Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects

Abstract. We consider N independent stochastic processes (X _i (t), t ∈ [0,T _i ]), i=1,…, N, defined by a stochastic differential equation with drift term depending on a random variable φ _i . The distribution of the random effect φ _i depends on unknown parameters which are to be estimated from the continuous observation of the processes X_i. We give the expression of the exact likelihood. When the drift term depends linearly on the random effect φ _i and φ _i has Gaussian distribution, an explicit formula for the likelihood is obtained. We prove that the maximum likelihood estimator is consistent and asymptotically Gaussian, when T _i =T for all i and N tends to infinity. We discuss the case of discrete observations. Estimators are computed on simulated data for several models and show good performances even when the length time interval of observations is not very large.     

Statistical Certification of Software Systems

Common software release procedures based on statistical techniques try to optimize the trade-off between further testing costs and costs due to remaining errors. We propose new software release procedures where the aim is to certify with a certain confidence level that the software does not contain errors. The underlying model is a discrete time model similar to the geometric Moranda model. The decisions are based on a mix of classical and Bayesian approaches to sequential testing and do not require any assumption on the initial number of errors.     

Directional mixture models and optimal estimation of the mixing density

The authors develop consistent nonparametric estimation techniques for the directional mixing density. Classical spherical harmonics are used to adapt Euclidean techniques to this directional environment. Minimax rates of convergence are obtained for rotation ally invariant densities verifying various smoothness conditions. It is found that the differences in smoothness between the Laplace, the Gaussian and the von Mises‐Fisher distributions lead to contrasting inferential conclusions.     

生态型不均衡与共同体文化的危机——虫祭与农药的生态人类学

以韩国全罗道下沙溪村为田野调查对象，揭示了20世纪60年代10多年间，随着居民的城市化和农业“绿色革命”的深入，该村传统的虫祭仪式随之消失，并以此为突破口，展示了该村因此而蒙受的生态和社会文化“双重”灾难，希望唤起整个社会的反省，注意到技术的引进不能光凭该项技术是否贴上“科学”的标签，而是要看该项技术是否能与文化共同体和相处的生态系统相兼容。为此，作者立足于文化相对的立场，提出“适当技术”的概念作为生态人类学评估技术改进的依据。     

Rethinking Women and Their Bodies in the Age of Biotechnology: Feminist Commentaries on the Hwang Affair

Many Korean women felt strongly positive about donating their eggs for Hwang Woo Suk’s research, in spite of the fact that Hwang was accused of fraud. It is said that there is a kind of unique ‘egg donation culture’ among Korean women, which urged them to donate their eggs for his research. However, positing such a Korean ‘egg donation culture’ does not seem to give a sufficient explanation of why so many Korean women were seemingly willing to provide their own eggs for Hwang’s research. Instead, we suggest that egg donation issues in the Hwang affair can be interpreted under the paradoxical context, in which Korean women are situated in the age of biotechnology. On the one hand, the invisibility of women as subjects in the public sphere led to their lack of social control over ova trafficking and made it possible for a huge number of eggs to be supplied secretly for Hwang’s team. The patriarchal structure of family, the myth of economic growth, and the restricted activities of feminist organizations are possible contributors to the invisibility of Korean women. On the other hand, in the practices of bodily technologies such as cosmetic surgery and reproductive technologies, Korean women have been highly visible. With the help of those technological instruments, women have been empowered to own their own bodies and to have them at their disposal. We argue that these dualistic realities of women as egg owners can explain the egg donation culture among Korean women in the Hwang affair.

Attenuating Initial Beliefs: Increasing the Acceptance of Anthropogenic Climate Change Information by Reflecting on Values

Anthropogenic climate change information tends to be interpreted against the backdrop of initial environmental beliefs, which can lead to some people being resistant toward the information. In this article (N = 88), we examined whether self‐affirmation via reflection on personally important values could attenuate the impact of initial beliefs on the acceptance of anthropogenic climate change evidence. Our findings showed that initial beliefs about the human impact on ecological stability influenced the acceptance of information only among nonaffirmed participants. Self‐affirmed participants who were initially resistant toward the information showed stronger beliefs in the existence of climate change risks and greater acknowledgment that individual efficacy has a role to play in reducing climate change risks than did their nonaffirmed counterparts.     

Is Tattooing a Risk Factor for Adolescents’ Criminal Behavior? Empirical Evidence from an Administrative Data Set of Juvenile Detainees in Taiwan

Juvenile crime affects not only the victims of the crime but also the delinquents’ future. How to prevent adolescent criminal behavior has become an important public policy issue. This study contributes to this interesting issue by examining the relationship between tattooing and adolescents’ criminal behavior. In particular, this study investigates whether or not having a tattoo/tattoos is connected to the incidence of various criminal activities, including: larceny, robbery, fraud, assault, drug use, and homicide. A unique sample of 973 juvenile detainees drawn from the administrative profiles in Taiwan and the coarsened exact matching method were utilized. Results show that compared to their nontattooed counterparts, tattooed juvenile detainees were significantly more likely to commit fraud, assault, drug abuse, and homicide by 3%, 13%, 9%, and 9%, respectively. In contrast, tattooing was not significantly associated with larceny or robbery. From a policy perspective, given the significant link between tattooing and criminal behavior, the presence of a tattoo in adolescents may serve as a valuable indicator regarding adolescents’ high probability of committing crimes.     

Putting Process (Back) In: Research on the Internationalization Process of the Firm

This paper provides a critique of existing research on the internationalization process of the firm and proposes an agenda for future inquiry. In recent years, process approaches have received increasing attention in management research, leading to a more refined understanding of the distinction between process and variance paradigms. We apply a process lens to a well‐established sub‐field of international business, namely the internationalization process of the firm. We review how this research tradition has evolved over four decades. The review commences with a reassessment of the seminal ‘stage models’ that date back to the 1970s. It then proceeds to classify subsequent research on the basis of whether it includes process data and/or process theorizing. It is found that the majority of studies in this review do not combine process data with process theorizing. We show how, even in studies that contain some process elements, a process approach is not always sustained throughout the paper. On the basis of this review, six research themes are proposed, which would form the basis for a process agenda for future research.