First‐order bias correction for fractionally integrated time series

Most of the long memory estimators for stationary fractionally integrated time series models are known to experience non‐negligible bias in small and finite samples. Simple moment estimators are also vulnerable to such bias, but can easily be corrected. In this article, the authors propose bias reduction methods for a lag‐one sample autocorrelation‐based moment estimator. In order to reduce the bias of the moment estimator, the authors explicitly obtain the exact bias of lag‐one sample autocorrelation up to the order n⁻¹. An example where the exact first‐order bias can be noticeably more accurate than its asymptotic counterpart, even for large samples, is presented. The authors show via a simulation study that the proposed methods are promising and effective in reducing the bias of the moment estimator with minimal variance inflation. The proposed methods are applied to the northern hemisphere data. The Canadian Journal of Statistics 37: 476–493; 2009 © 2009 Statistical Society of Canada     

The Synthetic Situation: Interactionism for a Global World

Presented as the Distinguished Lecture at the annual meeting of the Society for the Study of Symbolic Interaction in Boston, Massachusetts, on August 1, 2008, this article rethinks central assumptions of the interaction order as conceptualized by Goffman and others with respect to global domains of activity. 1 It proposes two new concepts, that of the synthetic situation and that of time transactions. Synthetic situations are situations that include electronically transmitted on‐screen projections that add informational depth and new response requirements to the “ecological huddle” ( Goffman 1964 :135) of the natural situation. Global situations invariably include such components; we also find that temporal forms of integration may substitute for joint territoriality of copresence in the natural situation. Based on research on global currency trading and other empirical examples, I identify four types of synthetic situations and describe the synthetic situation's informational character, its ontological fluidity, and the phenomenon that synthetic situations may become role‐others for participants. I outline the response system of synthetic situations, sketching out the concepts of response presence and its implications in this context as well as the importance of embodiment. I also discuss time transactions and the idea of fatefulness as a symbolic charge linked to the synthetic components of the situation.     

Asymptotic robustness of least median of squares for autoregressions with additive outliers

This paper considers the robustness properties in the time series context of the least median of squares (LMS) estimator. The influence function of the LMS estimator is derived under additive outlier contamination. This influence function is redescending and bounded for fixed values of the AR parameters. The gross-error sensitivity, however, is an unbounded function of the AR parameters. In order to asses the global robustness behavior of the LMS estimator, we consider several notions of breakdown. The breakdown points of the LMS estimator depend on the value of the underlying AR parameter. Generally, the breakdown point is below one half for high values of the AR parameter. The bias curves of the LMS estimator reveal, however, that the magnitude of outliers has to be considerable in order to cause breakdown.     

基于Vague集和属性综合评价的股票投资价值分析方法

对二级市场上同一行业内的不同股票进行投资价值分析是一个系统综合评价问题。本文从评价指标的选择、单项指标的评价、多项指标的综合评价和属性识别准则四部分来阐述属性测度理论在股票投资价值分析中的应用。特别需要指出的是,股票投资价值评价指标体系的建立和指标权重的确定应用了Vague集的理论和方法。最后,我们应用属性综合评价方法对电子元器件制造业的公司股票进行投资价值分析,结果验证了该方法的实用性和正确性。     

Choice of Parametric Accelerated Life and Proportional Hazards Models for Survival Data: Asymptotic Results

We discuss the impact of misspecifying fully parametric proportional hazards and accelerated life models. For the uncensored case, misspecified accelerated life models give asymptotically unbiased estimates of covariate effect, but the shape and scale parameters depend on the misspecification. The covariate, shape and scale parameters differ in the censored case. Parametric proportional hazards models do not have a sound justification for general use: estimates from misspecified models can be very biased, and misleading results for the shape of the hazard function can arise. Misspecified survival functions are more biased at the extremes than the centre. Asymptotic and first order results are compared. If a model is misspecified, the size of Wald tests will be underestimated. Use of the sandwich estimator of standard error gives tests of the correct size, but misspecification leads to a loss of power. Accelerated life models are more robust to misspecification because of their log-linear form. In preliminary data analysis, practitioners should investigate proportional hazards and accelerated life models; software is readily available for several such models.     

群体归因偏差及矫正策略

转型期社会群体对于社会认知和人的发展的归因偏差主要表现在过度归因于体制和政策、社会认识偏差、人情认知偏差、社会浮躁心态与社会牢骚等方面。因此,应通过克服归因从众心理,克服群体归因极化模式,提高元认知水平和强化自我控制等对策,使个体与群体都能得到良好的发展,更好地促进社会发展。     

内心独白与诗化建构--伍尔夫小说创作论

伍尔夫的意识流小说影响极大,她的小说以新的内心话语和独特的结构形式宣告了崭新的小说美学原则的确立.在小说技法上,她纯熟地运用绘画的"构图艺术"、宏观的透视方法、主导的象征意象来丰富小说艺术的表现功能;她通过"内心独白"和"诗化小说"来展现人物心灵,刻画人物形象,构筑小说的独特意境,赋予小说美的内涵和意蕴.     

Estimating population size with truncated sampling

Let X₁, X₂,…,X_n be independent, indentically distributed random variables with density f(x,θ) with respect to a σ-finite measure μ. Let R be a measurable set in the sample space X. The value of X is observable if X ? (X?R) and not otherwise. The number J of observable X’s is binomial, N, Q, Q = 1?P(X ? R). On the basis of J observations, it is desired to estimate N and θ. Estimators considered are conditional and unconditional maximum likelihood and modified maximum likelihood using a prior weight function to modify the likelihood before maximizing. Asymptotic expansions are developed for the [Ncirc]’s of the form [Ncirc] = N + α√N + β + o_p(1), where α and β are random variables. All estimators have the same α, which has mean 0, variance σ² (a function of θ) and is asymptotically normal. Hence all are asymptotically equivalent by the usual limit distributional theory. The β’s differ and Eβ can be considered an “asymptotic bias”. Formulas are developed to compare the asymptotic biases of the various estimators. For a scale parameter family of absolutely continuous distributions with X = (0,∞) and R = (T,∞), special formuli are developed and a best estimator is found.     

Admissible minimum bias estimation of response surfaces

The minimum bias estimator was introduced as an alternative to the least squares estimator for approximating response functions by low-order polynomials. Here we show how to obtain an admissible estimator with smaller squared bias.     

电子信息工程专业综合实验初探

提出了一个建设电子信息综合实验室 ,并开设电子信息综合实验的设想。该设想的实现 ,不仅可以充分利用实验室的现有设备 ,而且能将多门专业基础课和专业实验课有机的结合起来 ,进一步改善电子信息工程专业实验的效果