论《史记》塑造人物的艺术手段

《史记》这部历史巨著同时又是一部不可多得的文学著作,它以极强的艺术感染力,再现了活生生的历史画面。从《史记》著作中巧用抑扬法、妙用互衬法、善用详略法等,阐述了《史记》的艺术风格。     

Cross Validation Calibration Based Shrinkage – Revisited for the Construction of Prognostic Indices

The use of shrinkage methods for the construction of prognostic indices has been paid increasing attention in the literature on medical statistics in the last years. One approach for the construction of a shrinkage factor is cross validation calibration as suggested by van H ouwelingen and le C essie (1990). We investigate this approach in more detail. First we try to clarify why shrinkage factors constructed by cross validation calibration tend to be smaller than 1. Second we explain why use of this shrinkage factor can result in an improvement of the average prediction error. Third we investigate the possible gain for constellations relevant in medical research by means of a simulation study, focusing on the dilemma, that the improvement on average has to be paid by distinct deteriorations for some patients. Finally we conclude that it is necessary to rethink the choice of loss functions in constructing prognostic indices before recommendations about the use of shrinkage methods can be made.     

Integration of International Long-Term Interest Rates: A Fractional Cointegration Analysis

In this study, we re-examine the relationship among interest rates on the long-term government bonds of five industrialized countries. Using both the variance ratio test and fractional cointegration analysis, we find significant evidence that indicates the five government bond rates are fractionally cointegrated. In specific, our results show that the error correction term of the system of the five interest rates follows a mean-reverting, fractionally integrated process.     

Characteristic properties of multivariate survival functions in terms of residual life distributions

This paper discusses the relationships among some characteristic properties of the multivariate survival function based on the residual life distribution, and provides the conditions for their equivalence. In the meanwhile, the corrected version of Ma (1996, Theorem 1 (ii) and (iii)) is given.     

VAN DE HULST ON ROBUST STATISTICS: A HISTORICAL NOTE

This paper provides a discussion of an unpublished set of notes written in 1942 by the Dutch astronomer H.C. VAN DE HULST. In these notes VAN DE HULST derives the asymptotic variances of M– estimators as well as trimmed means and concludes that the asymptotic variance of what is now called HUBER'S estimator is the same as that of a trimmed mean. This conclusion is usually ascribed to BICKEL (1965). A letter written by D. VAN DANTZIG in 1943 providing a critical evaluation of. VAN DE HULST'S results, adds interest to this suprisingly early contribution to the theory of robust statistics.     

贝塔系数是风险的正确度量吗

在经典的投资组合理论中 ,假设所有资产的报酬率服从对数正态分布 ,因而只需要用收益的方差来度量风险就足够了 ,忽略了偏度的影响。资产收益的分布往往不是对称的 ,偏度是客观存在的 ,而且投资者具有正偏度的爱好。所以必须用方差和偏度来共同度量投资的风险 ,在这种情况下 ,贝塔系数不再是风险的正确度量 ,采用有效的修正方法 ,可以用来对资产进行正确的定价     

基于扩展审计博弈的动态均值估计抽样方法

针对均值估计抽样方法的缺陷,以审计风险为中心,将扩展审计博弈与审计抽样相结合,提出了一种改进的均值估计抽样方法。该方法解决了审计风险计量、审计抽样的系统性决策问题,可帮助审计师在不确定条件下进行策略分析与选择,提高了均值估计抽样的可靠性和适用性。最后,用实例演示均值估计抽样过程以证实该方法的有效性。     

渐进式差异化退休年龄的决定机制、经验借鉴与政策建议

退休年龄本质上是劳动者在职期间的劳动贡献与退休后所享福利之间的均衡。公平、合理、科学的确定退休年龄,对劳动者在生命周期不同阶段(在职期间与退休之后)的福利具有十分重要的影响。借鉴我国台湾地区经验,结合大陆实际,以工作年限为基础,采用渐进式、差异化的退休年龄政策,即采取"95(99)=标准退休年龄+工作年限"的思路,在"95制"、"96制"、"97制"、"98制"和"99制"五个方案进行优选渐进,对不同类型劳动者(工种、受教育程度、性别等)应采取差异化的退休年龄政策。     

三维渐进损伤的复合材料层合板低速冲击模型

为了有效反映复合材料层合板面内和层间的非线性损伤,建立了一个新型的损伤模型,该模型基于三维实体单元和内聚力单元可以有效分析复合材料层合板在低速冲击作用下的层内和层间非线性失效行为。对于复合材料层合板面内损伤,以改进的Hashin失效准则作为起始损伤准则,提出了一种基于能量释放率的损伤变量指数渐进演化模型,既描述了复合材料损伤的渐进失效过程,又避免了材料刚度突然下降导致刚度矩阵奇异的不足,同时引入特征长度来降低结果对网格的依赖性,最终建立了单层板的渐进损伤非线性分析模型;针对层合板的层间损伤,采用内聚力单元来模拟,通过结合传统的应力失效准则和断裂力学中的能量释放率准则定义了界面损伤演化规律。该损伤模型通过商用有限元软件ABAQUS/Explicit 的用户子程序VUMAT实现,并使用该模型对碳纤维增强环氧树脂复合材料层合板在横向低速冲击作用下的损伤和变形行为进行预测分析。数值仿真的结果与试验结果进行了比较,吻合良好,验证了该模型的有效性。     

优化个人所得税法工薪累进税率研究

个人所得税在组织财政收入、调节收入分配和促进经济发展等方面具有重要作用,在国家财政中占有举足轻重的地位。我国现行的个人所得税法仍然存在税率高、级数多、级距小、遵从差、欠公平、难征管等缺陷。修改我国现行的个人所得税法,不应过多纠缠于免征额的高低上,反而应该更多地关注税率这个更重要、更敏感的核心要素,应当大胆改革我国现行个人所得税法,建议在善待工薪阶层、下调边际税率、简化税率级数、扩展税率级距、按家庭来交税等方面找准切入点,在重构个人所得税法中工薪所得项目的税率结构上追求新超越。