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31.
《Journal of Statistical Computation and Simulation》2012,82(6):707-711
In this paper, semiparametric methods are applied to estimate multivariate volatility functions, using a residual approach as in [J. Fan and Q. Yao, Efficient estimation of conditional variance functions in stochastic regression, Biometrika 85 (1998), pp. 645–660; F.A. Ziegelmann, Nonparametric estimation of volatility functions: The local exponential estimator, Econometric Theory 18 (2002), pp. 985–991; F.A. Ziegelmann, A local linear least-absolute-deviations estimator of volatility, Comm. Statist. Simulation Comput. 37 (2008), pp. 1543–1564], among others. Our main goal here is two-fold: (1) describe and implement a number of semiparametric models, such as additive, single-index and (adaptive) functional-coefficient, in volatility estimation, all motivated as alternatives to deal with the curse of dimensionality present in fully nonparametric models; and (2) propose the use of a variation of the traditional cross-validation method to deal with model choice in the class of adaptive functional-coefficient models, choosing simultaneously the bandwidth, the number of covariates in the model and also the single-index smoothing variable. The modified cross-validation algorithm is able to tackle the computational burden caused by the model complexity, providing an important tool in semiparametric volatility estimation. We briefly discuss model identifiability when estimating volatility as well as nonnegativity of the resulting estimators. Furthermore, Monte Carlo simulations for several underlying generating models are implemented and applications to real data are provided. 相似文献
32.
《Omega》2016
The Best Worst Method (BWM) is a multi-criteria decision-making method that uses two vectors of pairwise comparisons to determine the weights of criteria. First, the best (e.g. most desirable, most important), and the worst (e.g. least desirable, least important) criteria are identified by the decision-maker, after which the best criterion is compared to the other criteria, and the other criteria to the worst criterion. A non-linear minmax model is then used to identify the weights such that the maximum absolute difference between the weight ratios and their corresponding comparisons is minimized. The minmax model may result in multiple optimal solutions. Although, in some cases, decision-makers prefer to have multiple optimal solutions, in other cases they prefer to have a unique solution. The aim of this paper is twofold: firstly, we propose using interval analysis for the case of multiple optimal solutions, in which we show how the criteria can be weighed and ranked. Secondly, we propose a linear model for BWM, which is based on the same philosophy, but yields a unique solution. 相似文献
33.
《Journal of Social Work Practice》2012,26(1):109-118
This paper explores one aspect of unresolved trauma, namely dissociation. Its relevance to child protection is discussed with reference to two aspects: emotional neglect and choice of partner. There is an exploration of the implications for both assessment and treatment. The central place of shame in relation to dissociation is also explored. It is argued that dissociation is an important concept in child protection assessments and that social work assessments should be alert to this. 相似文献
34.
自20世纪70年代吉伯德-萨特思韦特防策略不可能性定理确立后,引起了数学、经济学、计算机科学和哲学等诸多领域中学者的广泛关注。然而,在国内外文献中,对吉伯德-萨特思韦特防策略不可能性定理的逻辑研究还比较少。基于此,借助公理化的方法探讨吉伯德-萨特思韦特防策略不可能性定理,并形式化地给出定理的内容和证明,力图把精细的逻辑推理应用于复杂的过程分析中,使防策略投票这一过程形式化、清晰化,以期能指导人们进行合理、有效的决策活动。 相似文献
35.
白迎春 《西南石油大学学报(社会科学版)》2020,22(5):92-101
我国宪法赋予了公民用自己的民族语言文字参加诉讼的权利,目的在于实现民族平等、促进民族团结、禁止民族分裂、保护中华民族语言文化的多样性,进而提高我国的文化软实力。通过调查民族语言文字诉讼司法实务,发现当前存在着少数民族语言文字诉讼程序混乱、不符合诉讼原理等问题,不利于民族语言文字诉讼权利的实现。究其原因,在于该诉讼制度缺乏程序保障。为了确保民族语言文字诉讼权利的有效实现,应设立“民汉双语诉讼规则”,以为司法机关提供统一的操作规范。民汉双语诉讼规则应该明确民汉双语诉讼的概念、类型以及民族语言文字诉讼权利的内容,并且根据不同诉讼类型有针对性地设置审判语言与诉讼语言的适用规则。 相似文献
36.
人是生活在秩序维度的,人的生命的价值,尤其是劳动力的价值,与处于不同秩序维度有关系。公共慈善也是如此。它有原始秩序的维度,也有扩展秩序的维度,在不同的维度里,有不同的价值。从特朗普家族慈善基金会的命运,可以见出慈善和慈善组织涉及到的不同维度秩序的冲突。更好地发展慈善和慈善组织,需要解决冲突,在不同的秩序维度里,处理好各个方面的关系。 相似文献
37.
Tomas Ariztia Nurjk Agloni Léna Pellandini‐Simányi 《The British journal of sociology》2018,69(2):391-411
Mainstream conceptualizations of ‘ethical consumption’ equate the notion with conscious, individual, market‐mediated choices motivated by ethical or political aims that transcend ordinary concerns. Drawing on recent sociology and anthropology of consumption literature on the links between ordinary ethics and ethical consumption, this article discusses some of the limitations of this conceptualization. Using data from 32 focus groups conducted in Chile and Brazil, we propose a conceptualization of ethical consumption that does not centre on individual, market‐mediated choices but understands it at the level of practical outcomes, which we refer to as different forms of ‘ethical living’. To do that, we argue, we need to depart from the deontological understanding of ethics that underpins mainstream approaches to ethical consumption and adopt a more consequentialist view focusing on ethical outcomes. We develop these points through describing one particular ordinary moral regime that seemed to be predominant in participants’ accounts of ethics and consumption in both Chile and Brazil: one that links consumption and ethics through care. We show that the moral regime of care leads to ‘ethical outcomes’, such as energy saving or limiting overconsumption, yet contrary to the mainstream view of ethical consumption emphasizing politicized choice expressed through markets, these result from following ordinary ethics, often through routines of practices. 相似文献
38.
A supersaturated design (SSD) is a design whose run size is not enough for estimating all main effects. Such a design is commonly used in screening experiments to screen active effects based on the effect sparsity principle. Traditional approaches, such as the ordinary stepwise regression and the best subset variable selection, may not be appropriate in this situation. In this article, a new variable selection method is proposed based on the idea of staged dimensionality reduction. Simulations and several real data studies indicate that the newly proposed method is more effective than the existing data analysis methods. 相似文献
39.
The present study examined people’s expectations of how incidental emotions could shape others’ reciprocity in trusting situations, whether these expectations affect people’s own behavior, and how accurate these expectations are. Study 1 explored people’s beliefs about the effects of different incidental emotions on another person’s trustworthiness in general. In Studies 2 and 3, senders in trust games faced angry, guilty, grateful, or emotionally neutral responders. Participants who were told about their counterpart’s emotional state acted consistently with their beliefs about how these emotions would affect the other’s trustworthiness. These beliefs were not always correct, however. There were significant deviations between the expected behavior of angry responders and such responders’ actual behavior. These findings raise the possibility that one player’s knowledge of the other’s emotional state may lead to action choices that yield poor outcomes for both players. 相似文献
40.
George Leckie Harvey Goldstein 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2009,172(4):835-851
Summary. In England, so-called 'league tables' based on examination results and test scores are published annually, ostensibly to inform parental choice of secondary schools. A crucial limitation of these tables is that the most recent published information is based on the current performance of a cohort of pupils who entered secondary schools several years earlier, whereas for choosing a school it is the future performance of the current cohort that is of interest. We show that there is substantial uncertainty in predicting such future performance and that incorporating this uncertainty leads to a situation where only a handful of schools' future performances can be separated from both the overall mean and from one another with an acceptable degree of precision. This suggests that school league tables, including value-added tables, have very little to offer as guides to school choice. 相似文献