Goodness-of-Fit Tests for Multiplicative Models with Dependent Data

Abstract.  Several classical time series models can be written as a regression model between the components of a strictly stationary bivariate process. Some of those models, such as the ARCH models, share the property of proportionality of the regression function and the scale function, which is an interesting feature in econometric and financial models. In this article, we present a procedure to test for this feature in a non-parametric context. The test is based on the difference between two non-parametric estimators of the distribution of the regression error. Asymptotic results are proved and some simulations are shown in the paper in order to illustrate the finite sample properties of the procedure.     

三峡地区摩崖石刻的生态分布及其审美风貌

三峡地区摩崖石刻以其自然、野趣的风格呈现在世人面前。从其生态分布特点看，或在溶洞里，或在浪涛中，或在悬崖上，或在峭壁间。正是这种自然、野趣、古朴、典雅的风格和独特的生态分布，使三峡石刻更加神奇诱人、情趣盎然、魅力无穷。     

Logistic与分类树模型变量筛选的比较——基于信用卡邮寄业务响应率分析

基于信用卡邮寄业务响应率分析来讨论Logistic模型和分类树模型在变量选取上的区别,并尝试从几个不同角度去解释两类模型变量筛选差异的原因。笔者认为没有绝对占优势的方法,需要结合具体场景和模型的特点来选择合适的模型。分类树模型在训练集上容易过度拟合,对单个变量的影响很敏感,在进行危险因素分析时结果更能强调危险因素,对孤立点的识别率很高。Logistic模型容易受到解释变量依存关系的影响,加上分类变量的影响容易过多地选入变量或者因子,对孤立点敏感,对噪点不敏感。判别函数的差异是变量筛选差异的关键因素。     

The Effect of Drop-Out on the Efficiency of Longitudinal Experiments

It is shown that drop-out often reduces the efficiency of longitudinal experiments considerably. In the framework of linear mixed models, a general, computationally simple method is provided, for designing longitudinal studies when drop-out is to be expected, such that there is little risk of large losses of efficiency due to the missing data. All the results are extensively illustrated using data from a randomized experiment with rats.     

Random Bernstein Polynomials

Random Bernstein polynomials which are also probability distribution functions on the closed unit interval are studied. The probability law of a Bernstein polynomial so defined provides a novel prior on the space of distribution functions on [0, 1] which has full support and can easily select absolutely continuous distribution functions with a continuous and smooth derivative. In particular, the Bernstein polynomial which approximates a Dirichlet process is studied. This may be of interest in Bayesian non-parametric inference. In the second part of the paper, we study the posterior from a "Bernstein–Dirichlet" prior and suggest a hybrid Monte Carlo approximation of it. The proposed algorithm has some aspects of novelty since the problem under examination has a "changing dimension" parameter space.     

Bayesian estimation for the Pareto income distribution

The Bayes estimators of the Gini index, the mean income and the proportion of the population living below a prescribed income level are obtained in this paper on the basis of censored income data from a pareto income distribution. The said estimators are obtained under the assumptions of a two-parameter exponential prior distribution and the usual squared error loss function. This work is also extended to the case when the income data are grouped and the exact incomes for the individuals in the population are not available. The method for the assessment of the hyperparameters is also outlined. Finally, the results are generalized for the doubly truncated gamma prior distribution. Now deceased.     

试论高等教育的观念与功能转变

观念滞后、功能不全是当前制约高等教育的主要障碍。这集中表现在三个方面 :强调共性、统一性 ,忽视个性和多样性 ,背离了教育的内在规律 ;忽视高等教育的科学、思想创新和引导、示范功能 ;人才培养中偏重继承 ,忽视创新精神和能力。从而使高等教育落后于时代 ,长期停留于工具理性和实用层面。面对科技革命和知识经济的挑战 ,必须尽快转变教育的观念 ,将创新精神、能力和创造型人才的培养作为高等教育的灵魂 ,来统领、协调德、智、体、美等各方面的工作 ,进一步扩大学术和思想自由 ,正确处理继承与创新的关系     

充分开发人力资源 迎接知识经济的挑战

随着知识经济时代的到来 ,各国企业间的竞争已转化为人力资源的竞争。谁取得了人力资源的优势 ,谁就占领了竞争中的制高点。因此 ,必须加强对企业职工的教育培训 ,提高人力资源的整体素质     

论含约束项的降维卡诺图

对含约束项的逻辑函数的一般表达式和卡诺图表示法进行了分析和比较，导出含约束项的降维卡诺图。通过实例分析，讨论了其填写与读出的方法，并归纳出含约束项的降维卡诺图填写与读出规则，该规则可简化实用电路。     

关于高速铁路调度指挥系统稳定性的探讨

探讨了高速铁路调度所内调度系统的信息传递过程，采用控制论中系统方块图进行描述，计算出高铁调度系统的信息传递函数，然后求得调度系统的特征方程和特征根，通过分析特征根是否均有负实部来判断系统的稳定性。提出了描述调度系统控制精确度的稳态误差的计算方法。为今后高速铁路调度系统的稳定性的研究有所启发。