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.     

论阜新经济发展的外向性

文章从市场化的程度、贸易和经济的发展、开放梯度战略以及区域经济布局这四个方面剖析了阜新与经济发达地区的巨大差距及产生差距的原因,阐述了阜新的经济转型、产业结构调整及市场化发育与外向经济的依存关系,特别是从引进项目的基础工作、制定相关优惠政策及提高法律意识等方面,指明了阜新进一步对外开放需要解决和注意的问题。     

Diagnostics for dependence within time series extremes

Summary. The analysis of extreme values within a stationary time series entails various assumptions concerning its long- and short-range dependence. We present a range of new diagnostic tools for assessing whether these assumptions are appropriate and for identifying structure within extreme events. These tools are based on tail characteristics of joint survivor functions but can be implemented by using existing estimation methods for extremes of univariate independent and identically distributed variables. Our diagnostic aids are illustrated through theoretical examples, simulation studies and by application to rainfall and exchange rate data. On the basis of these diagnostics we can explain characteristics that are found in the observed extreme events of these series and also gain insight into the properties of events that are more extreme than those observed.     

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.     

Towards Enhancement of the Economy of a Thermal Power Generating System through Prediction of Plant Efficiency

The plant ‘Heat Rate’ (HR) is a measure of overall efficiency of a thermal power generating system. It depends on a large number of factors, some of which are non-measurable, while data relating to others are seldom available and recorded. However, coal quality (expressed in terms of ‘effective heat value’ (EHV) as kcal/kg) transpires to be one of the important factors that influences HR values and data on EHV are available in any thermal power generating system. In the present work, we propose a prediction interval of the HR values on the basis of only EHV, keeping in mind that coal quality is one of the important (but not the only) factors that have a pronounced effect on the combustion process and hence on HR. The underlying theory borrows the idea of providing simultaneous confidence interval (SCI) to the coefficients of a p-th p(≥1) order autoregressive model (AR(p)). The theory has been substantiated with the help of real life data from a power utility (after suitable base and scale transformation of the data to maintain the confidentiality of the classified document). Scope for formulating strategies to enhance the economy of a thermal power generating system has also been explored.     

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。     

Local dependence estimation using semiparametric archimedean copulas

The authors define a new semiparametric Archimedean copula family which has a flexible dependence structure. The generator of the family is a local interpolation of existing generators. It has locally‐defined dependence parameters. The authors present a penalized constrained least‐squares method to estimate and smooth these parameters. They illustrate the flexibility of their dependence model in a bi‐variate survival example.     

对由普通法院实现宪法司法化的质疑

最高人民法院作出的 [2 0 0 1 ]法释 2 5号批复 ,被认为是“冒名上学事件引发宪法司法化第一案”。文章就此对宪法司法化的含义进行了界定 ,认为其应包含两个方面因素 ,即外在形式与内在意义。对于在我国可由普通法院实现宪法司法化的观点提出了法理上的三点质疑 :一是最高法院的司法解释不能认为是宪法司法化的第一案 ;二是我国由普通法院实现宪法司法化缺乏必要的法律依据 ;三是在技术操作上也存在难以克服的难题