关于社会主义新农村建设的经济理论基础探析

社会主义新农村建设正在迅猛向前推进，其经济理论基础是什么？本文通过分析认为：可持续发展理论指导了社会主义新农村建设的目标定位，平衡发展理论和帕累托最优理论指引和校正了社会主义新农村发建设的行动，它们共同形成了社会主义新农村建设的理论基础，支撑和引领社会主义新农村建设稳步向前发展。     

Upper tolerance limit for the largest observation from censored samples

This paper deals with obtaining an upper tolerance limit for a largest observation X_(n) in an ordered sample of size n from a continuous distribution where the first m observations X₍₁₎ < X₍₂₎ < … < X_(m), l ≤ m < n, have been observed. A criterion of “goodness” of tolerance limit is developed, and a method is given to obtain the best tolerance limit. This method is applied to exponential and Pareto distributions.     

On von Mises type conditions for p-max stable laws, rates of convergence and generalized log Pareto distributions

In this article we obtain an alternative formulation of the von Mises type conditions for p-max stable laws in terms of generalized log Pareto distributions (glogPds). Relationship between the rate of convergence of extremes and the remainder terms in the von Mises type conditions is investigated. It is shown that the rate of convergence in the von Mises type conditions for p-max stable laws determines the distance of the underlying distribution function from a glogPd.     

A graphical test for local self-similarity in univariate data

The Pareto distribution, or power-law distribution, has long been used to model phenomena in many fields, including wildfire sizes, earthquake seismic moments and stock price changes. Recent observations have brought the fit of the Pareto into question, however, particularly in the upper tail where it often overestimates the frequency of the largest events. This paper proposes a graphical self-similarity test specifically designed to assess whether a Pareto distribution fits better than a tapered Pareto or another alternative. Unlike some model selection methods, this graphical test provides the advantage of highlighting where the model fits well and where it breaks down. Specifically, for data that seem to be better modeled by the tapered Pareto or other alternatives, the test assesses the degree of local self-similarity at each value where the test is computed. The basic properties of the graphical test and its implementation are discussed, and applications of the test to seismological, wildfire, and financial data are considered.     

Sensitivity Analysis and Estimation of Extreme Tail Behavior in Two‐Dimensional Monte Carlo Simulation

Two‐dimensional Monte Carlo simulation is frequently used to implement probabilistic risk models, as it allows for uncertainty and variability to be quantified separately. In many cases, we are interested in the proportion of individuals from a variable population exceeding a critical threshold, together with uncertainty about this proportion. In this article we introduce a new method that can accurately estimate these quantities much more efficiently than conventional algorithms. We also show how those model parameters having the greatest impact on the probabilities of rare events can be quickly identified via this method. The algorithm combines elements from well‐established statistical techniques in extreme value theory and Bayesian analysis of computer models. We demonstrate the practical application of these methods with a simple example, in which the true distributions are known exactly, and also with a more realistic model of microbial contamination of milk with seven parameters. For the latter, sensitivity analysis (SA) is shown to identify the two inputs explaining the majority of variation in distribution tail behavior. In the subsequent prediction of probabilities of large contamination events, similar results are obtained using the new approach taking 43 seconds or the conventional simulation that requires more than 3 days.     

Generalised Smooth Tests of Goodness of Fit Utilising L‐moments

In this paper we present a semiparametric test of goodness of fit which is based on the method of L‐moments for the estimation of the nuisance parameters. This test is particularly useful for any distribution that has a convenient expression for its quantile function. The test proceeds by investigating equality of the first few L‐moments of the true and the hypothesised distributions. We provide details and undertake simulation studies for the logistic and the generalised Pareto distributions. Although for some distributions the method of L‐moments estimator is less efficient than the maximum likelihood estimator, the former method has the advantage that it may be used in semiparametric settings and that it requires weaker existence conditions. The new test is often more powerful than competitor tests for goodness of fit of the logistic and generalised Pareto distributions.     

农村金融市场的“双失灵”和帕累托改进——基于政策扶持视角

我国农村金融市场一直存在市场失灵和政府失灵的＂双失灵＂问题,而目前小额贷款公司、农村信用社的改革和发展思路都难以对改善农村金融市场状况奏效。鉴于农村金融市场的特殊性和复杂性,只有建立以政策扶持为先导、面向金融机构全面开放的市场竞争格局,才能从根本上促进农村金融市场有序、健康发展。     

我国农村金融市场效率内涵研究

以提高农村金融市场效率的农村金融改革不可回避的一个问题就是:如何全面认识农村金融市场效率。文章结合西方理论界对市场效率、金融市场效率的研究及我国学者的研究,提出了我国金融市场效率的内涵及评价角度。     

基于战略的供应链管理的企业合作博弈分析

在供应链管理下,大量的重复博弈及有效的信息沟通,使得供应链管理的合作机制得以实现。供应链与供应链之间的竞争使得供应链节点企业之间的竞争具有了正数和博弈的基础,为供应链的帕累托改进创造了条件。随着合作博弈过程的逐步深化,使得供应链的合作博弈机制具有可持续性。     

经济优化过程中的交易成本

科斯在《企业的本质》中 ,首次用交易成本解释企业代替市场的原因。当把科斯的交易成本理论用来解释帕累托效率和经济制度变迁时 ,新古典经济学的框架不再成立 ,现实的经济过程只能达到帕累托“次”优 ;同时 ,交易成本也阻碍了经济制度变迁的步伐 ,不能实现理想中的制度演变