公共文化服务设施的最优投资管理模式选择

在建构基于“适合度”的公共文化服务设施投资管理模式选择方法的基础上,以北京、西安、深圳以及杭州的372个公共文化服务设施6 532个数据为样本,针对文化影响的弥散性,采用Tr-OEM算法检测样本数据中的概念漂移现象,结合专家咨询,探讨了4个城市372个公共文化服务设施的最优投资管理模式。研究结果表明:(1)理论分析显示,文化对居民的影响效应是不均匀的,调研所得的样本数据中存在明显的概念漂移,Tr-OEM算法可有效检测数据的概念漂移并在后台有效模拟与修改数据。(2)实证分析显示,“政府—文化单位”模式是4个城市公共文化服务设施主要的投资管理模式,其次为“一臂之距”模式,最后为市场分散型模式。其中,北京、杭州适宜采用市场分散型模式的文化设施数量比较多,而西安、深圳适宜“一臂之距”模式的比较多。     

Application of a Markovian process to the calculation of mean time equilibrium in a genetic drift model

The most common phenomena in the evolution process are natural selection and genetic drift. In this article, we propose a probabilistic method to calculate the mean and variance time for random genetic drift equilibrium, measured as number of generations, based on Markov process and a complex probabilistic model. We studied the case of a constant, panmictic population of diploid organisms, which had a demonstrated lack of mutation, selection or migration for a determined autonomic locus, and two possible alleles, H and h. The calculations presented in this article were based on a Markov process. They explain how genetic and genotypic frequencies changed in different generations and how the heterozygote alleles became extinguished after many generations. This calculation could be used in more evolutionary applications. Finally, some simulations are presented to illustrate the theoretical calculations presented using different basal situations.     

Fully Nonparametric Estimation of Scalar Diffusion Models

We propose a functional estimation procedure for homogeneous stochastic differential equations based on a discrete sample of observations and with minimal requirements on the data generating process. We show how to identify the drift and diffusion function in situations where one or the other function is considered a nuisance parameter. The asymptotic behavior of the estimators is examined as the observation frequency increases and as the time span lengthens. We prove almost sure consistency and weak convergence to mixtures of normal laws, where the mixing variates depend on the chronological local time of the underlying diffusion process, that is the random time spent by the process in the vicinity of a generic spatial point. The estimation method and asymptotic results apply to both stationary and nonstationary recurrent processes.     

Informal Caregiving and the Politics of Policy Drift in the United States

Informal caregivers play an increasingly important role in caring for aging Americans. Yet existing social policies that could support informal caregiving have experienced “policy drift,” a failure to adapt to social risks that develop after policies are initially enacted. This article examines policy makers’ success at updating seven major policies to address caregiver needs. It draws on an original data set of legislation in this area introduced between 1991 and 2006 (n = 96). Findings indicate that drift is more likely when policy updates are costly, lack support from members of majority parties in the House and Senate, and fail to generate bipartisan support.     

Gangster,victim or both? The interdiscursive construction of sameness and difference in self‐presentations

The paper conceptualizes two contradictory discourses, both used by ethnic minority drug dealers in a street drug market in Oslo, Norway. Oppression discourse includes personal narratives of unemployment, racism and psycho-social problems, often combined with stories about the government and city council being unwilling to help. Drug dealers use the discourse to justify drug dealing and violence, both for themselves and in meetings with welfare organizations. Gangster discourse , on the other hand, includes a series of personal narratives emphasizing how hard, smart, and sexually alluring the young men are. Drug dealers use this discourse to gain self-respect and respect from others, and it dominates interactions on the street. An important argument in this paper is that the discursive practice of criminals inspires theoretical perspectives on criminal practice. Oppression and gangster discourses have inspired, respectively, neutralization and subculture theory. When the same people use both discourses, however, the picture becomes more complicated. The 'bilingual' discursive practice of the street drug dealers reflects the ambivalent role of the researcher, and a Scandinavian institutional and social context where street drug dealers have extensive contact with a welfare state apparatus. The paper still suggests that similar interdiscursivity may have been sacrificed in previous research to produce more coherent theoretical frameworks.     

ADF模式中漂移项和趋势项检验量分布与Bootstrap检验研究

在推导ADF检验模式下趋势项和漂移项伪t检验量极限分布基础上,提出修正的系数检验量。研究表明,它们与DF检验模式下检验量具有相同的极限分布;构造漂移项和趋势项检验的Bootstrap实现方法并证明了有效性。将蒙特卡洛模拟技术与临界值检验方法进行对比,结果表明Bootstrap方法能够明显降低检验的水平扭曲,在检验功效方面也有一定优势。模拟也显示临界值检验的局限性和Bootstrap方法的稳健性。     

Simultaneous determination of the optimal process mean and cutting speed for a manufacturing process

The relationship between machining speed and the process mean for a manufacturing process has received little attention. This paper presents an analytical model and its solution procedure to simultaneously determine the optimal machining speed and process mean when the objective is to minimize the total cost per part. The total cost of the model includes replacement (resetting), production and quality costs. A global optimization algorithm is used to solve the proposed unconstrained model. Numerical examples to demonstrate the effectiveness of the proposed model are given and an extensive sensitivity analysis of the proposed model parameters is also provided. It has been concluded that machining speed and process mean are highly related. Therefore, the machining conditions should be taken into account when solving process mean targeting problems.     

Johansen cointegration rank tests under local alternative hypotheses when related drift or linear trend is not dependent upon sample size in VARs

Abstract

This paper discusses Johansen’s likelihood ratio tests to determine the cointegration rank under local alternative hypotheses in the vector autoregressive models (VARs) in which drift or linear trend related to the hypotheses is not dependent upon the sample size, and evaluates related asymptotic properties. We show that the test statistics diverge at the rate of the sample size even under one of local alternative hypotheses, owing to the existence of such a deterministic term. This implies that under our situations, the tests are far more powerful than those under the conventional local alternative hypotheses.     

Fast Censored Linear Regression

Weighted log‐rank estimating function has become a standard estimation method for the censored linear regression model, or the accelerated failure time model. Well established statistically, the estimator defined as a consistent root has, however, rather poor computational properties because the estimating function is neither continuous nor, in general, monotone. We propose a computationally efficient estimator through an asymptotics‐guided Newton algorithm, in which censored quantile regression methods are tailored to yield an initial consistent estimate and a consistent derivative estimate of the limiting estimating function. We also develop fast interval estimation with a new proposal for sandwich variance estimation. The proposed estimator is asymptotically equivalent to the consistent root estimator and barely distinguishable in samples of practical size. However, computation time is typically reduced by two to three orders of magnitude for point estimation alone. Illustrations with clinical applications are provided.