Cumulants of random sum distributions

Consider a random variable S being the sum of a number N of independent and identically distributed random variables X_j (j = 1, 2, ...) where the number N is itself a non-negative integer-valued random variable independent of the X_j An explicit expression of the r-th cumulant of S is given in terms of the cumulants of N and X_j, Asymptotic properties of the distribution of S are also discussed.     

中国居民代际收入流动性的变化趋势及影响机制研究

基于1989~2015年共计10轮CHNS数据,本文采用代际收入弹性和代际收入秩关联系数双重测度指标对我国居民代际收入流动性进行了测算,发现代际收入流动性在1991~2004年期间基本保持稳定,2004年以后呈现出不断上升的变化趋势。基于收入分组视角的研究发现,各收入组2004年以后代际收入阶层固化程度均有所降低,但高收入组和低收入组的固化程度远高于其他各组,中等收入群体是目前我国保持较高代际收入流动性的主要动力来源。从城乡差异视角看,受大规模农村劳动力向城镇流动的影响,2000年后农村家庭的代际流动性显著提升,且持续高于城市居民的代际流动性。进一步,基于人力资本分析框架对我国代际收入传递机制进行了探究,发现父亲的非教育因素在代际收入传递中起到主导作用。受整体社会制度环境不断改善的积极影响,2004年以后非教育传递机制不断减弱,对代际收入流动性的提升起到较大助推作用;而受高等教育扩张政策的影响,教育因素在2004年左右一定程度上削弱了代际收入流动性。     

A Note on the Large Sample Properties of Estimators Based on Generalized Linear Models for Correlated Pseudo‐observations

Pseudo‐values have proven very useful in censored data analysis in complex settings such as multi‐state models. It was originally suggested by Andersen et al., Biometrika, 90, 2003, 335 who also suggested to estimate standard errors using classical generalized estimating equation results. These results were studied more formally in Graw et al., Lifetime Data Anal., 15, 2009, 241 that derived some key results based on a second‐order von Mises expansion. However, results concerning large sample properties of estimates based on regression models for pseudo‐values still seem unclear. In this paper, we study these large sample properties in the simple setting of survival probabilities and show that the estimating function can be written as a U‐statistic of second order giving rise to an additional term that does not vanish asymptotically. We further show that previously advocated standard error estimates will typically be too large, although in many practical applications the difference will be of minor importance. We show how to estimate correctly the variability of the estimator. This is further studied in some simulation studies.     

影响企业扩张度的因素及其熵描述

通过对影响企业扩张度因素的分析以及熵思想下企业扩张度的重新界定,指出企业扩张必须遵循的原则就是,扩张必须基于自身核心竞争能力等内部基本元素的强弱与外部环境来确定其扩张的规模、速度以及经济范围,以便达到内部熵能最小和持续发展的目的。     

Importance of interpolation when constructing double-bootstrap confidence intervals

We show that, in the context of double-bootstrap confidence intervals, linear interpolation at the second level of the double bootstrap can reduce the simulation error component of coverage error by an order of magnitude. Intervals that are indistinguishable in terms of coverage error with theoretical, infinite simulation, double-bootstrap confidence intervals may be obtained at substantially less computational expense than by using the standard Monte Carlo approximation method. The intervals retain the simplicity of uniform bootstrap sampling and require no special analysis or computational techniques. Interpolation at the first level of the double bootstrap is shown to have a relatively minor effect on the simulation error.     

On Bartlett correction of empirical likelihood for regularly spaced spatial data

Bartlett correction constitutes one of the attractive features of empirical likelihood because it enables the construction of confidence regions for parameters with improved coverage probabilities. We study the Bartlett correction of spatial frequency domain empirical likelihood (SFDEL) based on general spectral estimating functions for regularly spaced spatial data. This general formulation can be applied to testing and estimation problems in spatial analysis, for example testing covariance isotropy, testing covariance separability as well as estimating the parameters of spatial covariance models. We show that the SFDEL is Bartlett correctable. In particular, the improvement in coverage accuracies of the Bartlett‐corrected confidence regions depends on the underlying spatial structures. The Canadian Journal of Statistics 47: 455–472; 2019 © 2019 Statistical Society of Canada     

A semiparametric approach for modelling multivariate nonlinear time series

In this article, a semiparametric time‐varying nonlinear vector autoregressive (NVAR) model is proposed to model nonlinear vector time series data. We consider a combination of parametric and nonparametric estimation approaches to estimate the NVAR function for both independent and dependent errors. We use the multivariate Taylor series expansion of the link function up to the second order which has a parametric framework as a representation of the nonlinear vector regression function. After the unknown parameters are estimated by the maximum likelihood estimation procedure, the obtained NVAR function is adjusted by a nonparametric diagonal matrix, where the proposed adjusted matrix is estimated by the nonparametric kernel estimator. The asymptotic consistency properties of the proposed estimators are established. Simulation studies are conducted to evaluate the performance of the proposed semiparametric method. A real data example on short‐run interest rates and long‐run interest rates of United States Treasury securities is analyzed to demonstrate the application of the proposed approach. The Canadian Journal of Statistics 47: 668–687; 2019 © 2019 Statistical Society of Canada     

女性欲望的分裂与张扬--对张爱玲《心经》中女性形象的再认识

旨在探讨《心经》中独特的女性形象以及张爱玲写此文的深层原因。生活在父权制社会下,男性凝望世界中的女性,渴望直接与男性对话,从而产生异样感情,特殊的母女关系经历了分裂到张扬再到重组的过程,表现出女性在与男性相抗衡的过程中的绝望与疯狂,也隐含作者内心深处的希望。     

犯罪圈的扩张及其合理限制——以我国刑事立法的变迁为视角

犯罪圈的扩张是我国刑事立法的主导方向,现代化的发展、权利的保护是犯罪圈在特定时期不断扩大的主要原因。立法上的犯罪化的内在根据,在于行为具有应受刑罚处罚程度的社会危害性。犯罪圈的扩张应当受到合理限制：遵循刑法的谦抑性原则,考虑新增罪名与其他罪名的关系,考虑国民的感受与认同并理性对待民意,在注重入罪的同时,也应做到及时地出罪。