国有企业经营者最优激励契约设计

国有企业所有者追求资产保值增值,追求国有资产效益最大化,企业经营者也希望自身效益最大化;但所有者与经营者的效用最大化目标往往是不一致的,因此,所有者必须设计一个经营者能够接受的契约,使所有者与经营者的效用都达到最大化水平.所有者需要了解经营者的才能,尽可能多的掌握各种效用水平下经营者对工作努力程度选择的偏好和对闲暇需求的偏爱,只有这样,所有者才能有效激发经营者的工作热情,获取经营者努力工作带来的正面效应,避免或减小因其过多的闲暇需求产生的负面效应,避免自身利益受损.     

Multivariate Weibull and Pareto Distributions in Hilbert Space

Two general multivariate distributions in a real separable Hilbert space H are introduced in this article, one is multivariate Weibull distribution (denoted by GMW^H), the other is multivariate Pareto distribution (denoted by GMP^H). They are more general than the existing references. Some characterization theorems of the GMW^H and GMP^H via an intensively monotone operator are proved. The limiting behaviors and the interrelationship between the GMW and GMP in Euclidean space are also studied.     

On the boundary properties of Bernstein polynomial estimators of density and distribution functions

For density and distribution functions supported on [0,1], Bernstein polynomial estimators are known to have optimal mean integrated squared error (MISE) properties under the usual smoothness conditions on the function to be estimated. These estimators are also known to be well-behaved in terms of bias: they have uniform bias over the entire unit interval. What is less known, however, is that some of these estimators do experience a boundary effect, but of a different nature than what is seen with the usual kernel estimators.     

A flexible Bayesian non-parametric approach for fitting the odds to case II interval-censored data

Interval-censored survival data arise often in medical applications and clinical trials [Wang L, Sun J, Tong X. Regression analyis of case II interval-censored failure time data with the additive hazards model. Statistica Sinica. 2010;20:1709–1723]. However, most of existing interval-censored survival analysis techniques suffer from challenges such as heavy computational cost or non-proportionality of hazard rates due to complicated data structure [Wang L, Lin X. A Bayesian approach for analyzing case 2 interval-censored data under the semiparametric proportional odds model. Statistics & Probability Letters. 2011;81:876–883; Banerjee T, Chen M-H, Dey DK, et al. Bayesian analysis of generalized odds-rate hazards models for survival data. Lifetime Data Analysis. 2007;13:241–260]. To address these challenges, in this paper, we introduce a flexible Bayesian non-parametric procedure for the estimation of the odds under interval censoring, case II. We use Bernstein polynomials to introduce a prior for modeling the odds and propose a novel and easy-to-implement sampling manner based on the Markov chain Monte Carlo algorithms to study the posterior distributions. We also give general results on asymptotic properties of the posterior distributions. The simulated examples show that the proposed approach is quite satisfactory in the cases considered. The use of the proposed method is further illustrated by analyzing the hemophilia study data [McMahan CS, Wang L. A package for semiparametric regression analysis of interval-censored data; 2015. http://CRAN.R-project.org/package=ICsurv.     

Time series analysis of categorical data using auto-odds ratio function

In this paper, we consider the auto-odds ratio function (AORF) as a measure of serial association for a stationary time series process of categorical data at two different time points. Numerical measures such as the autocorrelation function (ACF) have no meaningful interpretation, unless the time series data are numerical. Instead, we use the AORF as a measure of association to study the serial dependency of the categorical time series for both ordinal and nominal categories. Biswas and Song [Discrete-valued ARMA processes. Stat Probab Lett. 2009;79(17):1884–1889] provided some results on this measure for Pegram's operator-based AR(1) process with binary responses. Here, we extend this measure to more general set-ups, i.e. for AR(p) and MA(q) processes and for a general number of categories. We discuss how this method can effectively be used in parameter estimation and model selection. Following Weiß [Empirical measures of signed serial dependence in categorical time series. J Stat Comput Simul. 2011;81(4):411–429], we derive the large sample distribution of the estimator of the AORF under independent and identically distributed (iid) set-up. Some simulation results and two categorical data examples (one is ordinal and other nominal) are presented to illustrate the proposed method.     

一种特殊的算子空间及其应用

本文引进一种特殊的算子空间，并证明了它的两个性质，进而又用它的性质对基础数学学科中四个较著名的定理进行了讨论。     

基于OWG算子的不同形式偏好信息 的群决策方法

具有不同形式偏好信息的群决策是决策分析及群决策支持系统研究的一个新课题,它对 于进一步提高群决策支持系统的实用性和灵活性方面具有重要意义. 针对这类群决策分析,提 出了一种具有效用值、序关系值、模糊互补判断矩阵、互反判断矩阵等4 种形式偏好信息的群 决策方法. 在该方法中,首先给出了将不同形式的偏好信息均转化为互反判断矩阵形式的计算 公式;然后基于OWG算子将各决策者的偏好信息集结为群的偏好并进行方案的优选;最后给 出了一个算例.     

基于语言OWA算子的企业设备更新决策

为探讨企业设备更新的中心问题,增强设备更新决策的有效性,通过利用美国著名学者Yager提出的一种集合决策信息（以数值形式给出）的有序加权平均算子,即OWA算子,基于模糊语言形式,综合考虑设备的属性,对企业设备更新方案进行集合,进而对方案进行排序,最后选择出最优设备更新方案。     

运营商大客户价值细分模型及营销应用

客户价值细分并采取相应差异化竞争战略是电信运营商的首选战略,目前,国内的大客户细分方法标准单一且针对营销不足,为此在层次分析法基础上探讨了运营商大客户价值细分的模型,并在实地进行营销试验,填补了其理论和应用空白。同时结合不同大客户价值特点提出了营销策略,实地证明的渠道营销、服务营销、产品／业务营销等具体措施的营销效果,可为将来通信运营商的客户价值细分和针对性营销策略提供参考。