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.     

也谈"错案追究制"

错案追究制自运行以来存在着许多问题,其所具有的负面影响超过了其积极效应的一面.本文从多角度分析了错案追究制产生的影响,并对错案进行了科学的界定.在此基础上,本文倡导错案追究制应让位于全面的司法改革,并提出了具体的司法改革措施.     

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.     

中国出入境管理体制的抉择

近年来,出入中国边境口岸的人员和货物陡增,与国际社会出入境管理体制相比较,中国的出入境管理体制还欠完善.具体表现为专属中央管理的出入境事务由各级公安部门代为管理,公安部门的属地管辖、多层管理导致区域化壁垒、政令不畅;同时,公安、外交部门在护照管理上信息不通,多头执法,易产生管理漏洞.为与国际移民法接轨构建科学的出入境管理体制,中国应尽早出台<出入境法>;改革现有的多头管理体制,争取在北京奥运会前,逐步将全国出入境管理统一置于中央政府监管之下;利用<护照法>刚刚出台之契机,统一出入境证件种类和发放程序,增加并细化签证类别,简化出入境手续;重视人员素质提升,实现从管理职能向服务职能的目标转变.     

一种新的刑法解释学观点——以刑事政策为中心的分析

刑法解释远非一种单纯探寻刑法文本含义的学究式思维游戏,而且刑法解释的依据不应当是刑法文本.刑法解释本身是一种利益衡量的活动.在这个利益衡量游戏中,无论是刑法有权解释还是刑法适用解释,刑事政策通过各种组织化的力量起着决定性的作用.     

工程建设招投标的质疑与法律救济程序研究

工程建设招投标质疑对于监督招标采购实体的行为和决定,以及招标采购实体所依据的程序,保护承包商的合法权益有重要的意义。从政府采购这一较为宏观的框架对工程招投标质疑及其审查程序作理论与立法上的探索。     

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。