Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp-optimization

The conditional tail expectation (CTE) is an indicator of tail behavior that takes into account both the frequency and magnitude of a tail event. However, the asymptotic normality of its empirical estimator requires that the underlying distribution possess a finite variance; this can be a strong restriction in actuarial and financial applications. A valuable alternative is the median shortfall (MS), although it only gives information about the frequency of a tail event. We construct a class of tail L^p-medians encompassing the MS and CTE. For p in (1,2), a tail L^p-median depends on both the frequency and magnitude of tail events, and its empirical estimator is, within the range of the data, asymptotically normal under a condition weaker than a finite variance. We extrapolate this estimator and another technique to extreme levels using the heavy-tailed framework. The estimators are showcased on a simulation study and on real fire insurance data.     

关联理论与汉语形式量词短语英译

文章运用关联理论交际观,以汉语散文名篇中特有的形式量词短语及其英译为研究对象,介绍了汉语特有的形式量词短语,并根据关联理论交际观,从翻译是传递信息意图和交际意图双重目的的认知交际活动的角度来解析散文中形式量词短语及其英译技巧。试图证明关联理论交际观能够指导译者过滤汉语中有文化特异性的语言形式,从而顺利传达出原文作者的交际意图。     

话语含义的判别和听力理解

语义层面上语用含义的话语理解是大学英语教学的难点之所在。为加强薄弱环节,须从“会话含义”和“关联”理论出发,揭示话语中交际意图传递的规律和特征,并结合实例分析听力理解过程中可能出现的信息推理障碍及原因。     

On a Dualization of Graphical Gaussian Models: A Correction Note

Abstract.  We correct two proofs concerning Markov properties for graphs representing marginal independence relations.     

会计信息可靠性与相关性的产权博弈分析

从产权经济学角度对会计信息的产权属性进行分析,把会计信息的产权主体定位为所有的信息使用者,认为会计信息的产权主体与会计信息质量特征之间存在密切关系。不同产权主体之间为有利于自身的信息进行博弈,可靠性和相关性孰轻孰重取决于各方在博弈中的力量对比。最后,文章提出重构会计信息市场、实现可靠性和相关性协调发展的若干对策。     

英语论文中话语联系语的对比研究

无论在篇章语言学还是在语用学研究中,话语联系语均被认为具有重要功能。篇章语言学家认为,话语联系语是实现篇章语义连贯的重要手段;语用学家认为,话语联系语的作用更多地体现在为话语的理解指路导航。本文运用基于语料库的研究方法,对比分析了中国学习者与英语母语者在英语论文中使用话语联系语的差别,结果显示:(1)中国学习者在论文写作中比母语者倾向于更多地使用联系语;(2)二者使用的联系语在语义分布上大致相同;(3)在每一类别内部具体联系语的使用上二者存在较大差异,主要表现为:学习者机械套用,欠缺必要的文体意识,及在表示列举、总结、转题和推论时,倾向于借助明显的联系语来达到发展主题的目的。本文试从连贯理论与关联理论的角度出发,对可能造成以上差异的原因进行了分析,并进一步对话语联系语的教学提出了一些建议。     

关联性与主位述位理论在语篇理解中的互补性

主位结构反映了人脑的思维特征和一般规律，并且对推动语篇发展和保持语篇连贯有重要作用。语篇的连贯不是居于小句首位的主位形式上的连贯，而是主位述住本身所包含的信息在关联原则的引导下合理分布，建立相互联系。人们以主位作为思维的出发点，依据关联的原则而展开，形成完整的语篇。分析了在语篇理解过程中关联原则和主位述位模式如何相互作用，以便更好地完成理解任务。     

Weak disintegrability as a form of preservation of coherence

Summary Weak disintegrations are investigated from various points of view. Kolmogorov's definition of conditional probability is critically analysed, and it is noted how the notion of disintegrability plays some role in connecting Kolmogorov's definition with the one given in line with de Finetti's coherence principle. Conditions are given, on the domain of a prevision, implying the equivalence between weak disintegrability and conglomerability. Moreover, weak sintegrations are characterized in terms of coherence, in de Finetti's sense, of, a suitable function. This fact enables us to give, an interpretation of weak disintegrability as a form of “preservation of coherence”. The previous results are also applied to a hypothetical inferential problem. In particular, an inference is shown to be coherent, in the sense of Heath and Sudderth, if and only if a suitable function is coherent, in de Finetti's sense. Research partially supported by: M.U.R.S.T. 40% “Problemi di inferenza pura”.     

Residual analysis for spatial point processes (with discussion)

Summary.  We define residuals for point process models fitted to spatial point pattern data, and we propose diagnostic plots based on them. The residuals apply to any point process model that has a conditional intensity; the model may exhibit spatial heterogeneity, interpoint interaction and dependence on spatial covariates. Some existing ad hoc methods for model checking (quadrat counts, scan statistic, kernel smoothed intensity and Berman's diagnostic) are recovered as special cases. Diagnostic tools are developed systematically, by using an analogy between our spatial residuals and the usual residuals for (non-spatial) generalized linear models. The conditional intensity λ plays the role of the mean response. This makes it possible to adapt existing knowledge about model validation for generalized linear models to the spatial point process context, giving recommendations for diagnostic plots. A plot of smoothed residuals against spatial location, or against a spatial covariate, is effective in diagnosing spatial trend or co-variate effects. Q – Q -plots of the residuals are effective in diagnosing interpoint interaction.     

Missing data and forecasting in multivariate time series: An application of the common components dynamic linear model

Summary The paper deals with missing data and forecasting problems in multivariate time series making use of the Common Components Dynamic Linear Model (DLMCC), presented in Quintana (1985), and West and Harrison (1989). Some results are presented and discussed: exploiting the correlation between series, estimated by the DLMCC, the paper shows as it is possible to update state vector posterior distributions for the unobserved series. This is realized on the base of the updating of the observed series state vectors, for which the usual Kalman filter equations can be applied. An application concerning some Italian private consumption series provides an example of the model capabilities.