共查询到20条相似文献,搜索用时 0 毫秒
1.
Kamanzi-wa-Binyavanga 《Revue internationale de statistique》2009,77(2):212-221
A method, which we believe is simpler and more transparent than the one due to McCullagh (1984) , is described for obtaining the cumulants of a scalar multivariate stochastic Taylor expansion. Its generalisation is also suggested. An important feature, previously not reported, is that the expansion of every cumulant of order ≥ 2 is made up of separate subseries.
In order to handle certain frequently occurring sums over permutations of members of compound index sets, we introduce a new notation [ m ]* , where m is a positive integer. 相似文献
In order to handle certain frequently occurring sums over permutations of members of compound index sets, we introduce a new notation [ m ]
2.
传统意义上认为工件某个自由度由多个定位元件重复限制称为过定位,在实际应用中,一般工艺要求不允许出现过定位,然而在大型零件加工过程中仍然需要过定位来增加定位装夹刚度,防止工件变形,因此正确区分过定位与虚设过定位成为夹具设计的关键。 相似文献
3.
In this paper, the posterior density of the log–odds ratio is studied. It is assumed that the observations have a multinomial distribution and that the prior on the multinomial parameters is a Dirichlet density. Several approximations currently available are reviewed. Under certain conditions on the prior parameters of the Dirichlet density, it is shown that the posterior moments can be computed exactly. A new approximation, similar to the Edgeworth expansion is also proposed. Using a numerical example, the different methods of approximation of posterior density are compared. 相似文献
4.
The Stringer bound is a widely used nonparametric 100(1 -α)% upper confidence bound for the fraction of errors in an accounting population. This bound has been found in practice to be rather conservative, but no rigorous mathematical proof of the correctness of the Stringer bound as an upper confidence bound is known and also no counterexamples are available. In a pioneering paper Bickel (1992) has given some fixed sample support to the bound's conservatism together with an asymptotic expansion in probability of the Stringer bound, which has led to his claim of the asymptotic conservatism of the Stringer bound. In the present paper we obtain expansions of arbitrary order of the coefficients in the Stringer bound. As a consequence we obtain Bickel's asymptotic expansion with probability 1 and we show that the asymptotic conservatism holds for confidence levels 1 -α, with α∈ (0,1/2]. It means that in general also in a finite sampling situation the Stringer bound does not necessarily have the right confidence level. Based on our expansions we propose a modified Stringer bound which has asymptotically precisely the right nominal confidence level. Finally, we discuss other consequences of the expansions of the Stringer bound such as a central limit theorem, a law of the iterated logarithm and the functional versions of them. 相似文献
5.
This paper reconsiders a block bootstrap procedure for Quasi Maximum Likelihood estimation of GARCH models, based on the resampling of the likelihood function, as proposed by Gonçalves and White [2004. Maximum likelihood and the bootstrap for nonlinear dynamic models. Journal of Econometrics 119, 199–219]. First, we provide necessary conditions and sufficient conditions, in terms of moments of the innovation process, for the existence of the Edgeworth expansion of the GARCH(1,1) estimator, up to the k-th term. Second, we provide sufficient conditions for higher order refinements for equally tailed and symmetric test statistics. In particular, the bootstrap estimator based on resampling the likelihood has the same higher order improvements in terms of error in the rejection probabilities as those in Andrews [2002. Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators. Econometrica 70, 119–162]. 相似文献
6.
Zellner (1976) proposed a regression model in which the data vector (or the error vector) is represented as a realization from the multivariate Student t distribution. This model has attracted considerable attention because it seems to broaden the usual Gaussian assumption to allow for heavier-tailed error distributions. A number of results in the literature indicate that the standard inference procedures for the Gaussian model remain appropriate under the broader distributional assumption, leading to claims of robustness of the standard methods. We show that, although mathematically the two models are different, for purposes of statistical inference they are indistinguishable. The empirical implications of the multivariate t model are precisely the same as those of the Gaussian model. Hence the suggestion of a broader distributional representation of the data is spurious, and the claims of robustness are misleading. These conclusions are reached from both frequentist and Bayesian perspectives. 相似文献
7.
David S. Oderberg 《Economic Affairs》2017,37(2):167-181
Contemporary liberal societies are seeing increasing pressure on individuals to act against their consciences. Most of the pressure is directed at freedom of religion but it also affects ethical beliefs more generally, contrary to the recognition of freedom of religion and conscience as a basic human right. I propose that freedom of dissociation, as a corollary of freedom of association, could be a practical and ethically acceptable solution to the conscience problem. I examine freedom of association and explain how freedom of dissociation follows from it, showing how dissociation protects freedom of religion and conscience. Extreme cases, such as the problem of the Satanist nurse, can be handled within a dissociationist framework, so it is reasonable to think less extreme cases can also be dealt with. The serious objection that dissociationism entails unjust discrimination is answered primarily by appeal to the need for ‘full and fair access’ to goods and services by all groups. I then allay important concerns about what kind of liberal society we should want to live in. Next, I refute the charge that a dissociationist society violates liberalism's ‘higher good’, arguing that liberalism strictly does not have a higher good. I conclude with some reflections on what a dissociationist society might look like. 相似文献
8.
When screening a production process for nonconforming items the objective is to improve the average outgoing quality level. Due to measurement errors specification limits cannot be checked directly and hence test limits are required, which meet some given requirement, here given by a prescribed bound on the consumer loss. Classical test limits are based on normality, both for the product characteristic and for the measurement error. In practice, often nonnormality occurs for the product characteristic as well as for the measurement error. Recently, nonnormality of the product characteristic has been investigated. In this paper attention is focussed on the measurement error. Firstly, it is shown that nonnormality can lead to serious failure of the test limit. New test limits are therefore derived, which have the desired robustness property: a small loss under normality and a large gain in case of nonnormality when compared to the normal test limit. Monte Carlo results illustrate that the asymptotic theory is in agreement with moderate sample behaviour. 相似文献
9.
文章在对我国高校财会类专业双语教学的调查研究下,具体对影响财会类专业双语教学的因素进行了较为详实的分析并提出了相应的改善措施,以达到我国财会类专业人才和国际水平实现无缝隙接轨的目的。 相似文献
10.
Davide La Vecchia 《Revue internationale de statistique》2016,84(2):267-290
We review some first‐order and higher‐order asymptotic techniques for M‐estimators, and we study their stability in the presence of data contaminations. We show that the estimating function (ψ) and its derivative with respect to the parameter play a central role. We discuss in detail the first‐order Gaussian density approximation, saddlepoint density approximation, saddlepoint test, tail area approximation via the Lugannani–Rice formula and empirical saddlepoint density approximation (a technique related to the empirical likelihood method). For all these asymptotics, we show that a bounded ψ (in the Euclidean norm) and a bounded (e.g. in the Frobenius norm) yield stable inference in the presence of data contamination. We motivate and illustrate our findings by theoretical and numerical examples about the benchmark case of one‐dimensional location model. 相似文献
11.
预测和解释人们对新事物接受的扩展模型研究 总被引:1,自引:0,他引:1
通过对理论文献的综述,分析和解释了人们对新技术的接受的基本过程。然而由于人们所处的环境不同,文化的不同等因素,技术接受模型在解释人们对新技术的采纳存在一定的局限。文中通过分析研究提出新的变量引入技术接受模型中,提升了模型对态度、意愿、行为的解释力,丰富了模型的应用,并提出了模型的在移动通信服务业中应用,对移动行业如何开展增值服务有一定的指导意义。 相似文献
12.
《Journal of econometrics》2015,185(1):33-59
To test the existence of spatial dependence in an econometric model, a convenient test is the Lagrange Multiplier (LM) test. However, evidence shows that, in finite samples, the LM test referring to asymptotic critical values may suffer from the problems of size distortion and low power, which become worse with a denser spatial weight matrix. In this paper, residual-based bootstrap methods are introduced for asymptotically refined approximations to the finite sample critical values of the LM statistics. Conditions for their validity are clearly laid out and formal justifications are given in general, and in detail under several popular spatial LM tests using Edgeworth expansions. Monte Carlo results show that when the conditions are not fully met, bootstrap may lead to unstable critical values that change significantly with the alternative, whereas when all conditions are met, bootstrap critical values are very stable, approximate much better the finite sample critical values than those based on asymptotics, and lead to significantly improved size and power. The methods are further demonstrated using more general spatial LM tests, in connection with local misspecification and unknown heteroskedasticity. 相似文献
13.
文章总结了企业扩张方式的演化历程,分析了各种扩张方式的特点,并预测了企业扩张方式的发展趋势,希望能对企业选择适合自身的扩张方式起到一定的理论指导作用。 相似文献
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Rainer Zitelmann 《Economic Affairs》2023,43(3):353-371
The author commissioned a survey on the image of capitalism in 34 countries. In only six of these countries – led by Poland and the United States – do pro-capitalist attitudes dominate. Although approval of capitalism increases when the word ‘capitalism’ is omitted (and instead only described), even then a positive attitude dominates in only seven of 34 countries. The most frequently mentioned criticisms of capitalism are that capitalism is dominated by the rich and that capitalism leads to growing inequality. Respondents with higher incomes and higher levels of education, men, and those who classified themselves as being on the right of the political spectrum are less anti-capitalist or are more pro-capitalist than the population at large in most countries. In 33 countries, anti-capitalists tend to be more conspiracy-minded than pro-capitalists. 相似文献
17.
The debate over union security arrangements is often presented as involving irreconcilable goals and values. Supporters of union security typically stress their importance to the union’s organizational strength and workers’ welfare. Right-to-work supporters, who favor banning such arrangements, typically emphasize employee freedom and choice. Our approach involves a unique comparison of both perspectives, which shows that neither perspective is completely compatible with safeguarding freedom. We therefore advocate reconciliation based on compulsory worker representation, which preserves the best freedom-enhancing properties of each perspective. 相似文献
18.
不可再生资源的最优储备与开发战略控制模型 总被引:2,自引:0,他引:2
宏观经济系统中,不可再生资源储备与开发的战略决策,是该系统中物流动态发展的基础,更是系统经济可持续发展,并在未来经济竞争中维持资源优势的决定性要不比,在进行了五种战略思考的基础上,构建了四个不可再生资源的最优储备与开发的战略控制模型。 相似文献
19.
高层建筑的防震要求是根据地区和建筑结构等具体情况严格规定的,处于非地震带地区的高层建筑,通常要求满足承受抗震设防烈度6度以下即可。随着高层建筑日益增多的发展态势,建筑的抗震要求作为建筑设计中的重要环节,是值得我们探讨和研究的。 相似文献
20.
目前,储层应力敏感性评价主要建立在常规应力敏感性实验的基础上,也有部分学者开展了变孔隙压力的应力敏感性评价实验,所得结论和常规实验有较大的出入,但并没有给出合理的解释。为了深入研究这一问题,笔者设计了一组变围压的常规应力敏感性和变孔隙压力的高压应力敏感性评价对比实验,并对实验结果进行了详细的对比分析研究。结果表明,Terzaghi有效应力理论用于致密火山岩基质储层有一定的局限性,采用本体有效应力理论计算较为合适。如果采用本体有效应力分析该组对比实验,两种实验方法所得结果具有较高的一致性。实验结果表明,地层衰竭开发过程中,岩石骨架所受应力的变化范围很小,由于应力改变而引起的岩心渗透率变化很小,可以忽略不计。 相似文献