Bayesian prediction of waiting times in stochastic models

The authors show how saddlepoint techniques lead to highly accurate approximations for Bayesian predictive densities and cumulative distribution functions in stochastic model settings where the prior is tractable, but not necessarily the likelihood or the predictand distribution. They consider more specifically models involving predictions associated with waiting times for semi‐Markov processes whose distributions are indexed by an unknown parameter θ. Bayesian prediction for such processes when they are not stationary is also addressed and the inverse‐Gaussian based saddlepoint approximation of Wood, Booth & Butler (1993) is shown to accurately deal with the nonstationarity whereas the normal‐based Lugannani & Rice (1980) approximation cannot, Their methods are illustrated by predicting various waiting times associated with M/M/q and M/G/1 queues. They also discuss modifications to the matrix renewal theory needed for computing the moment generating functions that are used in the saddlepoint methods.     

Bootstrap tests: how many bootstraps?

In practice, bootstrap tests must use a finite number of bootstrap samples. This means that the outcome of the test will depend on the sequence of random numbers used to generate the bootstrap samples, and it necessarily results in some loss of power. We examine the extent of this power loss and propose a simple pretest procedure for choosing the number of bootstrap samples so as to minimize experimental randomness. Simulation experiments suggest that this procedure will work very well in practice.     

On optimal testing for the equality of equicorrelation: An example of loss in power

Sen Gupta (1988) considered a locally most powerful (LMP) test for testing nonzero values of the equicorrelation coefficient of a standard symmetric multivariate normal distribution. This paper constructs analogous tests for the symmetric multivariate normal distribution. It shows that the new test is uniformly most powerful invariant even in the presence of a nuisance parameter, σ². Further applications of LMP invariant tests to several equicorrelated populations have been considered and an extension to panel data modeling has been suggested.     

略论唐代的科举,任官制度与书法艺术

唐代为科举制度初行期,作为新生事物有其活力,其某些情况与做法（如进士科行卷等）属空前绝后;而唐代任官须经考核始实授,其中包括书法。唐代又是书法艺术发展的高峰期,代表了特有的时代风尚与士人健康的文化心理。书法与科举、任官密切相关,而科举、任官制度则有力推动了书法艺术的发展。     

老舍文化视野中的市民世界及其精神内涵

老舍以市民世界畸型的心灵为切入点,深入剖析国民性格的积习和痼疾,开掘其历史文化渊源,并以理性之光寻找中西文化的"熔点"以重铸国民的理想人格,显示了他对国家民族命运的忧思和对未来理想社会的构想。     

从编辑角度看90年代《上海文学》

从90年代文学与编辑面临的文化语境、编辑的多重文化身份及编辑行为、编辑批评等三方面考察90年代《上海文学》,可以看出其独立的文化身份和文学立场,以及敏锐的编辑批评视域。     

叛逆与升华--试论20世纪60年代西方文化对建筑思潮的影响

20世纪60年代,受西方文化的影响,现代建筑开始衰败,西方建筑步入后现代主义时期。这个时期西方建筑处在一个异常杂乱而动荡的环境中,各种背离现代主义,力图摆脱“清规戒律”的建筑思潮不断萌生。其中最有价值的理论是建筑开始关注社会、环境、科技和地域特色;建筑师开始反思自己,将自己的角色扮演为社会的一员,强调社会的参与,建造与人类社会和谐共存的建筑;朝着以人为本和可持续发展的道路前进。     

A multivariate zero-inflated binomial model for the analysis of correlated proportional data

In this paper, a new multivariate zero-inflated binomial (MZIB) distribution is proposed to analyse the correlated proportional data with excessive zeros. The distributional properties of purposed model are studied. The Fisher scoring algorithm and EM algorithm are given for the computation of estimates of parameters in the proposed MZIB model with/without covariates. The score tests and the likelihood ratio tests are derived for assessing both the zero-inflation and the equality of multiple binomial probabilities in correlated proportional data. A limited simulation study is performed to evaluate the performance of derived EM algorithms for the estimation of parameters in the model with/without covariates and to compare the nominal levels and powers of both score tests and likelihood ratio tests. The whitefly data is used to illustrate the proposed methodologies.     

具有GARCH（1，1）-正态误差项的非对称单位根检验研究

摘　　要:理论研究表明许多经济变量呈现出非对称的门限自回归（TAR）或动态门限自回归（M-TAR）数据生成机制,因而非对称单位根检验就成为该领域的主要研究方向之一。本文对非对称单位根检验Enders-Granger方法在GARCH（1,1）-正态误差项下的检验水平与检验势作了系统的仿真研究。研究表明：GARCH（1,1）-正态误差项的TAR或M-TAR模型会对该方法的检验水平和检验势产生重要影响。     

中国A、B股市场相关性与协整性的实证研究

运用相关、协整和因果关系检验等计量经济学方法对中国AB股市场之间的相关性与协整性进行了实证研究,以期找出股市间价格波动的运行规律。结果表明,B股市场对境内投资者开放后,沪深两市A股与B股之间开始存在协整关系,并且沪市的A股市场是先于B股市场的,而深市AB股市场之间不存在先导性。研究结果为判断和分析中国股票市场的基本特征和投资者行为,提供了一定的参考依据。