Tests for time series of counts based on the probability-generating function

We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the empirical probability-generating function computed from the observations. Special emphasis is given to the popular models of integer autoregression and Poisson autoregression. The asymptotic properties of the proposed test statistics are studied under the null hypothesis as well as under alternatives. A Monte Carlo power study on bootstrap versions of the new methods is included as well as real-data examples.     

Price bias and common practice in option pricing

Generally, the semiclosed-form option pricing formula for complex financial models depends on unobservable factors such as stochastic volatility and jump intensity. A popular practice is to use an estimate of these latent factors to compute the option price. However, in many situations this plug-and-play approximation does not yield the appropriate price. This article examines this bias and quantifies its impacts. We decompose the bias into terms that are related to the bias on the unobservable factors and to the precision of their point estimators. The approximated price is found to be highly biased when only the history of the stock price is used to recover the latent states. This bias is corrected when option prices are added to the sample used to recover the states' best estimate. We also show numerically that such a bias is propagated on calibrated parameters, leading to erroneous values. The Canadian Journal of Statistics 48: 8–35; 2020 © 2019 Statistical Society of Canada     

Ambivalent Spaces—The Emergence of a New Gay Male Norm Situated Between Notions of the Commercial and the Political in the Swedish Gay Press, 1969–1986

Within sexual geographies, sexual struggles over urban public spaces are frequently explored. Less common is research on sexual struggles within sexually shared spaces and gay spaces. The aim of the article is to examine discursive struggles of meanings of gay male identity enacted in discussions of commodification/capitalism, disclosure, and space in Swedish gay press during 1969–1986. We trace the ambivalent feelings or the emergence of a new gay male norm situated between commercialism and non-commercialism within the Swedish gay press back to the 1970s. In the article we show how a monosexualization process was taking place in both the Swedish gay press as well as within sexual spaces. We explore rhetorical struggles between two competing discursive meanings of (ideal homonormative) male homosexuality, gay culture, and space: one wider (inclusive) and one narrower (exclusive).     

Media Disaster Reporting Effects on Public Risk Perception and Response to Escalating Tornado Warnings: A Natural Experiment

Previous research has evaluated public risk perception and response to a natural hazards in various settings; however, most of these studies were conducted either with a single scenario or after a natural disaster struck. To better understand the dynamic relationships among affect, risk perception, and behavioral intentions related to natural disasters, the current study implements a simulation scenario with escalating weather intensity, and includes a natural experiment allowing comparison of public response before and after a severe tornado event with extensive coverage by the national media. The current study also manipulated the display of warning information, and investigated whether the warning system display format influences public response. Results indicate that (1) affect, risk perception, and behavioral intention escalated as weather conditions deteriorated, (2) responses at previous stages predicted responses at subsequent stages of storm progression, and (3) negative affect predicted risk perception. Moreover, risk perception and behavioral intention were heightened after exposure to the media coverage of an actual tornado disaster. However, the display format manipulation did not influence behavioral responses. The current study provides insight regarding public perception of predisaster warnings and the influence of exposure to media coverage of an actual disaster event.     

先秦的“法治”思想和实践考量

先秦法家在与儒家“礼治”的争论中提出“法治”思想,并与战国时期富国强兵的国家策略结合,变法图存的“法治”实践此起彼伏。其中最为成功的是秦国的商鞅变法,秦国由此迅速崛起并最终吞并六国,建立起统一的封建国家。秦帝国的建立是“法治”思想和实践的里程碑,大秦将集权专制和“法治”相互糅合,将法家重刑思想发展到极端,走向了崇尚暴力和滥刑滥杀的野蛮恐怖境地,导致天下怨叛,秦王朝二世而亡,君权至上最终将法治引向了集权专制的死胡同。     

Homosexual Discretion and Good Taste: Two Rules That Govern Homosexual Sociability Space in Santiago de Chile

Homosexual sociability space in Santiago is not socially homogenous. Beyond non-heterosexual identities segmentation (gay, lesbian, queer, BDSM, etc.), the present article proposes a reflection observing certain social distinctions or differences that come into play to create a hierarchy among gay and lesbian individuals within that space. Using a qualitative approximation, we analyze the discourse of homosexual men and women about ways to display homosexuality in different places in the city, as well as some sociability practices used in homosexual venues. The resulting social hierarchy is understood through two central subjective rules: discretion and good taste, dynamic mechanisms that perpetuate the distance among groups within the same sociability space, and to some extent reproduce the city’s class structure. Given that material means to privatize and sophisticate homosexual expression are unequally distributed in Santiago, the resulting differentiated social networks end up configuring the visibility strategies of homosexual identity played out in the city in the last years.     

Reducing sample size needed for cox-proportional hazards model analysis using more efficient sampling method

Abstract

In general, survival data are time-to-event data, such as time to death, time to appearance of a tumor, or time to recurrence of a disease. Models for survival data have frequently been based on the proportional hazards model, proposed by Cox. The Cox model has intensive application in the field of social, medical, behavioral and public health sciences. In this paper we propose a more efficient sampling method of recruiting subjects for survival analysis. We propose using a Moving Extreme Ranked Set Sampling (MERSS) scheme with ranking based on an easy-to-evaluate baseline auxiliary variable known to be associated with survival time. This paper demonstrates that this approach provides a more powerful testing procedure as well as a more efficient estimate of hazard ratio than that based on simple random sampling (SRS). Theoretical derivation and simulation studies are provided. The Iowa 65+ Rural study data are used to illustrate the methods developed in this paper.     

Overcoming Old in Age-Friendliness

In this article, we explore views on an age-friendly space in the Netherlands by analysing the responses of older individuals (N = 54) in focus groups and by examining the perspectives around an age-friendly zone in the Netherlands, Parkstad Limburg. We found that a central issue in the wishes for living at a later age are adjustments to envisioned physical limitations that come with the ageing process; this includes adjustments to ensure safety, accessibility and mobility, in order to facilitate older individuals' efforts to stay engaged with the world around them. In their wishes, the older participants constructed ideal dwelling places that closely resembled a senior home, but at the same time they rejected wishing to live in a place that was identified as a senior home. We explain this paradox by the representation of such a space as being for old people, i.e. needy older individuals, which was not how the older participants wished to be identified. We conclude that the conception of age-friendly environments will have to face the difficult challenge of overcoming the association with old age, while simultaneously taking into account adjustments that signify and relate to the ageing process and that seem inescapably tied to oldness.     

Institutional evolution and abrupt change: Reforming the administration of social assistance in Finland

Historical institutionalist studies have explained institutional change as resulting from critical junctures that interrupt long periods of stability or from endogenous, incremental evolution. Building on these theories, discursive institutionalists have focused on the roles of agency, ideas and discourse as explainers of change. Combining these approaches, this article analyses Finland’s decision in 2014 to transfer the administration of basic social assistance from municipalities to the central government. This study demonstrates that institutional change can be both abrupt and evolutionary. Due to sudden, exceptional political circumstances, the decision in question was made quickly and under pressure, circumventing possible veto players. However, it was possible only because of the incremental, endogenous change that had occurred in the way in which social assistance was administered at the municipal level. It enabled a change in political discourse, which eroded the credibility of the ideational frames that policy actors had previously utilised to reject the centralised model.