风险、信任与消费者购买意愿恢复——以新发地疫情食品谣言事件为例

北京新发地疫情期间的食品谣言事件给国内三文鱼消费市场带来巨大冲击.本文根据北京市实际调查问卷数据,分析消费者对三文鱼购买意愿的恢复周期,探讨了风险偏好、风险感知、官方媒体信任以及自媒体信任程度对消费者购买意愿恢复的影响.研究结果表明,第一,在剔除掉疫情大环境好转的潜在影响后,消费者三文鱼购买意愿的完全恢复出现在事件发生...     

体育教学培养学生具有终身体育能力的探讨

目前 ,我国普通高校体育教学中的首要任务是提高学生的身体健康 ,而体育教学中 ,培养学生具有终身体育能力 ,是完成和延续这一目标的根本保证。     

Significance Testing: We Can Do Better

This paper advocates abandoning null hypothesis statistical tests (NHST) in favour of reporting confidence intervals. The case against NHST, which has been made repeatedly in multiple disciplines and is growing in awareness and acceptance, is introduced and discussed. Accounting as an empirical research discipline appears to be the last of the research communities to face up to the inherent problems of significance test use and abuse. The paper encourages adoption of a meta‐analysis approach which allows for the inclusion of replication studies in the assessment of evidence. This approach requires abandoning the typical NHST process and its reliance on p‐values. However, given that NHST has deep roots and wide ‘social acceptance’ in the empirical testing community, modifications to NHST are suggested so as to partly counter the weakness of this statistical testing method.     

Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations

We present two methodologies on the estimation of rating transition probabilities within Markov and non-Markov frameworks. We first estimate a continuous-time Markov chain using discrete (missing) data and derive a simpler expression for the Fisher information matrix, reducing the computational time needed for the Wald confidence interval by a factor of a half. We provide an efficient procedure for transferring such uncertainties from the generator matrix of the Markov chain to the corresponding rating migration probabilities and, crucially, default probabilities. For our second contribution, we assume access to the full (continuous) data set and propose a tractable and parsimonious self-exciting marked point processes model able to capture the non-Markovian effect of rating momentum. Compared to the Markov model, the non-Markov model yields higher probabilities of default in the investment grades, but also lower default probabilities in some speculative grades. Both findings agree with empirical observations and have clear practical implications. We use Moody's proprietary corporate credit rating data set. Parts of our implementation are available in the R package ctmcd.     

Best constants in Chebyshev inequalities with various applications

In this article we describe some ways to significantly improve the Markov-Gauss-Camp-Meidell inequalities and provide specific applications. We also describe how the improved bounds are extendable to the multivariate case. Applications include explicit finite sample construction of confidence intervals for a population mean, upper bounds on a tail probability P(X>k) by using the density at k, approximation of P-values, simple bounds on the Riemann Zeta function, on the series , improvement of Minkowski moment inequalities, and construction of simple bounds on the tail probabilities of asymptotically Poisson random variables. We also describe how a game theoretic argument shows that our improved bounds always approximate tail probabilities to any specified degree of accuracy. Received: April 1999     

自相关过程能力指数置信区间的构建与评价

过程能力指数是指过程处于控制状态下的实际加工能力,其计算方法通常要求过程是独立同分布的,而实际过程中数据往往表现出一定的自相关性。评价过程控制的能力指数是一个基于样本观测值的统计量,需要对其进行统计检验。当过程自相关时,还需要对其进行统计推断。本文提出了自相关下过程能力指数置信区间的构建方法,并从理论和模拟两个角度研究自相关对该置信区间的影响,给出了自相关情形下置信区间的计算步骤。模拟和实证均表明：正自相关会导致常规方法估计出的置信区间偏大且上移,负自相关会导致置信区间估计偏小且下移,本文提出的方法能很好地解决置信区间估计不准确的问题,能较准确地评价过程的实际生产能力。     

Empirical likelihood confidence intervals for the Gini measure of income inequality

Gini coefficient is among the most popular and widely used measures of income inequality in economic studies, with various extensions and applications in finance and other related areas. This paper studies confidence intervals on the Gini coefficient for simple random samples, using normal approximation, bootstrap percentile, bootstrap-t and the empirical likelihood method. Through both theory and simulation studies it is shown that the intervals based on normal or bootstrap approximation are less satisfactory for samples of small or moderate size than the bootstrap-calibrated empirical likelihood ratio confidence intervals which perform well for all sample sizes. Results for stratified random sampling are also presented.     

Nonlinear dynamical structural equation models

Structural equation models (SEMs) have been widely used in behavioural, educational, medical and socio-psychological research for exploring and confirming relations among observed and latent variables. In the existing SEMs, the unknown coefficients in the measurement and structural equations are assumed to be constant with respect to time. This assumption does not always hold, as the relation among the observed and latent variables varies with time for some situations. In this paper, we propose nonlinear dynamical structural equation models to cope with these situations, and explore the nonlinear dynamic of the relation between the variables involved. A local maximum likelihood-based estimation procedure is proposed. We investigate a bootstrap resampling-based test for the hypothesis that the coefficient is constant with respect to time, as well as confidence bands for the unknown coefficients. Intensive simulation studies are conducted to show the empirical performance of the proposed estimation procedure, hypothesis test statistic and confidence band. Finally, a real example in relation to the stock market of Hong Kong is presented to demonstrate the proposed methodologies.     

Conditional inference procedures for the Laplace distribution when the observed samples are progressively censored

In this paper, we develop procedures for obtaining confidence intervals for the parameters of a Laplace distribution as well as upper and lower γ probability tolerance intervals for a proportion β, given a progressively Type-II right censored sample from the Laplace distribution. The intervals are obtained by conditioning on the observed values of the ancillary statistics. The intervals are exact, do not require numerical integration, and generalize the work of Childs and Balakrishnan (1996) who considered the conventional Type-II right censored case. Received: February 2000     

Trade in the enlarged European Union: a new approach on trade potential

This paper focuses on the trade potential of manufactured exports from countries belonging to the enlarged EU (EU25) to groups of countries of that economic area in 2002. We note that previous results on trade potential, based on the estimation of a gravity model, may be invalid. Thus, we propose a correct approach based on the Poisson Pseudo-Maximum Likelihood estimator and the calculation of confidence intervals with the Delta method. The gravity model includes fixed effects to capture bilateral trade specificities between country groupings. We conclude that CEEC as a group had apparently exhausted the possibilities for export expansion in the EU25, unless dynamic changes were to take place. However, several of the remaining EU25 countries had not yet reached their export potential to the EU25 markets, including to the CEEC as a group.