Penalized likelihood inference in extreme value analyses

Models for extreme values are usually based on detailed asymptotic argument, for which strong ergodic assumptions such as stationarity, or prescribed perturbations from stationarity, are required. In most applications of extreme value modelling such assumptions are not satisfied, but the type of departure from stationarity is either unknown or complex, making asymptotic calculations unfeasible. This has led to various approaches in which standard extreme value models are used as building blocks for conditional or local behaviour of processes, with more general statistical techniques being used at the modelling stage to handle the non-stationarity. This paper presents another approach in this direction based on penalized likelihood. There are some advantages to this particular approach: the method has a simple interpretation; computations for estimation are relatively straightforward using standard algorithms; and a simple reinterpretation of the model enables broader inferences, such as confidence intervals, to be obtained using MCMC methodology. Methodological details together with applications to both athletics and environmental data are given.     

EXTERNAL AIDS FOR SOCIAL MEMORY

Collective or social memories are not just a way for accumulating and preserving but also for sharing and developing knowledge. Indeed, as knowledge is made explicit and elaborated by a community, it enriches the local culture and the current practices, becoming a basis for communication and learning. This paper addresses the concept of 'social memory' in a specific 'community of practice': teachers and students of primary schools. The work is developed within HIPS1 (Hyper Interaction within Physical Space), a three-year (1997-2000) research project funded by the European Commission within the I 3 (I-Cube) Programme. HIPS is a hand-held location-aware tourist guide that delivers information related to the surrounding space mainly reacting to the physical movements of visitors (Benelli et al . 1999). The guide is designed to minimize the boundary between the physical space and the related information through a number of situated and contextual-aware interaction mechanisms. In the paper we present a specific application of HIPS as tool to support the creation of a social memory. First, we illustrate the theoretical framework, the cultural psychology (Vygotsky 1978), which we adopted to design the tool as an external aid for social memory. Afterwards we describe the user study and the design process that resulted in the development of an early prototype. The conclusions are a reflection about the use of new technology to open new learning opportunities for students.     

Parsimonious periodic autoregressive models for time series with evolving trend and seasonality

Statistics and Computing - This paper proposes an extension of Periodic AutoRegressive (PAR) modelling for time series with evolving features. The large scale of modern datasets, in fact, implies...     

A Well-Being Indicator for the Italian Provinces

Social Indicators Research - In recent years, a significant number of papers has been published providing alternative measures of progress and well-being to Gross Domestic Product. Most of these...     

A note on the decidability of de Finetti's coherence

To check the de Finetti coherence of a putative probability assigned to a classA of events, we must know the possible combinations of truth values (constituents) of any finite class of events inA. Even for a very simple, finite,A this can be impossible. In this case the notion of DF coherence cannot be applied to some or all the putative probabilities on this class of events.     

Decomposition by subpopulations of the Zenga-84 inequality curve and the related index $$\zeta $$: an application to 2014 Bank of Italy survey

Statistical Methods & Applications - This paper describes an innovative procedure to decompose by subpopulations the values assumed by the Zenga-84 inequality curve Z(p). This decomposition...     

Bayesian estimation of the latent dimension and communities in stochastic blockmodels

Statistics and Computing - Spectral embedding of adjacency or Laplacian matrices of undirected graphs is a common technique for representing a network in a lower dimensional latent space, with...     

The analysis of early life courses: Complex descriptions of the transition to adulthood

The quantitative analysis of life courses has to deal with a complex pattern of interrelated events and trajectories. Such a complex pattern needs complex measurement tools, even if only to describe the experience of cohorts. This paper addresses the methodological issue of describing the transition to adulthood from a life course perspective, following an event-based definition. New proposals are developed and traditional approaches are discussed, using Italy as an example. A generalization of survivor functions for the analysis of the temporal relationships between two events is introduced and applied. The paper then deals with the problem of describing the process of transition to adulthood as a whole, making use of the sequence analysis approach with special emphasis on the empirical analyses of the ‘standardization vs individualization’ hypotheses.     

A multiple buyer – supplier relationship in the context of SMEs’ digital supply chain management*

Abstract

By underlining the relevance of the use of ICTs, knowledge sharing and electronic markets for SMEs, it emerges the need for stimulating a debate on digitisation process of supply chain management (SCM). Electronic infrastructure in the service sector are reducing each kind of cost and improving multiply buyer–supplier relationships, facilitating negotiations and transactions. However, since the coordination costs are still high, the use of ICTs is limited. This phenomenon thus attracts the interests of scholars and practitioners. Although it still needs to further investigate. Especially, the optimal use of ICTs within SMEs’ SCM have not been studied yet. Therefore, by leveraging on four proxies: ICTs specialised human resources, knowledge sharing activities, buyer–supplier relationships, adoption of electronic markets this optimal was analysed via structural equation modelling based on a sample of 1254 SMEs operating in the service sector in Italy.