Bayesian averaging of classical estimates in asymmetric vector autoregressive models

The estimated vector autoregressive (VAR) model is sensitive to model misspecifications, resulting to biased and inconsistent parameter estimates. This article extends the Bayesian averaging of classical estimates, a robustness procedure in cross-section data, to a vector time-series that is estimated using a large number of asymmetric VAR models. The proposed procedure was applied to simulated data from various forms of model misspecifications. The results of the simulation suggest that, under misspecification problems, particularly if an important variable and moving average (MA) terms were omitted, the proposed procedure gives robust results and better forecasts than the automatically selected equal lag-length VAR model.     

Bayesian adaptive dose‐escalation designs for simultaneously estimating the optimal and maximum safe dose based on safety and efficacy

The main purpose of dose‐escalation trials is to identify the dose(s) that is/are safe and efficacious for further investigations in later studies. In this paper, we introduce dose‐escalation designs that incorporate both the dose‐limiting events and dose‐limiting toxicities (DLTs) and indicative responses of efficacy into the procedure. A flexible nonparametric model is used for modelling the continuous efficacy responses while a logistic model is used for the binary DLTs. Escalation decisions are based on the combination of the probabilities of DLTs and expected efficacy through a gain function. On the basis of this setup, we then introduce 2 types of Bayesian adaptive dose‐escalation strategies. The first type of procedures, called “single objective,” aims to identify and recommend a single dose, either the maximum tolerated dose, the highest dose that is considered as safe, or the optimal dose, a safe dose that gives optimum benefit risk. The second type, called “dual objective,” aims to jointly estimate both the maximum tolerated dose and the optimal dose accurately. The recommended doses obtained under these dose‐escalation procedures provide information about the safety and efficacy profile of the novel drug to facilitate later studies. We evaluate different strategies via simulations based on an example constructed from a real trial on patients with type 2 diabetes, and the use of stopping rules is assessed. We find that the nonparametric model estimates the efficacy responses well for different underlying true shapes. The dual‐objective designs give better results in terms of identifying the 2 real target doses compared to the single‐objective designs.     

Sequential estimation problems for negative exponential populations

The literature on sequential estimation problems for negative exponential populations has been reviewed here, We attempt to bring in all the published and unpublished materials known to us in a fairly coherent fashion. Both the concepts and theoretical findings are discussed.     

减刑假释实行申请制之倡导

根据我国刑法规定,减刑假释程序是由执行机关提出减刑假释意见书,法院组成合议庭作出裁定。现有制度存在很大不合理性,犯罪人作为减刑假释的直接获益人,被排斥在程序之外并不能保障犯罪人的利益,而且会导致假释使用率被执行机关人为降低。减刑假释本质都应采用权利说,二者本质上并无差别,且优劣互补,只是具体执行方式不同,因此减刑假释应当实行申请制,由犯罪人根据自身情况自由选择减刑或者假释并先行提出申请,执行机关提出意见书,法院居中裁定。减刑假释实行申请制有利于司法机关选择真正适合犯罪人的执行措施,提高犯罪人改造的积极性,使得对犯罪人的改造更加有效、更加彻底,同时也保障了犯罪人的合法权益。     

Randomization tests in recursive response-adaptive randomization procedures

In a randomized clinical trial, response-adaptive randomization procedures use the information gathered, including the previous patients' responses, to allocate the next patient. In this setting, we consider randomization-based inference. We provide an algorithm to obtain exact p-values for statistical tests that compare two treatments with dichotomous responses. This algorithm can be applied to a family of response adaptive randomization procedures which share the following property: the distribution of the allocation rule depends only on the imbalance between treatments and on the imbalance between successes for treatments 1 and 2 in the previous step. This family includes some outstanding response adaptive randomization procedures. We study a randomization test to contrast the null hypothesis of equivalence of treatments and we show that this test has a similar performance to that of its parametric counterpart. Besides, we study the effect of a covariate in the inferential process. First, we obtain a parametric test, constructed assuming a logit model which relates responses to treatments and covariate levels, and we give conditions that guarantee its asymptotic normality. Finally, we show that the randomization test, which is free of model specification, performs as well as the parametric test that takes the covariate into account.     

民事简易程序的价值选择

公正与效率是民事简易程序必须考量的两个既互相依存又有所冲突的价值目标。在司法与诉讼活动中,民事简易程序的价值取向既包括公正,又包括效率。民事简易程序价值取向的定位就在于诉讼公正和诉讼效率的协调。     

A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models

When prediction intervals are constructed using unobserved component models (UCM), problems can arise due to the possible existence of components that may or may not be conditionally heteroscedastic. Accurate coverage depends on correctly identifying the source of the heteroscedasticity. Different proposals for testing heteroscedasticity have been applied to UCM; however, in most cases, these procedures are unable to identify the heteroscedastic component correctly. The main issue is that test statistics are affected by the presence of serial correlation, causing the distribution of the statistic under conditional homoscedasticity to remain unknown. We propose a nonparametric statistic for testing heteroscedasticity based on the well-known Wilcoxon''s rank statistic. We study the asymptotic validation of the statistic and examine bootstrap procedures for approximating its finite sample distribution. Simulation results show an improvement in the size of the homoscedasticity tests and a power that is clearly comparable with the best alternative in the literature. We also apply the test on real inflation data. Looking for the presence of a conditionally heteroscedastic effect on the error terms, we arrive at conclusions that almost all cases are different than those given by the alternative test statistics presented in the literature.     

建立我国经济诉讼特别程序的思考

经济法律规范缺乏可诉性已是法学界公认的事实,单对现有制度的修修补补已无法解决这一问题.因此,应参照国外的成熟制度,在现有的制度上创新,建立我国的经济诉讼特别程序.为保证该程序发挥应有的作用,必须合理设计具体的操作方案并防止诉权的滥用.     

铁路安全的行政法规制:经验与借鉴

面对迅速发展的铁路运输事业,中国铁路安全法律制度还存在一些不足,亟需完善。美国联邦铁路安全法律制度在改善其铁路安全状况方面发挥了重要作用。它的主要特点是:明确安全为最高优先事项、重视铁路安全规制机构的建设、运用多元的规制工具和执行手段、设置必要的行政程序。美国经验对我国完善铁路安全立法、加强铁路安全行政组织建设、优化行政行为形式和改进行政程序具有借鉴价值。     

我国死刑程序运作状况的实证分析

就我国死刑案件审判特殊程序运作状况,对法院、检察院工作人员,警察,律师,普通社会公众,服刑人员等进行了抽样问卷调查。调查内容包括三个方面：所有调查对象对死刑案件第二审程序规定运作状况的认识;法律职业群体对死刑案件审判程序运作状况的认识;服刑人员和普通公民对死刑案件审判中当事人权利保障问题的认识。根据对问卷的统计、分析得出：由于当前中国社会经济、文化的发展和犯罪态势的影响,我国刑事诉讼法有修改的必要。为了进一步保证死刑案件诉讼程序的规定得到更好地执行和遵守,提出了如下改革建议：扩大律师在刑事诉讼中的权利;扩大人民监督员和特约检察员对刑事案件审理过程的程序性监督;引入沉默权制度;在审判委员会中,应坚持少数服从多数的原则。