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1.
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility
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In this paper, we consider the deterministic trend model where the error process is allowed to be weakly or strongly correlated and subject to non‐stationary volatility. Extant estimators of the trend coefficient are analysed. We find that under heteroskedasticity, the Cochrane–Orcutt‐type estimator (with some initial condition) could be less efficient than Ordinary Least Squares (OLS) when the process is highly persistent, whereas it is asymptotically equivalent to OLS when the process is less persistent. An efficient non‐parametrically weighted Cochrane–Orcutt‐type estimator is then proposed. The efficiency is uniform over weak or strong serial correlation and non‐stationary volatility of unknown form. The feasible estimator relies on non‐parametric estimation of the volatility function, and the asymptotic theory is provided. We use the data‐dependent smoothing bandwidth that can automatically adjust for the strength of non‐stationarity in volatilities. The implementation does not require pretesting persistence of the process or specification of non‐stationary volatility. Finite‐sample evaluation via simulations and an empirical application demonstrates the good performance of proposed estimators. 相似文献
2.
This article considers statistical inference for the heteroscedastic partially linear varying coefficient models. We construct an efficient estimator for the parametric component by applying the weighted profile least-squares approach, and show that it is semiparametrically efficient in the sense that the inverse of the asymptotic variance of the estimator reaches the semiparametric efficiency bound. Simulation studies are conducted to illustrate the performance of the proposed method. 相似文献
3.
In studies with recurrent event endpoints, misspecified assumptions of event rates or dispersion can lead to underpowered trials or overexposure of patients. Specification of overdispersion is often a particular problem as it is usually not reported in clinical trial publications. Changing event rates over the years have been described for some diseases, adding to the uncertainty in planning. To mitigate the risks of inadequate sample sizes, internal pilot study designs have been proposed with a preference for blinded sample size reestimation procedures, as they generally do not affect the type I error rate and maintain trial integrity. Blinded sample size reestimation procedures are available for trials with recurrent events as endpoints. However, the variance in the reestimated sample size can be considerable in particular with early sample size reviews. Motivated by a randomized controlled trial in paediatric multiple sclerosis, a rare neurological condition in children, we apply the concept of blinded continuous monitoring of information, which is known to reduce the variance in the resulting sample size. Assuming negative binomial distributions for the counts of recurrent relapses, we derive information criteria and propose blinded continuous monitoring procedures. The operating characteristics of these are assessed in Monte Carlo trial simulations demonstrating favourable properties with regard to type I error rate, power, and stopping time, ie, sample size. 相似文献
4.
贺洪波 《重庆邮电大学学报(社会科学版)》2018,30(3):28-35
最高人民法院、最高人民检察院《关于办理侵犯公民个人信息刑事案件适用法律若干问题的解释》第六条对为合法经营活动而侵犯公民个人信息行为进行独立规制,是新型犯罪罪状表述抽象化与罪状解释具体化、信息时代信息价值多元化与危害行为多样化、现代社会犯罪治理精细化与刑法评价精准化的内在要求.为合法经营活动而侵犯公民个人信息行为相关规范要素中的“为合法经营活动”应理解为主观超过要素,“获利五万元”应作严格解释,“曾因侵犯公民个人信息”应作广义解释,“其他情节严重”应包括信息数量标准. 相似文献
5.
Generally, the semiclosed-form option pricing formula for complex financial models depends on unobservable factors such as stochastic volatility and jump intensity. A popular practice is to use an estimate of these latent factors to compute the option price. However, in many situations this plug-and-play approximation does not yield the appropriate price. This article examines this bias and quantifies its impacts. We decompose the bias into terms that are related to the bias on the unobservable factors and to the precision of their point estimators. The approximated price is found to be highly biased when only the history of the stock price is used to recover the latent states. This bias is corrected when option prices are added to the sample used to recover the states' best estimate. We also show numerically that such a bias is propagated on calibrated parameters, leading to erroneous values. The Canadian Journal of Statistics 48: 8–35; 2020 © 2019 Statistical Society of Canada 相似文献
6.
ABSTRACTBy using the probabilistic framework of production efficiency, the paper develops time-dependent conditional efficiency estimators performing a non-parametric frontier analysis. Specifically, by applying both full and quantile (robust) time-dependent conditional estimators, it models the dynamic effect of health expenditure on countries’ technological change and technological catch-up levels. The results from the application reveal that the effect of per capita health expenditure on countries’ technological change and technological catch-up is nonlinear and is subject to countries’ specific income levels. 相似文献
7.
胥文义 《重庆大学学报(社会科学版)》1996,2(4)
在分析重庆市电子信息设备制造业现状、发展的有利与不利因素以及国内外发展态势的基础上对重庆(?)子信息产业的发展提出了九条对策建议。 相似文献
8.
试论近中国茶馆的社会功能 总被引:4,自引:0,他引:4
在近代中国 ,茶馆与民众生活紧密相连 ,并承担着广泛而又复杂的社会功能。茶馆与民众的经济生活相关联 ,也是民间纠纷调解的重要场所。同时 ,作为一个公众活动的场所 ,茶馆也是民间社会信息传播的集散地 ;民众在茶馆中表达自己的见解 ,也使得茶馆成为一种控制舆论的力量。茶馆的这些功能是近代民间社会内在运作逻辑的体现。 相似文献
9.
姚小伟 《郑州轻工业学院学报(社会科学版)》2002,3(2):62-63
时装画是为了服装的设计、制作和推介而创作的具有审美价值的绘画样式。时装画对于服装文化的发展具有推动作用 ,探讨和研究时装画产生、发展的历史和现状 ,对于发展中国的服装文化 ,具有重要的意义。 相似文献
10.
我国现有的国家创新系统存在效率低下和创新活力不强的问题。强化我国的创新工作应该采取适应市场 ,及时调整创新系统中各因素的角色 ;实现创新组织网络化达到资源共享 ;政府推动创新文化建设 ,营造创新氛围这三项措施 ,从而提高我国整体创新能力和国家创新系统效率。 相似文献