差异Bertrand寡占厂商的技术许可策略

利用消费者效用函数推导出产品市场差异Bertrand价格竞争均衡的一般式;结合技术许可的收入效应与租金耗散效应,分析了差异Bertrand多家对称创新厂商与差异Bertrand双寡头中的唯一创新厂商对竞争对手的固定费用许可策略.结果表明:(1)多家对称创新厂商与唯一创新厂商均选择不向潜在进入者发放许可;(2)只要产品差异程度符合一定条件,差异Bertrand双寡头中的唯一创新厂商将向技术劣势在位竞手许可其各种规模的工艺创新.     

关税和补贴对国企国有股份最优占比的影响——基于混合寡占理论分析

建立一个两阶段混合寡占博弈模型,结合战略贸易理论考察在开放经济环境里,国企在背负一定的社会性负担的条件下,国企股份制改革过程中我国生产性补贴和进口关税两项政策对国企最优国有控股占比的影响.研究发现,在所有前提条件相同的情况下,国企有国家信用做保障,更具有竞争力.而在生产性补贴和进口关税政策下,国企最优国有控股占比都随着补贴和关税增加而增加,随补贴和关税的减少而减少.     

可变产量的理性产出范围研究

本从机会成本损失最小化的角度出发，对可变立量的三个阶段的两种划分方法所确定的两种不同的理性产出范围进行了分析，分析结果表明。可变产量的理性产出范围应在最小边际成本所对应的产出量到边际成本与产品的预期价格相等所对应的产出量之间。     

Challenge Versus Exchange in Collective Decision Making: A Comparison of Two Simulation Models Based on Simulated Data

In collective decision making, actors can use different influence strategies to get their way. Differences in influence strategies may, or may not, be connected to differences in collective outcomes. This research studies two influence strategies: the exchange strategy and the challenge strategy. In the existing literature, these strategies are analyzed and compared using simulation models in which actor behavior regarding influence attempts based on one of the strategies is modeled explicitly. Until now, these models have been tested only empirically on limited data sets. However, a theoretical test is necessary to gain more precise insights in the effect of characteristics of collective decision making situations on the collective outcomes. In the present research, computer simulations are used in a structured comparison of two competing models (the iterative exchange model and challenge model). The analyses show that the outcomes of both models are captured for a large part in the actor characteristics on the issues. Besides this, the expected directions of challenges and exchanges play a major part in explaining the outcomes of the models. This research shows that the use of simulated data allows a structured search of the input space, which led to new insights into the iterative exchange model and challenge model, and therefore in the exchange strategy and the challenge strategy.     

多期动态背景下的债务共谋与产品市场竞争关系模型研究

利用超博弈理论分析方法建立了多期动态背景下的债务共谋与产品市场竞争关系模型并进行了分析。发现在战略替代下，一个产业中公司之间相互竞争程度越高，则维持零负债共谋战略所需要的折现系数就越大，产业竞争程度较高的公司偏离零负债共谋的可能性越大。因此，债务共谋结论重新加强了竞争程度与最优杠杆正相关的观点。     

我国人口时间序列拟合模型的比较与选择

通过对我国1990年至2007年共18年的人口数据进行实证分析,运用时间序列的三个不同模型,对我国人口的变化规律进行了拟合研究;并给出了反映各个模型拟合精度的AIC值和SBC值;最后,通过对所建模型的比较分析,对拟合模型的选择提出了相关建议.     

Estimation of the Extreme Flow Distributions by Stochastic Models

The t-year event is a commonly used characteristic to describe the extreme flood peak in hydrological designs. The annual maximum series (AMS) and the partial duration series (PDS) are two basic approaches in flood analyses. In this paper, we first derive the distribution of the maximum extreme or the joint distribution of two or more maximum extremes from historical records based on a stochastic model, and then estimate statistical characteristics, including the t-year event, from the distribution. In addition to the two classical approaches (AMS and PDS), two additional approaches are proposed for estimating the unknown parameters in this paper. The first one uses two or more annual maximums (MAMS) as the sample to estimate the distribution of the maximum extremes. The second one uses multi-variate shock model to estimate the distribution of the maximum extremes for a multi-modal streamflow. The distribution of the extreme streamflow and the associated characteristics in the Bird Creek in Avant, Oklahoma, in the St. Johns River in Deland, Florida, and in the West Walker River in Coleville, California are estimated by using the stochastic model. To investigate further the performance of the estimation, the stochastic models based on AMS, MAMS and PDS related are also applied to the simulated data. The results show that the stochastic model and the related methods are reliable.     

Comparison of MINQUE and Simple Estimate of the Error Variance in the General Linear Models

Comparison is made between the MINQUE and simple estimate of the error variance in the normal linear model under the nean square errors criterion,where the model matrix need not have full rank and the dispersion matrix can be singular.Our results show that any one of both estimates cannot be always superior to the other.Some sufficient criteria for any one of them to be better than the other are established.Some interesting relations between these two estimates are also given.     

线性模型中M估计分布的随机加权方法逼近

在线性模型中,M估计的渐近分布通常都涉及到不易估计的未知误差分布的某些量,如果要估计渐近方差,就需对这些冗余参数进行估计.利用随机加权方法可以避免先对误差分布中的冗余参数进行估计.给出了当自变量是随机变量时,M估计分布的随机加权逼近,证明了M估计分布的随机加权逼近是一致相合的.当取不同的凸函数,样本大小和随机权时,进一步利用蒙特卡洛方法研究估计分布.研究表明随机权取泊松权时,不仅达到同样的效果而且可以减小计算量.     

Visualizing the Relationship between Two Time Series by Hierarchical Smoothing Models

Abstract

Let x(t_i), y(t_i) be two time series such that y(t_i) = μ(t_i, x) + ε_i, where μ is a smooth function and ε_i is a zero mean stationary process. Which model may be assumed for μ depends on the subject specific context. This article was motivated by questions raised in the context of musical performance theory. The general problem is to understand the relationship between the symbolic structure of a music score and its performance. Musical structure typically consists of a hierarchy of global and local structures. This motivates the definition of hierarchical smoothing models (or HISMOOTH models) that are characterized by a hierarchy of bandwidths b ₁ > b ₂ > … > b_M and a vector of coefficients β ∈ R^M. The expected value μ(t_i x) = E[y(t_i)‖x] is equal to a weighted sum of smoothed versions of x. The “errors” ε_i are modeled by a Gaussian process that may exhibit long memory. More generally, we may observe a collection of time series y_r (r = 1, …, N) that are related to a common time series x by y_r(t_i) = μ _r(t_i, x) + ε_{r, i} where ε _r are independent error processes. For repeated time series, HISMOOTH models lead to a visual and formal classification into clusters that can be interpreted in terms of the relationship to x. An analysis of tempo curves from 28 performances of Schumann's “Träumerei” op. 15/7 illustrates the method. In particular, similarities and differences of “melodic styles” can be identified.     

On the Underfitting and Overfitting Sets of Models Chosen by Order Selection Criteria

For a general class of order selection criteria, we establish analytic and non-asymptotic evaluations of both the underfitting and overfitting sets of selected models. These evaluations are further specified in various situations including regressions and autoregressions with finite or infinite variances. We also show how upper bounds for the misfitting probabilities and hence conditions ensuring the weak consistency can be derived from the given evaluations. Moreover, it is demonstrated how these evaluations, combined with a law of the iterated logarithm for some relevant statistic, can provide conditions ensuring the strong consistency of the model selection criterion used.     

我国某地区居民购买六合彩活动信息的统计分析

本文主要应用统计学方法对由问卷调查所获得的我国某地区居民购买地下六合彩活动的信息进行分析,分别对购买者的结构,经济状况及收益进行分析,指出地下六合彩的本质及这一现象给我们的警示.同时通过分析一个消费者个体的消费模型给出消费者如何理性消费的建议.