The equivalence of Bayes and robust Bayes estimators for various loss functions

The problem of Bayes and robust Bayes estimation for various bounded and/or symmetric loss functions in a normal model with conjugate and non-informative prior distributions is considered. The prior distribution is not fully specified and covers the conjugate family of priors. It is of interest to know that the Bayes and robust Bayes estimators for symmetric losses are the same as those for the standard square-error loss function.     

The image of the Warsaw Pogrom of 1881 in late nineteenth‐century Polish literature

This article interprets how the Christmas 1881 Warsaw Pogrom was depicted in Polish literature, using novels and short stories written soon after this incident as the source. It considers Eliza Orzeszkowa's “O ?ydach i kwestii ?ydowskiej,” written soon after the pogrom, in which she tried to analyse the reasons for what had happened in Warsaw. Other sources it examines are Konopnicka's short story “Mendel Gdański” and Boles?aw Prus's Lalka, which is often considered the best Polish novel of the nineteenth century. In analysing these sources, the article considers the varying responses to the pogrom, which was a kind of shock, since Polish liberals considered their part of the tsarist empire exempt from the anti‐Jewish excesses that had occurred in earlier months in southern Russia. However, the outbreak of violence in the Polish capital inevitably meant a closer re‐examination of the Polish context and its often complex Jewish–gentile relationship.     

Comparison of Records and Maxima

We establish best upper bounds on the expected differences of records and sample maxima, and kth records and kth maxima based on sequences of independent random variables with identical continuous distribution and finite variance. The bounds are expressed in terms of the standard deviation units of the parent distribution. We also provide conditions for attaining the bounds.     

Random Convex Combinations of m-Generalized Order Statistics

The situation of identical distributions of a single m-generalized order statistic and a random convex combination of two neighboring m-generalized order statistics with beta-distributed weights is studied, and related characterizations of generalized Pareto distributions are shown.     

Wavelet semi-parametric inference for long memory in volatility in the presence of a trend

Risk of investing in a financial asset is quantified by functionals of squared returns. Discrete time stochastic volatility (SV) models impose a convenient and practically relevant time series dependence structure on the log-squared returns. Different long-term risk characteristics are postulated by short-memory SV and long-memory SV models. It is therefore important to test which of these two alternatives is suitable for a specific asset. Most standard tests are confounded by deterministic trends. This paper introduces a new, wavelet-based, test of the null hypothesis of short versus long memory in volatility which is robust to deterministic trends. In finite samples, the test performs better than currently available tests which are based on the Fourier transform.     

The new grounds for deportation of European Union citizens in the United Kingdom

Politicians often mention immigration enforcement, and deportation in particular, as a means to assert state sovereignty. This article looks at deportation through exiting the European Union, an event that was interpreted as regaining sovereignty from the supra-national organisation. New immigration regulations in the United Kingdom were meant to end the EU Freedom of Movement and equalise the statuses of EU- and non-EU migrants in the United Kingdom. The research question this article addresses is the following: how do the new immigration regulations and policies affect the possibility of deportations of EU citizens in the United Kingdom? With the lens of Interpretive Policy Analysis, the article analyses primary sources and expert interviews. It concludes that the deportability of EU citizens has increased post-Brexit. It also anticipates that the deportability of EU citizens will be differentiated, as rough sleepers, former convicts and irregular migrants may be first to be targeted with deportation.