B股与H股及红筹股之间的溢出效应与信息流动

运用向量GARCH-M模型检验了B股与H股及红筹股之间的溢出效应与信息流动.实证结果表明:红筹股对沪深市B股、H股对沪市B股的收益和波动溢出效应均显著存在,而反向的溢出效应均不显著,表明信息是从红筹股向沪深市B股、从H股向沪市B股单向流动的;深市B股与H股之间相互的收益溢出效应均存在,而波动溢出效应均不存在,信息在H股和深市B股之间的流动情况不明显;在信息流动过程中,红筹股始终处于信息领先地位.     

Bayesian analysis of outlier problems using divergence measures

A Bayesian approach is presented for detecting influential observations using general divergence measures on the posterior distributions. A sampling-based approach using a Gibbs or Metropolis-within-Gibbs method is used to compute the posterior divergence measures. Four specific measures are proposed, which convey the effects of a single observation or covariate on the posterior. The technique is applied to a generalized linear model with binary response data, an overdispersed model and a nonlinear model. An asymptotic approximation using Laplace method to obtain the posterior divergence is also briefly discussed.     

辅酶B_(12)模型化合物n-C_3H_7Co(salen)(γ—pic)的合成和表征

本文用配体置换法合成了烷基钴Schiff碱配合物n—C_3H_ 7Co(salen)(γ—pie)(正丙基·4-甲基吡啶·双水杨醛合乙二亚胺合钴(Ⅱ))。并进行了元素分析、红外光谱、紫外光谱、核磁共振等性质表征。     

Two point priors and Γ-minimax estimating in families of uniform distributions

It is shown that when a parameter lying in a sufficiently small interval is to be estimated in a family of uniform distributions, a two point prior is least favourable under squared error loss. The unique Bayes estimator with respect to this prior is minimax. The Γ-minimax estimator is derived for sets Γ of priors consisting of all priors that give fixed probabilities to two specified subintervals of the parameter space if a two point prior is least favourable in Γ.     

A probablistic analysis for an optimal screening problem

Summary We consider a lotL formed byN apparently similar unitsW ₁,…,W _N, where each of theW _i may come from one of two different populationsP ₁ andP ₂;T ₁,…,T _N denote the corresponding lifetimes. The units fromP _i undergo a failure of kindi and their survival function isS _i (t). We assume that the failure rate function are known and that the units fromP ₁ are ?substandard?: λ ₁ (t)≥λ ₂ (t), ∀t≥0. We want to putW ₁,…,W _N under a pre-operational test (burn-in test) in order to eliminate at least a great part of the substandard units and we face the problem of obtaining a rule for stopping the test under the assumption that, with the failure of a unit, it is possible to recognize the population from which the unit comes. Such a problem will be formalized as an optimal stopping problem for a suitably defined Markov process. Our study shall evidentiate some fundamental aspects of the problem and the role of the prior distribution of the (random) numberM ₀ of those units inL coming fromP ₁ (substandard). The latter distribution has a great influence on the form of the solution. This research was supported by the C.N.R. Project ?Statistica Bayesiana e Simulazione in Affidalità e Modellistica Biologica?.     

Evaluating a private foundation's health program

Public policy decisions in health are increasingly difficult and expensive. Although there will never be enough information available, private foundations can help to bridge the most important gaps in knowledge. Larger foundations may also wish to respond to those who doubt the value of foundation activities. This article reviews the experiences over the past eight years of The Robert Wood Johnson Foundation in employing evaluation and related social research procedures in the planning and implementation of a major philanthropic effort to improve the health and medical care of Americans. Discussed are the still evolving Foundation evaluation framework, the unanticipated problems in undertaking specific evaluations, and the substantive findings of some of the studies.     

Personal income taxation under mobility, exogenous and endogenous welfare weights, and asymmetric information

This paper analyses how governments should tax labour income accruing to a group of highly skilled and geographically mobile individuals who divide their time or career between several jurisdictions. The analysis differs from previous models on migration and taxation by addressing optimal regulation when agents work for several principals. Optimal taxation is developed for social welfare functions with exogenous and endogenous welfare weights. Marginal income taxes are applied for screening purposes, and the rates are lower with endogenous than with exogenous welfare weights. Received: 22 January 1998/Accepted: 3 July 1999)     

莱麦草染色体组分析及染色体变异的观察

通过对有丝分裂中期及减数分裂终变期染色体数目统计,形态、行为的观察,发现莱麦草染色体呈现广泛的变异：有丝分裂中期株内染色体数目在2n＝11──56内变化,含有本物种染色体数目2n＝28的细胞仅占统计数的27．8％。减数分裂终变期出现36％具非整倍性的花粉母细胞,染色体数除数目变异外还有结构变异如Robertson易位等。本文对该种进行了染色体组分析,确认其为同源四倍体。同时对该物种株内产生混倍性的原因,在物种进化上的意义进行了探讨。     

数字电视视频压缩标准

简述MPEG、JPEG与H系列图像压缩编码国际标准中与高清晰度数字电视视频相关的编码技术,并指出各自的特点、性能与应用。     

新中国60年劳伦斯研究之考察与分析

中国的劳伦斯研究从20世纪30年代开始起步,自80年代起走向繁荣。在80年代,劳伦斯笔下的性描写是学者关注的中心,也鼓舞和启发了中国作家对人性的深入探索。90年代之后,中国学者对劳伦斯研究的范围不断扩大,对其创作中的工业文明与大自然的冲突主题、两性关系主题、死亡与再生主题,非理性心理描写、原始主义等问题都进行了深入探究,也对其作品中的象征隐喻手法进行了全面的分析。精神分析、生态批评、比较文学,以及原型批评、解构主义批评、叙事学、伦理学批评等研究方法,都应用于劳伦斯研究,取得了可观的成绩。另一方面,中国的劳伦斯作品翻译良莠不齐,研究的低水平重复、缺乏学术规范现象也十分严重。