Communicative competence and the facilitating and perturbing factors in the socialisation of immigrant students

This work analyses the communicative competence and the factors that facilitate and perturb the socialisation of immigrant students in primary education. It provides greater knowledge concerning the relationship between the immigrant student's social and linguistic competence. It also analyses the presence of difficulties in the different language components (morphology, syntax, semantics and pragmatics). The sample is made up of a total of 326 immigrant students between 6 and 12 years of age, attending 10 different schools. The study demonstrates that immigrant students possess a low level of linguistic dominion. All the linguistic components analysed are affected, although greater difficulties are evident in morphology and syntax than in semantics and pragmatics. The relationship between linguistic competence and the factors that facilitate and perturb socialisation is underlined. This work concludes that there is a significant relation between semantics and pragmatics and several socialisation factors (leadership, aggressiveness–stubbornness and anxiety–shyness). The educational centres should be aware of the complicated learning process that immigrant students have to go through.     

Testing the Martingale Difference Hypothesis

In this paper we consider testing that an economic time series follows a martingale difference process. The martingale difference hypothesis has typically been tested using information contained in the second moments of a process, that is, using test statistics based on the sample autocovariances or periodograms. Tests based on these statistics are inconsistent since they cannot detect nonlinear alternatives. In this paper we consider tests that detect linear and nonlinear alternatives. Given that the asymptotic distributions of the considered tests statistics depend on the data generating process, we propose to implement the tests using a modified wild bootstrap procedure. The paper theoretically justifies the proposed tests and examines their finite sample behavior by means of Monte Carlo experiments.     

Union use of employee pension funds: Introduction and overview

Summary and Conclusions A case can be made that labor unions are seeking to gain control of the financial leverage of employee pension funds as a means of offsetting a secular decline in membership which has occurred over the past twenty years and which has been accelerating. Pension fund assets are now substantial and are growing very rapidly so that even partial or indirect influence over investment policies could have major impacts on the economy. Unions have already achieved success on a limited scale with the pension fund weapon. Their intention to achieve widespread influence through this vehicle is signalled by the establishment in January, 1981, of a monthly newsletter,Labor & Investments which is devoted exclusively to the union use of employee pension funds. In sum, it is clear that the union use of employee pension funds is a very timely and significant topic. The papers that follow may not provide definitive answers to the many questions produced by this new initiative, but they do enhance our understanding of the issues involved.     

Slack free MEA and RDM with comprehensive efficiency measures

This paper extends two directional distance function models, the Multi-directional Efficiency Analysis (MEA) Model and the Range Directional Model (RDM), in order to account for any type of technical inefficiency, i.e. both directional and non-directional inefficiencies. We first focus on the variable returns to scale (VRS) case, because both VRS-MEA and RDM are translation invariant models, which mean that both models are able to deal with negative data. Our main result is the definition of a new comprehensive efficiency measure which is units invariant and translation invariant and covers both models. Secondly, we introduce the RDM model under constant returns to scale (CRS) together with a new comprehensive efficiency measure.     

Generalized Mixtures of Gamma and Exponentials and Reliability Properties of the Maximum from Friday and Patil Bivariate Exponential Model

The minimum and maximum order statistics from many of the common bivariate exponential distributions are predominantly generalized mixtures of exponentials; however, the maximum from the Friday and Patil bivariate exponential (FPBVE) model is either a generalized mixture of three or fewer exponentials or a generalized mixture of gamma and exponentials. In this article, we obtain conditions based on the weights and parameters of the generalized mixtures of gamma and one or two exponential distributions that yield legitimate probability models. Furthermore, we analyze properties of the failure rate of the maximum from the FPBVE model. This answers a question raised in Baggs and Nagaraja (1996 Baggs , G. E. , Nagaraja , H. N. ( 1996 ). Reliability properties of order statistics from bivariate exponential distributions . Commun. Statist. Stochastic Mod. 12 : 611 – 631 .[Taylor & Francis Online] , [Google Scholar]).     

Stochastic Aging Classes for the Maximum Statistic from Friday and Patil Bivariate Exponential Distribution Family

Friday and Patil bivariate exponential (FPBVE) distribution family is one of the most flexible bivariate exponential distributions in the literature; among others, it contains the bivariate exponential models due to Freund, Marshall–Olkin, Block–Basu, and Proschan–Sullo as particular cases. In this article, we discuss the stochastic aging of the maximum statistic from FPBVE model in according to the log-concavity of its density function, i.e., in the increasing or decreasing likelihood ratio classes (ILR or DLR), and consequently in the IFR and DFR classes. Furthermore, a kind of DFR distributions which are not DLR is derived from our classification.     

Bayesian analysis of non-negative ar(2) processes

A non-negative AR(2) process with exponentially distributed white noise is investigated in the paper. It is assumed that the autoregressive parameters are random variables with a vague prior density. They can be esto,ated by their posterior expectations. Explicit formulas for these estimators are derived and their strong consistency is proved. An approximation to the estimators is proposed which is easier for calculation. The results are illustrated in a simulation study     

Symbolic correlation integral

This paper aims to introduce the concept of symbolic correlation integral SC that is extensively used in many scientific fields. The new correlation integral SC avoids the noisy parameter 𝜀 of the classical correlation integral, defined by Grassberger and Procaccia (1983 Grassberger, P., Procaccia, I. (1983). Measuring the strangeness of strange attractors. Physica D: Nonlinear Phenomena 9(1–2):189–208.[Crossref], [Web of Science ®] , [Google Scholar]) and extensively used for constructing correlation-integral-based statistics, as in the BDS test. Once the free parameter 𝜀 disappears, it is possible to construct a nonparametric powerful test for independence that can also be used as a diagnostic tool for model selection. The symbolic correlation integral is also extended to deal with multivariate models, and a test for causality is proposed as an example of the theoretical power of the new concept. With extensive Monte Carlo simulations, the paper shows the good size and power performance of symbolic correlation-integral-based tests.