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.     

中央民族大学民族博物馆馆藏台湾少数民族文物及其价值

中央民族大学民族博物馆馆藏台湾少数民族文物约 4 0 0余件 ,具有较高的文物价值和学术价值。目前 ,已展示了部分文物 ,还计划推出有关专题展。对于研究者 ,也将提供图片或展示实物等服务 ,以期充分发掘和利用其文物价值。     

On a Dualization of Graphical Gaussian Models: A Correction Note

Abstract.  We correct two proofs concerning Markov properties for graphs representing marginal independence relations.     

两个随机变量的独立性和相关性之比较

从随机变量的独立性和相关性概念出发,运用反例和定理的形式详细探讨二者的区别和联系.     

Weakly implementable social choice rules

Previous investigations have shown that a social choice function which is partially implementable must be characterized by pervasive veto power. This paper investigates how much additional latitude in the design of social choice functions, and how much relief from this vetoers result, can be achieved by examining multi-valued social choice rules and relaxing the requirement of partial implementability to a requirement that we call weak partial implementability. We find that the power structures which characterize partially implementable social choice functions, including the veto properties, also characterize weakly partially implementable social choice rules. The conclusion is that invoking multi-valuedness and implementation of appealing social choice rules in strong Nash equilibria. Our results apparently exhaust the possibilities for implementation in strong Nash equilibrium. If any implementation possibility results are to be achieved, they can apparently come only by weakening the equilibrium requirement.     

The Establishment and Application of a Labor Quality Index: The Case of Taiwan’s Manufacturing Industry

The labor quality index (LQI) not only serves as an important reference for monitoring the progress of the sustainable development of a country, but it can also serve as an important parameter for economic analysis. To compile such an index for Taiwan, we conducted two large-scale surveys of 1000 major enterprises and 844 union leaders, respectively, to determine the appropriate weights for each key factor. We also searched for all the relevant statistics that were used to calculate the weighted sum of the 25 sub-indexes, in order to compile a LQI for Taiwan’s manufacturing industries covering the period from 1990-2000. Our calculations show that this LQI rose from 80.2 in 1990 to 117.5 in 2000, which reflected an impressive 37.3% increase in just one decade. This rate of growth has, however, been slowing down since 1997. Our results indicate that the LQI provides a valuable indicator for monitoring the enhancement of labor quality in this society.     

试述台湾少年团在抗战中的宣传活动

1937年开始的抗日战争是中华民族抗击日本侵略的战争。大陆的中华儿女和海外炎黄子孙,包括广大的台港澳同胞都参加了抗战。他们当中,不仅有青壮年,还有老人和儿童。台湾少年团只是活跃在祖国抗日战场上的千万个儿童抗日团体之一,但其抗日活动有鲜明的特点。本文拟通过对台湾少年团在抗战中的宣传鼓动活动的考述,突出台湾少年为民族解放战争作出的贡献,再现其爱国精神和期盼祖国统一的心愿。     

东亚分离主义（下篇）——台湾分离主义运动

通过对台湾分离主义运动即"台独"的起源、发展演变、产生与膨胀的背景原因的分析,指出台湾分离主义运动无论在岛内还是国际社会都属于非主流,是不稳定因素,不仅危害台海和平与中国安全,也对地区与世界和平构成威胁.     

论拉伦茨氏裁判方法的实质

使用传统的判案理论系统分析了拉伦茨氏的方法论体系。指出，拉伦茨氏方法论的基础是欧洲传统“名判”逻辑，其设定目标乃个案公决。拉伦茨氏强调了法官“续造法”的权力。所续造的“法”不是条法，而是曾经自主运用诸条法的模式，它理应有“现行法”的拘束力。“条法库”的缺漏由审判员以法律运用技术补足。诸准则之不谐或与宪法条法的不谐需赖“法益衡量”调谐。分析结论是，拉伦茨氏片面突出法官的自主地位，其方法论在本质上是现代法治社会一种尚需调制的折衷系统。