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.     

湖南省与周边区域经济发展比较及对策研究

近年来 ,国家实施“西部大开发”战略对湖南省的地缘经济关系的影响十分显著 :与湖南经济关系互补型的地区减少了 ,而竞争型的地区有所增多。因此 ,湖南省必须抓住改革开放机遇 ,充分认识自身优势和弱点 ,把握在全国经济格局中的角色定位 ,加大对外开放的力度 ,多方招商引资 ,使本地区经济在全国经济竞争中迅速发展     

湖湘文化与湖南当代小说的务实精神

湖南当代小说取得了举世公认的成绩,它在内容上有着自己的特点:高度的社会责任感、秉笔直书的精神、对优秀传统文化人格的推崇等等,这些特点源于曾国藩等人的精神影响和丰厚的湖湘文化。     

经济全球化与湖南服务产业的发展

经济全球化大背景下服务业大发展是一个历史趋势 ,入世后加快我国服务业的发展具有特殊、重要的意义。湖南省服务业发展存在一定优势 ,发展湖南服务业要有正确的总体思路 ,并注重优化调整湖南服务产业结构。     

善卷与武陵

善卷 ,作为一个与武陵有关的尧舜时代的传说人物 ,在古代的一些方志和诗文中都有所记载。但善卷是否真的曾在武陵隐居 ,以前并无人对之加以探究。从有关文献史料看 ,善卷是湖南武陵本土人物。善卷隐居江苏宜兴“善卷洞”的说法是没有多少根据的     

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.     

熊希龄伦理思想的个案研究

熊希龄是中国近代史上一位有争议的人物。从他所创办的湖南瓷业公司的实业活动中 ,研究他独特的伦理思想和个人特点 ,将有助于人们对他进行更全面、恰当的历史评价