Estimation of the marginal expected shortfall under asymptotic independence

We study the asymptotic behavior of the marginal expected shortfall when the two random variables are asymptotic independent but positively associated, which is modeled by the so-called tail dependent coefficient. We construct an estimator of the marginal expected shortfall, which is shown to be asymptotically normal. The finite sample performance of the estimator is investigated in a small simulation study. The method is also applied to estimate the expected amount of rainfall at a weather station given that there is a once every 100 years rainfall at another weather station nearby.     

Book Reviews

Books reviewed:
M Hollander and D Wolfe, Nonparametric Statistical Methods
T Leonard and J.S.J Hsu, Bayesian Methods     

Measuring agreement between two statistics with applications to age standardization

Summary.  We detail a general method for measuring agreement between two statistics. An application is two ratios of directly standardized rates which differ only by the choice of the standard. If the statistics have a high value for the coefficient of agreement then the expected squared difference between the statistics is small relative to the variance of the average of the two statistics, and inferences vary little by changing statistics. The estimation of a coefficient of agreement between two statistics is not straightforward because there is only one pair of observed values, each statistic calculated from the data. We introduce estimators of the coefficient of agreement for two statistics and discuss their use, especially as applied to functions of standardized rates.     

林业投资均衡性的理论分析

我国林业投资体制的改革面临着许多新的课题,研究市场经济条件下林业投资状况十分必要。首先,从均衡理论出发,在分析宏观经济政策对林业的影响和林业投资现状基础上,对形成这种状况的主要原因进行了探讨;其次,以林业投资对象为主体,对其微观经济行为的成本与收益问题进行了分析;最后,提出深化林业投资体制改革要促进投资主体多元化,给予林业更多的政策扶持,进一步完善林业法律法规,以促进我国林业持续稳定地发展。     

论科学管理的生产力属性

生产力先进性的依据在于具有高效率、高效益、复合效应和可持续发展等基本属性。由于科学管理在现代生产力系统中是必不可少的重要构件,具有不可替代的五大功用,它事实上决定和促成了现代生产力四大先进特性的存在,因此笔者认为科学管理就是先进的生产力。     

Quantifying uncertainty in the biospheric carbon flux for England and Wales

Summary.  A crucial issue in the current global warming debate is the effect of vegetation and soils on carbon dioxide (CO₂) concentrations in the atmosphere. Vegetation can extract CO₂ through photosynthesis, but respiration, decay of soil organic matter and disturbance effects such as fire return it to the atmosphere. The balance of these processes is the net carbon flux. To estimate the biospheric carbon flux for England and Wales, we address the statistical problem of inference for the sum of multiple outputs from a complex deterministic computer code whose input parameters are uncertain. The code is a process model which simulates the carbon dynamics of vegetation and soils, including the amount of carbon that is stored as a result of photosynthesis and the amount that is returned to the atmosphere through respiration. The aggregation of outputs corresponding to multiple sites and types of vegetation in a region gives an estimate of the total carbon flux for that region over a period of time. Expert prior opinions are elicited for marginal uncertainty about the relevant input parameters and for correlations of inputs between sites. A Gaussian process model is used to build emulators of the multiple code outputs and Bayesian uncertainty analysis is then used to propagate uncertainty in the input parameters through to uncertainty on the aggregated output. Numerical results are presented for England and Wales in the year 2000. It is estimated that vegetation and soils in England and Wales constituted a net sink of 7.55 Mt C (1 Mt C = 10¹² g of carbon) in 2000, with standard deviation 0.56 Mt C resulting from the sources of uncertainty that are considered.     

统筹城乡发展与完善农村土地流转制度的思考

针对中国农村土地流转不畅阻碍统筹城乡发展的现状,政府应从城乡两个方面完善土地流转制度,即建立与土地流转制度相关的制度体系,包括土地使用权市场、培育土地流转中介组织、集中使用农业补贴和以土地换保险等制度。为确保土地流转促进统筹城乡发展,实现城镇政府和进城务工农民的双赢,政府应对自身行为加以规范。     

提高我国科技成果向生产力转化的能力

运用技术经济理论,对我国科技成果转化存在障碍的原因即科技成果转化资金匮乏、企业技术市场参与度低、对技术的需求拉力不足、进口技术减少了对我国自身科技成果市场需求的空间等进行分析,并对提高我国科技成果向生产力转化的能力提出了对策建议。     

Marginal and association regression models for longitudinal binary data with drop‐outs: A likelihood‐based approach

Longitudinal data often contain missing observations, and it is in general difficult to justify particular missing data mechanisms, whether random or not, that may be hard to distinguish. The authors describe a likelihood‐based approach to estimating both the mean response and association parameters for longitudinal binary data with drop‐outs. They specify marginal and dependence structures as regression models which link the responses to the covariates. They illustrate their approach using a data set from the Waterloo Smoking Prevention Project They also report the results of simulation studies carried out to assess the performance of their technique under various circumstances.     

论社会科学的生产力属性及其价值实现的基本途径——兼论中国社会科学发展方向

马克思并未忽视社会科学对生产力的巨大作用.生产过程既是人类利用自然资源和自然力的过程,也是社会过程.生产过程的复杂性,为社会科学、人文科学留下了大量应用空间.社会科学可以通过多种途径体现其生产力价值.完善社会科学的研究体系(制),注重社会技术研究,加强与自然科学的交叉、融合、重组,搞好社会科学研究的产业化,是我国社会科学发展的努力方向.