基于VB的计算机考试系统的设计与实现

介绍了网络环境下的基于Visual Basic计算机考试系统的基本组成和功能结构,同时,就题库的建立和管理、随机成卷系统和评分系统等研制的难点进行了分析,并针对其中的关键技术,提出相应的解决方法。     

改革和完善会计教育努力推进我国会计标准的国际化

会计标准国际化是经济全球化的必然要求。文章从我国为推进会计标准国际化所做的努力及其存在的差距、改革和完善会计教育、积极推进会计标准国际化等方面进行了有益的探索     

An affine‐invariant multivariate sign test for cluster correlated data

The author presents a multivariate location model for cluster correlated observations. He proposes an affine‐invariant multivariate sign statistic for testing the value of the location parameter. His statistic is an adaptation of that proposed by Randles (2000). The author shows, under very mild conditions, that his test statistic is asymptotically distributed as a chi‐squared random variable under the null hypothesis. In particular, the test can be used for skewed populations. In the context of a general multivariate normal model, the author obtains values of his test's Pitman asymptotic efficiency relative to another test based on the overall average. He shows that there is an improvement in the relative performance of the new test as soon as intra‐cluster correlation is present Even in the univariate case, the new test can be very competitive for Gaussian data. Furthermore, the statistic is easy to compute, even for large dimensional data. The author shows through simulations that his test performs well compared to the average‐based test. He illustrates its use with real data.     

A partial score test for difference among heterogeneous populations

In event time data analysis, comparisons between distributions are made by the logrank test. When the data appear to contain crossing hazards phenomena, nonparametric weighted logrank statistics are usually suggested to accommodate different-weighted functions to increase the power. However, the gain in power by imposing different weights has its limits since differences before and after the crossing point may balance each other out. In contrast to the weighted logrank tests, we propose a score-type statistic based on the semiparametric-, heteroscedastic-hazards regression model of Hsieh [2001. On heteroscedastic hazards regression models: theory and application. J. Roy. Statist. Soc. Ser. B 63, 63–79.], by which the nonproportionality is explicitly modeled. Our score test is based on estimating functions derived from partial likelihood under the heteroscedastic model considered herein. Simulation results show the benefit of modeling the heteroscedasticity and power of the proposed test to two classes of weighted logrank tests (including Fleming–Harrington's test and Moreau's locally most powerful test), a Renyi-type test, and the Breslow's test for acceleration. We also demonstrate the application of this test by analyzing actual data in clinical trials.     

Emergent and effective properties in ecology and evolution

Emergent properties are often discussed in arguments concerning relationships among different levels. However, the different definitions of emergent properties sometimes confuse the arguments about macro-level phenomena, since some authors regard emergent properties not only as observable global patterns but as properties that affect and cause change in ecological and evolutionary processes. Thus it is important to distinguish higher-level or larger-scale properties that can influence particular ecological and evolutionary processes from those that cannot. I call the former properties effective properties. I gave examples that show why the distinctions between effective and non-effective properties are important.     

An empirical likelihood goodness-of-fit test for time series

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.     

A circular-cone test for testing homogeneity against a simple tree order

Several methods exist for the problem of testing the equality of several treatments against the one-sided alternative that the treatments are better than the control. These methods include Dunnett's test, Bartholomew's likelihood-ratio test, the Abelson-Tukey-Schaafsma-Smid optimal-contrast test, and the multiple-contrast test of Mukerjee, Robertson, and Wright. A new test is proposed based on an approximation of the likelihood-ratio test of Bartholomew. This test involves using a circular cone in place of the alternative-hypothesis cone. The circular-cone test has excellent power characteristics similar to those of Bartholomew's test. Moreover, it has the advantages of being simpler to compute and may be used with unequal sample sizes.     

论全球化背景下国际私法中的国家主权观--由国家利益本位向国际社会利益趋向的转化

主权原则是国际私法中的一项基本原则。在国际私法中长期以来都存在国家利益优先的倾向,但随着全球化趋势的日益增强,传统国际私法中的主权观已越来越不适应国际民商事交往蓬勃发展的现实。全球化带来的是全球法律文明的趋同化,由此伴随着全球共同利益的产生。国际私法作为处理国际民商事法律冲突的法律部门,必须对这种国际社会利益做出反应,把对人权的尊重和保护作为追求正义价值的基本向度。     

非线性热传导方程u_t-Δu=D~βf(u)的Cauchy问题的整体解及渐近性

本文利用压缩映象原理及线性方程 Cauchy 问题的解的衰减性佶计,研究了一类非线性热传导方程 Cauchy 问题的整体解的存在唯一性及渐近性,得到当初值及非线性项满足一定条件之下Cauchy 问题的适当性。从而补充了文[3]的结果,首次指出了文[1]的结果是对半线性方程独有的。     

基于复杂网络的投资组合优化研究

本文基于复杂网络的局部聚类系数改进了传统的全局最小方差投资组合模型。首先通过股票对数收益率的相关系数矩阵构造股票关联网络,然后计算股票关联网络的局部聚类系数,最后通过全局最小方差模型确定最佳投资组合。将改进后的模型应用于A股市场,经过夏普比率、信息比率和欧米茄比率的对比分析得出改进后的投资组合模型在样本外的表现优于传统的全局最小方差投资组合模型。