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.     

Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution

Summary . A fairly general procedure is studied to perturb a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is sufficiently general to encompass some recent proposals in the literature, variously related to the skew normal distribution. The special case of skew elliptical densities is examined in detail, establishing connections with existing similar work. The final part of the paper specializes further to a form of multivariate skew t -density. Likelihood inference for this distribution is examined, and it is illustrated with numerical examples.     

一类非线性波动方程的新精确解

利用李群对称方法,通过构造变换不变量,将一类1 1维非线性波动方程化为常微分方程,得到了这一类非线性波动方程的一些新的显式精确解,包括孤子解、三角函数解和椭圆函数周期解。     

Testing symmetry under a skew Laplace model

We develop tests of hypothesis about symmetry based on samples from possibly asymmetric Laplace distributions and present exact and limiting distribution of the test statistics. We postulate that the test statistic derived under the Laplace model is a rational choice as a measure of skewness and can be used in testing symmetry for other, quite general classes of skew distributions. Our results are applied to foreign exchange rates for 15 currencies.     

基于EGARCH模型的我国股市信息对称性研究

利用过去17年我国上证综合指数的历史数据,根据股票市场大的波动周期分五阶段经过EGARCH(1,1)模型估计,以验证市场对信息冲出的反映情况.研究结果表明:中国股市存在很大的波动性,尚未达到弱有效性;存在正负杠杆效应交替出现的现象,表现出信息不对称性,但是这种不对称性在明显减小.     

《孔雀东南飞》人物的对称性分析

《孔雀东南飞》中焦刘两个家庭的人物存在着对称性分布特点。焦刘两家在父权社会家庭绝对权威缺席的情况下,权力的中心却大相径庭。在封建社会,特别是在"独尊儒术"的汉代,焦家的行为是与封建礼教相悖的,而刘家则堪称是封建礼教下的模范家庭。同时,两个家庭人物的对称性背后,是诗作维护封建礼教的主旨。     

关于对贞卜辞同字异形判定的三个问题

对贞卜辞是甲骨文中有特色的文例形式，我们从对贞卜辞的判定、同字异形现象的判定以及两条卜辞刻写先后顺序的判定三个方面来细致研究对贞卜辞，进而为下一步的研究打下基础。     

农村婚姻暴力受害因素的有效对称研究

立足农村家庭结构与中国特有的新型农村社会保障体系,以湖南某县级市的实证调查为依据,运用主成分分析、最小二乘回归分析和bootstrapping法,探究婚姻暴力受害因素对不同性别的解释力度。结果显示：农村女性受暴总体高于男性,家庭规模的扩大与家庭关系满意度的提升降低男性家暴的受害,社会支持网规模的扩大增加了两性遭受家暴的风险,“新农保”与“新农合”制度成为降低女性家暴受害的保护性因素,家庭功能衰弱导致家暴的情况没有出现,农村男性与女性家暴受害因素呈有限对称。     

对实现法律硕士(JM)培养目标的思考

法律硕士(JM)培养目标是培养高层次、复合型、应用型法律专门人才。高层次是研究生的规格与标准不能降低;复合型是多种知识、素养与能力的交叉、融合,是法律职业的特定要求;应用型是应用法律专业知识分析、解决法律实务问题的能力,是专业学位的基本要求;三者同等重要、同时作用、相互支撑。