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31.
In this paper a method for the construction of a class of row-column designs with good statistical properties and high efficiency is presented. The class of designs produced is shown to exhibit balance, orthogonality and adjusted orthogonality. The efficiencies of these designs are investigated in detail, and they are shown to be very high, and possibly maximal in some cases. 相似文献
32.
We propose a new stochastic approximation (SA) algorithm for maximum-likelihood estimation (MLE) in the incomplete-data setting. This algorithm is most useful for problems when the EM algorithm is not possible due to an intractable E-step or M-step. Compared to other algorithm that have been proposed for intractable EM problems, such as the MCEM algorithm of Wei and Tanner (1990), our proposed algorithm appears more generally applicable and efficient. The approach we adopt is inspired by the Robbins-Monro (1951) stochastic approximation procedure, and we show that the proposed algorithm can be used to solve some of the long-standing problems in computing an MLE with incomplete data. We prove that in general O(n) simulation steps are required in computing the MLE with the SA algorithm and O(n log n) simulation steps are required in computing the MLE using the MCEM and/or the MCNR algorithm, where n is the sample size of the observations. Examples include computing the MLE in the nonlinear error-in-variable model and nonlinear regression model with random effects. 相似文献
33.
郭强 《海南大学学报(人文社会科学版)》2007,25(3):263-267
通过对传统的选择性契约加以改进,结合投资基金的实务操作,具体探讨了投资双方选择性权利下的不同利益后果,并加入了重谈机制,通过契约重谈达到最优选择。 相似文献
34.
审计契约制度的产权经济学分析 总被引:2,自引:0,他引:2
冯均科 《山西大学学报(哲学社会科学版)》2004,27(2):9-14
审计关系是一种衍生的产权关系 ,这一观点是对审计契约制度进行产权经济学分析的重要基础。通过研究可以看出 ,国有企业、私有企业和股份公司因产权结构的差异 ,被设置了各自不同的审计契约制度。在审计契约制度中 ,为了维护特定的产权 ,针对审计委托人、审计人可以采用不同的方案 ,并对契约的期限予以适当选定。 相似文献
35.
This article investigates a hybrid procurement mechanism that combines a reverse auction with flexible noncompetitive contracts. A buyer adopts such mechanism to procure multiple units of a product from a group of potential suppliers. Specifically, the buyer first offers contracts to some suppliers who, if accepting the contract, do not participate in the auction while committing to selling a unit to the buyer at the price of the subsequent auction. For the suppliers rejecting the offers, they can join the subsequent auction with the other suppliers to compete on the remaining units. When the buyer offers only one flexible noncompetitive contract, we find that the selected supplier may accept the offer regardless of whether he knows his exact cost information. Meanwhile, the buyer can benefit from offering such a contract, as opposed to solely conducting a regular reverse auction or offering a noncompetitive contract that does not allow suppliers declining offers to join the subsequent auction. Moreover, we find that the suppliers' information about their own costs has a significant impact on the buyer's decision. When the buyer makes multiple offers, we analyze the resulting game behavior of the selected suppliers and demonstrate that the buyer can benefit more than just offering one such contract. Therefore, the hybrid procurement mechanism can be mutually beneficial for both the buyer and the selected suppliers. 相似文献
36.
37.
Françoise Forges 《Theory and Decision》1993,35(3):277-310
Aumann's (1987) theorem shows that correlated equilibrium is an expression of Bayesian rationality. We extend this result to games with incomplete information.First, we rely on Harsanyi's (1967) model and represent the underlying multiperson decision problem as a fixed game with imperfect information. We survey four definitions of correlated equilibrium which have appeared in the literature. We show that these definitions are not equivalent to each other. We prove that one of them fits Aumann's framework; the agents normal form correlated equilibrium is an expression of Bayesian rationality in games with incomplete information.We also follow a universal Bayesian approach based on Mertens and Zamir's (1985) construction of the universal beliefs space. Hierarchies of beliefs over independent variables (states of nature) and dependent variables (actions) are then constructed simultaneously. We establish that the universal set of Bayesian solutions satisfies another extension of Aumann's theorem.We get the following corollary: once the types of the players are not fixed by the model, the various definitions of correlated equilibrium previously considered are equivalent. 相似文献
38.
In this paper we consider two-stage estimators of parameters of a structural equation in a model with recursive exclusion restrictions on the instrumental variables equations. The estimations considered are simple OLS and GLS estimators after substitution of estimates of the systematic part of the IV equations for the endogenous variables. It is known in the literature that neither imposing the restrictions in the first stage nor ignoring them will in general be more efficient than the alternative. We introduce a class of mixed instrumental variables estimators (MIV) with these possibilities as special cases which yields an estimator which is not only more efficient than the two stage estimators considered in the literature but as efficient as an efficient system estimator like 3SLS. 相似文献
39.
本文基于综合社会契约论的观点,结合利益相关者理论,对公共项目的契约关系进行了分析.从利益相关者维度方面论,公共项目具有综合社会契约性,具有显性和隐性契约的特征;从全生命周期的维度方面论,公共项目又是长期契约和短期契约的统一.从契约本质上说,公共项目是一组利益相关者围绕有限公共资源进行有效配置的不完全契约网.本文论述了公共项目的契约性特点,对解决公共项目的管理困境具有重要意义. 相似文献
40.
谈工程项目的施工索赔 总被引:2,自引:0,他引:2
对施工索赔产生的原因、存在的问题与根源进行了剖析。对工程项目施工索赔的现状进行了归纳与总结。提出了规范索赔行为,严格按照索赔程序工作;强化索赔意识,重视索赔证据的收集与管理;正确、合理地计算索赔金额;建立健全索赔管理制度;加强对工程索赔人员的培养等提高索赔效益的措施。 相似文献