辽宁“十二五”工业经济发展规划的战略思考——基于产业竞争力的视角

基于产业竞争理论分析辽宁工业经济发展的现状，针对其中存在的利润率低、工业内部配套能力弱、产业之间发展不协调和民间投资被挤出等结构性问题分析其产生原因，认为政府主导资源推动型的发展方式和政府产业规划的雷同性及路径依赖性是造成结构性失衡的主要原因。为此，建议政府在编制辽宁“十二五”工业经济发展规划时应考虑效益指标，按产业发展周期和要素、需求条件等规划重点发展产业，并处理好支柱产业与支撑产业、相关产业之间的关系。     

A generalized negative binomial and applications

A generalized negative binomial distribution is derived from the Markov Bernoulli sequence of successes and failures. We study the properties and applications of this distribution. The properties are illustrated by two examples of discrete time queueing systems. The distribution is then fitted to two data sets, the eruption record of Mt. Sangay, and a record of computer disk failure accesses. In the first case there is a strong serial dependence in the data and the generalized negative binomial provides a good fit, while in the second case, although there is a significant serial dependence, it is insufficient to justify the additional parameter of the distribution. We conclude by demonstrating the usefulness of the distribution in the field of statistical quality control.     

试论中国社团的“官办”特性——路径依赖分析

新制度经济学中的路径依赖理论认为,路径依赖的产生源于旧体制中既得利益集团的阻挠和非正式制度安排的影响,而打破"锁定"状态除了从自身寻求出路外,往往还要借助于外部效应。这一理论对于解释中国社团的官办特性具有较强的适用性。中国社团的官办特性说到底是计划体制下的一种路径依赖,倘若对造成社团官办特性的种种路径依赖因素进行有意识的制度创新,将有助于减少路径依赖的负面影响,使我国的社团更能朝着良性的轨迹发展。     

Looking for max-semistability: A new test for the extreme value condition

To test the extreme value condition, Cramér-Von Mises type tests were recently proposed by Drees et al. (2006) and Dietrich et al. (2002). Hüsler and Li (2006) presented a simulation study on the behavior of these tests and verified that they are not robust for models in the domain of attraction of a max-semistable distribution function. In this work we develop a test statistic that distinguishes quite well distribution functions which belong to a max-stable domain of attraction from those in a max-semistable one. The limit law is deduced and the results from a numerical simulation study are presented.     

Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results

This paper surveys recent developments in the strong law of large numbers for dependent heterogeneous processes. We prove a generalised version of a recent strong law for Lz-mixingales, and also a new strong law for Lpmixingales. These results greatly relax the dependence and heterogeneity conditions relative to those currently cited, and introduce explicit trade-offs between dependence and heterogeneity. The results are applied to proving strong laws for near-epoch dependent functions of mixing processes. We contrast several methods for obtaining these results, including mapping directly to the mixingale properties, and applying a truncation argument.     

Simulation of the p-generalized Gaussian distribution

In this paper, we introduce the p-generalized polar methods for the simulation of the p-generalized Gaussian distribution. On the basis of geometric measure representations, the well-known Box–Muller method and the Marsaglia–Bray rejecting polar method for the simulation of the Gaussian distribution are generalized to simulate the p-generalized Gaussian distribution, which fits much more flexibly to data than the Gaussian distribution and has already been applied in various fields of modern sciences. To prove the correctness of the p-generalized polar methods, we give stochastic representations, and to demonstrate their adequacy, we perform a comparison of six simulation techniques w.r.t. the goodness of fit and the complexity. The competing methods include adapted general methods and another special method. Furthermore, we prove stochastic representations for all the adapted methods.     

V aR 之下厚尾分布的最优资产组合的收敛性

主要研究在V aR 风险度量之下, 收益具有厚尾性质的资产的投资组合问题. 证明了基于 尾部分布二阶展开的最优投资组合收敛于基于尾部分布一阶展开的最优投资组合. 因此, 对于 V aR 风险度量之下的最优投资组合问题, 如果要求的风险承受水平充分低, 则只需要利用尾 部分布的一阶展开代替厚尾部分布进行近似计算, 就可以达到满意的精度, 从而不需要进行复 杂的高阶运算.     

When Passion Leads to Problematic Outcomes: A Look at Gambling

Vallerand et al. (2003) have proposed that individuals can have two distinct types of passion toward an activity. Harmonious passion, an internal force leading one to choose to engage in the activity, is proposed to be associated with positive consequences. Obsessive passion, an internal pressure forcing one to engage in an activity, is posited to be associated with negative consequences. The present study sought to determine the role of the two types of passion in various cognitive and affective states associated with dependence and problems with gambling. Participants (n = 412) were recruited at the Montréal Casino and given a questionnaire measuring passion toward gambling, as well as consequences associated with dependence and problem gambling. Results showed that obsessive passion for gambling predicted poorer vitality and concentration in daily tasks, as well as increased rumination, anxiety, negative mood, guilt, and problem gambling. These relations were not found for harmonious passion for gambling. Results are discussed in light of the motivational approach to passion (Vallerand et al., 2003).     

Data depth and correlation

Summary: We describe depth–based graphical displays that show the interdependence of multivariate distributions. The plots involve one–dimensional curves or bivariate scatterplots, so they are easier to interpret than correlation matrices. The correlation curve, modelled on the scale curve of Liu et al. (1999), compares the volume of the observed central regions with the volume under independence. The correlation DD–plot is the scatterplot of depth values under a reference distribution against depth values under independence. The area of the plot gives a measure of distance from independence. Correlation curve and DD-plot require an independence model as a baseline: Besides classical parametric specifications, a nonparametric estimator, derived from the randomization principle, is used. Combining data depth and the notion of quadrant dependence, quadrant correlation trajectories are obtained which allow simultaneous representation of subsets of variables. The properties of the plots for the multivariate normal distribution are investigated. Some real data examples are illustrated. *This work was completed with the support of Ca Foscari University.     

相关性下的银行风险集成研究综述

银行风险之间的相关关系会使风险之间相互转化，相互影响，令风险呈现出放大或者缩小的趋势，显著影响着银行风险度量结果的准确性。银行风险集成致力于在充分考虑银行风险相关关系的基础上，对银行风险进行较为准确的度量。但是银行风险具有相关关系种类繁多、表现形式复杂、以及数据的可获得性差等显著特征，导致银行风险的集成度量领域存在诸多挑战。本文对相关性下的银行风险集成研究进行综述，具体从集成对象、集成方法和集成数据三个层次系统展开。首先对银行风险及其蕴含的种类繁多的相关关系类型进行解析，然后分析银行风险相关关系表征出的多种复杂特性，根据对这些特性的刻画能力对银行风险的集成方法进行划分和比较，最后总结了获取银行风险集成数据的多种途径。在此基础上，进一步分析了银行风险集成研究的难点和未来趋势。