Nonparametric kernel estimation of expected shortfall under negatively associated sequences

Abstract

In this article, Bahadur type expansions of a nonparametric kernel estimator for ES under NA sequences are given. The strong consistency and the uniformly asymptotic normality of the estimator are yielded from the Bahadur type expansions, while the convergence rates of the above asymptotic properties are also obtained. Moreover, the expectation, the variance and the mean squared error (MSE) of the estimator are given. Besides, the optimal bandwidth selection of this estimator is discussed. We point out that all above results are based on the NA sequences. Finally, we conduct numerical simulations and compare performances of some ES estimators.     

The social and genetic inheritance of educational attainment: Genes,parental education,and educational expansion

Recently, several genome-wide association studies of educational attainment have found education-related genetic variants and enabled the integration of human inheritance into social research. This study incorporates the newest education polygenic score (Lee et al., 2018) into sociological research, and tests three gene-environment interaction hypotheses on status attainment. Using the Health and Retirement Study (N = 7599), I report three findings. First, a standard deviation increase in the education polygenic score is associated with a 58% increase in the likelihood of advancing to the next level of education, while a standard deviation increase in parental education results in a 53% increase. Second, supporting the Saunders hypothesis, the genetic effect becomes 11% smaller when parental education is one standard deviation higher, indicating that highly educated parents are more able to preserve their family's elite status in the next generation. Finally, the genetic effect is slightly greater for the younger cohort (1942–59) than the older cohort (1920–41). The findings strengthen the existing literature on the social influences in helping children achieve their innate talents.     

Navigating challenging contexts: Costs and benefits of codified acquisition experience

Despite its intuitive appeal, acquisition experience has not shown a clear benefit to acquirers, and we argue the applicability of acquisition experience depends on goals and context. Using survey data, we consider the effects of applying codified experience for two common acquisition goals involving knowledge transfer and market expansion. Our findings reveal a ‘double-edged sword’ effect, where on one hand, codification mitigates negative effects of industry rivalry on knowledge transfer. However, on the other hand, codification amplifies negative effects of industry rivalry on market expansion and internal turmoil on knowledge transfer. Beyond demonstrating the importance of goals and context contingencies for determining acquisition experience effect, our results reconcile conflicting research findings to identify when codified experience is beneficial in acquisitions.     

考虑策略型消费者和退货的零售商定价和订货决策研究

考虑策略型消费者对产品估值的异质性和无缺陷退货行为，应用理性预期（RE）均衡构建了两期决策模型，引入产品的耐用性参数，得到了允许（不允许）无缺陷退货两种模式下零售商的定价区间和订货策略。研究发现，产品的耐用性越弱，零售商可制定的价格越高；高类型的消费者越多，零售商定价越高；产品折扣率越低，第二阶段购买的消费者越多；零售商允许消费者无缺陷退货时，消费者退货成本越低，零售商定价越高。在两种模式下，产品定价与其耐用性程度呈负相关，当产品具备高度潮流性特征时，不允许退货更占优势；随商品耐用性程度的提升，允许退货带来的优势逐渐明显，而且退货成本越低，允许退货优势越强；随产品耐用性参数增加，允许退货缓解策略型消费者消极影响的作用愈加明显，退货成本越高，缓解越有效。本文合理刻画了策略型消费者的行为，考虑了消费者跨期决策中产品耐用性的影响，同时考虑了现实中广泛存在的消费者无缺陷退货行为与零售商的退货补贴政策，从而为零售商的定价和订货退货决策提供了理论参考。     

一类非线性Fredholm积分方程的奇摄动

应用匹配渐近展开法研究了一类非线性Fr积分方程。εω(x,ε)+h(x,ε)=integral from n=0 to 1(f(x,s,ω(s,ε)ε)ds,0≤x≤1(其中ε为正的小参数,0<ε≤1)的奇异摄动问题。假设出现边界层以及其他适当的条件,导出了方程解的一致有效的渐近展开式,证明了解的存在性和唯一性,并对余项作出渐近估计,推广了Lange(1988),Olmstead(1989)关于线性Fr积分方程的奇异摄动问题以及Hoppensteadt(1983)关于Volterra积分方程的奇异摄动问题的结果。     

“以质取胜”——中国西部发展的再生点

〕继农业文明之后，人类进入了工业文明。工业文明通过技术手段，大量开发自然界的资源和能源，创造了财富，但使得人与自然界分离，世界环境问题突出，人类日益掉进了物质主义的陷井，变得贪婪和自私。工业文明已走到了尽头，生态文明正孕育而生。中国西部在这历史变革的关键时刻，没有必要追随工业文明的落影，而应从现实的文化、经济、生态耦合系统中，整合时代文化趋势，走一条“以质取胜”的发展道路。     

完全学分制下本科教学质量管理体系的探索

在当前高等教育大众化形势下,普通高校的教学质量问题越来越引起重视。在学年制向学分制转变条件下,高校的教学质量管理体系也应随之改变.本文结合高校的具体情况,从教学计划的制定,课堂教学管理,考务管理,导师制度的建立,教学督导与教学事故稽查,考核制度等方面进行了系统的阐述。     

虚阴极振荡在谐振腔中激励微波的理论分析

文中将虚阴极看作一个带电圆盘，用场的模式展开方法讨论了虚阴极振荡在谱振腔中对微波的激励，得到了微波频率、模式与虚阴极振荡的关系。结果表明，在谐振腔较长时容易得到单一频率成分微波，这与试验结果一致。分析还表明，特征频率越接近虚阴极振荡频率的模式，其展开系数就越大。     

简单连杆机构传动函数的付里叶展开及其应用

本文研究了四种简单连杆机构传动函数的付里叶展开，指出了机构尺度特征值对付里叶系数的影响，从而为机构动力学研究提供了有力工具。     

M／G_T／1可修排队系统分析及最优策略

研究服务台可修且按年龄Ｔ维修的Ｍ／Ｇ＿Ｔ／１排队系统。在假定服务台寿命分布为负指数分布，事后修理时间和事前修理时间均有一般分布的条件下，使用分解法，结合更新过程理论，获得系统的排队指标和服务台的可靠性指标，而且在两种不同的目标函数下讨论了服务台的最优维修策略。