A note on Läuter-type robust design for polynomial regression models

In this paper, we consider the problem of model robust design for simultaneous parameter estimation among a class of polynomial regression models with degree up to k. A generalized D-optimality criterion, the Ψ_α‐optimality criterion, first introduced by Läuter (1974) is considered for this problem. By applying the theory of canonical moments and the technique of maximin principle, we derive a model robust optimal design in the sense of having highest minimum Ψ_α‐efficiency. Numerical comparison indicates that the proposed design has remarkable performance for parameter estimation in all of the considered rival models.     

A test statistic for weighted runs

A new test statistic based on runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic χ² test which ignores the ordering of observations and provides additional sensitivity to local deviations from expectations. The exact distribution of the statistic in the non-parametric case is derived and an algorithm to compute p-values is presented. The computational complexity of the algorithm is derived employing a novel identity for integer partitions.     

Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples

In this article, we investigate the strong consistency of conditional value-at-risk estimate for ? ?mixing samples under mild conditions. Moreover, the corresponding strong consistency rate is also obtained.     

容闳:中国近代化的卓越先驱

容闳是中国留学美国的第一个大学毕业生。“以西方之学术,灌输于中国,使中国日趋于文明富强之境”,是容闳毕生的追求。从率领幼童留美,完成“中华创始之举”,为社会转型提供一批栋梁之材;到引入“制器之器”,在中国历史上第一次从国外引进成套先进设备,为近代机器制造业奠基;再到同情太平天国起义,参预戊戌变法维新,促进辛亥革命,走在社会政治变革的前沿———容闳的认识与实践,表明他一生追求光明,与时俱进,无愧为中国近代化的卓越先驱。     

Standardisierungspotentiale lebenszyklusbasierter Modelle des strategischen Kostenmanagements

Tremendous increases in indirect costs can be found in many industries. Consequently, life cycle cost analysis models are getting more important in strategic cost management. However, existing models differ significantly from each other as they have been developed mainly for specific applications. In order to enable a common use of those models, a standardization of these models is required. We examine the potentials of standardizing models for life cycle cost analysis. In a first step, requirements regarding a standard model are derived from literature. As a second step, existing approaches found in literature are compared to the afore derived demands and it is analyzed to what extent they match the standardization requirements. Based on this comparison, we identify and discuss avenues for further research.     

Abschlussprüferhaftung bei unpräzisen Sorgfaltsstandards und Ambiguitätsaversion

The Ellsberg-paradox suggests that individuals are subject to ambiguity aversion. When the standard of due care is not precisely defined, the context of auditor’s liability can be considered as an ambiguity situation. The paper shows that compared to an Expected Utility framework an ambiguity-averse auditor will exert less care with low damage payments but higher care with high damage payments. Hence, it might be advisable to put a liability cap. With strict liability there is no ambiguity situation and thus, there are no distortions from ambiguity aversion.     

论美国刑罚理论发展中的边际主义路线

西方经济学上的边际革命对美国现代刑法学的发展产生了重要影响.在美国刑罚理论的发展上,形成了一条区别于传统路线的边际主义路线.这条路线确立了新的刑罚目的观念——从个人角度出发的犯罪预防目的,既与报应刑观念不同,也与基于社会防卫的目的刑观念不同;它建立了微观的、定量的、动态的刑罚认识与分析模式,对传统路线下的宏观、定性的、静态的模式产生了强烈冲击.当前,边际主义路线的研究热点当属边际威慑分析.     

迎接中国多渠道零售革命的风暴

近几年,随着信息技术的快速发展,我国涌出诸多新的零售渠道类型,导致多渠道零售革命的爆发。这场革命的原因是信息技术发展,内容是多渠道协同并存,主体是制造商、销售商、物流商、信息商和银行等共同参与。多渠道革命包括零售组合和整合的两种基本类型。其应对策略是根据零售业购物、娱乐和社交的三个本质特征,以及顾客关注和竞争优势,选择零售的定位,并通过营销组合以及多渠道协同实现确定的定位优势。     

让民生主义思想永放光芒——纪念辛亥革命100周年

伟大的爱国者和革命的先行者孙中山先生发动和领导的辛亥革命,是中国历史上比较完全意义的资产阶级民主革命,其基本指导思想和行动纲领是三民主义。在三民主义学说体系中,民族主义、民权主义是为了解决民族独立、主权在民问题,民生主义则是为了解决国民生计问题。民生主义是三民主义的归宿,也是孙中山领导辛亥革命和创建中华民国的根本出发点。在纪念辛亥革命100周年之际,最重要的是传承三民主义,特别是将民生主义的基本精神发扬光大。