The quantile-based flattened logistic distribution: Some properties and applications

In this paper, the quantile-based flattened logistic distribution has been studied. Some classical and quantile-based properties of the distribution have been obtained. Closed form expressions of L-moments, L-moment ratios and expectation of order statistics of the distribution have been obtained. A quantile-based analysis concerning the method of matching L-moments estimation is employed to estimate the parameters of the proposed model. We further derive the asymptotic variance–covariance matrix of the matching L-Moments estimators of the proposed model. Finally, we apply the proposed model to simulated as well as two real life datasets and compare the fit with the logistic distribution.     

常德市旅游、商贸宣传品的英译探讨

要达到对外宣传预期的目的 ,旅游、商贸对外宣传品的翻译必须正确、得体、一致。实例表明 ,常德市旅游、商贸对外宣传品的翻译在这些方面普遍存在问题。因此 ,要提高翻译质量 ,除管理者高度重视外 ,译者要加强英、汉语功底的修养 ,培养敬业精神     

GMM tests for the Katz family of distributions

Generalized method of moments (GMM) is used to develop tests for discriminating discrete distributions among the two-parameter family of Katz distributions. Relationships involving moments are exploited to obtain identifying and over-identifying restrictions. The asymptotic relative efficiencies of tests based on GMM are analyzed using the local power approach and the approximate Bahadur efficiency. The paper also gives results of Monte Carlo experiments designed to check the validity of the theoretical findings and to shed light on the small sample properties of the proposed tests. Extensions of the results to compound Poisson alternative hypotheses are discussed.     

俄汉语认知域中的转喻与隐喻连续体现象——以俄汉语“手”的认知为例

语言中的基本范畴词是人们认识世莽的基础，在此基础上人们通过转喻、隐喻来认知更抽象的概念和事物。俄汉语中的“рука——手”同属基本范畴词，具有很强的转喻：隐喻能力。通过手部动作认知、情绪认知、场景认知、权势认知、身体结构认知等方面研究俄汉语认知域中转喻与隐喻的交互作用在词汇层面的连续体关系，将有助于从实证的角度对比分析俄汉语转喻和隐喻思维模式的异同，探求造成两个民族认知差异的文化因素。     

Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix

Approximation formulae are developed for the bias of ordinary and generalized Least Squares Dummy Variable (LSDV) estimators in dynamic panel data models. Results from Kiviet [Kiviet, J. F. (1995), on bias, inconsistency, and efficiency of various estimators in dynamic panel data models, J. Econometrics68:53-78; Kiviet, J. F. (1999), Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors, In: Hsiao, C., Lahiri, K., Lee, L-F., Pesaran, M. H., eds., Analysis of Panels and Limited Dependent Variables, Cambridge: Cambridge University Press, pp. 199-225] are extended to higher-order dynamic panel data models with general covariance structure. The focus is on estimation of both short- and long-run coefficients. The results show that proper modelling of the disturbance covariance structure is indispensable. The bias approximations are used to construct bias corrected estimators which are then applied to quarterly data from 14 European Union countries. Money demand functions for M1, M2 and M3 are estimated for the EU area as a whole for the period 1991: I-1995: IV. Significant spillovers between countries are found reflecting the dependence of domestic money demand on foreign developments. The empirical results show that in general plausible long-run effects are obtained by the bias corrected estimators. Moreover, finite sample bias, although of moderate magnitude, is present underlining the importance of more refined estimation techniques. Also the efficiency gains by exploiting the heteroscedasticity and cross-correlation patterns between countries are sometimes considerable.     

Modified cross-validation in density estimation

We propose a new modified (biased) cross-validation method for adaptively determining the bandwidth in a nonparametric density estimation setup. It is shown that the method provides consistent minimizers. Some simulation results are reported on which compare the small sample behavior of the new and the classical cross-validation selectors.     

D·H·劳伦斯的起点和终点--评《白孔雀》与《查泰莱夫人的情人》创作主题的相似性和连续性

D·H·劳伦斯小说创作主题的相似性和连续性引人关注 ,其处女作《白孔雀》和最后一部长篇小说《查泰莱夫人的情人》十分典型地体现了这一特点 ,两者都有一个个性分裂的女主人公 ,一个反社会的守林人 ,一片代表现代社会最后的伊甸园的树林。本文拟就这三个方面具体阐述这两部作品的相似性和连续性     

Improved model selection criteria for SETAR time series models

The purpose of this paper is threefold. First, we obtain the asymptotic properties of the modified model selection criteria proposed by Hurvich et al. (1990. Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples. Biometrika 77, 709–719) for autoregressive models. Second, we provide some highlights on the better performance of this modified criteria. Third, we extend the modification introduced by these authors to model selection criteria commonly used in the class of self-exciting threshold autoregressive (SETAR) time series models. We show the improvements of the modified criteria in their finite sample performance. In particular, for small and medium sample size the frequency of selecting the true model improves for the consistent criteria and the root mean square error (RMSE) of prediction improves for the efficient criteria. These results are illustrated via simulation with SETAR models in which we assume that the threshold and the parameters are unknown.     

Block external bootstrap in partially linear models with nonstationary strong mixing error terms

The authors extend the block external bootstrap to partially linear regression models with strongly mixing, nonstationary error terms. In addition to providing an approximate distribution for the semiparametric least square estimator of the parametric component, they propose a consistent estimator of the co‐variance matrix of this estimator.     

Empirical Bayes estimation in finite population sampling under functional measurement error models

The paper considers simultaneous estimation of finite population means for several strata. A model-based approach is taken, where the covariates in the super-population model are subject to measurement errors. Empirical Bayes (EB) estimators of the strata means are developed and an asymptotic expression for the MSE of the EB estimators is provided. It is shown that the proposed EB estimators are “first order optimal” in the sense of Robbins [1956. An empirical Bayes approach to statistics. In: Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, vol. 1, University of California Press, Berkeley, pp. 157–164], while the regular EB estimators which ignore the measurement error are not.