Two step estimation for Neyman-Scott point process with inhomogeneous cluster centers

This paper is concerned with parameter estimation for the Neyman-Scott point process with inhomogeneous cluster centers. Inhomogeneity depends on spatial covariates. The regression parameters are estimated at the first step using a Poisson likelihood score function. Three estimation procedures (minimum contrast method based on a modified K function, composite likelihood and Bayesian methods) are introduced for estimation of clustering parameters at the second step. The performance of the estimation methods are studied and compared via a simulation study. This work has been motivated and illustrated by ecological studies of fish spatial distribution in an inland reservoir.     

Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities

The celebrated Black–Scholes model made the assumption of constant volatility but empirical studies on implied volatility and asset dynamics motivated the use of stochastic volatilities. Christoffersen in 2009 showed that multi-factor stochastic volatilities models capture the asset dynamics more realistically. Fouque in 2012 used it to price European options. In 2013, Chiarella and Ziveyi considered Christoffersen’s ideas and introduced an asset dynamics where the two volatilities of the Heston type act separately and independently on the asset price, and using Fourier transform for the asset price process and double Laplace transform for the two volatilities processes, solved a pricing problem for American options. This paper considers the Chiarella and Ziveyi model and parameterizes it so that the volatilities revert to the long-run-mean with reversion rates that mimic fast (for example daily) and slow (for example seasonal) random effects. Applying asymptotic expansion method presented by Fouque in 2012, we make an extensive and detailed derivation of the approximation prices for European options. We also present numerical studies on the behavior and accuracy of our first- and second-order asymptotic expansion formulas.     

Roma pupils’ attitudes towards education – a case study

When analysing the reasons behind the academic underachievement of Roma pupils, some teachers suggest that Roma people do not value education and that Roma children have negative attitudes towards school. With increasing frequency, Roma pupils from low socio-economic backgrounds are being researched and the research primarily adopts the perspectives of teachers and schools’ professional staff. The present study analyses attitudes towards education held by Roma pupils whose socio-economic status is comparable to the majority population and considers their perspective. The research was conducted with Roma pupils attending primary school in Maribor, Slovenia. To collect data, interviews were conducted. The study results suggest that the majority of Roma pupils from Maribor like attending school and value formal education; the majority indicated that they want to complete primary school and continue their education. The results also show that Roma pupils can be highly academically motivated if improved life conditions and improved education opportunities are provided to the Roma population.     

Religiosity as a predictor of students' political attitudes

This paper analyzes the relationship between students' level of actual religiosity and their sociodemographic characteristics, political orientation, and political attitudes. The paper is based on an online survey conducted at the University of Rijeka (N = 624) in 2021. The vast majority of our respondents (90%) received the three holy sacraments of initiation in their early childhood and attended Catholic religious education at school. The explanation of the significantly less actual religiosity of students is approached from the position of Pickel's contextualized theory of secularization. Relying on Voas and Day, a composite variable distinguishes highly religious students, moderately religious students, weakly religious students, and non-religious students on the basis of the respondents' positioning toward religious self-identification, beliefs, Church attendance, and the importance of religion in one's life. Statistically significant correlations between actual religiosity and political orientation were established. Very religious Catholic students, who are the least numerous and the least homogenous category, are more inclined to right-wing political orientation and reject ethno-nationalism/anti-multiculturalism less and accept clericalism more than other categories of students. In a broader sense, this study reveals that a large number of respondents distance themselves from religion and the Church at student age despite their experience of formal religious socialization at school age. Furthermore, the results suggest that the synergy of the liberalizing effect of education and the tolerant sociocultural atmosphere of an area reduces the influence of religiosity on the political attitudes and orientation of students.     

Putting experts in their place: Achieving policy impact as an outsider-academic in civil service reforms in Slovakia

This paper studies two processes of civil service reform in Slovakia during the period of 2014–2015 in order to reflect on the involvement of an ‘outsider-academic’ and her strategies to achieve policy impact. The context of such involvement are multi-level processes permeated by political interests and poor on evidence, which favour strategic interests, bargaining and political pressure and contestation (the mode of ‘powering’) and a mode of legal-based ‘puzzling’ as opposed to a conceptual, intellectual search for solutions friendly towards outside academics—and achieving only incremental results. We theorise on the success of these strategies (including helping serendipity, throwing ideas to see what sticks, mobilising allies, anchoring a non-binding concept, and finding and developing long-term connections) and sketch analogies and differences between the position of an outsider-academic and a policy entrepreneur. We rely on auto-ethnographic data and documentation of the work of the committees involved and their outputs.     

Attachment Perspective on Marital Dissolution and Relational Family Therapy

Divorce or dissolution of a long-term intimate relationship is an event on the continuum of an individual’s experience of attachment injury that is reawakened and played out again in this process. An attachment injury means the experience of rejection and betrayal of trust at a critical time of distress when one is in need of support. By means of the case study method, the article presents a case of a female client dealing with divorce. The history of traumatic relations through a lens of attachment theory is presented, along with divorce as the reawakening of an attachment injury and its processing in a relational family therapy model.     

Coming Closer in Adolescence: Convergence in Mother,Father, and Adolescent Reports of Parenting

Parent–child relationships change during adolescence. Furthermore, parents and adolescents perceive parenting differently. We examined the changes in perceptions of parental practices in fathers, mothers, and adolescents during adolescence. Furthermore, we investigated if fathers', mothers', and adolescents' perceptions converge during adolescence. Following 497 families across six waves (ages 13–18), we investigated the development of parental support and behavioral control using mother and father self‐reports, and adolescent reports for mothers and fathers. We found curvilinear decrease for support and control. Parent–adolescent convergence emerged over the 6 years: those with higher intercepts had a steeper decrease, whereas correlations among parent and adolescent reports increased. This multi‐informant study sheds light on the development of parent–adolescent convergence on perceptions of parenting.     

Inference for outcome probabilities in multi-state models

In bone marrow transplantation studies, patients are followed over time and a number of events may be observed. These include both ultimate events like death and relapse and transient events like graft versus host disease and graft recovery. Such studies, therefore, lend themselves for using an analytic approach based on multi-state models. We will give a review of such methods with emphasis on regression models for both transition intensities and transition- and state occupation probabilities. Both semi-parametric models, like the Cox regression model, and parametric models based on piecewise constant intensities will be discussed.     

Statistical inference through AFT model for biotechnical systems

The objective of this paper is to model the phenomenon of degradation-to-failure for assemblies used for lumbar arthrodesis, starting from the analysis of their structure/geometry, the load applied and the kind of failure when several occur. An AFT model is proposed to model the joint effects of the applied load and the structural dimensions of the brand (namely length and diameter of the screw, presence of a connector or not) on the failure time due to a screw failure. The estimations of S–N curves and maximum permissible load (named critical load) values are provided as functions of the structural dimensions of the product. This allows comparisons of devices in terms of key factors determining product behavior and ageing under loading stress.     

Robust fitting of claim severity distributions and the method of trimmed moments

Many quantities arising in non-life insurance depend on claim severity distributions, which are usually modeled assuming a parametric form. Obtaining good estimates of the quantities, therefore, reduces to having good estimates of the model parameters. However, the notion of ‘good estimate’ depends on the problem at hand. For example, the maximum likelihood estimators (MLEs) are efficient, but they generally lack robustness. Since outliers are common in insurance loss data, it is therefore important to have a method that allows one to balance between efficiency and robustness. Guided by this philosophy, in the present paper we suggest a general estimation method that we call the method of trimmed moments (MTM). This method is appropriate for various model-fitting situations including those for which a close fit in one or both tails of the distribution is not required. The MTM estimators can achieve various degrees of robustness, and they also allow the decision maker to easily see the actions of the estimators on the data, which makes them particularly appealing. We illustrate these features with detailed theoretical analyses and simulation studies of the MTM estimators in the case of location–scale families and several loss distributions such as lognormal and Pareto. As a further illustration, we analyze a real data set concerning hurricane damages in the United States from 1925 to 1995.