Weighted nonparametric regression

In the fixed design regression model, additional weights are considered for the Nad a ray a-Watson and Gasser-Miiller kernel estimators. We study their asymptotic behavior and the relationships between new and classical estimators. For a simple family of weights, and considering the AIMSEAS global loss criterion, we show some possible theoretical advantages. An empirical study illustrates the performance of the weighted kernel estimators in theoretical ideal situations and in simulated data sets. Also some results concerning the use of weights for local polynomial estimators are given.     

Pivotal Quantities Based on Sequential Data: A Bootstrap Approach

A bootstrap algorithm is provided for obtaining a confidence interval for the mean of a probability distribution when sequential data are considered. For this kind of data the empirical distribution can be biased but its bias is bounded by the coefficient of variation of the stopping rule associated with the sequential procedure. When using this distribution for resampling the validity of the bootstrap approach is established by means of a series expansion of the corresponding pivotal quantity. A simulation study is carried out using Wang and Tsiatis type tests and considering the normal and exponential distributions to generate the data. This study confirms that for moderate coefficients of variation of the stopping rule, the bootstrap method allows adequate confidence intervals for the parameters to be obtained, whichever is the distribution of data.     

Gender-sensitive data: the state of the art in Europe*

Gender statistics play a crucial role in social research and in the creation of gender sensitive policies. Gender statistics document the situation of women and men around the world, making it easier to raise awareness about inequalities between them, to monitor gender equality and promote actionable change. There is thus a need to encourage awareness about gender statistics and their usefulness in gender mainstreaming. The paper has different aims: (1) to discuss the role of gender statistics and gender sensitive indicators; (2) to give an overview of the main gender sensitive European databases; (3) to present the European Commission Strategy on Gender Equality; (4) to display information collected by the European Institute for Gender Equality (Eige) database; (5) to promote proposal for increasing the gender sensitivity of social indicators.     

Projecting Long-Term Care Expenditure in Four European Union Member States: The Influence of Demographic Scenarios

This study examines the sensitivity of future long-term care demand and expenditure estimates to official demographic projections in four selected European countries: Germany, Spain, Italy and the United Kingdom. It uses standardised methodology in the form of a macro-simulation exercise and finds evidence for significant differences in assumptions about demographic change and its effect on the demand for long-term care, and on relative and absolute long-term care expenditure. It concludes that mortality-rate assumptions can have a considerable influence on welfare policy planning. Relative dispersion between country-specific and Eurostat official estimates was found to be higher for the United Kingdom and Germany than for Italy and Spain, suggesting that demographic projections had a greater influence in those countries.

The Role and Implications of Values-based Leadership

This paper aims at analysing conceptually spiritual leadership in the organizational field. First, we identify if a relation between spirituality and leadership can exist and then if and how this influences employer/employees reciprocal behaviour. In the early years, the focus has changed, trying to deepen the differences between religion and spirituality and emphasizing the last one as a source of success for leaders. We focused on the understanding of the effects that spirituality has on the system of values and the role of values and emotions in determining a successful leader. Finally, we emphasize the role of values-based leadership capabilities within strategic management, aiming at highlighting the importance of a shared system of values in leading employees.     

Aggressive behaviour in adolescence: Links with self‐esteem and parental emotional availability

Aggressive behaviours during adolescence may be predictive of later conduct disorders, hence it is important to early detect their signals and deepen the study of their possible risk factors. In order to address these issues, our study pursued two main objectives: to evaluate the psychometric properties of the Italian adaptation of the Aggression Questionnaire Short‐Form (AQ‐SF), a form never previously used among Italian adolescents; and to investigate the relation among aggressiveness, emotional relationship with both parents and self‐esteem in a sample of adolescents. Our results highlighted that psychometric properties of the Italian AQ‐SF are satisfactory and encourage a wider use of this tool; in addition, we found that self‐esteem plays a mediation role between parental emotional availability and aggression. Prevention efforts should focus on improving the relationship with both parents and strengthening adolescent's self‐esteem.     

A Bayesian Approach for Multiple Response Surface Optimization in the Presence of Noise Variables

An approach for the multiple response robust parameter design problem based on a methodology by Peterson (2000) is presented. The approach is Bayesian, and consists of maximizing the posterior predictive probability that the process satisfies a set of constraints on the responses. In order to find a solution robust to variation in the noise variables, the predictive density is integrated not only with respect to the response variables but also with respect to the assumed distribution of the noise variables. The maximization problem involves repeated Monte Carlo integrations, and two different methods to solve it are evaluated. A Matlab code was written that rapidly finds an optimal (robust) solution in case it exists. Two examples taken from the literature are used to illustrate the proposed method.     

New critical region tables for Fisher's exact test

The best-known non-asymptotic method for comparing two independent proportions is Fisher's exact text. The usual critical region (CR) tables for this test contain one or more of the following defects:they distinguish between rows and columns; they distinguish between the alternatives H = p1 < p2 and H = p1 > p2; they assume that the error for the two-tailed test is twice that of the one-tailed test; they do not use the optimal version of the test; they do not give both CRs for one and two tails at the same time. All this results in the unnecessary duplication of the space required for the tables, the construction of tables of low-powered methods, or the need to manipulate two different tables (one for the one-tailed test, the other for the two-tailed test). This paper presents CR tables which have been obtained from the most powerful version of Fisher's exact test and which occupy the minimum space possible. The tables, which are valid for one- or two-tailed tests, have levels of significance of 10%, 5% and 1% and values for N (the total size of both samples) of less than or equal to 40. This article shows how to calculate the P value in a specific problem, using the tables as a means of partial checking and as a preliminary step to determining the exact P value.     

Oil and gas depletion: Diffusion models and forecasting under strategic intervention

Crude oil and natural gas depletion may be modelled by a diffusion process based upon a constrained life-cycle. Here we consider the Generalized Bass Model. The choice is motivated by the realistic assumption that there is a self-evident link between oil and gas extraction and the spreading of the modern technologies in wide areas such as transport, heating, cooling, chemistry and hydrocarbon fuels consumption. Such a model may include deterministic or semi-deterministic regulatory interventions. Statistical analysis is based upon nonlinear methodologies and more flexible autoregressive structure of residuals. The technical aim of this paper is to outline the meaningful hierarchy existing among the components of such diffusion models. Statistical effort in residual component analysis may be read as a significant confirmation of a well-founded diffusion process under rare but strong deterministic shocks. Applications of such ideas are proposed with reference to world oil and gas production data and to particular regions such as mainland U.S.A., U.K., Norway and Alaska. The main results give new evidence in time-peaks location and in residual times to depletion.     

Collinearity diagnostic applied in ridge estimation through the variance inflation factor

The variance inflation factor (VIF) is used to detect the presence of linear relationships between two or more independent variables (i.e. collinearity) in the multiple linear regression model. However, the traditionally used VIF definitions encounter some problems when extended to the case of the ridge estimation (RE). This paper presents an extension of the VIF in RE by providing two alternative VIF expressions that overcome these problems in the general case. Some characteristics of these expressions are also presented and compared with the traditional expression. The results are illustrated with an economic example in the case of three independent variables and with a Monte Carlo simulation for the general case.