Visualization and Bandwidth Matrix Choice

In this study we compare three estimators of the extreme value index: Pickands estimator, the moment estimator and a maximum likelihood estimator. The estimators are explored both theoretically and by Monte Carlo simulation. We obtain two estimators for large quantiles using Pickands and the maximum likelihood estimators. The latter and one based on the moment estimator are then compared through simulation.     

Full Bayesian Analysis for a Model of Tail Dependence

The family of the asymmetric logistic copulas appears naturally in modeling tail dependence. Within this family, some well-known models, as independence and logistic dependence, define precise hypotheses, having zero posterior probability for an absolute continuous posterior distribution.

We show that the e-value associated to the Full Bayesian Significance Test has a good performance in non standard dependence problems, obtaining posterior estimates and predictive distributions.

The analysis proposed is illustrated with two examples: (1) monthly sea level maxima at Newlyn and Sheerness, England (1990–2005) and (2) AIDS rates related to an educational indicator in U.S. Census Bureau (2007 U.S. Census Bureau (2007). Persons 25 Years Old and Over with a Bachelor's Degree or More. http://www.census.gov/statab/ranks/rank19.html  [Google Scholar]). We validate the inferences obtained through simulated data.     

Simultaneous Two-Sided Tolerance Intervals for a Univariate Linear Regression Model

In this article we deal with simultaneous two-sided tolerance intervals for a univariate linear regression model with independent normally distributed errors. We present a method for determining the intervals derived by the general confidence-set approach (GCSA), i.e. the intervals are constructed based on a specified confidence set for unknown parameters of the model. The confidence set used in the new method is formed based on a suggested hypothesis test about all parameters of the model. The simultaneous two-sided tolerance intervals determined by the presented method are found to be efficient and fast to compute based on a preliminary numerical comparison of all the existing methods based on GCSA.     

Bayesian Transformation Models for Multivariate Survival Data

In this paper, we propose a general class of Gamma frailty transformation models for multivariate survival data. The transformation class includes the commonly used proportional hazards and proportional odds models. The proposed class also includes a family of cure rate models. Under an improper prior for the parameters, we establish propriety of the posterior distribution. A novel Gibbs sampling algorithm is developed for sampling from the observed data posterior distribution. A simulation study is conducted to examine the properties of the proposed methodology. An application to a data set from a cord blood transplantation study is also reported.     

Human Motivation in Question: Discussing Emotions,Motives, and Subjectivity from a Cultural‐Historical Standpoint

Vygotsky, at the end of his life, advanced a new representation of a psychological system that was ruled by a cognitive‐emotional unity, a theorization that remains inconclusive due to Vygotsky's early death. This article discusses the advances made by Vygotsky in the comprehension of human motivation through his concepts of sense and perezhivanie at the end of his work. Through these concepts, he further advanced the discussion of motivation, despite the fact that these concepts have only very recently been considered a relevant part of his legacy in both Russian and Western psychology. This paper discusses the departure from and the historical presentations of the concept of motive in the following two main approaches of Soviet psychology that were mistakenly equated in Western interpretations: Vygotsky's approach, mainly at the first as last moment of his work, and Leontiev's Activity Theory. Based on the final theoretical positions of Vygotsky and of other Soviet authors, and further developing this legacy, this article proposes a new definition of motivation as a specific quality of subjectively configured systems and defines motive as intrinsic to the functioning of all psychological function defines subjective functions as subjectively configured processes. This new proposal of human motivation within a new way of defining subjectivity defines new categories as subjective senses and subjective configurations on which the author bases a specific approach for advancing the topic of subjectivity and motivation within a cultural‐historical framework.     

Linearity of regression for the past weak and ordinary records

In this paper we study the property of linearity of backward regression for non-adjacent records. In the case of weak records, a characterization of the geometric distribution is obtained. It also appears that a related characterization for ordinary records does not hold, showing the difference in conditional behaviour between weak and ordinary records.     

Omnibus tests for the error distribution in the linear regression model

Test procedures are constructed for testing the goodness-of-fit of the error distribution in the regression context. The test statistic is based on an L ²-type distance between the characteristic function of the (assumed) error distribution and the empirical characteristic function of the residuals. The asymptotic null distribution as well as the behavior of the test statistic under contiguous alternatives is investigated, while the issue of the choice of suitable estimators has been particularly emphasized. Theoretical results are accompanied by a simulation study.     

On the estimation of the spectral density for continuous spatial processes

In this work, we study the asymptotic properties of smoothed nonparametric kernel spectral density estimators for the spatial spectral density. We consider the case of continuous stationary spatial processes under a shrinking asymptotic framework. Expressions for the bias and the covariance structure are obtained and the implications for the edge effect bias of the choice of the kernel, bandwidth and spacing parameter in the design are also discussed, both for tapered and untapered estimates. Results are illustrated with a simulation study.