Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp-optimization

The conditional tail expectation (CTE) is an indicator of tail behavior that takes into account both the frequency and magnitude of a tail event. However, the asymptotic normality of its empirical estimator requires that the underlying distribution possess a finite variance; this can be a strong restriction in actuarial and financial applications. A valuable alternative is the median shortfall (MS), although it only gives information about the frequency of a tail event. We construct a class of tail L^p-medians encompassing the MS and CTE. For p in (1,2), a tail L^p-median depends on both the frequency and magnitude of tail events, and its empirical estimator is, within the range of the data, asymptotically normal under a condition weaker than a finite variance. We extrapolate this estimator and another technique to extreme levels using the heavy-tailed framework. The estimators are showcased on a simulation study and on real fire insurance data.     

国外教师期望效应研究进展与当代教育启示

教师期望效应是教师对学生的期望在学生的未来发展中得到证实的现象,它反映了教师对学生的态度会影响学生发展的方向和程度,开展该现象的研究对教师观念的改变和学生的健康发展均有重要意义。对教师期望效应的种类、理论模型及国外的相关研究进行了介绍,探讨了其对教育现实的一些重要启示。     

吉林省地区间经济力差距分析

按照Kuznets倒U字假说,我国实现经济高速增长过程中,由于区域经济增长的不平衡性,导致了地区间经济力差距的扩大。吉林省为了尽可能地缩小地区间经济力的差距,以便促进地区的均衡发展,应该在省内形成以信息和高速公路网络为基础的共同市场。     

关注公众预期提高货币供应量对经济的作用

对货币供应量与经济增长之间的关系以及货币供应机制进行了分析，据此得出结论：货币供应量在短期内可影响一国经济，所以控制货币供应量是调节经济的手段之一。但是由于影响货币供应量的因素不易控制和预测，使得货币供应量的控制和对经济的调节变得困难。所以应考虑引入预期指标来提高货币供应量调节经济的效果。     

道义逻辑研究中值得注意的问题

规范命题的方阵理论最多是未被证明的假说 ;将“允许”作为权利性规范词 ,把“不可以P”等同于“不允许P”是规范方阵理论的两个误源 ;规范命题复合形式展开的正确与否 ,决定于是否准确把握规范词的含义和命题联结词的逻辑性质     

Sampling Strategies for Toxic Air Contaminants

Annual concentrations of toxic air contaminants are of primary concern from the perspective of chronic human exposure assessment and risk analysis. Despite recent advances in air quality monitoring technology, resource and technical constraints often impose limitations on the availability of a sufficient number of ambient concentration measurements for performing environmental risk analysis. Therefore, sample size limitations, representativeness of data, and uncertainties in the estimated annual mean concentration must be examined before performing quantitative risk analysis. In this paper, we discuss several factors that need to be considered in designing field-sampling programs for toxic air contaminants and in verifying compliance with environmental regulations. Specifically, we examine the behavior of SO2, TSP, and CO data as surrogates for toxic air contaminants and as examples of point source, area source, and line source-dominated pollutants, respectively, from the standpoint of sampling design. We demonstrate the use of bootstrap resampling method and normal theory in estimating the annual mean concentration and its 95% confidence bounds from limited sampling data, and illustrate the application of operating characteristic (OC) curves to determine optimum sample size and other sampling strategies. We also outline a statistical procedure, based on a one-sided t-test, that utilizes the sampled concentration data for evaluating whether a sampling site is compliance with relevant ambient guideline concentrations for toxic air contaminants.     

人格结构的行为归类假设与中国人人格的文化意义

根据对中西方人格概念的词源和内涵的分析,人格内容可划分为四个不同层次,包括个体的外显行为、内心体验、动机和神经生理基础等四个方面,不同层次之间存在密切的交互关系;文化对人格的不同内容都会产生一定的影响,但影响的程度存在差异.由于对行为含义观察角度的不同造成了中西方人格结构的差异,人格结构的特点也是对文化意义的直接反映.以后的研究应关注文化对人格、行为和适应之间关系的影响.     

和谐语境中的司法期待

法律关系是人际关系的特殊表现,当事人之间纠纷的发生导致了人际关系的破坏,法律的正义观应关注未来的人际关系。现实中被设计出来作为化解冲突、实现和谐的司法制度,却往往在实际的案件裁判中更多的成为延续和引发再次冲突的根源。因此,司法必须通过裁判使当事人从内心消除怨恨,实现人际关系的修复,而不是仅仅着眼于一个具体个案的审结。简单的追求效率不是以人为本的司法,也不符合转型社会的实际需要。     

An alternative to model selection in ordinary regression

The weaknesses of established model selection procedures based on hypothesis testing and similar criteria are discussed and an alternative based on synthetic (composite) estimation is proposed. It is developed for the problem of prediction in ordinary regression and its properties are explored by simulations for the simple regression. Extensions to a general setting are described and an example with multiple regression is analysed. Arguments are presented against using a selected model for any inferences.     

The availability of personal and external coping resources: Thier impact on job stress and employee attitudes during organizational restructuring

This study examines the relationships among personal coping resources, social support, external coping resources, job stressors and job strains in a sample of 110 American Telephone and Telegraph employees undergoing a major organizational restructuring. The study expanded on a model suggested by Ashford (1988) by defining another category of coping resources that employees may draw upon to deal with the stressors and strains which occur during major organizational changes. External coping resources were defined as those which provided employees with a sense of 'vicarious control' in stressful situations. Results indicated that personal coping resources, social support and external coping resources had a direct effect upon job stressor and strain levels. No 'buffering' effect of these coplng resources was found. Hierarchical regression analyses indicated that external coping resources added to the prediction of job stressors and strains even when pertonal coping resources and social support were entered first into the prediction questions.