多维时间序列的条件独立性检验及其在股市相依关系中的应用

提出多维时间序列中各分量之间直接联系存在性的信息论检验方法,构造了条件互信息统计量检验分量间的条件独立性,统计量的显著性用置换检验决定.将提出的方法应用到国际股票市场,研究收益率序列相依关系,结果表明,此方法能有效检验各分量之间的直接联系和间接联系.     

The Relationship between Provision of Membership Benefits and Fulfillment of Representational Roles in Nonprofit Advocacy Membership Organizations

This article explores the ways nonprofit advocacy membership organizations can manage their resource dependence on members and fulfill the organizations' representational roles, focusing on the provision of membership benefits. Membership organizations rely on financial or other resources from members and thus are constrained by them. For a nonprofit that aims to primarily speak for members, constraints by members may help to focus organizational attention on members' interests. Contrarily, for a nonprofit that aims to mainly represent broader constituents, members' constraints may hamper an organization's ability to advocate for broader constituents because members do not necessarily share the same policy goals with broader constituents. The provision of membership benefits can be a useful strategy for organizations to fulfill their representational roles and to satisfy and engage members, because people often join an organization to enjoy certain membership benefits. For an empirical analysis, this study collected a large‐scale data set through web and mail surveys of nonprofit advocacy organizations across the United States. The mixed‐mode surveys achieved a 57.5 percent response rate (729 responses). The survey and regression analysis results show that member‐serving nonprofits providing members with opportunities to participate in advocacy work are more likely to represent members' interests directly. Although broader constituency‐serving nonprofits tend to prioritize members' opinions, these organizations are more likely to adhere to the mandates of broader constituents when providing selective material membership benefits. However, when providing purposive membership benefits, these nonprofits are more likely to represent members' opinions.     

Reliability Evaluation of a Load-sharing Parallel System with Failure Dependence

In a parallel structure load-sharing system, the failure rate of the operating components will usually increase, due to the additional loading induced by the other components' failure. Hence failure dependency exists among components. To quantify the failure dependency, a dependence function is introduced. Under the assumptions that the repair time distributions of components are arbitrary and life times are exponential distributions whose failure rates vary with the number of operating components, a new load-sharing parallel system with failure dependency is proposed. To model the stochastic behavior of the system, the Semi-Markov process induced by it is given. The Semi-Markov kernel associated with the process is also presented. The availability and the time to the first system failure are obtained by employing Markov renewal theory. A numerical example is presented to illustrate the results obtained in the paper. The impact of the failure dependence on the system is also considered.     

A note on dependence modeling for Bernoulli variables

Understanding and modeling multivariate dependence structures depending upon the direction are challenging but an interest of theoretical and applied researchers. In this paper, we propose a characterization of tables generated by Bernoulli variables through the uniformization of the marginals and refer to them as Q-type tables. The idea is similar to the copulas. This approach helps to see the dependence structure clearly by eliminating the effect of the marginals that have nothing to do with the dependence structure. We define and study conditional and unconditional Q-type tables and provide various applications for them. The limitations of existing approaches such as Cochran-Mantel-Haenszel pooled odds ratio are discussed, and a new one that stems naturally from our approach is introduced.     

Measuring dynamic efficiency of highway maintenance operations

In this paper we discuss a dynamic efficiency measurement model for evaluating the performance of highway maintenance policies where the inter-temporal dependencies between consumption of inputs (i.e., maintenance budget) and realization of outputs (i.e., improvement in road condition) are explicitly captured. We build on a micro representation of pavement deterioration and renewal processes and study the impact of the allocation of scarce maintenance budgets over time. We provide a measure of efficiency that contrasts the optimized budget allocations to the actual ones. The developed model is then applied to an empirical dataset of pavement condition and maintenance expenditures over the years 2002 to 2008 corresponding to seventeen miles of interstate highway that lay in one of the counties in the state of Virginia, USA. The policies that were found through optimization showed that road authorities should give higher priorities to preventive maintenance than corrective maintenance. In essence, by applying preventive maintenance, the road authorities can effectively decrease the need for future corrective maintenance while spending less overall.     

Moderate deviations for sums of dependent claims in a size-dependent renewal risk model

In this article, we consider a non standard renewal risk model, in which pairs of claim sizes and its corresponding inter-arrival times are identically distributed, and each pair obeys a dependence structure. By assuming that the claim sizes form a sequence of extended negatively dependent random variables with consistently varying tails, moderate deviations for the aggregate amount of dependent claims are obtained.     

生命尊严建构的意义解读、实践基础及路径依赖

生命尊严建构有利于明确生命科学研究的底线思维，有利于形成生命伦理学的价值共识，有利于夯实生命伦理学的理论根基。生命尊严建构意义的发挥有赖于规范生命尊严的使用，以及完善生命尊严的学理依据。为此，要加强生命文化教育，提高生命尊严的制度化保障，建立伦理共同体。     

An Experimental Investigation of Pull Contracts in Supply Chains

In this study, I investigate supply chain contracts in a setting where a supplier uses its inventory to directly satisfy a retailer's demand. These “pull” contracts have increased in popularity in practice but have not been studied experimentally. In a controlled laboratory setting, I evaluate a wholesale price contract and two coordinating contracts. The data suggest that the benefit of the two coordinating contracts over the wholesale price contract is less than the standard theory predicts, and that retailers, in the two coordinating contracts, exhibit a systematic bias of setting the coordinating parameter too low, and the wholesale price too high, relative to the normative benchmarks. In an effort to explain this deviation, I explore three behavioral models and find that loss aversion and reference dependence fit the data well. I empirically test this result in a follow‐up experiment, which directly controls for loss aversion and reference dependence, and observe that retailers make significantly better decisions. Lastly, I administer a number of experiments which reduce the complexity of the problem, curtail the amount of risk, and increase the level of decision support, and find that none improve decisions relative to the treatment that controls for loss aversion and reference dependence.     

Opportunism in Distribution Networks: The Role of Network Embeddedness and Dependence

Prior research documents the value of network relationships to firm behavior but is relatively silent on how networks influence opportunism in distribution channels. Focusing on a common type of distribution networks in which multiple distributors serve a single, dominant supplier, this study moves beyond a dyadic view to examine how a focal distributor's relational and structural embeddedness in such a distribution network influences its opportunism toward the dominant supplier. In particular, we postulate that a distributor's relational embeddedness in the network curbs its opportunism, whereas its network centrality, as a form of structural embeddedness in the network, promotes its opportunism. Moreover, we propose that relational embeddedness magnifies the role of a focal distributor's dependence on the supplier in suppressing the distributor's opportunism, whereas network centrality buffers such a role. We first empirically test these hypotheses using data collected from car dealers in China; the results provide support for the hypotheses. We then develop an analytical model to validate and further explain the underlying mechanisms of the network effects. Our analytical results not only validate the empirical results but also provide guidance for managers on controlling opportunism in distribution networks.     

认知语法中的中心成分

认知语法关于中心成分的论述具有跟其他语法理论不同的特点,涉及到两个基本概念：侧面定子和背景设置成分.由此而产生的两种中心成分其实是在不同层次上起作用的,背景设置成分是完整的名词短语和小句的最高层次上的侧面定子.在认知语法中,表示屈折变化的后缀和很多派生后缀也被分析为中心成分,这些中心成分跟作为中心成分的动词和介词一样,都是依附性的.