Copula-based regression models: A survey

In this review paper we collect several results about copula-based models, especially concerning regression models, by focusing on some insurance applications.     

政府干预理论:证券监管的必要性和适度性

证券市场具有市场的一般特征,同时具有高风险和高效集资的独有特征.当证券市场同样面临市场失灵的问题时,政府监管部门有责任对市场进行有效干预.在政府宏观干预理论视域下,结合一般市场与证券市场的共性与特性之比较,探讨证券监管的必要性及证券监管"度"的把握,对于优化证券市场具有一定的理论意义和现实意义.     

A new estimation method for Weibull-type tails based on the mean excess function

Studying the right tail of a distribution, one can classify the distributions into three classes based on the extreme value index γ$\gamma$. The class γ>0$\gamma >0$ corresponds to Pareto-type or heavy tailed distributions, while γ<0$\gamma <0$ indicates that the underlying distribution has a finite endpoint. The Weibull-type distributions form an important subgroup within the Gumbel class with γ=0$\gamma =0$. The tail behaviour can then be specified using the Weibull tail index. Classical estimators of this index show severe bias. In this paper we present a new estimation approach based on the mean excess function, which exhibits improved bias and mean squared error. The asserted properties are supported by simulation experiments and asymptotic results. Illustrations with real life data sets are provided.     

地方政府支出与农村居民消费需求：基于1998-2007年省级 面板数据的经验分析

 政府支出对居民消费需求产生挤出抑或挤入效应是理论界最近关注的焦点之一。本文在理论诠释地方政府支出对农村居民消费需求的传导机制以及模型建立的理论框架下,通过建立地方政府支出与农村居民消费支出之间的个体固定效应变截距模型,运用我国31个省份1998-2007年的经验数据进行实证检验,结果表明：地方政府财政支农支出对农村居民消费具有显著的挤入效应,而转移性支出与农村居民消费的相关程度并不明显。基于理论分析和实证检验结果,本文最后针对地方政府扩大农村居民消费提出相关建议。     

The additive hazards model with high-dimensional regressors

This paper considers estimation and prediction in the Aalen additive hazards model in the case where the covariate vector is high-dimensional such as gene expression measurements. Some form of dimension reduction of the covariate space is needed to obtain useful statistical analyses. We study the partial least squares regression method. It turns out that it is naturally adapted to this setting via the so-called Krylov sequence. The resulting PLS estimator is shown to be consistent provided that the number of terms included is taken to be equal to the number of relevant components in the regression model. A standard PLS algorithm can also be constructed, but it turns out that the resulting predictor can only be related to the original covariates via time-dependent coefficients. The methods are applied to a breast cancer data set with gene expression recordings and to the well known primary biliary cirrhosis clinical data.     

论法律话语理论从德沃金到哈贝马斯的演化

为了超越实证主义和客观主义的法律解释,德沃金坚持认为,必须把基本的权利原则作为具体的法律实践的引导,只有这样,我们才有可能正确和适当地制定和应用一种法律.为此,德沃金要求建立一种基于"整体性原则"之上的法律话语理论.但由于坚持了一种"真理符合论"的立场,他并没能对法律话语理论的本质做出正确的解释.为了走出法律话语理论的误区,哈贝马斯提出了一种建立在"真理合意论"之上的法律话语理论.     

司法的独立与民主:价值整合和制度架构

司法独立追求法律职业主义和司法规则模型,司法民主注重民众参与和意志表达,法治实践中两者存在紧张关系.应结合后现代社会关系性质和秩序状况,按照法律商谈论理路对司法独立和民主两种实现社会主体权利和自由的方法进行价值整合,确立法官社会化、司法论坛化、司法能动化、解纷机制多元化等制度架构方向.     

Exploring Partial Order of European Countries

Partial Order Theory has been recently more and more employed in applied science to overcome the intrinsic disadvantage hidden in aggregation, if a multiple attribute system is available. Despite its numerous positive features, there are many practical cases where the interpretation of the partial order can be rather troublesome. In these cases the analysis of underlying dimensions could be useful to uncover particular data structures. The paper shows a way of addressing the problem with the help of an actual case study, which deals with European opinions on services of general interest. In particular, a partial order of countries is firstly provided and then a method to detect dimensions is discussed and applied. The analysis stems directly from the Partially Order Set (poset) and Lattice theory with particular references to dimension theory and Formal Concept Analysis. The study is eventually able to pinpoint role and relevance of different attributes characterizing EU countries which are used to define the partial order.

推进公共服务均等化途径研究

党的十七大明确提出,"围绕推进基本公共服务均等化,完善公共财政体系。"建设服务型政府,完善公共服务体系,强化社会管理和公共服务。"从而为全面落实科学发展观,加强改善民生,推进公共服务均等化,建设公共服务网络体系指明了方向。从全面落实科学发展观战略视角,对加强改善民生、推进公共服务均等化实现途径的现状、挑战、机遇和路径进行初步的研究,以进一步提高贯彻落实科学发展观和党的路线方针政策的自觉性和坚定性,增强实现党的根本宗旨的责任感和使命感。     

城市较高收入群体生育意愿偏高的现象及其理论解释——基于上海的调查

本文通过在上海市闵行区的实地调查结果,同时结合其他研究文献和社会新闻报道的资料,对发达地区较高收入者生育意愿偏高的现象及其特征进行了总结．并利用伊斯特林相对期群假说对这一现象产生的原因进行了理论分析。