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.     

Book Reviews

Books reviewed:
M Hollander and D Wolfe, Nonparametric Statistical Methods
T Leonard and J.S.J Hsu, Bayesian Methods     

Measuring agreement between two statistics with applications to age standardization

Summary.  We detail a general method for measuring agreement between two statistics. An application is two ratios of directly standardized rates which differ only by the choice of the standard. If the statistics have a high value for the coefficient of agreement then the expected squared difference between the statistics is small relative to the variance of the average of the two statistics, and inferences vary little by changing statistics. The estimation of a coefficient of agreement between two statistics is not straightforward because there is only one pair of observed values, each statistic calculated from the data. We introduce estimators of the coefficient of agreement for two statistics and discuss their use, especially as applied to functions of standardized rates.     

林业投资均衡性的理论分析

我国林业投资体制的改革面临着许多新的课题,研究市场经济条件下林业投资状况十分必要。首先,从均衡理论出发,在分析宏观经济政策对林业的影响和林业投资现状基础上,对形成这种状况的主要原因进行了探讨;其次,以林业投资对象为主体,对其微观经济行为的成本与收益问题进行了分析;最后,提出深化林业投资体制改革要促进投资主体多元化,给予林业更多的政策扶持,进一步完善林业法律法规,以促进我国林业持续稳定地发展。     

Statistical Distributions of Daily Breathing Rates for Narrow Age Groups of Infants and Children

Children may be more susceptible to toxicity from some environmental chemicals than adults. This susceptibility may occur during narrow age periods (windows), which can last from days to years depending on the toxicant. Breathing rates specific to narrow age periods are useful to assess inhalation dose during suspected windows of susceptibility. Because existing breathing rates used in risk assessment are typically for broad age ranges or are based on data not representative of the population, we derived daily breathing rates for narrow age ranges of children designed to be more representative of the current U.S. children's population. These rates were derived using the metabolic conversion method of Layton (1993) and energy intake data adjusted to represent the U.S. population from a relatively recent dietary survey (CSFII 1994–1996, 1998). We calculated conversion factors more specific to children than those previously used. Both nonnormalized (L/day) and normalized (L/kg-day) breathing rates were derived and found comparable to rates derived using energy estimates that are accurate for the individuals sampled but not representative of the population. Estimates of breathing rate variability within a population can be used with stochastic techniques to characterize the range of risk in the population from inhalation exposures. For each age and age-gender group, we present the mean, standard error of the mean, percentiles (50th, 90th, and 95th), geometric mean, standard deviation, 95th percentile, and best-fit parametric models of the breathing rate distributions. The standard errors characterize uncertainty in the parameter estimate, while the percentiles describe the combined interindividual and intra-individual variability of the sampled population. These breathing rates can be used for risk assessment of subchronic and chronic inhalation exposures of narrow age groups of children.     

论重庆弱势群体的救助方略

在今天社会大变革、政府大转型之时,对弱势群体给予特殊的就业援助,对稳定社会具有重要的现实意义。为此,详实地分析了重庆市弱势群体的类型,以及市政府采取的及时有效的救援措施,并提出了一些相应对策。     

论东汉王朝对北匈奴的政策

于谓汉欺之 ,谋欲犯塞 ;谓宜还南所掠生口 ,以慰安其意。”章帝从袁安议 ,许之 ,令“度辽及领中郎将庞奋倍雇南部所得生口 ,以还北虏 ;其南部斩首获生 ,计功受赏如常科”。企图平衡南、北匈奴的关系。由上可知 ,在光武帝建武二十七年至和帝永元元年 (公元 5 1- 89年 )期间 ,北匈奴或因“惧于见伐” ,或因欲与汉合市 ,多次遣使求和亲 ,而东汉王朝则出于“冀其交通 ,不复为寇”的目的 ,与北匈奴保持了时断时续的通使、合市关系。当然 ,由于北匈奴时时寇边侵掠以及东汉王朝在处理南、北匈奴问题上的摇摆性 ,东汉王朝对北匈奴采取的以通使、合市…     

Marginal and association regression models for longitudinal binary data with drop‐outs: A likelihood‐based approach

Longitudinal data often contain missing observations, and it is in general difficult to justify particular missing data mechanisms, whether random or not, that may be hard to distinguish. The authors describe a likelihood‐based approach to estimating both the mean response and association parameters for longitudinal binary data with drop‐outs. They specify marginal and dependence structures as regression models which link the responses to the covariates. They illustrate their approach using a data set from the Waterloo Smoking Prevention Project They also report the results of simulation studies carried out to assess the performance of their technique under various circumstances.     

民族院校新闻传播学科发展的路径选择

民族院校应该是以全面服务于非主流族群作为自身的基本定位，民族院校的新闻传播学科要在准确理解这一定位的基础上确立自身的发展路径，以鲜明的特色建构来强化自身的学科核心竞争力。     

清时对钗黛形象的阐释研究——钗黛形象接受史研究系列之一

清代评论者对钗黛形象的理解与阐释,是<红楼梦>无限发展的接受链条上的第一环,他们对钗黛形象的理解,在很大程度上奠定了后人理解的基础;他们对钗黛形象理解的丰富性和差异性,以及在评论过程中流露出的强烈的主体心态,其背后复杂的原因值得我们探究.