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.     

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.     

国家权力与城市空间:当代中国城市基层社会治理变革

确立和调整城市治理的空间策略是现代国家的重要任务。改革前中国的单位体制,使国家能够依靠单位实现“单元分隔”式的治理模式。改革以来,这种整齐划一的空间战略无法适应新的城市社会变迁。在城市社区管理体制改革中,出现了三种不同的国家空间战略,即“政党国家”,“行政国家”和“社会化国家”模式。当前城市社区改革的困难和复杂性体现了以上三种空间战略的对立和冲突。     

良治型政府理論與澳門經濟發展

本文從有關良治型政府理論及主要觀點的角度,探討良治型政府理論在澳門的實踐,以及在CEPA框架下澳門政府扮演的經濟角色與可能存在的風險。本文認為應該從增強澳門經濟多元性以及改善制度建設來完善澳門經濟政策。     

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.     

从反封建的提出到政治体制改革——邓小平与中国民主化进程的运作

过去我们常常把国体和政体看成是一个紧密的联结体,其实,国体和政体是经常分离的,政体和社会形态也是经常分离的.民主政体可以和奴隶社会、中世纪的城市、资本主义社会、社会主义社会结合起来;专制体制也完全可以和奴隶社会、封建社会、资本主义国家的个别时期、社会主义国家的个别时期结合起来.在我国改革开放的初期,邓小平清醒地认识到我们在国体上实现了人民当家作主,但是在政体上存在着封建主义,我们还面临着反封建的重要任务.为了顺应反对封建主义残余这一任务,为了更有操作性,他又不失时机地提出了政治体制改革的伟大目标.他为中国的民主化进程指明了可操作的路径.     

庄子哲学的历史渊源

庄子哲学思想产生于楚国独特的历史土壤。楚国历史悠久的天文学,为庄子的朴素唯物的天道观提供了科学基础;楚人是《易经》与阴阳家的鼻祖,其辩证的思维方式,为庄子哲学提供了“切玉刀”;楚国在长期而独特的历史道路中成长的民族精神,为庄子哲学提供了丰厚的精神营养。     

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.     

歌唱心理学探因

本文通过对歌唱表演过程中各种心理因素的分析和描述 ,阐述了不同表演主体的心理特征和规律 ,以及个性心理特征的特殊反映过程。