Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model

In this paper, we assume that the duration of a process has two different intrinsic components or phases which are independent. The first is the time it takes for a trade to be initiated in the market (for example, the time during which agents obtain knowledge about the market in which they are operating and accumulate information, which is coherent with Brownian motion) and the second is the subsequent time required for the trade to develop into a complete duration. Of course, if the first time is zero then the trade is initiated immediately and no initial knowledge is required. If we assume a specific compound Bernoulli distribution for the first time and an inverse Gaussian distribution for the second, the resulting convolution model has a mixture of an inverse Gaussian distribution with its reciprocal, which allows us to specify and test the unobserved heterogeneity in the autoregressive conditional duration (ACD) model.

Our proposals make it possible not only to capture various density shapes of the durations but also easily to accommodate the behaviour of the tail of the distribution and the non monotonic hazard function. The proposed model is easy to fit and characterizes the behaviour of the conditional durations reasonably well in terms of statistical criteria based on point and density forecasts.     

Multivariate log-Birnbaum–Saunders regression models

In this paper, we present a multivariate version of the skewed log-Birnbaum–Saunders regression model. This new family of distributions holds good properties such as marginal variables following univariate skewed log-Birnbaum–Saunders distributions, besides presenting the usual log-Birnbaum–Saunders distribution as a particular case. Furthermore, the model parameters are estimated through maximum-likelihood methods, a closed-form expression for the Fisher’s information matrix is presented, and testing hypothesis for model parameters is performed. Two real datasets are analyzed and results are discussed.     

Fast parallel $$\alpha $$-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs

\(\alpha \)-Stable distributions are a family of probability distributions found to be suitable to model many complex processes and phenomena in several research fields, such as medicine, physics, finance and networking, among others. However, the lack of closed expressions makes their evaluation analytically intractable, and alternative approaches are computationally expensive. Existing numerical programs are not fast enough for certain applications and do not make use of the parallel power of general purpose graphic processing units. In this paper, we develop novel parallel algorithms for the probability density function and cumulative distribution function—including a parallel Gauss–Kronrod quadrature—, quantile function, random number generator and maximum likelihood estimation of \(\alpha \)-stable distributions using OpenCL, achieving significant speedups and precision in all cases. Thanks to the use of OpenCL, we also evaluate the results of our library with different GPU architectures.     

The gender gap in pensions in Latin America

Lower female lifetime labour market participation rates, greater interruptions during their working lives, and wage gaps contribute to create gender gaps in pensions at the time of retirement. The design of social security systems may reinforce or attenuate these gaps. This article provides new evidence on gender gaps in access to pensions and in pension income in four Southern Cone countries in Latin America and analyses their evolution between 2000 and 2013, showing significant improvements in both gaps, with differential patterns by countries. The decrease in the gender gap in pension income has been particularly significant in Argentina and Brazil. In both cases, the largest increases in pension values during the period correspond to the lowest income percentiles, where women are overrepresented. The application of redistributive policies in these countries, aimed at reducing poverty and inequality but not necessarily focused on gender equity, has had positive and probably unintended consequences in terms of reduction in gender gaps in pensions.     

Racial/ethnic and socio‐economic biases in child maltreatment severity assessment in Spanish child protection services caseworkers

Evidence from several countries has shown the over‐representation of racial/ethnic minority groups in child protection services (CPS). The objective of the present study was to explore whether racial/ethnic and socio‐economic biases influence Spanish CPS caseworkers' judgements of the severity of child maltreatment. Moreover, the study attempted to explore the influence on these judgements of the use of structured instruments and professional experience. Two case vignettes of child maltreatment were presented to 405 CPS caseworkers and 169 students of social work and psychology. Family ethnic origin and income were manipulated in the vignettes. The findings showed no statistical evidence of biases related to family ethnic origin or socio‐economic status (SES) in Spanish CPS caseworkers' judgements of maltreatment severity. Biases related to family SES were found for students for the vignettes of physical abuse. CPS caseworkers and students who did not use a structured instrument to assess maltreatment severity tended to underestimate the severity for the vignettes of parental incapacity to control child/adolescent behaviour and to overestimate it for the vignettes of physical abuse. CPS caseworkers who used a structured instrument showed higher percentages of accuracy and inter‐rater agreement, supporting the relevance of structured tools in reducing potential caseworkers' biases.     

Perceptions of grandparents who provide auxiliary care: value transmission and child‐rearing practices

A grounded theory qualitative study was developed to explore how grandparents perceive their role as socializing agents. Forty‐two grandparents with grandchildren aged from 6 to 12 years old participated in this study. Data were collected through focus groups, which were conducted until reaching data saturation and analyzed using the constant comparative method. Four general conclusions emerged from the study: (i) grandparents recognized the importance of getting involved in the socialization of grandchildren as supporters of parents' socializing role, and the need to adapt to social changes; (ii) they emphasized traditional value that were perceived in decline, and combination of warmth and involvement were considered the best way to help grandchildren internalize values; (iii) interaction with grandchildren helped grandparents to feel active and useful, increased their life purpose and gave them a second chance to enjoy what they could not with their own children; and (iv) grandparents also accused burden and role ambiguity. These results show the importance of developing family policies that recognize grandparents' socializing role. Also, interventions that promote strategies that enable grandparents to perform their role more successfully and to cope with possible family conflicts should be developed.     

Contact between birth parents and children in kinship care in a sample from Spain

Within the context of kinship care, the main objectives of this work are to study the characteristics of contact between foster children and their birth parents, and their relationship with key variables of fostering, the children and their kinship caregivers. The sample included 189 children from Spain and their kinship families. A semi‐structured placement interview and two scales relating to the child–caregiver relationship and child's psychological adjustment were used with the kinship families. The results revealed a significant percentage of foster children who had no family contact. Various visit types, frequencies and durations were described. Kinship care with contact, compared with placements without contact, was frequently characterized by the absence of professional supervision, and an affectionate child–caregiver relationship; moreover, children with contact were perceived to have fewer serious behaviour and socio‐emotional problems and a greater probability of family reunification. The regression analysis showed that the main predictors for how caregivers assessed contact were the children's emotional reaction during visits and the quality of the relationship between the kinship families and the birth parents. These results suggest the need for further research about contact, which will certainly have a major impact on professional intervention with these families.     

Psychosocial Well-Being of Young People Who Participated in a Support Group Following the Loss of a Parent to Cancer

Despite the evidence of unmet support needs among young people who have lost a parent to cancer, only a few support group initiatives have been reported. This observational prospective study explored the psychosocial well-being of young people who participated in support groups at a Swedish specialist palliative care setting. On three occasions, 29 participants, aged 16–28 years, answered questionnaires covering characteristics of the participants, circumstances of the losses, psychosocial well-being of the young people, and their own assessment of the support groups. The support groups attracted mostly young women who were often unprepared for the loss. The living arrangements differed between younger and older participants; however, the loss-related variables did not differ. Significant positive changes were found regarding a sense of meaning in their future life and life satisfaction. The helpfulness of the group was assessed as high/very high and the group brought a valuable fellowship with others in a similar situation. Universality and beneficial interactions were reported and strengthened psychosocial well-being developed over time. This change, according to the young people themselves, may be attributed to the group support. The findings are useful for planning interventions to support young people in bereavement in order to enhance their psychosocial well-being.     

Bat boxes in urban non-native forests: a popular practice that should be reconsidered

Impact mitigation practices are currently one of the hottest topics in conservation and regarded as priorities worldwide. Forest bat populations are known to provide important ecosystem services such as pest control and bat boxes have become one of the most popular management options for counteracting the loss of roosts. However, bat boxes tend to be employed in non-native forests near highly humanized areas where human disturbance is higher. The aim of this study was to evaluate how the surrounding landscape composition affects bat box occupancy in urban non-native forests along the Mediterranean corridor in the Northeastern Iberian Peninsula. Two hundred wooden bat boxes were monitored in young non-native forests in the period 2004–2012. The influence of land cover on occupancy rate of bat boxes was analysed at the landscape level in a 5 km buffer around bat-box stations. In total, 1659 inspections were carried out, in which a 15 % occupancy rate was detected. Bat boxes hosted three different species (Pipistrellus pygmaeus, Pipistrellus kuhlii and Nyctalus leisleri). More than 70 % of the occupancy can be explained by habitat and spatial composition. The presence of urban areas around bat boxes tends to have a negative impact on bat occupation rates; by contrast, forest coverage has a positive effect, especially for the tree-dwelling bats. These patterns could be associated with the large number of available roosts in buildings, microhabitat or phylopatry. Thus, to increase success, we suggest that landscape composition should be considered when using bat boxes for conservation.