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Giulia Cereda 《Statistica Neerlandica》2017,71(2):141-164
The likelihood ratio (LR) is largely used to evaluate the relative weight of forensic data regarding two hypotheses, and for its assessment, Bayesian methods are widespread in the forensic field. However, the Bayesian ‘recipe’ for the LR presented in most of the literature consists of plugging‐in Bayesian estimates of the involved nuisance parameters into a frequentist‐defined LR: frequentist and Bayesian methods are thus mixed, giving rise to solutions obtained by hybrid reasoning. This paper provides the derivation of a proper Bayesian approach to assess LRs for the ‘rare type match problem’, the situation in which the expert wants to evaluate a match between the DNA profile of a suspect and that of a trace from the crime scene, and this profile has never been observed before in the database of reference. LR assessment using the two most popular Bayesian models (beta‐binomial and Dirichlet‐multinomial) is discussed and compared with corresponding plug‐in versions. 相似文献
153.
Toward an integrated theory of the firm: The interplay between internal organization and vertical integration
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Research summary : Two central issues in strategic management are the determination of a firm's internal delegation and its vertical boundaries. Despite the importance of these issues, there is scant analysis concerning their interaction. Using a comprehensive database of the construction industry, we show that vertical integration positively influences the centralization decision and that the main mechanism driving this relationship is an improvement in the hierarchically coordinated adaptation of firm activities when complexity and uncertainty are high. We also observe that centralization is negatively related to the extent of relational contracts between principals and agents, and positively related to an exogenous increase in the cost of employee layoffs. Our results suggest that managers cannot consider firm boundaries and internal organization to be independent decisions. Managerial summary : We ask whether a firm's decision about vertically integrating or outsourcing its activities affects the choice of centralizing or delegating its internal decision‐making process. Our statistical analysis shows that firms with more vertical integration tend to centralize the decision‐making process and that firms that outsource more tend to decentralize more. Why? Vertical integration enables the use of centralized authority to coordinate activities that interact intensively. Accordingly, we found that the positive influence of vertical integration on centralization is especially significant in more complex and uncertain environments, when the need for coordination is higher. Thus, our results suggest that managers should choose vertical integration considering its effect on internal decision‐making processes, particularly when coordination is important. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
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绿色食品是经权威机构认定使用绿色食品标志的安全、优质、营养食品,我国至今没有形成普遍崇尚和优先选择消费绿色食品的优势市场。文章提出了绿色食品优势市场的概念,并对我国绿色食品优势市场贫瘠的各种制约因素进行了分析,探讨了创建中国绿色食品优势市场有效形成的若干制度机制。 相似文献
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计量经济学的贝叶斯统计方法 总被引:3,自引:0,他引:3
孙瑞博 《南京财经大学学报》2007,(6):17-21
国际上,贝叶斯统计方法越来越受到计量经济学者的喜欢,应用日益广泛;然而我国目前这方面的研究还不多。本文总结了计量经济中贝叶斯方法的特点,介绍了其基本思想、方法和内容,包括先验分布、贝叶斯估计、模型比较和预测等。最后给出了贝叶斯方法的常用计算方法:G ibbs抽样和M-H算法。 相似文献
156.
现有贝叶斯压缩感知(Bayesian Compressed Sensing,BCS)-逆合成孔径雷达(Inverse Synthetic Aperture Radar,ISAR)成像算法中先验分布模型不能很好地满足可压缩性,导致成像精度随脉冲数目的减小、高斯噪声的增强而急剧下降。为此,提出了一种基于广义Pareto分布改进BCS成像方法(Improving BCS imaging based on GPD,IGPCS)。该方法主要在BCS框架下利用广义Pareto先验分布替代传统的广义Gaussian先验分布,以增强模拟信号的稀疏先验和可压缩性。进一步地,为了克服后验概率模型计算困难等问题,采用最大后验(Maximum A Posteriori,MAP)方法对超参数进行估计。通过对Mig-25小型飞机的ISAR模拟实验表明,与传统方法相比,IGPCS方法能够获取极高的成像精度,并且对低脉冲数、强高斯噪声环境具有较强的鲁棒性。 相似文献
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In this paper, we dissect the Twitter debate about the future course of monetary policy and trace the effects of selected topics of this discourse on U.S. asset prices. We focus on the “taper tantrum” episode in 2013, a period with large revisions in expectations about future Fed policy. Based on a novel data set of 90,000 Twitter messages (“tweets”) covering the debate of Fed tapering on Twitter, we use Latent Dirichlet Allocation, a computational text analysis tool, to quantify the content of the discussion. Several estimated topic frequencies are then included in a VAR model to estimate the effects of topic shocks on asset prices. We find that the discussion about Fed policy on social media contains price-relevant information. Shocks to the discussion about the timing of the tapering, about the broader economic policy context and worrying investors are shown to lead to significant asset price changes. We also show that the effects are mostly due to changes in the term premium of yields consistent with the portfolio balance channel of unconventional monetary policy. 相似文献
160.
运用潜在狄利克雷分配 (LDA)模型对中国知网“百年未有之大变局的中国经济”专题库里的文献摘要进行主题挖掘,同时借助社会网络分析对发文机构合作网络的关系特征与位置特征进行分析。结果表明:研究主题丰富,研究内容与时俱进,研究方法多采用客观数据开展影响因素、作用效应及发展路径等内容的实证分析;存有5个核心机构,机构合作不足且相对封闭,产学政研合作不够深入,整体呈现出“小聚集、大分散”特点。基于此,未来中国经济研究可以从开展前瞻性研究、均衡研究注意力以及加强多元主体合作3方面进行展望。 相似文献