Kernel estimators for the second order parameter in extreme value statistics

We develop and study in the framework of Pareto-type distributions a general class of kernel estimators for the second order parameter ρ$\rho$, a parameter related to the rate of convergence of a sequence of linearly normalized maximum values towards its limit. Inspired by the kernel goodness-of-fit statistics introduced in Goegebeur et al. (2008), for which the mean of the normal limiting distribution is a function of ρ$\rho$, we construct estimators for ρ$\rho$ using ratios of ratios of differences of such goodness-of-fit statistics, involving different kernel functions as well as power transformations. The consistency of this class of ρ$\rho$ estimators is established under some mild regularity conditions on the kernel function, a second order condition on the tail function 1−F of the underlying model, and for suitably chosen intermediate order statistics. Asymptotic normality is achieved under a further condition on the tail function, the so-called third order condition. Two specific examples of kernel statistics are studied in greater depth, and their asymptotic behavior illustrated numerically. The finite sample properties are examined by means of a simulation study.     

Geography of Twitter networks

The paper examines the influence of geographic distance, national boundaries, language, and frequency of air travel on the formation of social ties on Twitter, a popular micro-blogging website. Based on a large sample of publicly available Twitter data, our study shows that a substantial share of ties lies within the same metropolitan region, and that between regional clusters, distance, national borders and language differences all predict Twitter ties. We find that the frequency of airline flights between the two parties is the best predictor of Twitter ties. This highlights the importance of looking at pre-existing ties between places and people.     

A local-influence-based diagnostic approach to a speeded item response theory model

Summary.  An item response theory model for dealing with omitted responses in a test is proposed. In this model formulation, non-response does not only depend on an examinee's ability and on item difficulty, but additionally also on 'test speededness'. Using a local-influence-based diagnostic approach, the sensitivity of the model regarding assumptions concerning the drop-out mechanism is explored. The methodology proposed is applied to the Chilean Sistema de Medición de la Calidad de la Educación mathematics test case-study.     

Possibilities and limitations of "lesbian continuum": the case of a protestant church in Japan

"Lesbian existence" is still invisible in Japanese society, although Japan is portrayed as being "tolerant" toward homosexuality. However, there is strong activism that tries to make lesbians visible. An example is Christian women's activism against homophobic discourses in the United Church of Christ in Japan (UCCJ/Kyodan) which is a denomination of Protestant Churches in Japan. This case helps us analyse the positionality of lesbians in the discourses of Christianity in a non-Christian society, Japan. Introduced to English-speaking audiences for the first time, this case shows clearly that the forces which produce the exclusion of lesbians and gays do not only have a religious origin but also a social background. This particular religious-social context sets the gay men as the object of discrimination but brings forth resistance activism by women-lesbians, bisexuals, and heterosexuals. Such women's activism against homophobia is analyzed as an example of the "lesbian continuum" (Adrienne Rich) and the possibilities and limitations of the continuum are explored. doi:10.1300/J155v10n03_10.     

A local moment type estimator for an extreme quantile in regression with random covariates

A conditional extreme quantile estimator is proposed in the presence of random covariates. It is based on an adaptation of the moment estimator introduced by Dekkers et al. (1989 Dekkers, A.L.M., Einmahl, J.H.J., de Haan, L. (1989). A moment estimator for the index of an extreme-value distribution. Ann. Statist. 17:1833–1855.[Crossref], [Web of Science ®] , [Google Scholar]) in the classical univariate setting, and thus it is valid in the domain of attraction of the extreme value distribution, i.e., whatever the sign of the extreme value index is. Asymptotic normality of the estimator is established under suitable assumptions, and its finite sample behavior is evaluated with a small simulation study, where a comparison with an alternative estimator already proposed in the literature is provided. An illustration to a real dataset concerning the world catalogue of earthquake magnitudes is also proposed.     

An Integrated Approach to Managing Change

Complex systems often involve a huge number of variables whose interdependence must be taken into account. This makes the adoption of an integrated approach essential for the proper management of a wide range of aspects related to human life, from social matters to the environment. In particular, this paper takes into consideration three different experiences in which the use of an integrated approach represented the most effective response for managing the evolving realities we took into consideration. We focused on the issue of land management, with particular attention to the problem of monoculture in Brazil. Then we analyzed the attempted cooperation between the States of the Aral Sea area for efficient water management of the basin and, finally, we dealt with the matter of energy efficiency and how the production of home integrated systems could lead to a better rationalization of energy consumption in the near future.