Diagnostics for dependence within time series extremes

Summary. The analysis of extreme values within a stationary time series entails various assumptions concerning its long- and short-range dependence. We present a range of new diagnostic tools for assessing whether these assumptions are appropriate and for identifying structure within extreme events. These tools are based on tail characteristics of joint survivor functions but can be implemented by using existing estimation methods for extremes of univariate independent and identically distributed variables. Our diagnostic aids are illustrated through theoretical examples, simulation studies and by application to rainfall and exchange rate data. On the basis of these diagnostics we can explain characteristics that are found in the observed extreme events of these series and also gain insight into the properties of events that are more extreme than those observed.     

UNDERSTANDING THE DECISION TO PARTICIPATE IN A SURVEY

The lack of full participation in sample surveys threatens theinferential value of the survey method. We review a set of conceptualdevelopments and experimental findings that appear to be informativeabout causes of survey participation; offer an integration ofthat work with findings from the more traditional statisticaland survey methodological literature on nonresponse; and, giventhe theoretical structure, deduce potentially promising pathsof research toward the understanding of survey participation.     

An introduction to econometric applications of empirical process theory for dependent random variables

This paper discusses some uses in econometrics of empirical process theory for dependent rendom variables. Examples considered include non-standard parametric hypotheses tests and semiparametric estimation. The application of bracketing functional limit results is discussed in some detail     

Fast retraction of evidence in a probabilistic expert system

We present and justify a propagation algorithm to facilitate the simultaneous calculation, for every node in a probabilistic exper system of the distribution of the associated random quantity, conditional on all the evidence obtained about the remaining nodes.     

Sexual identity in the ghetto

The more things change, the worse they get.Presented April 18, 1991, Duke University, at the Department of Psychiatry's Grand Rounds, this paper condenses, integrates and updates the author's earlier publication. Acknowledgement and thanks for funding and professional sponsorship of the four research studies this paper draws from are selectively due to the Eugene and Agnes E. Meyer Foundation, the Edgar Stern Family Fund, The National Institute for Mental Health, the Baltimore-Washington Institute for Psychoanalysis and the Department of Psychiatry, Children's Hospital National Medical Center.     

Interracial rape: Examining the increasing frequency argument

A number of researchers have recently challenged the long-held notion among criminologists that rape, along with most other violent crimes, is an intraracial crime. Based on analysis of survey data they concluded that black rapists “prefer” or “seek out” white victims and that the likelihood of a black offender selecting a white victim has been increasing during recent years. Data presented here (1977–88 National Crime Surveys) refute the notion that black rapists “prefer” white victims. Moreover these same data fail to support the contention that rapes involving black offenders and white victims have been increasing. According to National Crime Survey estimates, the proportion of black offenders that victimize whites has been declining. An earlier version of this paper was presented at the annual meetings of the American Society of Criminology, November 1991.     

MEASURING LEVELS OF PARTY IDENTIFICATION DOES QUESTION ORDER MATTER?

This article examines whether asking the vote question beforeparty identification alters the strength of partisanship andits relationship to vote choice. It employs the 1992 BritishElection Survey, which included a random split half-sample experiment,and the 1992–93 American Election Study Panel, where thequestion order for party identification and the vote were changed.The results show that altering the question ordering had verylittle effect in Britain and no significant effect in the UnitedStates. These results are consistent with the notion that partyidentification is one of the more enduring and stable componentsof mass political behavior in both presidential and parliamentarysystems.