Estimating the error distribution function in semiparametric additive regression models

We consider semiparametric additive regression models with a linear parametric part and a nonparametric part, both involving multivariate covariates. For the nonparametric part we assume two models. In the first, the regression function is unspecified and smooth; in the second, the regression function is additive with smooth components. Depending on the model, the regression curve is estimated by suitable least squares methods. The resulting residual-based empirical distribution function is shown to differ from the error-based empirical distribution function by an additive expression, up to a uniformly negligible remainder term. This result implies a functional central limit theorem for the residual-based empirical distribution function. It is used to test for normal errors.     

A new way of quantifying the symmetry of a random variable: Estimation and hypothesis testing

New measures of skewness for real-valued random variables are proposed. The measures are based on a functional representation of real-valued random variables. Specifically, the expected value of the transformed random variable can be used to characterize the distribution of the original variable. Firstly, estimators of the proposed skewness measures are analyzed. Secondly, asymptotic tests for symmetry are developed. The tests are consistent for both discrete and continuous distributions. Bootstrap versions improving the empirical results for moderated and small samples are provided. Some simulations illustrate the performance of the tests in comparison to other methods. The results show that our procedures are competitive and have some practical advantages.     

购买力平价及其在亚洲新兴市场中的实证分析

 作为最重要的汇率决定理论之一,购买力平价被广泛应用于实证研究,但是重点针对亚洲新兴市场的研究依然有限。本文对七个亚洲新兴市场进行了购买力平价理论长期均衡关系的实证检验分析。针对购买力平价理论,作者运用单位根检验和协整检验进行数据分析。数据采用1957年至2011年的汇率（以美元作为基础汇率）及季度价格水平（本文采用CPI作为价格水平指数）。实证检验结果表明购买力平价理论的长期均衡在亚洲新兴市场中均不成立。文章最后提出了一些或许会导致其不理想结论的因素,并针对文章的实证研究得出新的改进方法。     

无领导小组讨论的评分者效应分析

以大学生为研究对象,实施无领导小组讨论测评,探讨培训组与非培训组评分者的信效度差异。通过相关分析、验证性因素分析等方法检验评分者的内部一致性、评分者间信度、组间与组内差异、结构效度及效标关联效度。结果显示,培训效应对评分者影响显著,经培训与未经培训的评分者组间差异显著,培训组评分结果的效标关联效度优于非培训组。对评分者进行系统的培训能有效促进客观公正地实施测评,提高测评结果准确性。     

中日总产出波动与服务产业结构演变互动关系比较分析

通过中国和日本2000-2011年的实际经济数据,采用HP滤波方法获取周期数据,对中日总产出波动与服务产业结构演变关系进行实证分析发现：第一,分类服务产业结构演变显示,中日两国传统服务业比重呈不断下降趋势,相比传统服务业,两国现代服务业比重呈不断上升趋势;第二,周期波动和相关性检验显示,中国服务产业与总产出周期波动显著高于日本,中国现代服务业和社会服务业的失衡性发展,极有可能对传统服务业产生负效应;第三,格兰杰短期因果关系检验显示,中日服务产业和产出总量指标分别在1996-2011和1986-2011年期间存在显著的双向格兰杰因果关系,尤其“金融保险业”和“房地产、租赁与商务业”是总产出的单向格兰杰原因,因此应对中国过热的房地产服务业给予更多关注,避免在中国重现“日本失去的十年”.     

PSC中“命题说话”项失分的原因及解决方法

通过对普通话水平测试过程中学生完成各项测试内容得分情况进行分析,发现最后一项"命题说话"失分率普遍较高。导致"命题说话"项失分多的原因,可以归纳为语音性失误和非语音性失误。语音性失误中如果是超音质的失误,根据定量分析进行定性降档处理。     

国际航运发展综合试验区先行先试政策

从分析国际航运发展综合试验区先行先试的内涵机制出发,研究其发展战略定位;从政府航运监管政策、航运税制改革以及航运高端服务培育等几个方面研究其先行先试的政策体系,并结合国际经验,具体分析了相关航运政策.     

A new quantitative method for assessing sleepiness: The alpha attenuation test

Abstract

Sleepiness interferes with the ability of night-workers and shiftworkers to safely and effectively perform their jobs, and has been increasingly recognized as a major cause of industrial and transportation accidents. Current methods for the assessment of physiological sleepiness levels, such as the Multiple Sleep Latency Test (MSLT) have several limitations and are particularly impractical in field or occupational studies. In this study, the effectiveness of the Alpha Attenuation Test (AAT) for the quantification of sleepiness has been evaluated and compared to the MSLT during a 40-h sleep deprivation protocol. The AAT, a 12-min eye closed/open protocol, is a quantitative method based on the fact that EEG alpha (8-12 Hz) activity tends to increase with eyes open as individuals get sleepier, while it decreases with eyes closed. In this validation study, the AAT proved to be a sensitive measure of sleepiness induced by sleep deprivation, and it also correlated well with the MSLT. Relative to the MSLT, the AAT has the advantages of being objective, minimally intrusive, and more practical especially in industrial or field studies.     

高校英语专业口语教学主要问题研究

口语是英语专业基础课程之一,与听、读、写、译具有同等重要的地位。笔者结合多年英语专业口语教学实际,从教材适用性、教师口语水平、学生态度和水平测试四个方面分析了高校英语专业口语教学中存在的主要问题,说明了英语专业学生口语能力难以快速提高的症结所在,目的是引导教师和学生加强对口语课教学的反思和研究。     

A test for the parametric form of the variance function in a partial linear regression model

We consider the problem of testing for a parametric form of the variance function in a partial linear regression model. A new test is derived, which can detect local alternatives converging to the null hypothesis at a rate n^-1/2$n^{-1/2}$ and is based on a stochastic process of the integrated variance function. We establish weak convergence to a Gaussian process under the null hypothesis, fixed and local alternatives. In the special case of testing for homoscedasticity the limiting process is a scaled Brownian bridge. We also compare the finite sample properties with a test based on an L²$L^2$-distance, which was recently proposed by You and Chen [2005. Testing heteroscedasticity in partially linear regression models. Statist. Probab. Lett. 73, 61–70].