碑帖艺术价值的历史判断

帖学与碑学是书法艺术中的两大流派。自清代碑学形成后,碑帖之间孰优孰劣成为书学上争论的焦点,碑学大师康有为认为帖学书派自唐宋而下柔弱无力,大力提倡六朝碑版书风,实是矫枉过正。清代帖学的衰退是因其背离王羲之、王献之书法精神,艺术上陷于僵化造成的。碑、帖属于不同的美学范畴,因此不能厚此薄彼,而应将之置于同一个审美层面上,对它们加以全面认识并作出艺术取向上的定位,唯此,对当代书法的健康发展才能起到有益的作用。     

教学模式：学科教学论的主体内容——论我国学科教学论能力培养功能衰微的原因及对策

高师学科教学论的能力培养功能衰微,其原因首在学科定位失当,即将其定位在"纯理论"学科,从而致使学科教学模式缺失。只有将学科教学模式纳入学科教学论,并成为其主体内容,学科教学论才会启动其能力培养功能,方遂本学科设置之初衷。     

Hierarchical Gaussian process mixtures for regression

As a result of their good performance in practice and their desirable analytical properties, Gaussian process regression models are becoming increasingly of interest in statistics, engineering and other fields. However, two major problems arise when the model is applied to a large data-set with repeated measurements. One stems from the systematic heterogeneity among the different replications, and the other is the requirement to invert a covariance matrix which is involved in the implementation of the model. The dimension of this matrix equals the sample size of the training data-set. In this paper, a Gaussian process mixture model for regression is proposed for dealing with the above two problems, and a hybrid Markov chain Monte Carlo (MCMC) algorithm is used for its implementation. Application to a real data-set is reported.     

A Baseline-free Procedure for Transformation Models Under Interval Censorship

An important property of Cox regression model is that the estimation of regression parameters using the partial likelihood procedure does not depend on its baseline survival function. We call such a procedure baseline-free. Using marginal likelihood, we show that an baseline-free procedure can be derived for a class of general transformation models under interval censoring framework. The baseline-free procedure results a simplified and stable computation algorithm for some complicated and important semiparametric models, such as frailty models and heteroscedastic hazard/rank regression models, where the estimation procedures so far available involve estimation of the infinite dimensional baseline function. A detailed computational algorithm using Markov Chain Monte Carlo stochastic approximation is presented. The proposed procedure is demonstrated through extensive simulation studies, showing the validity of asymptotic consistency and normality. We also illustrate the procedure with a real data set from a study of breast cancer. A heuristic argument showing that the score function is a mean zero martingale is provided.     

Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis

This paper provides an extension of the Dynamic Conditional Correlation model of Engle (2002) by allowing both the unconditional correlation and the parameters to be driven by an unobservable Markov chain. We provide the estimation algorithm and perform an empirical analysis of the contagion phenomenon in which our model is compared to the traditional CCC and DCC representations. We acknowledge financial support from the Italian national research project on "The Euro and European financial market volatility: contagion, interdependence and volatility transmission" financed by the Italian Ministry of University and Research. Furthermore, we thank William De Pieri for research assistance and are grateful to Loriana Pelizzon, Claudio Pizzi, Domenico Sartore and the participants at the Forecasting Financial Markets 2004 conference and at the XLII Annual Meeting of the Italian Statistical Society for helpful comments. Usual disclaimer applies. Correspondence to: Monica Bilio     

碑帖融合的可能性与必然性初探

北碑和南帖作为中国书法的两大体系,自“永嘉之乱”后分庭抗礼一千六百余年,而今分头递进的空间日趋狭小,融合势在必行。本文尝试在书法史的背景下,对碑帖的分疆进行宏观地梳理,进而从书法的社会性及其发展规律入手,揭示碑帖融合的可能性与必然性。     

澳大利亚小学课堂教学模式

在教育理论及实践中,有不同的教学模式,不同的教学模式又有其不同的特点。结构主义教学模式在当代西方教学中扮演了极其重要的角色。通过对澳大利亚小学课堂教学的实地考察,可以看出结构主义教学模式在澳大利亚小学教学中的运用及其特点。     

中国证券投资基金市场波动特征实证研究

根据不同类型的ARCH类模型的特点及其所刻画的市场波动特征,本文对中国证券投资基金市场波动的聚集性进行检验,分别运用EGARCH和TGARCH模型对证券投资基金波动的非对称性和杠杆效应进行实证研究,运用EGARCH-M模型对证券投资基金波动的风险溢价效应进行实证分析,运用改进的EGARCH模型对证券投资基金波动与信息的关系进行实证研究,并对实证结果进行分析.     

On testing for multivariate ARCH effects in vector time series models

Using a spectral approach, the authors propose tests to detect multivariate ARCH effects in the residuals from a multivariate regression model. The tests are based on a comparison, via a quadratic norm, between the uniform density and a kernel‐based spectral density estimator of the squared residuals and cross products of residuals. The proposed tests are consistent under an arbitrary fixed alternative. The authors present a new application of the test due to Hosking (1980) which is seen to be a special case of their approach involving the truncated uniform kernel. However, they typically obtain more powerful procedures when using a different weighting. The authors consider especially the procedure of Robinson (1991) for choosing the smoothing parameter of the spectral density estimator. They also introduce a generalized version of the test for ARCH effects due to Ling & Li (1997). They investigate the finite‐sample performance of their tests and compare them to existing tests including those of Ling & Li (1997) and the residual‐based diagnostics of Tse (2002).Finally, they present a financial application.     

Analysing state dependences in emotional experiences by dynamic count data models

Summary. The paper presents a multilevel framework for the analysis of multivariate count data that are observed over several time periods for a random sample of individuals. The approach proposed facilitates studying observed and unobserved sources of dependences among the event categories in the presence of possibly higher order autoregressive effects. In an investigation of the relationships between pleasant and unpleasant emotional experiences and the personality traits neuroticism and extraversion over time, we find that the two personality factors are related to both the mean rates of the emotional experiences and their carry-over effects. Respondents with high neuroticism scores not only reported more unpleasant than pleasant emotional experiences but also exhibited higher carry-over effects for unpleasant than for pleasant emotions. In contrast, respondents with high extraversion scores reported fewer anxiety and more euphoria emotions than respondents with low extraversion scores with weaker carry-over effects for both pleasant and unpleasant emotions.