A Bayesian model for multiple change point to extremes,with application to environmental and financial data

Abrupt changes often occur for environmental and financial time series. Most often, these changes are due to human intervention. Change point analysis is a statistical tool used to analyze sudden changes in observations along the time series. In this paper, we propose a Bayesian model for extreme values for environmental and economic datasets that present a typical change point behavior. The model proposed in this paper addresses the situation in which more than one change point can occur in a time series. By analyzing maxima, the distribution of each regime is a generalized extreme value distribution. In this model, the change points are unknown and considered parameters to be estimated. Simulations of extremes with two change points showed that the proposed algorithm can recover the true values of the parameters, in addition to detecting the true change points in different configurations. Also, the number of change points was a problem to be considered, and the Bayesian estimation can correctly identify the correct number of change points for each application. Environmental and financial data were analyzed and results showed the importance of considering the change point in the data and revealed that this change of regime brought about an increase in the return levels, increasing the number of floods in cities around the rivers. Stock market levels showed the necessity of a model with three different regimes.     

Comparing the effectiveness of respondent-driven sampling and quota sampling in migration research

We evaluate the effectiveness in empirical migration research of the respondent-driven sampling (RDS) and the quota sampling with regard to four criteria: quality of the data; sociometric diversity of the sample; geographic coverage of the sample; and cost-effectiveness. We review two surveys of ex-USSR migrants, conducted simultaneously in the Warsaw metropolitan area, each undertaken with the use of one of the two sampling methods. We find that although the RDS was considerably costlier, it enabled faster data collection and posed a lower risk of underestimating the cost of the survey. We also find that the RDS generated higher-quality data, and that it was more successful in surveying short-term circular migrants. This comparative evaluation contributes to the literature on social research methods in that it links the sampling methods with the quality and character of the data, and helps assess the usefulness and applicability of RDS in empirical migration studies.     

Extended tables for moments of gamma distribution order statistics

Apart from having intrinsic mathematical interest, order statistics are also useful in the solution of many applied sampling and analysis problems. For a general review of the properties and uses of order statistics, see David (1981). This paper provides tabulations of means and variances of certain order statistics from the gamma distribution, for parameter values not previously available. The work was motivated by a particular quota sampling problem, for which existing tables are not adequate. The solution to this sampling problem actually requires the moments of the highest order statistic within a given set; however the calculation algorithm used involves a recurrence relation, which causes all the lower order statistics to be calculated first. Therefore we took the opportunity to develop more extensive tables for the gamma order statistic moments in general. Our tables provide values for the order statistic moments which were not available in previous tables, notably those for higher values of m, the gamma distribution shape parameter. However we have also retained the corresponding statistics for lower values of m, first to allow for checking accuracy of the computtions agtainst previous tables, and second to provide an integrated presentation of our new results with the previously known values in a consistent format     

Quite an encumbrance? Work-related obstacles to Finnish fathers’ take-up of parental leave

ABSTRACT

An ideal of involved fatherhood has become popular in the developed countries, but even countries like Finland that have introduced an individual father’s quota to parental leave are far from gender equality in parents’ leave practices. Lack of support and negative attitudes at workplaces or pressure at work are among the obstacles to fathers’ leave take-up. The study used survey data from fathers and interviews at workplaces to explore the role of work and workplaces among the many aspects related to fathers’ possibilities of taking leave. The results showed that fathers’ income and workplace characteristics were associated with taking leave. Few fathers mentioned employers’ objection as a hinder. Father’s recent unemployment and anticipated difficulty of taking a long time off played a more important role. At workplaces, the obstacles to taking long leave were related to fathers’ ideals about a committed worker and to the nature and organizing of work. Additionally, the leave exceeding fathers’ quota might not be understood as ‘for fathers’. The spouse’s situation and fathers’ gendered perceptions about parental responsibilities were also important for leave practices. The findings suggest that policy development towards a longer father’s quota could make fathers’ care responsibilities visible also at workplaces.     

Performance evaluation and enrollment quota allocation for higher education institutions in China

Higher education has always played an important role in promoting economic and social progress. With the rapid development of economy, China's higher education has entered a new stage and made a series of extraordinary achievements. However, the uneven development of higher education has become a critical factor restricting China’s overall progress. In this paper, we propose Data Envelopment Analysis (DEA) approach to evaluate the performance of higher education resource utilization from the perspective of provincial level. In addition, we assess productivity changes of each province with the help of Malmquist Productivity Index (MPI). Further, by considering the enrollment quota as a special kind of resource, we construct a more reasonable allocation scheme, while keeping the total number of newly added enrollment quota unchanged in the next year. Finally, according to the results, some suggestions are put forward to help the Chinese government better solve the unbalanced development of higher education among provinces.     

“地票”的创新价值及制度突破

重庆农村土地交易市场推出的城乡建设用地挂钩指标转让交易制度，俗称“地票”交易制度，它对农村土地流转方式改革、城乡统筹发展及实现土地收益公平分配是一种制度创新。但由于该制度尚处初创阶段，交易制度存在某些不足，待补充完善。应利用试点优势、增强制度活力，在“地票”法律化过程中更要实现多方利益表达的平衡，使其成为促进城乡统筹、协调发展的利器。     

现行速动比率不能真实反映企业即时偿债能力

现行速动资产中很多是不能“速动”的 ,原因在于现行速动资产各项目内部的构成比较复杂。因此 ,应该对速动资产各项目进行科学的分类 ,以区分出哪些是真正的速动资产 ,哪些是并不能“速动”的速动资产 ,在此基础上确定出真正的能够“速动”的速动资产 ,从而计算出真正能够代表即时偿债能力的速动比率来。     

科举配额制演化的历史考察——兼论"凭才取人"与"逐路取人"之争

科举配额制度是基于公平分配举额的目的,在协调各地政治、经济、文化和教育发展不平衡的过程中逐渐演变而成。宋代科举在州府试中实行解额制,明代科举实行南北分卷制度,至清代则发展为分省定额取中制。科举取士的演化趋势是分区取人的办法越来越具体,区域配额也越分越细。实行这一制度带有优待边疆和文化落后地区的用意,有利于边远省区人文教育水平的提高,同时也在很大程度上反映了科举时代的"公正"理念。     

从挪威渔业制度演进看海洋生态渔业的理论体系及制度框架

过度的渔业捕捞和无效的渔业制度导致渔业资源衰退日益严重。挪威渔业制度的演进表明将生态建议和配额制度结合形成的渔业配额制度对解决渔业问题具有重要作用,同时也说明渔业制度的发展是依据实际情况自发演进的。在生态学研究和产权理论的指导下,由国际海洋勘测委员会(ICES)创立的总容许捕捞量(TAC)的科学建议同具体配额制度相结合形成的生态渔业制度框架,对于缓解和改变渔业资源衰退的现状具有重要价值。     

台湾科举中额及清廷的相关政策

清康熙二十二年(1683年),郑克塽降清之后,台湾即纳入清版图,隶属福建省。随即,清廷在台湾设儒学并开科取士。有清一代,清廷对台湾士子参加科举考试是积极鼓励、大力支持的,并为他们创造了许多机会,提供了诸多便利。其中,专为台湾士子设置保障性中额便是最突出的体现。这也从一个侧面促进了台湾地区文化教育事业的发展及人才培养。