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.     

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.     

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。     

当代中国期刊的忧患与使命

由于因特网的普遍使用和中国加入WTO ,中国期刊面临着挑战 ,中国期刊人要更深刻地认识自己的困境和使命 ,作好文化自主、舆论自主的准备 ,作好培养期刊市场、发展期刊产业的准备。同时也要作好与数字化结合的期刊多形态发展的准备     

梁启超的法律思想新探

梁启超是中国近代史上一位著名的思想家 ,他的法律思想 ,不仅以变法维新为主要内容 ,提倡“德治”、正确处理好“法治”与“德治”的关系、主张宪政、强调在法律规定范围内的自由等 ,也是梁启超法律思想的重要内容     

合乎历史 顺乎民意——论《反分裂国家法》出台的意义

《反分裂国家法》是中国政府为了反对和遏制“台独”势力分裂祖国,促进祖国和平统一所制订的一部法律。它体现了国家意志,代表了全中国人民的心声,是一部和平统一的法、一部促进两岸关系发展的法,也是一部中国自主解决台湾问题的法。它的出台有助于反对和遏制“台独”势力分裂国家,有助于促进两岸关系稳定发展,有助于维护台海地区的和平与稳定,合乎历史,顺乎民心。