Rank Estimation of Log-Linear Regression with Interval-Censored Data

Interval-censored data arise in a wide variety of research and application fields such as cancer and AIDS studies. In this paper, we study a log-linear regression model when data are subject to interval censoring. We use a U-statistic based on ranks to estimate regression coefficients and establish large sample properties of the estimator. We illustrate the performance of the proposed estimate with simulations and a numerical example.     

Robust estimation in the multivariate normal model with variance components

Fisher consistent and Fréchet differentiable statistical functionals have been already used by Bednarski and Zontek [Robust estimation of parameters in a mixed unbalanced model. Ann Statist. 1996;24(4):1493–1510] to get a robust estimator of parameters in a two-way crossed classification mixed model. This way of robust estimation appears also in the variance components model with a commutative covariance matrix [Zmy?lony, Zontek. Robust M-estimator of parameters in variance components model. Discuss Math Probab Stat. 2002;22:61–71]. In this paper it is shown that a modification of this method does not involve any assumptions about commutation of covariance matrix. The theoretical results have been completed with computer simulation studies. Robustness of considered estimator and possibility of approximation of the estimator's distribution with some multivariate normal distribution for both model and contaminated data have been confirmed there.     

我国股市宏观调控合理性研究

针对政府是否需要运用政策手段对股市进行宏观调控以及如何调控的问题进行了研究,对宏观调控的内涵进行了综合评述,并从理论博弈与时间一致性理论角度分析了股市宏观调控的理论和现实的不可行性,最终提出了自己的观点——否定股市宏观调控,股市宏观调控应该缓行。     

劳伦斯小说性爱描写的一种理解

本文简析了包括《恰特莱夫人的情人》在内的２０世纪英国作家Ｄ·Ｈ·劳伦斯的４部长篇小说,结合作家对“性”和“爱”的论述,认为劳伦斯小说中的性爱描写的本意,是作家认为在复杂的人际关系中以男女性关系最为重要,并对它进行多角度探讨,对国内学术界劳伦斯研究的一些看法,提出不同的见解。     

Empirical characteristic function tests for GARCH innovation distribution using multipliers

Goodness-of-fit tests for the innovation distribution in GARCH models based on measuring deviations between the empirical characteristic function of the residuals and the characteristic function under the null hypothesis have been proposed in the literature. The asymptotic distributions of these test statistics depend on unknown quantities, so their null distributions are usually estimated through parametric bootstrap (PB). Although easy to implement, the PB can become very computationally expensive for large sample sizes, which is typically the case in applications of these models. This work proposes to approximate the null distribution through a weighted bootstrap. The procedure is studied both theoretically and numerically. Its asymptotic properties are similar to those of the PB, but, from a computational point of view, it is more efficient.     

Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties

One provides in this paper the pseudo-likelihood estimator (PMLE) and asymptotic theory for the GARCH (1,1) process. Strong consistency of the pseudo-maximum-likelihood estimator (MLE) is established by appealing to conditions given in Jeantheau (1998) concerning the existence of a stationary and ergodic solution to the multivariate GARCH (p, q) process. One proves the asymptotic normality of the PMLE by appealing to martingales' techniques.     

Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

This article studies the estimation of change point in panel models. We extend Bai (2010 Bai, J. (2010). Common breaks in means and variances for panel data. Journal of Econometrics 157:78–92.[Crossref], [Web of Science ®] , [Google Scholar]) and Feng et al. (2009 Feng, Q., Kao, C., Lazarová, S. (2009). Estimation and Identification of Change Points in Panel Models, Working paper, Syracuse University. [Google Scholar]) to the case of stationary or nonstationary regressors and error term, and whether the change point is present or not. We prove consistency and derive the asymptotic distributions of the Ordinary Least Squares (OLS) and First Difference (FD) estimators. We find that the FD estimator is robust for all cases considered.     

谈高校图书馆图书分类标引的一致性

分类标引一致性是《中图法》的重要原则和基本要求。图书分类标引是一项科学性与技术性相结合的细致工作。该文结合大量具体的工作经验和体会 ,探讨了在计算机编目条件下分类标引一致性的问题 ,分析了造成北京林业大学图书馆分类标引不一致的原因 ,并提出了改善该馆分类标引一致性的主要措施 ,即从熟练运用分类法 ,遵循图书分类标引规则 ,严格执行分类标引流程及提高分类工作人员自身的综合素质等方面 ,制定了一个详细合理、切实可行的分类细则和归类原则及本馆的分类法使用本 ,以期能够提高该馆的图书分类标引一致性     

Consistency of Generalized Maximum Spacing Estimates

General methods for the estimation of distributions can be derived from approximations of certain information measures. For example, both the maximum likelihood (ML) method and the maximum spacing (MSP) method can be obtained from approximations of the Kullback–Leibler information. The ideas behind the MSP method, whereby an estimation method for continuous univariate distributions is obtained from an approximation based on spacings of an information measure, were used by Ranneby & Ekstrom (1997) (using simple spacings) and Ekstrom (1997b) (using high order spacings) to obtain a class of methods, called generalized maximum spacing (GMSP) methods. In the present paper, GMSP methods will be shown to give consistent estimates under general conditions, comparable to those of Bahadur (1971) for the ML method, and those of Shao & Hahn (1999) for the MSP method. In particular, it will be proved that GMSP methods give consistent estimates in any family of distributions with unimodal densities, without any further conditions on the distributions.     

神性:感性、理性的认识论核心

在知识论中,感性、理性是人们的认识能力和认识工具。感性、理性与神性在认识中处于不同的地位,起着不同的作用,神性处于人们认识结构的核心。神性的本质是人们对前后一贯性的信念,它为感性和理性所形成的认识提供合法性的支持,并使所获合法性的知识回归感性。