A new Bayesian wavelet thresholding estimator of nonparametric regression

The methods of estimation of nonparametric regression function are quite common in statistical application. In this paper, the new Bayesian wavelet thresholding estimation is considered. The new mixture prior distributions for the estimation of nonparametric regression function by applying wavelet transformation are investigated. The reversible jump algorithm to obtain the appropriate prior distributions and value of thresholding is used. The performance of the proposed estimator is assessed with simulated data from well-known test functions by comparing the convergence rate of the proposed estimator with respect to another by evaluating the average mean square error and standard deviations. Finally by applying the developed method, density function of galaxy data is estimated.     

Understanding the theory behind the Last Planner System using the Language-Action Perspective: two case studies

Since the Last Planner System® (LPS) was devised in the early 90s, a number of studies have pointed out the need to understand the underlying theory in which it is based on. The Language-Action Perspective (LAP) has been suggested as a suitable approach to understand the management of commitments in the LPS. This paper aims to assess the contribution of LAP to understand construction planning and control systems based on LPS. Two case studies were carried out in different construction companies, both highly experienced on the use of LPS. The results reveal the role of LAP for creating explicit representations of commitment flows that can be used to explain the sources of complexity and failures in planning systems, as well as for describing the profile of planning and control meetings.     

欧洲主权债务危机与欧洲中央银行制度上的缺陷

中央银行最后贷款人职能是现代中央银行的一个重要职能,尤其在经济下降并发生市场恐慌时期,中央银行发挥这一职能是维持金融体系安全稳定的重要保障。由于欧洲中央银行缺乏这一职能,欧元区主权债务危机很难在短期内被彻底平息。欧盟只有进行改革,赋予欧洲中央银行这一职能,才能让其在解救欧元区高负债国家的债务危机中发挥更大的作用。同时,现代中央银行履行最后贷款人职能时,还必须遵循应有的原则以及处理好与中央银行货币政策目标的关系。     

浅谈人体解剖学课堂设计

人体解剖学是医学中一门重要的基础课程，解剖学教师为了改善和提高教学效果，应该对每节课进行精心的设计，才能达到预期效果。课堂设计应包括三步——课前提问、课堂授课和课后总结，每个环节中主要涉及时间的把握、问题的设计、教学方法和手段的充分发挥和综合应用及课后总结。整个课堂设计应体现出学生的主体地位和老师的主导作用，这样，才能达到教学效果。     

Is a pure jump process fitting the high frequency data better than a jump-diffusion process?

Two families of processes: pure jump processes and jump-diffusion processes are widely used in literatures. Recently, empirical findings demonstrate that the underlying processes of high frequency data sets are pure-jump processes of infinite variation in many situations. Statistical tests are also proposed to make the empirical findings theoretically grounded. In this paper, we extend the work of Jing et al. (2012) in two aspects: (1) the jump process in the null hypothesis and the alternative hypothesis could be different; (2) the null hypothesis covers more flexible processes which are more relevant in finance when considering models for asset prices or nominal interest rates. Theoretically, the test is proven to be very powerful and can control the type I error probabilities well under the nominal level.     

Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process

In this article, we consider the Sparre Andersen risk model that is perturbed by an inflated chi-process with non-negative random inflator R. Under some conditions on the perturbation and the random inflator, which allow for both small and large fluctuations, exact asymptotic behaviour of the finite-time ruin probability is obtained when initial reserve tends to infinity.     

Empirical Characteristic Function Estimation and Its Applications

Abstract

This paper reviews the method of model-fitting via the empirical characteristic function. The advantage of using this procedure is that one can avoid difficulties inherent in calculating or maximizing the likelihood function. Thus it is a desirable estimation method when the maximum likelihood approach encounters difficulties but the characteristic function has a tractable expression. The basic idea of the empirical characteristic function method is to match the characteristic function derived from the model and the empirical characteristic function obtained from data. Ideas are illustrated by using the methodology to estimate a diffusion model that includes a self-exciting jump component. A Monte Carlo study shows that the finite sample performance of the proposed procedure offers an improvement over a GMM procedure. An application using over 72 years of DJIA daily returns reveals evidence of jump clustering.     

析伊恩·麦克尤恩《最初的爱情，最后的仪式》的多重情感

摘要：现代工业文明对人类情感的压制是西方作家的传统创作主题，英国当代作家伊恩·麦克尤恩在其代表作《最初的爱情，最后的仪式》中延续了对现代工业文明下情感状态的思考。小说集包含的八个短篇小说构成了一张由孤独、荒谬和欲望其中又掺杂纯真在内的多重情感交织的网，以此反映当代人类面临的生存境遇。麦克尤恩的创作立足于当今英国社会现实，很好地体现了文学反映社会现实的功能。     

长嚎 倒戈 自毁——论魏连殳的酒神情结

酒神精神教人超脱生命,正视人生痛苦,在痛苦中获得悲剧性陶醉。魏连殳是在“五四”新化运动的春之来临和启蒙主义之催眠药中觉醒的知识分子。其反叛精神在当时的中国被视为异类而被攻击和驱逐。他只能凭借酒神的方式,挣扎长嚎、倒戈反击,最后用灵魂的自我毁灭判定了世界的不可救赎性质。这源于鲁迅灵魏深处的“鬼气”：一种混杂着清醒、失望、惶惑、痛苦的孤立感。这便注定了一场命运悲剧：绝对的孤独,徒劳的挣扎。     

薄环形相对论电子注介质切伦可夫脉塞

轴向电子注通过介质慢波系统，当波的相速略低于电子注的速度时就可产生相干的切伦可夫辐射，这一现象是一切行波管的基础。本文利用线性理论，通过自洽求解粒子连续性方程和相对论运动方程与麦克斯韦方程组，分析了薄环形相对论电子注介质切伦可夫脉塞的注波互作用，得到了完全描述其薄环形电子注作用的跳变条件，导出了描述其不稳定性的色散方程和注波互作用的同步条件，并求得了波增长率。