Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models,part i: consistency and approximation concepts

This is the first of two papers that provide an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a revlew of the literature. In this paper we discuss consistency,uniform laws of large numbers and develop a new framework for laws of large numbers for dependent and heterogeneous processes, encompassing the theory of stochastically stable as well as near epoch dependent processes. This framework results in simplified catalogues of sufficient conditions for consistency. The second paper, Potscher and Prucha (1990b), deals with asymptotic distribution theory.     

《大汉和辞典》(补卷)所录《三国志》词汇与《汉语大词典》增补刍议

结合日本学者藤井守的《三国志语汇集》和《三国志裴氏注语汇集》,从成词条件等角度对《大汉和辞典》(补卷)中的30个词语进行考察后发现,其中11个词语或因汉语和日语成词标准的不同、或因古代典籍中用例较少而暂且不将其视作为词,其余19个词语可以增补进《汉语大词典》。     

Efficient Bayesian inference for exponential random graph models by correcting the pseudo-posterior distribution

Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves the calculation of an intractable normalizing constant. This barrier motivates the consideration of tractable approximations to the likelihood function, such as the pseudolikelihood function, which offers an approach to constructing such an approximation. Naive implementation of what we term a pseudo-posterior resulting from replacing the likelihood function in the posterior distribution by the pseudolikelihood is likely to give misleading inferences. We provide practical guidelines to correct a sample from such a pseudo-posterior distribution so that it is approximately distributed from the target posterior distribution and discuss the computational and statistical efficiency that result from this approach. We illustrate our methodology through the analysis of real-world graphs. Comparisons against the approximate exchange algorithm of Caimo and Friel (2011) are provided, followed by concluding remarks.     

Moment estimation for statistics from marked point processes

In spatial statistics the data typically consist of measurements of some quantity at irregularly scattered locations; in other words, the data form a realization of a marked point process. In this paper, we formulate subsampling estimators of the moments of general statistics computed from marked point process data, and we establish their L ₂-consistency. The variance estimator in particular can be used for the construction of confidence intervals for estimated parameters. A practical data-based method for choosing a subsampling parameter is given and illustrated on a data set. Finite sample simulation examples are also presented.     

Unified Risk Analysis of Fatigue Failure in Ductile Alloy Components During All Three Stages of Fatigue Crack Evolution Process

Statistical fatigue life of a ductile alloy specimen is traditionally divided into three stages, namely, crack nucleation, small crack growth, and large crack growth. Crack nucleation and small crack growth show a wide variation and hence a big spread on cycles versus crack length graph. Relatively, large crack growth shows a lesser variation. Therefore, different models are fitted to the different stages of the fatigue evolution process, thus treating different stages as different phenomena. With these independent models, it is impossible to predict one phenomenon based on the information available about the other phenomenon. Experimentally, it is easier to carry out crack length measurements of large cracks compared to nucleating cracks and small cracks. Thus, it is easier to collect statistical data for large crack growth compared to the painstaking effort it would take to collect statistical data for crack nucleation and small crack growth. This article presents a fracture mechanics-based stochastic model of fatigue crack growth in ductile alloys that are commonly encountered in mechanical structures and machine components. The model has been validated by Ray (1998) for crack propagation by various statistical fatigue data. Based on the model, this article proposes a technique to predict statistical information of fatigue crack nucleation and small crack growth properties that uses the statistical properties of large crack growth under constant amplitude stress excitation. The statistical properties of large crack growth under constant amplitude stress excitation can be obtained via experiments.     

大班教学情形下思政理论课“学生试讲法”的探讨

在高职院校采用大班教学,开展校外实践活动存在诸多困难的情况下,作为校内实践教学方式之一的＂学生试讲法＂是开展思政理论课实践教学的一种有益尝试。在运用＂学生试讲法＂时,教师要注重学生试讲前的准备工作,创设一个宽松和谐的试讲环境,不断提高自身的业务素质,只有这样,＂学生试讲法＂才能发挥其应有的作用。     

Modeling of censored bivariate extremal events

In this paper we consider the estimation of the coefficient of tail dependence and of small tail probability under a bivariate randomly censoring mechanism. A new class of generalized moment estimators of the coefficient of tail dependence and the estimator of small tail probability are proposed, respectively. Under the bivariate Hall-type conditions, the asymptotic distributions of these estimators are established. Monte Carlo simulations are performed and the new estimators are applied to an insurance data-set.     

Do the Characteristics of Seconded or Sponsored Social Work Students in England Differ from Those of Other Social Work Students?—A Quantitative Analysis Using National Data

Amongst initiatives by social work employers in the United Kingdom (UK) to resolve recruitment difficulties is the use of secondment and sponsorship to attract entrants to the profession; commonly known as Grow Your Own schemes. This paper reports on part of a mixed-method research study that asked ‘What works in Grow Your Own (GYO) schemes?’ in England. One important research question for this study was whether the characteristics of seconded or sponsored social work students differ from those of other social work students. To explore this, the researchers analysed around 41,000 students' anonymous data records supplied by the General Social Care Council covering enrolments on social work programmes from 1998 to 2007. The findings indicate that GYO schemes have facilitated the participation of men, Asian groups and older applicants in social work qualifying programmes when compared to the general population of social work students. However, students from Black ethnic backgrounds and those with disabilities have been more likely to be under-represented in such schemes. The findings are discussed within the wider study remits and messages for educationalists and social work employers are drawn out.     

Selection of Variables in Multivariate Regression Models for Large Dimensions

The Akaike information criterion, AIC, and Mallows’ C _p statistic have been proposed for selecting a smaller number of regressors in the multivariate regression models with fully unknown covariance matrix. All of these criteria are, however, based on the implicit assumption that the sample size is substantially larger than the dimension of the covariance matrix. To obtain a stable estimator of the covariance matrix, it is required that the dimension of the covariance matrix is much smaller than the sample size. When the dimension is close to the sample size, it is necessary to use ridge-type estimators for the covariance matrix. In this article, we use a ridge-type estimators for the covariance matrix and obtain the modified AIC and modified C _p statistic under the asymptotic theory that both the sample size and the dimension go to infinity. It is numerically shown that these modified procedures perform very well in the sense of selecting the true model in large dimensional cases.     

Laws of the iterated logarithm and large deviations for a class of diffusionl processes

We use the martingale approach to study large deviations and laws of the iterated logarithm for certain multidimensional diffusion processes. The criteria for the validity of these properties are expressed in terms of averaging properties of the coefficients of the infinitesimal generator. In particular we apply our results to diffusion processes with random coefficients.