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.     

Fourier–type tests involving martingale difference processes

We develop testing procedures which detect if the observed time series is a martingale difference sequence. Furthermore, tests are developed that detect change–points in the conditional expectation of the series given its past. The test statistics are formulated following the approach of Fourier–type conditional expectations first proposed by Bierens (1982 Bierens, H. J. (1982). Consistent model speci?cation tests. J. Econometr. 20:105–134.[Crossref], [Web of Science ®] , [Google Scholar]) and have the advantage of computational simplicity. The limit behavior of the test statistics is investigated under the null hypothesis as well as under alternatives. Since the asymptotic null distribution contains unknown parameters, a bootstrap procedure is proposed in order to actually perform the test. The performance of the bootstrap version of the test is compared in finite samples with other methods for the same problem. A real–data application is also included.     

语义场理论对科技术语翻译的启示从——“水资源管理”一词的英汉互译谈起

科技术语在不同语言之间的翻译是一个复杂的语义匹配过程，如何在考虑相关术语使用现状的基础上将新产生的科技术语准确翻译为其它语言是科技工作者和术语研究者关注的重要问题。以语义场理论为分析框架，通过分析以"水资源管理"及其相关术语为代表的英汉互译，结果发现：不同科技术语在同一语义场所涵盖的语义范围将会随着相关研究深化带来的术语界定细化而发生相应的动态变化；新兴科技术语的翻译要充分考虑其所在语义场其它相关科技术语的翻译先例和使用现状所带来的影响，在翻译准确性和解读便利性之间做出适当的平衡。这是造成"水资源管理"及相关术语英汉互译处理极为复杂的重要原因之一，需要科技翻译者在工作实践中多加注意。     

Stress-strength reliability of exponentiated Fréchet distributions based on Type-II censored data

In this paper, we consider inference of the stress-strength parameter, R, based on two independent Type-II censored samples from exponentiated Fréchet populations with different index parameters. The maximum likelihood and uniformly minimum variance unbiased estimators, exact and asymptotic confidence intervals and hypotheses testing for R are obtained. We conduct a Monte Carlo simulation study to evaluate the performance of these estimators and confidence intervals. Finally, two real data sets are analysed for illustrative purposes.     

Emotions and cosmopolitan sociability: Barriers and opportunities for intercultural encounters amongst new Chinese migrants in New Zealand

Emotions matter, particularly in experiences of migration. This article explores how emotions are involved in everyday intercultural encounters and the role of emotions in generating cosmopolitan sociability in the context of migration. The article is based upon qualitative research with 80 Chinese 1st and 1.5 generation migrants in New Zealand. We focus on ‘contact zones’ as social spaces where migrants have uneven opportunities to encounter cultural others and where ‘emotional dissonance’ can emerge through unsuccessful intercultural exchanges. In order to generate a sense of comfort and familiarity in such conflicted spaces, migrants need to invest in ‘emotional labour’ to engage in more cosmopolitan sociability as an attempt to transform ‘contact zone’ to ‘comfort zone’. Through this article we argue that emotions can both promote and encourage, but also undermine and limit the capacity to perform cosmopolitan sociability and build intercultural relations.     

Demographic and Social Factors Associated with Homophobia and Fear of AIDS in a Community Sample

Examinations of demographic and social factors associated with homophobia and fear of AIDS are limited by the frequent use of homogeneous, college student samples and limited examination of interrelationships among variables. The present study examined community attitudes toward homosexuality and fear of HIV/AIDS as a function of age, education, race/ethnicity, religious affiliation, political party affiliation, and personal contact with homosexual individuals and persons living with HIV/AIDS. A community sample of 463 adults completed standardized measures of homophobia and fear of AIDS as well as demographic and social background items. When examined separately, each demographic and social factor assessed, with the exception of race/ethnicity, was associated with homophobia and all but race/ethnicity and political party affiliation were associated with fear of AIDS. However, when entered into multiple regression analyses, 24% of the variance in homophobia was predicted by a single variable, including only personal contact with homosexual individuals, while 18% of the variance in fear of AIDS was accounted for by five variables, including personal contact with homosexual individuals, religious affiliation, political affiliation, education, and personal contact with someone living with HIV/AIDS. Findings suggest that it is important to consider intercorrelations among social and demographic factors, particularly when considering homophobia.     

Impact of a Homonegativity Awareness Workshop on Attitudes Toward Homosexuality

The current study evaluated the effects of a homonegativity awareness workshop on attitudes toward homosexuality and examined individual difference variables associated with attitude change. Participants included 71 female and 43 male students (approximate mean age?=?23). Compared to a control group of introductory psychology students, participants were less homonegative and erotophobic (F(1, 359)?=?62.47 and 15.92, ps?<?.001) after the workshop. Implications for contact with gay and lesbian persons through structured intervention programs on attitudes toward homosexuality are discussed in terms of both the practice and theory of reducing prejudice and discrimination.     

Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations

Asymptotics of an alternative extreme-value estimator for the autocorrelation parameter in a first-order bifurcating autoregressive (BAR) process with non-gaussian innovations are derived. This contrasts with traditional estimators whose asymptotic behavior depends on the central part of the innovation distribution. Within any BAR model, the main concern is addressing the complex dependency between generations. The inability of traditional methods to handle this dependency motivated an alternative procedure. With the combination of an extreme-value approach and a clever blocking argument, the dependency issue within the BAR process was resolved, which in turn allowed us to derive the limiting distribution for the proposed estimator through the use of regular variation and non-stationary point processes. Finally, the implications of our extreme-value approach are discussed with an extensive simulation study that not only assesses the reliability of our proposed estimate but also presents the findings for a new estimator of an unknown location parameter θ and its implications.     

基于学分绩点与综合素质测评的换算模型建立

学生综合素质测评体系的完善对有效实施大学生综合素质测评工作以及指导大学生健康发展有重要意义,其中,学生综合素质测评体系的关键在于学分绩点与综合素质测评的换算模型的转化。通过分析高校现行学分绩点测评公式,发现其存在的主要缺陷是转化公式不满足统计学原理,并指出学分绩点测评的换算公式应建立在对特定学生群体特征参数群数值分析的基础上。以西南石油大学某专业学生某学年的成绩分布数据进行验证,采取统计原理、常数变异法和不动点原理进行建模,利用求导方法对学分绩点测评中的特征参数群进行层次划分,然后对每段划分积分,通过归一化来确定变异项,得出新的换算模型。结果表明新模型能更好地反映学生的学习成绩在综合素质测评中的地位。