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排序方式: 共有873条查询结果,搜索用时 15 毫秒
1.
Laurent Gardes Stéphane Girard Gilles Stupfler 《Scandinavian Journal of Statistics》2020,47(3):922-949
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 Lp-medians encompassing the MS and CTE. For p in (1,2), a tail Lp-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. 相似文献
2.
日本是开展自然辩证法研究比较早的国家之一 ,并在研讨自然辩证法方面形成了许多富有启发性的思想方法。可将其概括为 :自由论争的思想方法、“具体化”的思想方法、发展的思想方法、联盟的思想方法 相似文献
3.
Abstract. We correct two proofs concerning Markov properties for graphs representing marginal independence relations. 相似文献
4.
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”. 相似文献
5.
家族企业管理机制创新探析 总被引:5,自引:0,他引:5
改革开放以来 ,我国私营经济获得了长足的发展 ,并为我国经济和社会发展做出了重要贡献 ,成为社会主义市场经济的重要组成部分。但随着市场外在条件和社会经济发展格局的变化 ,作为私营资本形式之一的家族企业 ,其自身的不适应性逐步凸现出来。克服家族式管理的不足 ,转换管理机制和管理方式 ,通过资本市场使家族企业完成由家庭化向专业化、由宗法化向市场化的转变 ,是使其真正做大做强的必由之路 相似文献
6.
A. Baddeley R. Turner J. Møller M. Hazelton 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2005,67(5):617-666
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. 相似文献
7.
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. 相似文献
8.
证券投资管理专业人才需求分析与人才规格设计 总被引:1,自引:0,他引:1
课题组 《辽东学院学报(社会科学版)》2004,6(5):72-74
随着经济体制改革的深化,社会经济生活中对投融资的需求日益旺盛,大中型企业转机建制、民营企业谋求发展将更加依赖资本市场,证券业因此成为我国新兴行业,证券人才需求不仅空间巨大,而且呈现明显的层次性,既需要高层次的决策者、管理者,更需要具有较强职业技能的管理、服务第一线的应用性人才。证券投资管理专业应据此确定人才培养目标和人才培养规格。 相似文献
9.
Gini’s nuclear family 总被引:1,自引:0,他引:1
Rolf Aaberge 《Journal of Economic Inequality》2007,5(3):305-322
The purpose of this paper is to justify the use of the Gini coefficient and two close relatives for summarizing the basic
information of inequality in distributions of income. To this end we employ a specific transformation of the Lorenz curve,
the scaled conditional mean curve, rather than the Lorenz curve as the basic formal representation of inequality in distributions
of income. The scaled conditional mean curve is shown to possess several attractive properties as an alternative interpretation
of the information content of the Lorenz curve and furthermore proves to yield essential information on polarization in the
population. The paper also provides asymptotic distribution results for the empirical scaled conditional mean curve and the
related family of empirical measures of inequality.
相似文献
10.
Catriona M. Queen Ben J. Wright Casper J. Albers 《Australian & New Zealand Journal of Statistics》2007,49(3):221-239
The problem of modelling multivariate time series of vehicle counts in traffic networks is considered. It is proposed to use a model called the linear multiregression dynamic model (LMDM). The LMDM is a multivariate Bayesian dynamic model which uses any conditional independence and causal structure across the time series to break down the complex multivariate model into simpler univariate dynamic linear models. The conditional independence and causal structure in the time series can be represented by a directed acyclic graph (DAG). The DAG not only gives a useful pictorial representation of the multivariate structure, but it is also used to build the LMDM. Therefore, eliciting a DAG which gives a realistic representation of the series is a crucial part of the modelling process. A DAG is elicited for the multivariate time series of hourly vehicle counts at the junction of three major roads in the UK. A flow diagram is introduced to give a pictorial representation of the possible vehicle routes through the network. It is shown how this flow diagram, together with a map of the network, can suggest a DAG for the time series suitable for use with an LMDM. 相似文献