New Results for Computing Blaker’s Exact Confidence Interval for One Parameter Discrete Distributions

The authors state new general results for computing Blaker’s exact confidence interval limits for usual one-parameter discrete distributions. Specific results for implementing an accurate and fast algorithm are made explicit for the binomial, negative binomial, Poisson and hypergeometric model.     

Goodness-of-fit for regime-switching copula models with application to option pricing

We consider several time series, and for each of them, we fit an appropriate dynamic parametric model. This produces serially independent error terms for each time series. The dependence between these error terms is then modelled by a regime-switching copula. The EM algorithm is used for estimating the parameters and a sequential goodness-of-fit procedure based on Cramér–von Mises statistics is proposed to select the appropriate number of regimes. Numerical experiments are performed to assess the validity of the proposed methodology. As an example of application, we evaluate a European put-on-max option on the returns of two assets. To facilitate the use of our methodology, we have built a R package HMMcopula available on CRAN. The Canadian Journal of Statistics 48: 79–96; 2020 © 2020 Statistical Society of Canada     

Remember the curse of dimensionality: the case of goodness-of-fit testing in arbitrary dimension

Despite a substantial literature on nonparametric two-sample goodness-of-fit testing in arbitrary dimensions, there is no mention there of any curse of dimensionality. In fact, in some publications, a parametric rate is derived. As we discuss below, this is because a directional alternative is considered. Indeed, even in dimension one, Ingster, Y. I. [(1987). Minimax testing of nonparametric hypotheses on a distribution density in the l_p metrics. Theory of Probability & Its Applications, 31(2), 333–337] has shown that the minimax rate is not parametric. In this paper, we extend his results to arbitrary dimension and confirm that the minimax rate is not only nonparametric, exhibits but also a prototypical curse of dimensionality. We further extend Ingster's work to show that the chi-squared test achieves the minimax rate. Moreover, we show that the test adapts to the intrinsic dimensionality of the data. Finally, in the spirit of Ingster, Y. I. [(2000). Adaptive chi-square tests. Journal of Mathematical Sciences, 99(2), 1110–1119], we consider a multiscale version of the chi-square test, showing that one can adapt to unknown smoothness without much loss in power.     

Development and Application of a Probabilistic Risk–Benefit Assessment Model for Infant Feeding Integrating Microbiological,Nutritional, and Chemical Components

A probabilistic and interdisciplinary risk–benefit assessment (RBA) model integrating microbiological, nutritional, and chemical components was developed for infant milk, with the objective of predicting the health impact of different scenarios of consumption. Infant feeding is a particular concern of interest in RBA as breast milk and powder infant formula have both been associated with risks and benefits related to chemicals, bacteria, and nutrients, hence the model considers these three facets. Cronobacter sakazakii, dioxin‐like polychlorinated biphenyls (dl‐PCB), and docosahexaenoic acid (DHA) were three risk/benefit factors selected as key issues in microbiology, chemistry, and nutrition, respectively. The present model was probabilistic with variability and uncertainty separated using a second‐order Monte Carlo simulation process. In this study, advantages and limitations of undertaking probabilistic and interdisciplinary RBA are discussed. In particular, the probabilistic technique was found to be powerful in dealing with missing data and to translate assumptions into quantitative inputs while taking uncertainty into account. In addition, separation of variability and uncertainty strengthened the interpretation of the model outputs by enabling better consideration and distinction of natural heterogeneity from lack of knowledge. Interdisciplinary RBA is necessary to give more structured conclusions and avoid contradictory messages to policymakers and also to consumers, leading to more decisive food recommendations. This assessment provides a conceptual development of the RBA methodology and is a robust basis on which to build upon.     

The Impact of Uruguay's 2007 Tax Reform on Equity and Efficiency

In 2007, the Uruguayan government implemented a tax reform which introduced a new progressive labour income tax and a flat capital income tax, and reduced some indirect taxes, with the objective of improving fiscal balance, income distribution and economic growth. This article evaluates the impact of such tax reform on equity and efficiency on the basis of data derived from the Encuesta Continua de Hogares (ECH) for 2006 and 2009. Using a Difference‐in‐Differences technique, it shows that the new system reduced inequality by 2 Gini points without producing any discernible disincentive effect, suggesting that suitably designed reforms of direct taxation can simultaneously promote equity and efficiency.     

A conceptual framework for the strategic urban project approach for the sustainable redevelopment of “villages in the city” in Guangzhou

China’s recent wave of rapid urbanization generated a specific form of urban development called the “village in the city” (ViC). It is characterized by the dual urban-rural structure and it accommodates, to begin with, the monumental housing needs of rural migrants. Although the issues of ViCs are very specific and enormous, they evidently have a lot in common with those of slum areas and dilapidated urban areas in developed and developing contexts, in which there already is a long experience with upgrading or urban renewal operations. Also in this specific context of upgrading and urban renewal, the strategic urban project approach is generally being advocated. It emphasizes vision development, the coproduction by stakeholders and the implementation of actions. Strategic urban projects are the cornerstone of this approach. This paper sketches a conceptual framework for the strategic urban project approach for the sustainable redevelopment of “villages in the city” (ViCs) in Guangzhou. It makes an attempt to translate the methodologies of the strategic urban project approach to the Chinese context. Adapting the method to deal with the multi-stakeholder environment and complex issues in ViCs is indeed necessary in order to obtain a sustainable redevelopment of ViCs. Consideration is given to the roles and partnerships of key stakeholders, visions at different levels, and specific actions that deal with opportunities and issues in strategic locations.     

Bayesian spatio‐temporal models based on discrete convolutions

Abstract: The authors consider a class of models for spatio‐temporal processes based on convolving independent processes with a discrete kernel that is represented by a lower triangular matrix. They study two families of models. In the first one, spatial Gaussian processes with isotropic correlations are convoluted with a kernel that provides temporal dependencies. In the second family, AR(p) processes are convoluted with a kernel providing spatial interactions. The covariance structures associated with these two families are quite rich. Their covariance functions that are stationary and separable in space and time as well as time dependent nonseparable and nonisotropic ones.     

Family Law Proceedings,Domestic Violence and the Impact upon School: A Neglected Area of Research

The aim of this article is to open up a discussion about an unexplored area of children’s lives at school. While there has been considerable discussion of issues about child protection and the cooperation between school and social services in that context, studies on the intersection between school and family law proceedings seem virtually non‐existent. This is also the case when it comes to family law proceedings and different forms of childhood adversity. Drawing upon previous and ongoing research on family law and domestic violence in Sweden, together with a number of other existing studies on children and domestic violence, this article outlines the potential impact of family law proceedings upon school as well as issues requiring further research exploration.     

Invariance Testing of the SF-36 Health Survey in Women Breast Cancer Survivors: Do Personal and Cancer-related Variables Influence the Meaning of Quality of Life Items?

Quality of life (QoL) is affected by issues specific to illness trajectory and thus, may differ, and potentially take on different meanings, at different stages in the cancer process. A widely used measure of QoL is the SF-36 Health Survey (SF-36; Ware 1993); therefore, support for its appropriateness in a given population is imperative. The current study aimed to examine the conceptual (measurement) model of the SF-36, as well as closely related models, and test the measurement invariance of the SF-36 to determine if meaningful comparisons could be made among three groups of breast cancer survivors (N = 358 [data collected in 2007–2008]; divided on time since treatment, type of treatment, and age). Good model fit was found for one of three models based on the original design of this instrument—the items to subscales model. Two models were considered for measurement invariance testing: (a) items to physical health/mental health and (b) items to subscales. Strong invariance was found for time since treatment and type of treatment for both models. Weak invariance was found for age in the first model, while strict invariance was confirmed for the subscales model. Group comparisons in QoL were made where justified. Significant differences were found only on age for physical functioning, role limitations due to emotional problems, vitality, mental health, and social functioning. Overall, results suggest that while the SF-36 can be used to examine differences in QoL for various breast cancer survivors, some conceptual issues with this instrument need to be further examined.