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131.
B股与H股及红筹股之间的溢出效应与信息流动 总被引:1,自引:0,他引:1
运用向量GARCH-M模型检验了B股与H股及红筹股之间的溢出效应与信息流动.实证结果表明:红筹股对沪深市B股、H股对沪市B股的收益和波动溢出效应均显著存在,而反向的溢出效应均不显著,表明信息是从红筹股向沪深市B股、从H股向沪市B股单向流动的;深市B股与H股之间相互的收益溢出效应均存在,而波动溢出效应均不存在,信息在H股和深市B股之间的流动情况不明显;在信息流动过程中,红筹股始终处于信息领先地位. 相似文献
132.
ALBERTO ROVERATO 《Scandinavian Journal of Statistics》2005,32(2):295-312
Abstract. A Markov property associates a set of conditional independencies to a graph. Two alternative Markov properties are available for chain graphs (CGs), the Lauritzen–Wermuth–Frydenberg (LWF) and the Andersson–Madigan– Perlman (AMP) Markov properties, which are different in general but coincide for the subclass of CGs with no flags . Markov equivalence induces a partition of the class of CGs into equivalence classes and every equivalence class contains a, possibly empty, subclass of CGs with no flags itself containing a, possibly empty, subclass of directed acyclic graphs (DAGs). LWF-Markov equivalence classes of CGs can be naturally characterized by means of the so-called largest CGs , whereas a graphical characterization of equivalence classes of DAGs is provided by the essential graphs . In this paper, we show the existence of largest CGs with no flags that provide a natural characterization of equivalence classes of CGs of this kind, with respect to both the LWF- and the AMP-Markov properties. We propose a procedure for the construction of the largest CGs, the largest CGs with no flags and the essential graphs, thereby providing a unified approach to the problem. As by-products we obtain a characterization of graphs that are largest CGs with no flags and an alternative characterization of graphs which are largest CGs. Furthermore, a known characterization of the essential graphs is shown to be a special case of our more general framework. The three graphical characterizations have a common structure: they use two versions of a locally verifiable graphical rule. Moreover, in case of DAGs, an immediate comparison of three characterizing graphs is possible. 相似文献
133.
史蒙 《辽宁工程技术大学学报(社会科学版)》2002,4(3):130-131
从高职教育的培养目标入手 ,就高等职业技术教育中机械类和近机类专业的技术基础课《机械设计基础》如何改革教学模式 ,培养新型人才 ,提出了以下设想 :建立具有“双师型”的教师队伍 ;装备机械设计专用教室 ;针对不同问题做小设计 ;改革考核方式 相似文献
134.
《国际私法》课程的教学方法探讨 总被引:1,自引:0,他引:1
王霖华 《广州大学学报(社会科学版)》2002,1(12):73-78
案例教学和差异比较法教学是适合《国际私法》课程特点的教学方式方法。其中 ,案例教学是将教学内容、教学目的和教学方法等融汇于特定的案例分析和评价的一种教学过程和教学组织架构 ,一般由案例的准备、呈现、问题、思与行、评价和回归教材 6个环节动态地建构而成 ;而差异比较法教学则是以一个特定的国家的法律为比较基准 ,通过对各被比较国家在同一问题上的法律规定作相应的对比和分析 ,找出相应的差异并进一步探索国际私法的基本原理和解决法律冲突的方法的一种教学过程和教学方法 ,一般包括准备、实体法上的差异比较、法律冲突、解决冲突的方案、冲突规范的比较、综合评价 6个步骤。教师在《国际私法》课程的教学过程中应精心设计和实施案例教学和差异比较法教学且应将二者结合运用 相似文献
135.
The mean density of bacteria in a water body is commonly monitored using quantal assay. This paper describes the use of local scoring in estimating the spatial distribution of mean density from quantal assay results at a set of point locations. An application to estimating the mean density of fecal conform bacteria in a coastal pond is presented. Model diagnostics based on a parametric bootstrap are also presented. 相似文献
136.
Jarrett J. Barber Alan E. Gelfand John A. Silander 《Revue canadienne de statistique》2006,34(4):659-676
The authors consider the issue of map positional error, or the difference between location as represented in a spatial database (i.e., a map) and the corresponding unobservable true location. They propose a fully model‐based approach that incorporates aspects of the map registration process commonly performed by users of geographic informations systems, including rubber‐sheeting. They explain how estimates of positional error can be obtained, hence estimates of true location. They show that with multiple maps of varying accuracy along with ground truthing data, suitable model averaging offers a strategy for using all of the maps to learn about true location. 相似文献
137.
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
138.
Formulae are provided that define the ‘bend points’, the beginning and end of the essentially linear dose–response region, for the four‐parameter logistic model. The formulae are expressed in both response and dose units. The derivation of the formulae is shown in order to illustrate the general nature of the methodology. Examples are given that describe how the formulae may be used while planning and conducting bioassays. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
139.
董俊峰 《淮海工学院学报(社会科学版)》2005,3(2):71-74
语言风格体现一定的审美观,毛泽东的语言风格体现了他独有的审美取向和审美价值。这里通过对毛泽东生活实践和写作实践中所形成的伟人风采的展示和文风、语言风格的研究,将毛泽东的语言风格概括为通俗平易,形象生动;理中寓情,情理交融;想象丰富,气势磅礴;古为今用,推陈出新,为人们树立了语言艺术运用的光辉典范。 相似文献
140.
In this article, we describe a straightforward method for solving the probability of at least one malignant cell by time t, and the associated hazard function, in the general (i.e., nonhomogeneous) two-stage Moolgavkar-Venzon-Knudson (MVK) model of cancer. The method consists of solving four coupled ordinary differential equations derived from the Kolmogorov backward equations for this process. The relationship of this method to previously proposed solutions is discussed. 相似文献