Constructing press releases, constructing quotations: A case study

This paper reports on empirical research into how press releases are being constructed. It starts from previous discourse-analytic work which has pointed to the 'preformulated' nature of press releases: in particular, it has been shown that through a number of metapragmatic features press releases can easily be copied by journalists in their own news reporting. In this paper we set out to subject one of these features, viz. pseudo-quotations (or so-called constructed direct speech), to a further empirical study, in which we scrutinize the process of constructing the press releases. We propose a detailed analysis of this process by combining ethnographic fieldwork with some of the methodology of cognitive psychology, including think-aloud protocols and on-line registration of the writing process. On the basis of this case study it is concluded that the design and functions of quotations in press releases are more complex than has been assumed so far. In addition, our preliminary results indicate that the combination of methods that we propose in this paper provides a sound starting point for both quantitative and qualitative analysis, allowing for a detailed analysis and interpretation of how press releases are being constructed.     

Extremes of Markov chains with tail switching potential

Summary.  A recent advance in the utility of extreme value techniques has been the characteri- zation of the extremal behaviour of Markov chains. This has enabled the application of extreme value models to series whose temporal dependence is Markovian, subject to a limitation that prevents switching between extremely high and extremely low levels. For many applications this is sufficient, but for others, most notably in the field of finance, it is common to find series in which successive values switch between high and low levels. We term such series Markov chains with tail switching potential, and the scope of this paper is to generalize the previous theory to enable the characterization of the extremal properties of series displaying this type of behaviour. In addition to theoretical developments, a modelling procedure is proposed. A simulation study is made to assess the utility of the model in inferring the extremal dependence structure of autoregressive conditional heteroscedastic processes, which fall within the tail switching Markov family, and generalized autoregressive conditional heteroscedastic processes which do not, being non-Markov in general. Finally, the procedure is applied to model extremal aspects of a financial index extracted from the New York Stock Exchange compendium.     

Pathways between Parent–Child Interactions and Peer Acceptance: The Role of Children's Social Information Processing

This study examined the links among parents' interaction styles, their children's social information processing, and peer acceptance. Fourth‐grade children (N = 159) and their parents were observed during family discussions. One year later peer acceptance and children's information processing choices (goals, strategies, and attributions) in response to social dilemmas involving their parents and peers were assessed. Fathers' interaction styles with their children predicted both girls' and boys' information processing in regard to their fathers and peers, which, in turn, were related to peer acceptance. Mothers' interactive styles with their children predicted children's social information processing in regard to parents and peers and peer acceptance in similar ways, but only for girls. This study provided evidence that parent–child interaction is linked to children's information processing concerning their relationships with parents and peers and in turn with children being liked by peers. The implications of a social information processing approach for understanding family–peer links are emphasized.     

Alternative posterior consistency results in nonparametric binary regression using Gaussian process priors

We establish consistency of posterior distribution when a Gaussian process prior is used as a prior distribution for the unknown binary regression function. Specifically, we take the work of Ghosal and Roy [2006. Posterior consistency of Gaussian process prior for nonparametric binary regression. Ann. Statist. 34, 2413–2429] as our starting point, and then weaken their assumptions on the smoothness of the Gaussian process kernel while retaining a stronger yet applicable condition about design points. Furthermore, we extend their results to multi-dimensional covariates under a weaker smoothness condition on the Gaussian process. Finally, we study the extent to which posterior consistency can be achieved under a general model where, when additional hyperparameters in the covariance function of a Gaussian process are involved.     

Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence

This paper introduces continuous‐time random processes whose spectral density is unbounded at some non‐zero frequencies. The discretized versions of these processes have asymptotic properties similar to those of discrete‐time Gegenbauer processes. The paper presents some properties of the covariance function and spectral density as well as a theory of statistical estimation of the mean and covariance function of such processes. Some directions for further generalizations of the results are indicated.     

风险投资公司业务流程评价及标杆管理的应用

考虑到风险投资公司知识型组织的特性及其业务流程的独特之处 ,对风险投资公司的业务流程进行评价时 ,主要针对的是知识管理流程 ,在设计具体指标时 ,除了考虑业务流程的一般度量指标外 ,还要从知识管理的角度来设置     

不同类型企业成长过程中剩余权配置的比较

剩余权如何有效配置是现代企业理论研究的重点之一。对资本密集型企业和知识密集型企业成长过程中的剩余权配置进行分析比较后得到这样的结论 :对于一个企业来说 ,最有效率的剩余权配置方式是随着其成长而动态变化的 ,在不同的成长阶段对应着不同的最优剩余权配置方式 ;对于不同类型的企业来说 ,即使它们处在相同的成长阶段 ,其最优剩余权配置方式也有差异。     

Testing for a trend in exponential means: A two-moment approximation to the null distribution of the likelihood-ratio statistic

The likelihood-ratio test statistic for testing homogeneity of exponential means with an ordered alternative has a rather complex null distribution. Expressions for the mean and variance of its null distribution are derived, and the accuracy of a two-moment chi-squared approximation is studied. The coefficients needed to implement the approximation are tabled. The application of these results in testing for a constant versus a nondecreasing intensity in a nonhomogeneous Poisson process is also discussed.     

A simple monotone process with application to radiocarbon-dated depth chronologies

Summary.  We propose a new and simple continuous Markov monotone stochastic process and use it to make inference on a partially observed monotone stochastic process. The process is piecewise linear, based on additive independent gamma increments arriving in a Poisson fashion. An independent increments variation allows very simple conditional simulation of sample paths given known values of the process. We take advantage of a reparameterization involving the Tweedie distribution to provide efficient computation. The motivating problem is the establishment of a chronology for samples taken from lake sediment cores, i.e. the attribution of a set of dates to samples of the core given their depths, knowing that the age–depth relationship is monotone. The chronological information arises from radiocarbon (¹⁴C) dating at a subset of depths. We use the process to model the stochastically varying rate of sedimentation.     

Renyi's entropy for residual lifetime distribution

In the present paper, we introduce and study Renyi's information measure (entropy) for residual lifetime distributions. It is shown that the proposed measure uniquely determines the distribution. We present characterizations for some lifetime models. Further, we define two new classes of life distributions based on this measure. Various properties of these classes are also given.