Conflict resolution with robustness in international negotiations: A game theoretic approach

A robust game theoretic approach for constructing effective international concords for conflict solving is discussed. Ann-person cooperative game in characteristic function form is used for international conflict solving via formation of coalitions. The nucleolus and the augmented nucleolus as solution concepts of the game are derived on its alternative forms, and robustness of the solutions when the evaluation of the coalition values is varied is examined. For solving this problem, parametric linear programming is used. This approach provides in a resemblant form an-alternative device to solving the fuzzy linear programming based on interval analysis.     

Internet Based Benchmarking

We discuss the design of interactive, internet based benchmarking using parametric (statistical) as well as non-parametric (DEA) models. The user receives benchmarks and improvement potentials. The user is also given the possibility to search different efficiency frontiers and hereby to explore alternative improvement strategies. Implementations of both a parametric and a non-parametric model are presented.     

Statistical inference on seemingly unrelated non‐parametric regression models with serially correlated errors

This article is concerned with the inference on seemingly unrelated non‐parametric regression models with serially correlated errors. Based on an initial estimator of the mean functions, we first construct an efficient estimator of the autoregressive parameters of the errors. Then, by applying an undersmoothing technique, and taking both of the contemporaneous correlation among equations and serial correlation into account, we propose an efficient two‐stage local polynomial estimation for the unknown mean functions. It is shown that the resulting estimator has the same bias as those estimators which neglect the contemporaneous and/or serial correlation and smaller asymptotic variance. The asymptotic normality of the resulting estimator is also established. In addition, we develop a wild block bootstrap test for the goodness‐of‐fit of models. The finite sample performance of our procedures is investigated in a simulation study whose results come out very supportive, and a real data set is analysed to illustrate the usefulness of our procedures.     

一类关于运输问题的参数线性规划最优解的研究

论文利用文献[1]中的改进的匈牙利算法，研究关于运输问题的参数线性规划的最优解，并给出了相应的思路，方法步骤及应用举例。     

Evaluating the Adequacy of Parametric Functional Forms in Estimating Monotone and Concave Production Functions

We consider situations where the a priori guidance provided by theoretical considerations indicates only that the function linking the endogenous and exogenous variables is monotone and concave (or convex). We present methods to evaluate the adequacy of a parametric functional form to represent the relationship given the minimal maintained assumption of monotonicity and concavity (or convexity). We evaluate the adequacy of an assumed parametric form by comparing the deviations of the fitted parametric form from the observed data with the corresponding deviations estimated under DEA. We illustrate the application of our proposed methods using data collected from school districts in Texas. Specifically, we examine whether the Cobb–Douglas and translog specifications commonly employed in studies of education production are appropriate characterizations. Our tests reject the hypotheses that either the Cobb–Douglas or the translog specification is an adequate approximation to the general monotone and concave production function for the Texas school districts.     

Internet Access and Farm Household Income – Empirical Evidence using a Semi‐parametric Assessment in Taiwan

There is considerable literature examining individuals’ behaviour with respect to Internet use, but less attention is paid to farm household use of the Internet. Among the few studies on farm households, the emphasis is on the correlation between socioeconomic factors and the adoption of the Internet. Thus, relatively little is known about the association between Internet use and farm household well‐being. In an effort to fill this void, this paper investigates Internet access among farm households and examines the effects of Internet access on farm household income. Given the observed income gap between Internet users and non‐users, we then investigate the extent to which socioeconomic factors may be associated with this income gap. Using a nationwide survey of farm households in Taiwan, a novel econometric model is proposed and estimated employing a semi‐parametric technique. Our results support the conclusion that Internet use improves farm household income. Most of the income gap between adopters and non‐adopters can be explained by the differences in the return of the socioeconomic factors.     

一种基于Dynamo的复杂地质体参数化三维建模方法

实际地质体具有信息量巨大、构造复杂等特点,目前工程尺度的地质建模技术普遍存在精度不高、“人机交互”过多等局限。针对这些问题,提出一种基于可视化编程插件Dynamo、在Revit软件中对复杂地质体建立参数化三维地质体模型的方法。该方法通过自编节点,实现对勘探孔点云数据的Kriging插值、生成NURBS地层曲面,进行曲面自行矫正,最后生成包含物理力学性质属性的参数化三维地质体模型。利用该方法,根据上海地区某住宅项目的勘察成果,建立符合真实地层的三维地质模型。实际应用表明该方法能够有效地将勘察成果的数据转化为三维地质体BIM模型,对复杂地质也有较好的模拟效果,且建模效率高于传统建模方法。     

Response to McGahan and Porter's commentary on ‘Industry,corporate and business‐segment effects and business performance: a non‐parametric approach’

In the comment on Ruefli and Wiggins (2003), a number of points are made supporting the variance component analysis approach to determining the importance of industry, corporate, and business segment factors on business segment performance. This response addresses in more detail the nature of the methodological and statistical assumptions made by variance components analysis or ANOVA and their implications for the ‘puzzling’ results obtained when these techniques are employed. The response then contrasts the variance‐based methodologies with a non‐parametric approach used in Ruefli and Wiggins (2003) that makes fewer and weaker assumptions and yields more robust and more internally consistent results. The response also examines the limitations of employing an autoregressive approach to measuring persistence of abnormal profits and contrasts it with a non‐parametric methodology presented in the article. Copyright © 2005 John Wiley & Sons, Ltd.     

Semiparametric versus parametric hedonic wine price models: an empirical investigation

In this article, we conduct formal statistical tests to compare a semiparametric hedonic wine price model with its parametric counterpart using a Canadian data set. The relevant test results turn out to be overwhelmingly in favour of the semiparametric specification. The estimated semiparametric model also provides clear evidence of nonlinearity between wine prices and quality when other wine attributes are controlled for.     

Modeling a Dynamic Portfolio for Pension Plans in Emerging Markets With Myopic and Nonmyopic Behavior

ABSTRACT

We introduce a dynamic formulation for the problem of portfolio selection of pension funds in the absence of a risk-free asset. In emerging markets, a risk-free asset might be unavailable, and the approaches commonly used may no longer be suitable. We use a parametric approach to combine dynamic programming and Monte Carlo simulation to gain additional flexibility. This approach is general in the sense that optimal asset allocation is tractable for all HARA utility functions in the absence of a risk-free asset. The traditional case composed of several risky assets and one risk-free asset is compared to a case in which the risk-free asset is unavailable.