sτ秩相关系数的优越性和定义,本文提出了新的具有明确经济意义的动态条件相关copula模型,将常用的Gaussian、Clayton和Gumbel函数统一根据该演化方程实现动态化,构造出三种Kendall’sτ动态条件相关copula模型,可用于刻画不同的相关模式。这些模型不仅参数少、容易估计,避免了现有动态条件相关copula模型构建方法各异导致的在实证中不利于比较的缺点,而且能够进行多步向前预测,有效地减少了进行样本外预测时的计算量,从而为刻画时变、非线性、非对称性和尾部相关等复杂的动态相关模式提供了新方法。     

Outlier detection in high-dimensional regression model

An outlier is defined as an observation that is significantly different from the others in its dataset. In high-dimensional regression analysis, datasets often contain a portion of outliers. It is important to identify and eliminate the outliers for fitting a model to a dataset. In this paper, a novel outlier detection method is proposed for high-dimensional regression problems. The leave-one-out idea is utilized to construct a novel outlier detection measure based on distance correlation, and then an outlier detection procedure is proposed. The proposed method enjoys several advantages. First, the outlier detection measure can be simply calculated, and the detection procedure works efficiently even for high-dimensional regression data. Moreover, it can deal with a general regression, which does not require specification of a linear regression model. Finally, simulation studies show that the proposed method behaves well for detecting outliers in high-dimensional regression model and performs better than some other competing methods.     

Bayesian Design of Special Type of Double Sampling Plans for Compliance Testing

Bayesian acceptance sampling plans, which utilize prior information on the process variation, can be employed as an alternative to conventional types of plans for taking decisions on the disposition of submitted lots. A special type of double sampling inspection plans by attributes with small acceptance numbers using Bayesian methodology is presented in this paper emphasizing its significance over small acceptance number single sampling plans. The procedures for designing such sampling plans for specified degree of discrimination which would ensure protection to the producer and consumer are discussed with illustrations under the conditions for the application of gamma-Poisson distribution.     

Adaptation of the jackknifed ridge methods to the linear mixed models

The purpose of this article is to obtain the jackknifed ridge predictors in the linear mixed models and to examine the superiorities, the linear combinations of the jackknifed ridge predictors over the ridge, principal components regression, r?k class and Henderson's predictors in terms of bias, covariance matrix and mean square error criteria. Numerical analyses are considered to illustrate the findings and a simulation study is conducted to see the performance of the jackknifed ridge predictors.     

Women's participation in self‐help groups as a pathway to women's empowerment: A case of Nepal

Non‐governmental organizations (NGOs) and the government of Nepal have made some effort to reduce poverty in Nepal by creating women's affiliation groups, some of which are micro‐credit organizations. Using capabilities as defined by Amartya Sen (Development as freedom, Oxford University Press, New Delhi, 2000), which includes employment opportunities, women's ownership in productive resources such as land and/or homes, educational opportunities, and women's participation in decision‐making in the family, this study evaluated the extent to which women's ethnic group or caste affiliation affected a woman's likelihood of being empowered by participation in these groups. We analyzed a sample of 8,973 women which was taken from the 2011 Nepal Demographic and Health Survey. Previous research has demonstrated that participation in gender‐based groups is correlated with higher economic status. This study adds to the literature on women's affiliation groups by investigating the impact of structural factors, such as caste and ethnicity, on women's self‐help group participation (women's groups and credit groups).     

Is prenatal sex selection associated with lower female child mortality?

I examine whether prenatal sex selection has substituted postnatal excess female mortality by analysing the dynamics of child sex ratios between 1980 and 2015 using country-level life table data. I decompose changes in child sex ratios into a ‘fertility’ component attributable to prenatal sex selection and a ‘mortality’ component attributable to sex differentials in postnatal survival. Although reductions in numbers of excess female deaths have accompanied increases in missing female births in all countries experiencing the emergence of prenatal sex selection, relative excess female mortality has persisted in some countries but not others. In South Korea, Armenia, and Azerbaijan, mortality reductions favouring girls accompanied increases in prenatal sex selection. In India, excess female mortality was much higher and largely stable as prenatal sex selection emerged, but slight reductions were seen in the 2000s. In China, although absolute measures showed reductions, relative excess female mortality persisted as prenatal sex selection increased.     

Mothers' work patterns and Children's cognitive achievement: Evidence from the India Human Development survey

As female labor force participation increases globally, the relationship between maternal employment and children's development remains unclear. Using data from the India Human Development Survey (2005), we investigate the link between maternal employment and children's arithmetic and reading achievement. We develop a work pattern typology that goes beyond standard measures of employment and captures work intensity and its compatibility with child-rearing in a transitional economy. We find that the relationship between maternal employment and children's outcomes is not unidimensional. For example, children of self-employed mothers are not disadvantaged compared to those with stay-at-home mothers, but maternal employment in salaried jobs or wage work outside the home is negatively associated with cognitive skills in children. However, this negative association is reversed at higher levels of maternal education, suggesting greater access to resources and flexibility associated with better jobs mitigate the negative aspects of maternal employment posed by time constraints. Additionally, maternal employment is associated with maternal involvement in schoolwork and financial investment in academic activities, providing evidence that both time and resources devoted to children's education are significant.     

古诗“断”—“译”—“联”—“对”四步赏析法

为了破解学生读不懂古诗的难题，根据学生的实际情况，借鉴古人的读诗方法，结合古诗的句法结构特征，在教学中通过实施“断”—“译”—“联”—“对”四步赏析法，引领学生循序渐进地心领古诗表面文意，神会古诗情志内涵。     

谭恩美小说《接骨师之女》的国内研究综述

华裔作家谭恩美的小说《接骨师之女》一出版就引起了国内研究者的关注。从最近十年国内公开发表的论文看，不论是文章的数量，还是文章的质量都呈现出持续发展的态势，研究者从不同的角度对作品展开解读。但是，系统回顾小说《接》的国内研究现状，不难发现，当前对该作品的研究仍然存在不少的问题：如主题内容过于集中，研究视角狭窄且多重复，研究的深度有待提高等等。如果这些问题得到妥善解决，小说《接骨师之女》仍然具有较大的研究空间，其前景也令人期待。     

Diagnostics for quasi-likelihood nonlinear models

Quasi-likelihood nonlinear models (QLNMs) are an extension of generalized linear model and include a widen class of models as special cases. This article investigates some diagnostic methods in QLNMs. An equivalency between a case-deletion model and a mean-shift outlier model in QLNM is established. Two simulation study and a real dataset are used to illustrate the proposed diagnostic methods.