A semiparametric maximum likelihood ratio test for the change point in copula models

In the present paper, a semiparametric maximum-likelihood-type test statistic is proposed and proved to have the same limit null distribution as the classical parametric likelihood one. Under some mild conditions, the limiting law of the proposed test statistic, suitably normalized and centralized, is shown to be double exponential, under the null hypothesis of no change in the parameter of copula models. We also discuss the Gaussian-type approximations for the semiparametric likelihood ratio. The asymptotic distribution of the proposed statistic under specified alternatives is shown to be normal, and an approximation to the power function is given. Simulation results are provided to illustrate the finite sample performance of the proposed statistical tests based on the double exponential and Gaussian-type approximations.     

战略变革中的企业文化研究

由于企业所处的外部环境的不确定性、不连续性和难以预测性的增加 ,西方管理学界对企业战略变革的关注与日俱增。本文主要从企业战略与企业文化的关系入手 ,通过分析企业当前面临的战略变革环境 ,提出在企业战略变革中 ,企业文化应扮演的角色 ,以及如何使战略变革在组织文化中产生根深蒂固的影响。     

谈《人物龙凤图》帛画的艺术表现

在晓周的绘画中,出土的《人物龙凤图》最引人注目,本文以帛画的艺术表现为切入点,从其组织结构和语言艺术的角度分析了此画能够影响世风的原因.     

Intertemporal consumer behaviour under structural changes in income

In this paper we analyze models of forward looking consumer behaviour and give empirical evidence for aggregate quarterly data for the Netherlands, 1967-1984. Special attention is devoted to the implications of unanticipated structural changes in the income process, which because of replanning, will have an impact on the consumption decision. We start with the life cycle hypothesis. Since the fall in aggregate consumption in the Netherlands in the eighties can not be explained by the life cycle model, the theory is reformulated by assuming that the planning horizon of the consumers moves ahead as time goes on. As a result, an error correction mechanism has to be introduced in the consumption function.The modified model is found to be in agreement with the data.     

The effectiveness and specificity of change management in a public organization: Transformational leadership and a bureaucratic organizational structure

There is an extensive private sector literature on organizational change management. However, recent studies have suggested that the specific context of public organizations may have consequences for the management organizational change. This study examines to what extent different change approaches and transformational leadership of direct supervisors contribute to the effective implementation of organizational change in public organizations, and to what extent the bureaucratic structure of public organizations makes the implementation of organizational change s3pecific. The implementation of an organizational change in a Dutch public organization is studied using quantitative methods and techniques. The results indicate that bureaucratic organizations may effectively implement organizational change with both planned and emergent change approaches. The contribution of transformational leadership depends on the type of change approach and organizational structure. Transformational leadership behavior of direct supervisors contributes little to planned processes of change, but is crucial in emergent processes of change in a non-bureaucratic context. Although the literature on change management mostly emphasizes the leadership of senior managers, the leadership role of direct supervisors should not be overlooked during organizational change in public organizations.     

Establishing dominance between strategies with interval judgments of state probabilities

In decision-making under uncertainty, a decision-maker is required to specify, possibly with the help of decision analysts, point estimates of the probabilities of uncertain events. In this setting, it is often difficult to obtain very precise measurements of the decision-maker׳s probabilities on the states of nature particularly when little information is available to evaluate probabilities, available information is not specific enough, or we have to model the conflict case where several information sources are available.In this paper, imprecise probabilities are considered for representing the decision-maker׳s perception or past experience about the states of nature, to be specific, interval probabilities, which can be further categorized as (a) intervals of individual probabilities, (b) intervals of probability differences, and (c) intervals of ratio probabilities. We present a heuristic approach to modeling a wider range of types of probabilities as well as three types of interval probabilities. In particular, the intervals of ratio probabilities, which are widely used in the uncertain AHP context, are analyzed to find extreme points by the use of change of variables, not to mention the first two types of interval probabilities. Finally, we examine how these extreme points can be used to determine an ordering or partial ordering of the expected values of strategies.     

论网络时代中国新闻传播业的生态变迁

网络媒体的物质特性、传播特性决定了网络媒体产生后的中国新闻传播业必然发生深刻的生态变迁 ,传统新闻传播学话语被改写甚至被置换。这主要体现在新闻传播者主体席位增加与“受众”的消解 ,“线性模式”崩溃与“控制研究”式微 ,新闻传播媒体自身形态和外部环境的变化等。     

Change-of-variance problem for linear processes with long memory

In this paper we investigate the asymptotic properties of the test statistics for detecting change-points in the variance of infinite moving average sequences with long memory. This research is partly supported by NSFC Grants and SRF for ROCS, SEM.     

缩略形式的选取单位及其分析

缩略是一种语言形式的变化,它从原词语中选用部分形式组成一个新形式表示与原词语相同的意思。在缩略过程中,选取的形式有的有单独表意能力,有的没有,这表明,缩略过程中选择的是形式片段而不语义单位。     

On arcs with weighted points

In the present paper we start the study of arcs with weighted points in a finite projective plane, and we get some particular results about the existence or non-existence of these arcs.