Methods for calculating stationary distribution in linear models of time series

The article deals with methods for computing the stationary marginal distribution in linear models of time series. Two approaches are described. First, an algorithm based on approximation of solution of the corresponding integral equation is briefly reviewed. Then, we study the limit behaviour of the partial sums c ₁ η₁+c ₂ η₂+···+c _n η _n where η _i are i.i.d. random variables and c _i real constants. We generalize procedure of Haiman (1998) [Haiman, G., 1998, Upper and lower bounds for the tail of the invariant distribution of some AR(1) processes. Asymptotic Methods in Probability and Statistics, 45, 723–730.] to an arbitrary causal linear process and relax the assumptions of his result significantly. This is achieved by investigating the properties of convolution of densities.     

Nonparametric regression with cross‐classified responses

In this article, we develop regression models with cross‐classified responses. Conditional independence structures can be explored/exploited through the selective inclusion/exclusion of terms in a certain functional ANOVA decomposition, and the estimation is done nonparametrically via the penalized likelihood method. A cohort of computational and data analytical tools are presented, which include cross‐validation for smoothing parameter selection, Kullback–Leibler projection for model selection, and Bayesian confidence intervals for odds ratios. Random effects are introduced to model possible correlations such as those found in longitudinal and clustered data. Empirical performances of the methods are explored in simulation studies of limited scales, and a real data example is presented using some eyetracking data from linguistic studies. The techniques are implemented in a suite of R functions, whose usage is briefly described in the appendix. The Canadian Journal of Statistics 39: 591–609; 2011. © 2011 Statistical Society of Canada     

我国内地公司ADR与原股的外溢效应研究

本文以14家同时发行H股与ADR,6家同时发行B股与ADR的上市公司为样本,利用GARCH(1,1)-MA(1)模型,探讨ADR与原股报酬波动的外溢效应,以了解我国证券市场与美国证券市场的整合程度。结果发现,我国H股与ADR之间存在报酬波动性的双向相关性,B股与ADR之间存在报酬波动性的单向相关性。本文认为,投资主体差异、市场发展程度不同以及汇率制度是三个影响我国市场和美国市场整合程度的主要因素。     

五四:世界化及其理由

五四新文化运动选择了世界化的文化建设路径。在现代化这一目标制约下,世界化就是西化,西化就是现代化。虽然"全盘西化"作为一个汉语词汇是后来才出现的,但五四时期已经存在这种倾向。《新青年》集团批判"特殊国情论",反对"调和折衷论",目的都在于推进中国的充分世界化。他们之所以主张充分世界化,主要理由是西方文明比中国文明进步,而进步的标准则是更有利于人的生存和发展,更能够保障人的自由、尊严和权利。     

以他者话语质疑、批评"五四"文学非写实潮流--成仿吾对夏目漱石《文学论》的借用

创造社作家成仿吾以日本作家夏目漱石<文学论>的基本理论为内在话语,质疑、批评了"五四"文学一度出现的非写实潮流.他不仅以<文学论>关于情绪为文学中心的话语质疑"五四"初期诗坛尤其是小诗热,而且借<文学论>关于智的要素难以引起人之情绪的话语质疑、批评"五四"初期文学注重思想的哲学化倾向,还用<文学论>关于文学的真实性不同于科学真实性的话语质疑、否定"五四"文坛在自然主义文学影响下开始出现的庸俗化写实倾向. 在质疑、批评中,他努力探寻"五四"文学走出困境的方案.     

Convexity-based clustering criteria: theory,algorithms, and applications in statistics

This paper deals with the construction of optimum partitions of for a clustering criterion which is based on a convex function of the class centroids as a generalization of the classical SSQ clustering criterion for n data points. We formulate a dual optimality problem involving two sets of variables and derive a maximum-support-plane (MSP) algorithm for constructing a (sub-)optimum partition as a generalized k-means algorithm. We present various modifications of the basic criterion and describe the corresponding MSP algorithm. It is shown that the method can also be used for solving optimality problems in classical statistics (maximizing Csiszárs -divergence) and for simultaneous classification of the rows and columns of a contingency table.     

试论法学本科教育目标定位与专业实习模式创新

鉴于我国的国情和社会现实对法律人才的需求,法学本科教育的目标追求应放弃"精英教育"和"职业教育",明确定位于"通识教育"。为实现这样的目标,法学专业实习作为理论与实践结合的教学方法必须融入法学本科教育之中,不仅不能削弱,而且必须进一步强化,并在此基础上不断进行理论和实践的探索,实现法学专业实习模式的创新。     

拒绝与诱惑──《玫瑰门》与当代女性写作的可能性

作为世纪末女性写作进程中具有转折意味的创作标志,铁凝的长篇小说《玫瑰门》以“变态的”和“多面性的”女性姿态完成了对中国现代女性形象塑造的一次革命,它以真实的“丑陋”颠覆和亵渎大众读者对女性角色的阅读期待,并因此而预示着当代女性写作的新的视角和另一种可能性。     

论“五四”时期的教育无宗旨现象

1919年"五四"前后,由于欧风美雨的浸渐以及北洋政府忙于内部各派政治力量的争斗而疏于对教育的控制,形成了近代中国教育管理史上特有的教育宗旨断裂现象,从而为我国的教育管理开辟了另一条分权化和民主化的道路。虽然因其与中央集权型的教育管理体制及其文化传统相悖逆,因而在20世纪中国教育方针①的百年长河中不免如昙花一现,但是其历史意义不容低估。     

"五四"时期"自由恋爱"思潮述论

"五四"时期,自由恋爱作为婚姻自由的一个重要方面,受到了先进知识分子的普遍关注.他们在批判传统包办婚姻的同时,大力张扬自由恋爱,对自由恋爱的内涵、价值、伦理要求及其途径等方面都进行了探索和建构,形成了一种颇具时代特色的社会思潮.这一思潮不仅有其形成的历史必然性,而且对现代情爱观的形成和人的近代化进程有其积极作用,但思想中某些方面也表现了无法掩饰的局限性.