Random sampling from the watson distribution

An envelope-rejection method is used to generate random variates from the Watson distribution. The method is compact and is competitive with, if not superior to, the existing sampling algorithms. For the girdle form of the Watson distribution, a faster algorithm is proposed. As a result, Johnson's sampling algorithm for the Bingham distribution is improved.     

Age-period-cohort analysis: an illustration of the problems in assessing interaction in one observation per cell data

This paper discusses the specific problems of age-period-cohort (A-P-C) analysis within the general framework of interaction assessment for two-way cross-classified data with one observation per cell. The A-P-C multiple classification model containing the effects of age groups (rows), periods of observation (columns), and birth cohorts (diagonals of the two-way table) is characterized as one of a special class of models involving interaction terms assumed to have very specific forms. The so-called A-P-C identification problem, which results from the use of a particular interaction structure for detecting cohort effects, is shown to manifest itself in the form of an exact linear dependency among the columns of the design matrix. The precise relationship holding among these columns is derived, as is an explicit formula for the bias in the parameter estimates resulting from an incorrect specification of an assumed restriction on the parameters required to solve the normal equations. Current methods for modeling A-P-C data are critically reviewed, an illustrative numerical example is presented, and one potentially promising analysis strategy is discussed. However, gien the large number of possible sources for error in A-P-C analyses, it is strongly recommended that the results of such analyses be interpreted with a great deal of caution.     

A comparison of random balance and two-stage group screening designs: A case study

In this paper we focus on the problem of supersaturated (fewer runs than factors) screening experiments. We consider two major types of designs which have been proposed in this situ¬ation: random balance and two-stage group screening. We discuss the relative merits and demerits of each strategy. In addition, we compare the performance of these strategies by means of a case study in which 100 factors are screened in 20,42,62, and 84 runs.     

Gluing Copulas

We present a new way of constructing n-copulas, by scaling and gluing finitely many n-copulas. Gluing for bivariate copulas produces a copula that coincides with the independence copula on some grid of horizontal and vertical sections. Examples illustrate how gluing can be applied to build complicated copulas from simple ones. Finally, we investigate the analytical as well as statistical properties of the copulas obtained by gluing, in particular, the behavior of Spearman's ρ and Kendall's τ.     

Asymptotic equivalence of the harrell-davis median estimator and the sample median

This paper presents an asymptotic equivalence result with a sharp rate of convergence forthe sample median and the Harrell-Davis median estimator. The consequences of this result are discussed.     

Health Risks of Energy Systems

Health risks from fossil, renewable and nuclear reference energy systems are estimated following a detailed impact pathway approach. Using a set of appropriate air quality models and exposure-effect functions derived from the recent epidemiological literature, a methodological framework for risk assessment has been established and consistently applied across the different energy systems, including the analysis of consequences from a major nuclear accident. A wide range of health impacts resulting from increased air pollution and ionizing radiation is quantified, and the transferability of results derived from specific power plants to a more general context is discussed.     

Estimating the movement among staging areas of the barnacle goose ( Branta leucopsis )

Barnacle geese ( Branta leucopsis ) make annual migrations between breeding colonies in northern Europe and Eurasia to wintering grounds in Holland. During the migration, they sojourn for several weeks in five areas on the northern coast of Germany. Observers traverse these areas during the course of studying the flocks. Previous belief was that there was little exchange of birds among the five areas; however, some banded birds were observed in more than one area indicating that some movement takes place. In this presentation, we estimate the movement rates among the areas using open- and closed-population models.     

Open Dialogue: Frequently Asked Questions

Open Dialogue is an approach to working with people and their families experiencing psychosocial distress. Interest in Open Dialogue in Australia has been growing recently, raising questions about its adaption and implementation to local contexts. This article is an attempt to answer some of the frequently asked questions we have encountered in training and discussions about Open Dialogue. We attempt to provide responses to questions of how Open Dialogue is different to what is done already, how it fits with current approaches, how you know if you are doing it, whether it is passive or just about doing reflections, issues about including the social network, and concerns about the evidence base. This article aims to present a variety of viewpoints in relation to these questions and to hopefully further discussions on how Open Dialogue can be implemented and adapted to Australian health care and social care contexts.     

Much Ado About Nothing? Macro-Prudential Ideas and the Post-Crisis Regulation of Shadow Banking

Post-crisis, macro-prudential ideas have challenged the epistemic authority of private risk management technologies, declaring them to be pro-cyclical contributors to systemic risk. This discursive challenge has been most critical of the shadow banking system, where private risk management instruments are central. This challenge, however, has not been translated into regulatory tools which reflect these convictions. This paper studies this process of discursive challenge to (failed) regulatory intervention for the case of the repo-market, the heart of the current shadow banking system. It traces regulatory efforts on the global and EU level from regulatory statements to (lack of) action, documenting both the persistent articulation of macro-prudential ideas challenging private risk-management systems and timid to no regulatory intervention. It links this hiatus to international coordination problems, the need for macro-prudential action to span regulatory communities, involving banking and financial market authorities and disagreements between micro- and macro-prudentially oriented regulators. The lack of evidence and the difficulty to generate it are identified as major impediments for regulatory consensus, further aggravated by ambiguities about the goals of anti-cyclical regulation. Beyond governance problems and the persistent appeal of private risk-management systems, the paper thus points to difficulties operationalizing macro-prudential ideas as a major explanatory factor.