博弈视角下制造商和零售商知识共享研究

本文从博弈论的角度研究了单一制造商和多个零售商之间的合作与非合作博弈问题。研究结果表明:制造商和零售商之间的知识共享机制具有内在不稳定性;制造商和零售商都会陷入"囚徒困境",而制造商的成本补贴激励政策无法解决该问题。在上述分析的基础上,本文提出通过合理控制供应链中参与知识共享企业的数量,建立共享平台,培育共享文化等策略提高制造商与零售商知识共享。     

准入制度改革、同业竞争与银行业市场进入决策机制升级

为了研究我国银行业市场准入制度改革对银行市场进入决策机制的影响和检验银行间差异化竞争战略的实施成效,本文基于中小股份制商业银行分支数据构建静态离散博弈的均衡结构模型还原银行市场进入过程中的战略互动,并重点考察不同垄断地位银行间非对称的竞争壁垒效应。鉴于多重Nash均衡引起的估计不一致问题,分别使用条件矩不等式和子样本模拟技术识别与估计模型参数的置信区间,并进一步设计反事实分析和分类比较分析。研究发现,我国银行业准入制度放松显著推动了市场进入决策机制升级,使其不仅取决于银行内部优势和市场区位,也受制于对手决策及其构建的品牌、规模经济等非对称竞争壁垒;银行边际利润实现从第二产业向第三产业转移,当前银行业的“壁龛市场”战略占优于“跟随”战略。     

A control chart for monitoring process variation using multiple dependent state sampling

A control chart for monitoring process variation by using multiple dependent state (MDS) sampling is constructed in the present article. The operational formulas for in-control and out-of-control average run lengths (ARLs) are derived. Control constants are established by considering the target in-control ARL at a normal process. The extensive ARL tables are reported for various parameters and shifted values of process parameters. The performance of the proposed control chart has been evaluated with several existing charts in regard of ARLs, which empowered the presented chart and proved far better for timely detection of assignable causes. The application of the proposed concept is illustrated with a real-life industrial example and a simulation-based study to elaborate strength of the proposed chart over the existing concepts.     

Stochastic simulation of sequential game-theory voting models

We discuss the use of stochastic simulation as a tool to learn about optimal behavior and Nash equilibria of a sequential voting model proposed by Osborne, related to Duverger’s law. We introduce a graphical Java applet, which implements such simulations and investigates its properties. We show that in an appropriate setup, the applet is guaranteed to eventually find behavior, which is within ε of being optimal.     

Applying statistical tests to empirically compare tabu search parameters for MAX 3-SATISFIABILITY: A case study

The application of stochastic heuristic, like tabu search or simulated annealing, to address hard discrete optimization problems has been an important advance for efficiently obtaining good solutions in a reasonable amount of computing time. A challenge when applying such heuristics is assessing when a particular set of parameter values yields better performance compared to other such sets of parameter values. For example, it can be difficult to determine the optimal mix of memory types to incorporate into tabu search. This in turn prompts users to undertake a trial and error phase to determine the best combination of parameter settings for the problem under study. Moreover, for a given problem instance, one set of heuristic parameter settings may yield a better solution than another set of parameters, for a given initial solution. However, the performance of this heuristic on this instance for a single heuristic execution is not sufficient to assert that the first set of parameter settings will always produce superior results than the second set of parameters, for all initial solutions.     

A note on classical Stein-type estimators in elliptically contoured models

In this paper the conditions under which a broad class of Stein-type estimators dominates the best invariant unbiased estimator of the mean of an elliptically contoured population have been established. The superiority conditions are derived for both known and unknown scale structures. Also an example is given when the general scale matrix is assumed to be known in linear regression.     

A fiducial approach to multiple comparisons

Comparing treatment means from populations that follow independent normal distributions is a common statistical problem. Many frequentist solutions exist to test for significant differences amongst the treatment means. A different approach would be to determine how likely it is that particular means are grouped as equal. We developed a fiducial framework for this situation. Our method provides fiducial probabilities that any number of means are equal based on the data and the assumed normal distributions. This methodology was developed when there is constant and non-constant variance across populations. Simulations suggest that our method selects the correct grouping of means at a relatively high rate for small sample sizes and asymptotic calculations demonstrate good properties. Additionally, we have demonstrated the flexibility in the methods ability to calculate the fiducial probability for any number of equal means. This was done by analyzing a simulated data set and a data set measuring the nitrogen levels of red clover plants that were inoculated with different treatments.     

Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities

Summary.  We propose a general bootstrap procedure to approximate the null distribution of non-parametric frequency domain tests about the spectral density matrix of a multivariate time series. Under a set of easy-to-verify conditions, we establish asymptotic validity of the bootstrap procedure proposed. We apply a version of this procedure together with a new statistic to test the hypothesis that the spectral densities of not necessarily independent time series are equal. The test statistic proposed is based on an L ₂-distance between the non-parametrically estimated individual spectral densities and an overall, 'pooled' spectral density, the latter being obtained by using the whole set of m time series considered. The effects of the dependence between the time series on the power behaviour of the test are investigated. Some simulations are presented and a real life data example is discussed.