Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity

This paper considers quantile regression for a wide class of time series models including autoregressive and moving average (ARMA) models with asymmetric generalized autoregressive conditional heteroscedasticity errors. The classical mean‐variance models are reinterpreted as conditional location‐scale models so that the quantile regression method can be naturally geared into the considered models. The consistency and asymptotic normality of the quantile regression estimator is established in location‐scale time series models under mild conditions. In the application of this result to ARMA‐generalized autoregressive conditional heteroscedasticity models, more primitive conditions are deduced to obtain the asymptotic properties. For illustration, a simulation study and a real data analysis are provided.     

Finie mixures of canonical fundamenal skew $$$$-disribuions

This paper introduces a finite mixture of canonical fundamental skew \(t\) (CFUST) distributions for a model-based approach to clustering where the clusters are asymmetric and possibly long-tailed (in: Lee and McLachlan, arXiv:1401.8182 [statME], 2014b). The family of CFUST distributions includes the restricted multivariate skew \(t\) and unrestricted multivariate skew \(t\) distributions as special cases. In recent years, a few versions of the multivariate skew \(t\) (MST) mixture model have been put forward, together with various EM-type algorithms for parameter estimation. These formulations adopted either a restricted or unrestricted characterization for their MST densities. In this paper, we examine a natural generalization of these developments, employing the CFUST distribution as the parametric family for the component distributions, and point out that the restricted and unrestricted characterizations can be unified under this general formulation. We show that an exact implementation of the EM algorithm can be achieved for the CFUST distribution and mixtures of this distribution, and present some new analytical results for a conditional expectation involved in the E-step.     

Dealing with the Initial Observation in the LM Unit Root Test

This article proposes a linearly weighted unit root test with a new weighting scheme which reflects the trade-off in power between the ADF and LM tests regarding the initial value of a time series. Simulation results indicate that the proposed test has better power performance and works better than other available tests in the literature for a range of initial conditions.     

FOCUSED SUPERVISION SEEN THROUGH A RECURSIVE FRAME ANALYSIS*

The last decade has seen a dramatic increase in the literature addressing family therapy training and supervision (Liddle, Breunlin, & Schwartz, 1988; Morris & Chenail, 1995; Selekman & Todd, 1995; Thomas, 1994). Most of this literature, however, focuses on theory rather than prctice. This paper presents a study of solution-focused therapy's model of supervision, which we have labeled focused supervision. This supervisory process is conceptualized as a conversation during which supervisor and supervisee engage in a dialogue that mutually shapes the meaning of the experience. This study attends to the actual words spoken and utilizes recursive frame analysis to get closer to the talk of a focused supervisory session.     

Residential Differences in Filial Responsibility Expectations Among Older Persons1

Abstract This study examines variation in filial responsibility expectations-the extent to which adult children are expected to assist and care for their aging parents-among a sample of 440 older persons. The analysis focuses on the relationship of filial responsibility expectations to residential location and tests the hypothesis that older rural residents have higher expectations for assistance from their children than do older urbanites. Current residential location is found to have little impact on expectations, but older persons who were raised in rural areas, particularly on farms, have significantly higher expectations for filial assistance than do older persons from urban backgrounds. Possible consequences of these patterns for the transmission of expectations from parents to children are discussed.     

Meeting summary--cell biology of Parkinson's disease and related neurodegenerative disorders

Parkinsonian disorders (idiopathic Parkinson's disease and clinically similar disorders) are characterized by impaired movements caused by the degeneration of brain centers involved in regulating normal and smooth movements of the body and its extremities. The mechanisms that cause such degeneration are unknown. This Perspective summarizes research described at a meeting held in June 2003, which was organized by the National Institute of Neurological Disorders and Stroke and the National Institute on Aging to provide an update on recent advances in the cell biology of parkinsonian disorders.     

When practice and policy collide: Child welfare workers' perceptions of investigation processes

This qualitative study examines variability in practices surrounding Child Protective Services (CPS) investigations regarding the allegations of child maltreatment. Working under the auspices of a community-research collaboration with Department of Human Services officials, university researchers conducted a series of focus groups with CPS caseworkers in a state that was under court-ordered consent decree to improve child welfare investigations. Focus groups with caseworkers sought to better understand caseworkers' common investigative practices and their perceptions of best practices in conducting child welfare investigations. Two main areas were noted for improvement: (1) the need for ongoing training of CPS workers, particularly at the stage of initial intake of the allegations of maltreatment, and cross-training of police and hospital staff who regularly work with CPS, and (2) implementation of an improved risk assessment tool. These recommendations are discussed in detail.