信任危机、逆向选择与品牌重建——来自网贷之家的经验证据

以中国P2P行业信任危机为背景,借助网贷之家公布的数据,利用面板固定效应模型研究信任缺失情形下的逆向选择问题以及政府和行业协会重建品牌信任的效果,结果表明:P2P行业信任危机下的平台旨在通过建设品牌形象来吸引投资人与借款人的做法是徒劳的,信任缺失导致合规平台的诚信经营并不为公众所认可,长此以往这些平台很可能会退出市场,进而引发逆向选择问题;自上而下的制度建设在重建品牌信任中取得了可喜的成绩,有效缓解并逆转了P2P行业的逆向选择问题,且市场整治初见成效。此研究成果对于目前正在进行的P2P行业整顿具有十分现实的指导意义。     

“海丝”战略背景下闽台海洋经济融合发展研究

党中央在新时期作出的共建21世纪海上丝绸之路的战略决策,对深化区域合作、推动全球经济发展具有重大的影响,更为闽台海洋经济融合发展提供了难得机遇。系统梳理和回顾改革开放以来闽台海洋经济合作的历程及成效,分析21世纪海上丝绸之路战略背景下闽台海洋经济融合发展的新机遇,提出闽台两地应充分发挥优势互补,坚持互利共赢原则,全面加强海洋渔业、航港造船产业、海洋科技产业和海洋观光游憩业的融合发展,共同推动闽台海洋开发合作向纵深发展。     

Improving variance function estimation in semiparametric longitudinal data analysis

We propose an efficient and robust method for variance function estimation in semiparametric longitudinal data analysis. The method utilizes a local log‐linear approximation for the variance function and adopts a generalized estimating equation approach to account for within subject correlations. We show theoretically and empirically that our method outperforms estimators using working independence that ignores the correlations. The Canadian Journal of Statistics 39: 656–670; 2011. © 2011 Statistical Society of Canada     

A Lower Bound for the Wrap-around L2-discrepancy on Combined Designs of Mixed Two- and Three-level Factorials

The objective of this article is to study the issue of employing the uniformity criterion measured by wrap-around L₂-discrepancy to assess the optimal foldover plans. For mixed two- and three-level fractional factorials as the original designs, general foldover plan and combined design under a foldover plan are defined, and the equivalence between any foldover plan and its complementary foldover plan is investigated. A lower bound of wrap-around L₂-discrepancy of combined designs under a general foldover plan is obtained, which can be used as a benchmark for searching optimal foldover plans. Moreover, it also provides a theoretical justification for optimal foldover plans in terms of uniformity criterion.     

二维奇异非稳态问题有限元解的误差估计

二维奇异问题的有限元方法是实际中经常会遇到的一类问题,对其解决有重要意义.本文讨论二维奇异非稳态问题的有限元方法,证明了弱解的存在唯一性,并给出有限元解的加权L2-模估计.     

On gart's test for interaction of second order

Gart (1972) ottered a Statistic on testing the hypothesis of no second-order interaction in a 2×s×t contingency table. The statistic was tn be used as an asymptotic chi-square with (s-1) (t-1) degrees of freedom. We show that this statistic suiters from the drawback that unless certain side conditions hold, the statistic would reject the null hypothesis with probability approaching one asymptotically even in the null case. Hence the statistic is not strictly valid for the hypothesis for which it was intended.     

On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions

ABSTRACT

We prove that the standard EWMA mean chart with asymptotic control limits and the EWMA mean chart with time-varying control limits for monitoring mean changes in a normal process with known mean and known variance are ARL-unbiased. Using the results derived we discuss the effects of estimation of the process mean on ARL.