Projection estimators of Pickands dependence functions

The authors consider the construction of intrinsic estimators for the Pickands dependence function of an extreme‐value copula. They show how an arbitrary initial estimator can be modified to satisfy the required shape constraints. Their solution consists in projecting this estimator in the space of Pickands functions, which forms a closed and convex subset of a Hilbert space. As the solution is not explicit, they replace this functional parameter space by a sieve of finite‐dimensional subsets. They establish the asymptotic distribution of the projection estimator and its finite‐dimensional approximations, from which they conclude that the projected estimator is at least as efficient as the initial one.     

Different degrees of informational asymmetry on job markets and its impact on companies’ recruiting success

Based on a large survey of German companies, we investigate the influence of job characteristics on the recruiting success on labor markets with different degrees of informational asymmetry. We cluster companies’ recruiting channels in those with low (internal job markets and employee referrals) and high (job advertisements, the Federal Employment Agency and headhunters) degrees of informational asymmetry. We provide evidence that monetary aspects are important when quality aspects of the job and the company are not directly observable by job applicants. However, if recruiting channels are used where the level of asymmetric information is lower because applicants have more reliable information about job and company characteristics, the quality attributes of a workplace, such as flexible work times or a high job responsibility, become influential on the recruiting success. Finally, our results show that applicants with access to more information about the quality aspects of a job also seem to be in a better position to evaluate the information given with regard to their credibility.     

Large‐sample tests of extreme‐value dependence for multivariate copulas

Starting from the characterization of extreme‐value copulas based on max‐stability, large‐sample tests of extreme‐value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula of the data and a multiplier technique for obtaining approximate p‐values for the derived statistics. The asymptotic validity of the multiplier approach is established, and the finite‐sample performance of a large number of candidate test statistics is studied through extensive Monte Carlo experiments for data sets of dimension two to five. In the bivariate case, the rejection rates of the best versions of the tests are compared with those of the test of Ghoudi et al. (1998) recently revisited by Ben Ghorbal et al. (2009). The proposed procedures are illustrated on bivariate financial data and trivariate geological data. The Canadian Journal of Statistics 39: 703–720; 2011. © 2011 Statistical Society of Canada     

Order test for high-dimensional two-sample means

We propose a new method to test the order between two high-dimensional mean curves. The new statistic extends the approach of Follmann (1996) to high-dimensional data by adapting the strategy of Bai and Saranadasa (1996). The proposed procedure is an alternative to the non-negative basis matrix factorization (NBMF) based test of Lee et al. (2008) for the same hypothesis, but it is much easier to implement. We derive the asymptotic mean and variance of the proposed test statistic under the null hypothesis of equal mean curves. Based on theoretical results, we put forward a permutation procedure to approximate the null distribution of the new test statistic. We compare the power of the proposed test with that of the NBMF-based test via simulations. We illustrate the approach by an application to tidal volume traces.     

Competitive victimhood and reconciliation: the case of Turkish–Armenian relations

ABSTRACT

This paper argues that conflicts tend to be intractable if collective victimhood has become a component of national identity, and when conflicting communities claim to be the ‘real’ or ‘only’ victims, and that their suffering justifies crimes past and present. Turkish and Armenian narratives of competitive victimhood are analysed drawing on public opinion polls from Turkey and Armenia, and personal interviews with Turks and Armenians. The study corroborates past theory and research that competitive victimhood prevents reconciliation, particularly if it has become an essential part of national identity. The paper also shows that Turkish–Armenian relations remain at the bottom stage of the reconciliation ladder. Yet, some of our empirical observations suggest that when grass-roots level interaction between Turks and Armenians is facilitated (which has been prevented not least because of the closed border), there is room for the abandonment of competitive victimhood at least on an interpersonal level, if not on a general societal or political level.     

Integrating MRP and finite capacity planning

Traditional production control systems based on the manufacturing resource planning concept do not sufficiently support the planner in solving capacity problems, ignore capacity constraints and assume that lead times are fixed. This leads to problems on the shop floor, that cannot be resolved in the short term. This paper focuses on solving these capacity problems by improving capacity planning at the material requirements planning MRP level through integration of MRP and finite capacity planning. This results in a planning method for simultaneous capacity and material planning. The planning method is based on a new and more accurate primary process model, giving the planning algorithm more flexibility in solving capacity problems. The algorithm is based on advanced scheduling techniques and uses aggregated information, thus combining speed and accuracy. The algorithm is designed to use the available flexibility: alternative routeings, safety stock, and replanning of production orders and requirements. This paper also discusses such related issues as robustness, memory and the role of the human planner.     

Analysing exponential random graph (p-star) models with missing data using Bayesian data augmentation

Missing data are often problematic in social network analysis since what is missing may potentially alter the conclusions about what we have observed as tie-variables need to be interpreted in relation to their local neighbourhood and the global structure. Some ad hoc methods for dealing with missing data in social networks have been proposed but here we consider a model-based approach. We discuss various aspects of fitting exponential family random graph (or p-star) models (ERGMs) to networks with missing data and present a Bayesian data augmentation algorithm for the purpose of estimation. This involves drawing from the full conditional posterior distribution of the parameters, something which is made possible by recently developed algorithms. With ERGMs already having complicated interdependencies, it is particularly important to provide inference that adequately describes the uncertainty, something that the Bayesian approach provides. To the extent that we wish to explore the missing parts of the network, the posterior predictive distributions, immediately available at the termination of the algorithm, are at our disposal, which allows us to explore the distribution of what is missing unconditionally on any particular parameter values. Some important features of treating missing data and of the implementation of the algorithm are illustrated using a well-known collaboration network and a variety of missing data scenarios.     

Putting Ecstasy to Work: Pleasure,Prostitution, and Inequality in the Indonesian Borderlands

This article takes the drug Ecstasy as a commodity located at the center rather than at the margins of social processes, a technology that allows for the temporary engagement with pleasure and displacement of inequality in the context of nightlife and prostitution. It addresses these issues by focusing ethnographic attention on how Indonesian female prostitutes and their Singaporean male clients use Ecstasy in a disco on the Indonesian island of Batam, an export-processing zone located at the border to Singapore. By paying close attention to consumption practices, the article uses Ecstasy as a starting point for illuminating intersections of social mobility and inequality in the context of contemporary forms of transnational capitalism.     

Academic writing as autocommunication – the case of doctoral dissertations on CSR

In this article, we explore the self‐oriented rather than socially‐oriented reasons why a doctoral dissertation in the field of corporate social responsibility (CSR) is written. We base our article on Yuri M. Lotman’s idea on autocommunication which we use as tool in analysing a group interview conducted with six doctoral students studying in the field of CSR. We suggest that autocommunicational aspects might play a much more important role in rationalized Western culture and science than is often realized, and our main thesis is that one essential reason for writing a doctoral dissertation in the field of CSR might be to communicate with oneself and that this even might contain a therapeutic dimension. Implications for students, supervisors and future research are discussed at the end of the article.