The residual effect of a growth-decay mechanism and the distributions of covariance structures

The product of two independent or dependent scalar normal variables, sums of products, sample covariances, and general bilinear forms are considered. Their distributions are shown to belong to a class called generalized Laplacian. A growth-decay mechanism is also shown to produce such a generalized Laplacian. Sets of necessary and sufficient conditions are derived for bilinear forms to belong to this class. As a generalization, the distributions of rectangular matrices associated with multivariate normal random vectors are also discussed.     

《汉书》应劭注偏正式双音词研究

《汉书》应劭注偏正式双音词数量最多,偏语素与正语素有10种语义关系。有名+名→名等16种构词方式。名词具有绝对优势。偏正式双音词的词性基本上是由充当正语素单音词的词性决定的。注释学的繁荣,特别是它对义项加以选择、限制的要求,促进了汉语偏正式双音词的发展。     

Examples of the use of an equivalence theorem in constructing optimum experimental designs for random-effects nonlinear regression models

The problem considered is that of finding an optimum measurement schedule to estimate population parameters in a nonlinear model when the patient effects are random. The paper presents examples of the use of sensitivity functions, derived from the General Equivalence Theorem for D-optimality, in the construction of optimum population designs for such schedules. With independent observations, the theorem applies to the potential inclusion of a single observation. However, in population designs the observations are correlated and the theorem applies to the inclusion of an additional measurement schedule. In one example, three groups of patients of differing size are subject to distinct schedules. Numerical, as opposed to analytical, calculation of the sensitivity function is advocated. The required covariances of the observations are found by simulation.     

Variance (Non) Causality in Multivariate GARCH

This paper extends the current literature on the variance-causality topic providing the coefficient restrictions ensuring variance noncausality within multivariate GARCH models with in-mean effects. Furthermore, this paper presents a new multivariate model, the exponential causality GARCH. By the introduction of a multiplicative causality impact function, the variance causality effects becomes directly interpretable and can therefore be used to detect both the existence of causality and its direction; notably, the proposed model allows for increasing and decreasing variance effects. An empirical application evidences negative causality effects between returns and volume of an Italian stock market index future contract.     

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.     

Multivariate outlier detection in incomplete survey data: the epidemic algorithm and transformed rank correlations

Summary.  As a part of the EUREDIT project new methods to detect multivariate outliers in incomplete survey data have been developed. These methods are the first to work with sampling weights and to be able to cope with missing values. Two of these methods are presented here. The epidemic algorithm simulates the propagation of a disease through a population and uses extreme infection times to find outlying observations. Transformed rank correlations are robust estimates of the centre and the scatter of the data. They use a geometric transformation that is based on the rank correlation matrix. The estimates are used to define a Mahalanobis distance that reveals outliers. The two methods are applied to a small data set and to one of the evaluation data sets of the EUREDIT project.     

安置方式、人际交往与移民适应:江苏、浙江343户三峡农村移民的比较研究

本文依据对江苏、浙江两省6个县343户三峡外迁农村移民的调查数据，分析了相对集中与完全分散这两种不同的安置方式，以及由此所形成的两种不同的人际交往状况对外迁移民社会适应的影响。研究发现，从总体上看，移民在安置地的人际交往状况对移民的社会适应的影响十分显著。无论是移民之间的交往、还是移民与当地居民之间的交往，都会大大增强移民融入当地社会的程度。     

Bayesian networks for imputation

Summary.  Bayesian networks are particularly useful for dealing with high dimensional statistical problems. They allow a reduction in the complexity of the phenomenon under study by representing joint relationships between a set of variables through conditional relationships between subsets of these variables. Following Thibaudeau and Winkler we use Bayesian networks for imputing missing values. This method is introduced to deal with the problem of the consistency of imputed values: preservation of statistical relationships between variables ( statistical consistency ) and preservation of logical constraints in data ( logical consistency ). We perform some experiments on a subset of anonymous individual records from the 1991 UK population census.     

古籍整理与方言的关系

本文分两个部分：第一部分讨论了古籍中因方言的存在而造成了异文和疑难词语的问题；第二部分讨论了古籍训诂应该重视方言的研究成果的问题。总之，本文旨在论述古籍整理与方言（包括古代和现代）研究的重要关系，不重视０方言研究的成果，就难以很好地做好古籍的校勘和训诂工作。     

治安管理处罚方式的新发展

处罚方式是关于具体的处罚手段与类型的法律规定,在治安管理处罚中具有非常重要的作用。随着社会主体多元化,社会关系复杂化,治安管理处罚方式必然要多样化。国外的社区矫正制度尤其值得借鉴。