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101.
The purpose of this paper is threefold. First, we obtain the asymptotic properties of the modified model selection criteria proposed by Hurvich et al. (1990. Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples. Biometrika 77, 709–719) for autoregressive models. Second, we provide some highlights on the better performance of this modified criteria. Third, we extend the modification introduced by these authors to model selection criteria commonly used in the class of self-exciting threshold autoregressive (SETAR) time series models. We show the improvements of the modified criteria in their finite sample performance. In particular, for small and medium sample size the frequency of selecting the true model improves for the consistent criteria and the root mean square error (RMSE) of prediction improves for the efficient criteria. These results are illustrated via simulation with SETAR models in which we assume that the threshold and the parameters are unknown. 相似文献
102.
增强邓小平理论课教学时效性的切几点 总被引:1,自引:0,他引:1
顾晓峰 《广西青年干部学院学报》2003,13(1):7-8
应该选好切入点,与时俱进地增强邓小平理论课的教学时效性。课堂讲授的重要切入,应以学生为中心,抓兴奋点,预留老师“答记者问”时间,精心设计讨论;实践参与的重要切入,则在于联系改革实际的典型事例,注重用参观,社会调查等方式增强学生的社会责任感和判断力。 相似文献
103.
This paper studies optimum designs for linear models when the errors are heteroscedastic. Sufficient conditions are given
in order to obtainD-, A- andE-optimum designs for a complete regression model from partial optimum designs for some sub-parameters. A result about optimality
for a complete model from the optimality for the submodels is included.
Supported by Junta de Andalucía, research group FQM244. 相似文献
104.
Consider a website and the surfers visiting its pages. A typical issue of interest, for example while monitoring an advertising campaign, concerns whether a specific page has been designed successfully, i.e. is able to attract surfers or address them to other pages within the site. We assume that the surfing behaviour is fully described by the transition probabilities from one page to another, so that a clickstream (sequence of consecutively visited pages) can be viewed as a finite-state-space Markov chain. We then implement a variety of hierarchical prior distributions on the multivariate logits of the transition probabilities and define, for each page, a content effect and a link effect. The former measures the attractiveness of the page due to its contents, while the latter signals its ability to suggest further interesting links within the site. Moreover, we define an additional effect, representing overall page success, which incorporates both effects previously described. Using WinBUGS, we provide estimates and credible intervals for each of the above effects and rank pages accordingly. 相似文献
105.
Kaatje Bollaerts Marc Aerts Christel Faes Koen Grijspeerdt Jeroen Dewulf Koen Mintiens 《Risk analysis》2008,28(2):427-440
The quantification of the relationship between the amount of microbial organisms ingested and a specific outcome such as infection, illness, or mortality is a key aspect of quantitative risk assessment. A main problem in determining such dose-response models is the availability of appropriate data. Human feeding trials have been criticized because only young healthy volunteers are selected to participate and low doses, as often occurring in real life, are typically not considered. Epidemiological outbreak data are considered to be more valuable, but are more subject to data uncertainty. In this article, we model the dose-illness relationship based on data of 20 Salmonella outbreaks, as discussed by the World Health Organization. In particular, we model the dose-illness relationship using generalized linear mixed models and fractional polynomials of dose. The fractional polynomial models are modified to satisfy the properties of different types of dose-illness models as proposed by Teunis et al . Within these models, differences in host susceptibility (susceptible versus normal population) are modeled as fixed effects whereas differences in serovar type and food matrix are modeled as random effects. In addition, two bootstrap procedures are presented. A first procedure accounts for stochastic variability whereas a second procedure accounts for both stochastic variability and data uncertainty. The analyses indicate that the susceptible population has a higher probability of illness at low dose levels when the combination pathogen-food matrix is extremely virulent and at high dose levels when the combination is less virulent. Furthermore, the analyses suggest that immunity exists in the normal population but not in the susceptible population. 相似文献
106.
独立学院是我国现行高教体制的突破与革新,既不同于传统的公办普通高校,又有别于已有的民办高校和职业技术学院。随着高等教育大众化,面对着竞争愈演愈烈的人才市场,独立学院如何在高等教育竞争中的勇立潮头,赢得一席之地,必须就“独立学院应用性人才培养模式的构建”进行认真的研究与探索,根据社会对人才需求呈现出多样化趋势的实际,找准学院定位,明确办学理念,理清办学思路,创新培养模式,全力打造“应用性”人才。 相似文献
107.
Bhaswati Ganguli John Staudenmayer M.P. Wand 《Australian & New Zealand Journal of Statistics》2005,47(2):193-202
This paper develops a likelihood‐based method for fitting additive models in the presence of measurement error. It formulates the additive model using the linear mixed model representation of penalized splines. In the presence of a structural measurement error model, the resulting likelihood involves intractable integrals, and a Monte Carlo expectation maximization strategy is developed for obtaining estimates. The method's performance is illustrated with a simulation study. 相似文献
108.
公民权与美国工业化时期缩短工时运动研究 总被引:1,自引:0,他引:1
刘丽华 《辽宁工程技术大学学报(社会科学版)》2005,7(1):66-68
在工业化时期,美国人们形成了"私人时间"的观念。他们普遍相信,过长的工时侵犯了自己的私人时间,而拥有私人时间是共和国公民的天然权利。这种思想成为缩短工时运动的重要思想基础,促进运动的蓬勃发展。然而,受契约自由传统的影响,运动仅取得了有限的成就,工人获得合理工作时间和私人时间的路途仍很艰辛漫长。 相似文献
109.
Song Xi Chen Wolfgang Härdle Ming Li 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2003,65(3):663-678
Summary. Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric alternatives are based on residuals arising from a fitted model. When a parametric regression model is compared with a nonparametric model, goodness-of-fit testing can be naturally approached by evaluating the likelihood of the parametric model within a nonparametric framework. We employ the empirical likelihood for an α -mixing process to formulate a test statistic that measures the goodness of fit of a parametric regression model. The technique is based on a comparison with kernel smoothing estimators. The empirical likelihood formulation of the test has two attractive features. One is its automatic consideration of the variation that is associated with the nonparametric fit due to empirical likelihood's ability to Studentize internally. The other is that the asymptotic distribution of the test statistic is free of unknown parameters, avoiding plug-in estimation. We apply the test to a discretized diffusion model which has recently been considered in financial market analysis. 相似文献
110.
Ross H. Taplin 《Australian & New Zealand Journal of Statistics》2002,44(3):295-310
This paper documents situations where the variance inflation model for outliers has undesirable properties. The model is commonly used to accommodate outliers in a Bayesian analysis of regression and time series models. The alternative approach provided here does not suffer from these undesirable properties but gives inferences similar to those of the variance inflation model when this is appropriate. It can be used with regression, time series, and regression with correlated errors in a unified way, and adheres to the scientific principle that inference should be based on the data after obvious outliers have been discarded. Only one parameter is required for outliers; it is interpretable as the a priori willingness to remove observations from the analysis. 相似文献