Tempered Mittag-Leffler Lévy processes

In this article, we introduce tempered Mittag-Leffler Lévy processes (TMLLP). TMLLP is represented as tempered stable subordinator delayed by a gamma process. Its probability density function and Lévy density are obtained in terms of infinite series and Mittag-Leffler function, respectively. Asymptotic forms of the tails and moments are given. A step-by-step procedure of the parameters estimation and simulation of sample paths is given. We also provide main results available for Mittag-Leffler Lévy processes (MLLP) and some extensions which are not available in a collective way in a single article. Our results generalize and complement the results available on Mittag-Leffler distribution and MLLP in several directions. Further, the asymptotic forms of the moments of the first-exit times of the TMLLP are also discussed.     

How do changes in income,employment and health insurance affect family mental health spending?

Using eight two-year panels from the Medical Expenditure Panel Survey data for the period 2004 to 2012, we examine the effect of economic shocks on mental health spending by families with children. Estimating two-part expenditure models within the correlated random effects framework, we find that employment shocks have a greater impact on mental health spending than do income or health insurance shocks. Our estimates reveal that employment gains are associated with a lower likelihood of family mental health services utilization. By contrast employment losses are positively related to an increase in total family mental health. We do not detect a link between economic shocks and mental health spending on behalf of fathers.

     

Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets

This study analyzed the time–frequency relationship between oil price and exchange rate for Pakistan by using measures of continuous wavelet such as wavelet power, cross-wavelet power, and cross-wavelet coherency (WTC). The results of cross-wavelet analysis indicated that covariance between oil price and exchange rate is unable to give clear-cut results, but both variables have been in phase and out phase (i.e. they are anti-cyclical and cyclical in nature) in some or other durations. However, results of squared wavelet coherence disclose that both variables are out of phase and real exchange rate was leading during the entire period studied, corresponding to the 10–15 months’ scale. These results are the unique contribution of the present study, which would have not been drawn if one would have utilized any other time series or frequency domain-based approach. This finding provides evidence of anti-cyclical relationship between oil price and real effective exchange rate; however, in most of the period studied, real exchange rate was leading and passing anti-cycle effects on oil price shocks which is the major contribution of the study.     

The quantile-based flattened logistic distribution: Some properties and applications

In this paper, the quantile-based flattened logistic distribution has been studied. Some classical and quantile-based properties of the distribution have been obtained. Closed form expressions of L-moments, L-moment ratios and expectation of order statistics of the distribution have been obtained. A quantile-based analysis concerning the method of matching L-moments estimation is employed to estimate the parameters of the proposed model. We further derive the asymptotic variance–covariance matrix of the matching L-Moments estimators of the proposed model. Finally, we apply the proposed model to simulated as well as two real life datasets and compare the fit with the logistic distribution.     

Habitat selection by an avian top predator in the tropical megacity of Delhi: human activities and socio-religious practices as prey-facilitating tools

Research in urban ecology is growing rapidly in response to the exponential growth of the urban environment. However, few studies have focused on tropical megacities, and on the interplay between predators’ habitat selection and human socio-economic aspects, which may mediate their resilience and coexistence with humans. We examined mechanisms of breeding habitat selection by a synanthropic raptor, the Black Kite Milvus migrans, in Delhi (India) where kites mainly subsist on: (1) human refuse and its associated prey-fauna, and (2) ritualised feeding of kites, particularly practised by Muslims. We used mixed effects models to test the effect of urban habitat configuration and human practices on habitat selection, site occupancy and breeding success. Kite habitat decisions, territory occupancy and breeding success were tightly enmeshed with human activities: kites preferred areas with high human density, poor waste management and a road configuration that facilitated better access to resources provided by humans, in particular to Muslim colonies that provided ritual subsidies. Furthermore, kites bred at ‘clean’ sites with less human refuse only when close to Muslim colonies, suggesting that the proximity to ritual-feeding sites modulated the suitability of other habitats. Rather than a nuisance to avoid, as previously portrayed, humans were a keenly-targeted foraging resource, which tied a predator’s distribution to human activities, politics, history, socio-economics and urban planning at multiple spatio-temporal scales. Many synurbic species may exploit humans in more subtle and direct ways than was previously assumed, but uncovering them will require greater integration of human socio-cultural estimates in urban ecological research.

     

Protecting the economic health of the poor in India: Are health mutuals the right medicine?

In addition to government‐sponsored health insurance schemes (GSHIS), many microfinance institutions (MFIs) and community‐based organizations (CBOs) in India have started microinsurance health insurance schemes. These include health mutuals for the benefit of their members. This article explores these as an alternative health‐financing model in India. A literature search produced 926 relevant publications. After applying advanced search options and removing duplicates, abstracts of 324 papers were read and then 47 papers reviewed, and finally 29 were included in this review. Five key themes emerged: (1) “Health for all” arguments and opportunities in favour of micro health insurance schemes; (2) micro health insurance products; (3) impact of micro health insurance schemes; (4) systematic irregularities and regulatory framework; and (5) innovation. We also look at the emerging market patterns that will define micro health insurance products. Health mutuals can effectively provide mass health protection to the poor and not so poor through efficient business models, bespoke benefit packages and multiple payment plans. They can reduce financial vulnerability and improve health outcomes. While GSHIS can cover a substantial tranche of expected health‐related costs, the balance can be supplemented through innovative financial products that reduce financial risk.     

Optimum mixture designs in a restricted region

In a mixture experiment, the response depends on the proportions of the mixing components. Canonical models of different degrees and also other models have been suggested to represent the mean response. Optimum designs for estimation of the parameters of the models have been investigated by different authors. In most cases, the optimum design includes the vertex points of the simplex as support points of the design, which are not mixture combinations in the true non-trivial sense. In this paper, optimum designs have been obtained when the experimental region is an ellipsoidal subspace of the entire factor space which does not cover the vertex points of the simplex.     

On the assessment of various factors effecting the improvement in CD4 count of aids patients undergoing antiretroviral therapy using generalized Poisson regression

An important marker for identifying the progression of human immunodeficiency virus (HIV) infection in an individual is the CD4 cell count. Antiretroviral therapy (ART) is a treatment for HIV/AIDS (AIDS, acquired immune-deficiency syndrome) which prolongs and improves the lives of patients by improving the CD4 cell count and strengthen the immune system. This strengthening of the immune system in terms of CD4 count, not only depends on various biological factors, but also other behavioral factors. Previous studies have shown the effect of CD4 count on the mortality, but nobody has attempted to study the factors which are likely to influence the improvement in CD4 count of patients diagnosed of AIDS and undergoing ART. In this paper, we use Poisson regression model (GPR) for exploring the effect of various socio-demographic covariates such as age, gender, geographical location, and drug usage on the improvement in the CD4 count of AIDS patients. However, if the CD4 count data suffers from under or overdispersion, we use GPR model and compare it with negative binomial distribution. Finally, the model is applied for the analysis of data on patients undergoing the ART in the Ram Manohar Lohia Hospital, Delhi, India. The data exhibited overdispersion and hence, GPR model provided the best fit.     

Estimating ordered quantiles of two exponential populations with a common minimum guarantee time

The problem of estimating ordered quantiles of two exponential populations is considered, assuming equality of location parameters (minimum guarantee times), using the quadratic loss function. Under order restrictions, we propose new estimators which are the isotonized version of the MLEs, call it, restricted MLE. A sufficient condition for improving equivariant estimators is derived under order restrictions on the quantiles. Consequently, estimators improving upon the old estimators have been derived. A detailed numerical study has been done to evaluate the performance of proposed estimators using the Monte-Carlo simulation method and recommendations have been made for the use of the estimators.