On Tiku's robust procedure — a Bayesian insight

Tiku's robust procedure for testing mean and variance from nonnormal universe is examined from the Bayesian viewpoint. The posterior distribution of the scale parameter is derived and then approximated by a Laguerre polynomial expansion while the posterior distribution of the location parameter is approximated by a linear combination of t-distributions. For the example with Darwin's data, the approximations appear to be extremely good.     

On characterizations of the logistic distribution

We modify and extend George and Mudholkar's [1981. A characterization of the logistic distribution by a sample median. Ann. Inst. Statist. Math. 33, 125–129] characterization result about the logistic distribution, which is in terms of the sample median and Laplace distribution. Moreover, we give some new characterization results in terms of the smallest order statistics and the exponential distribution.     

REPATRIATION OF DEBT IN THE EURO CRISIS

With the beginning of the Euro Crisis, the long‐standing trend of European financial integration reversed. Investors unwound cross‐border positions of debt obligations and increased holdings of locally issued debt. In other words, debt obligations were repatriated. We use data on bank portfolios to document three new empirical regularities of the financial disintegration: (i) repatriation affected mainly debt of crisis countries; (ii) repatriation affected mainly public debt; (iii) the public debt of crisis countries that was not repatriated was reallocated to large and politically influential countries within the Euro area. We read these results in light of standard theories of cross‐border portfolio allocation and argue that the sum of these patterns constitutes evidence for the secondary market theory of public debt.     

政府部门间G2G信息资源共享的演化博弈分析

简要介绍了电子政务的发展和演化博弈理论,将政府部门置于一个不断渐进地演化系统中,根据演化博弈系统构建出演化博弈模型和演化相位图,探究及分析政府部门所拥有的信息资源、信息资源共享的收益系数、政府部门的风险系数和信息资源共享中的技术成本等相关参数对政府部门之间的信息资源共享所产生的影响,并据此提出一些有针对性的建议,为提升跨政府部门之间信息资源共享能力和电子政府信息服务能力提供科学的理论支持。     

Adaptive wavelet estimation of a density from mixtures under multiplicative censoring

In this paper, a mixture model under multiplicative censoring is considered. We investigate the estimation of a component of the mixture (a density) from the observations. A new adaptive estimator based on wavelets and a hard thresholding rule is constructed for this problem. Under mild assumptions on the model, we study its asymptotic properties by determining an upper bound of the mean integrated squared error over a wide range of Besov balls. We prove that the obtained upper bound is sharp.     

Mean Time to Failure of Weighted k-out-of-n: G Systems

The purpose of this article is to develop a Monte-Carlo simulation algorithm for computing mean time to failure (MTTF) of weighted-k-out-of-n:G and linear consecutive-weighted-k-out-of-n:G systems. Our algorithm is based on the use of appropriately defined stochastic process which represents the total weight of the system at time t. These stochastic processes are explicitly defined and used along with the ordered component lifetimes to simulate MTTF of the systems with weighted components.     

近十五年西方历史学的新发展

20世纪后期,历史研究的重点继续是从分析的社会科学转移到更加强调文化因素的方面来,但是面临着迅速变化的世界局面,却具有其更加繁富且已改变了的焦点。历史学家并未受到后现代主义太多的影响,但关于应该如何重铸过去的问题的确更趋复杂了。在历史学思想与实践的重新定向过程中,人们更为深入地反思和质疑了历史作为引向今日西方文明的一种单向历程的观念,政治领域和阶级的概念扩大或改变了,妇女与性别的历史日益被纳入到通史系统中来。而在迫切需要另行考察现代性以及撰写全球史的状况面前,我们对于广泛跨文化的方法仍然缺乏综合的认知,有待于未来的进一步规划。     

A model of the Canadian global exchange rate: A test of the 1970s

This comment points out some methodological weaknesses in the Canadian global exchange rate model and the associated efficiency tests of Marwah and Bodkin. The model is found to be inadequate for policy analysis.