Estimation of the marginal expected shortfall under asymptotic independence

We study the asymptotic behavior of the marginal expected shortfall when the two random variables are asymptotic independent but positively associated, which is modeled by the so-called tail dependent coefficient. We construct an estimator of the marginal expected shortfall, which is shown to be asymptotically normal. The finite sample performance of the estimator is investigated in a small simulation study. The method is also applied to estimate the expected amount of rainfall at a weather station given that there is a once every 100 years rainfall at another weather station nearby.     

也谈"错案追究制"

错案追究制自运行以来存在着许多问题,其所具有的负面影响超过了其积极效应的一面.本文从多角度分析了错案追究制产生的影响,并对错案进行了科学的界定.在此基础上,本文倡导错案追究制应让位于全面的司法改革,并提出了具体的司法改革措施.     

On a Dualization of Graphical Gaussian Models: A Correction Note

Abstract.  We correct two proofs concerning Markov properties for graphs representing marginal independence relations.     

两个随机变量的独立性和相关性之比较

从随机变量的独立性和相关性概念出发,运用反例和定理的形式详细探讨二者的区别和联系.     

Weakly implementable social choice rules

Previous investigations have shown that a social choice function which is partially implementable must be characterized by pervasive veto power. This paper investigates how much additional latitude in the design of social choice functions, and how much relief from this vetoers result, can be achieved by examining multi-valued social choice rules and relaxing the requirement of partial implementability to a requirement that we call weak partial implementability. We find that the power structures which characterize partially implementable social choice functions, including the veto properties, also characterize weakly partially implementable social choice rules. The conclusion is that invoking multi-valuedness and implementation of appealing social choice rules in strong Nash equilibria. Our results apparently exhaust the possibilities for implementation in strong Nash equilibrium. If any implementation possibility results are to be achieved, they can apparently come only by weakening the equilibrium requirement.     

一种新的刑法解释学观点——以刑事政策为中心的分析

刑法解释远非一种单纯探寻刑法文本含义的学究式思维游戏,而且刑法解释的依据不应当是刑法文本.刑法解释本身是一种利益衡量的活动.在这个利益衡量游戏中,无论是刑法有权解释还是刑法适用解释,刑事政策通过各种组织化的力量起着决定性的作用.     

工程建设招投标的质疑与法律救济程序研究

工程建设招投标质疑对于监督招标采购实体的行为和决定,以及招标采购实体所依据的程序,保护承包商的合法权益有重要的意义。从政府采购这一较为宏观的框架对工程招投标质疑及其审查程序作理论与立法上的探索。     

对由普通法院实现宪法司法化的质疑

最高人民法院作出的 [2 0 0 1 ]法释 2 5号批复 ,被认为是“冒名上学事件引发宪法司法化第一案”。文章就此对宪法司法化的含义进行了界定 ,认为其应包含两个方面因素 ,即外在形式与内在意义。对于在我国可由普通法院实现宪法司法化的观点提出了法理上的三点质疑 :一是最高法院的司法解释不能认为是宪法司法化的第一案 ;二是我国由普通法院实现宪法司法化缺乏必要的法律依据 ;三是在技术操作上也存在难以克服的难题     

司法鉴定之中立性问题研究

“中立”,作为实现司法公正的基本理念从古罗马时代至今未有改变。有所缺憾的是,与中立理念在诉讼中的应有地位相比,诉讼法学界和司法实务部门并没有充分认识到中立的重要价值,对其理解过于狭窄,现有制度对诉讼中立性的保障或体现也有所不足,影响了实体公正与程序公正的实现。因此,笔者从广义的中立观出发,以司法鉴定制度作为切入点,对其中有违中立性的问题进行探讨,并提出了自己的管见,以求教于各位同仁。