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91.
J. Fredrik Lindström 《Journal of applied statistics》2009,36(12):1369-1384
When VAR models are used to predict future outcomes, the forecast error can be substantial. Through imposition of restrictions on the off-diagonal elements of the parameter matrix, however, the information in the process may be condensed to the marginal processes. In particular, if the cross-autocorrelations in the system are small and only a small sample is available, then such a restriction may reduce the forecast mean squared error considerably.
In this paper, we propose three different techniques to decide whether to use the restricted or unrestricted model, i.e. the full VAR(1) model or only marginal AR(1) models. In a Monte Carlo simulation study, all three proposed tests have been found to behave quite differently depending on the parameter setting. One of the proposed tests stands out, however, as the preferred one and is shown to outperform other estimators for a wide range of parameter settings. 相似文献
92.
Agustín Hernández Bastida José María Pérez Sánchez 《Journal of applied statistics》2009,36(8):853-869
The distribution of the aggregate claims in one year plays an important role in Actuarial Statistics for computing, for example, insurance premiums when both the number and size of the claims must be implemented into the model. When the number of claims follows a Poisson distribution the aggregated distribution is called the compound Poisson distribution. In this article we assume that the claim size follows an exponential distribution and later we make an extensive study of this model by assuming a bidimensional prior distribution for the parameters of the Poisson and exponential distribution with marginal gamma. This study carries us to obtain expressions for net premiums, marginal and posterior distributions in terms of some well-known special functions used in statistics. Later, a Bayesian robustness study of this model is made. Bayesian robustness on bidimensional models was deeply treated in the 1990s, producing numerous results, but few applications dealing with this problem can be found in the literature. 相似文献
93.
Zdenk Fabin 《Journal of statistical planning and inference》2009,139(11):3773-3778
The second moment of recently introduced scalar inference function can be viewed as generalized Fisher information of the continuous probability distributions. In this paper we call it the t-information and give some possible applications of the new concept. 相似文献
94.
Dorothea Jansen Richard Heidler Regina von Görtz 《KZfSS K?lner Zeitschrift für Soziologie und Sozialpsychologie》2009,61(3):463-467
The article “Emergence of an academic elite? The impact of universities’ size and reputation on research funding” by Katrin Auspurg, Thomas Hinz and Jürgen Güdler (volume 4/2008 of this Journal) discusses critically Richard Münch’s thesis of monopolistic tendencies in the German science system. Unfortunately the authors focus in their analysis on an improper object, the “Individual grants programme” (Normalverfahren) of the German Research Foundation (DFG). However, problematic developments for the German science system will rather result from the “Coordinated grants programmes” (koordinierte Programme), in particular the excellence initiative. Furthermore the authors fail to connect their analysis to the broader context of the functions and implications of the increasing role of third party funding in the German science system. 相似文献
95.
Maria Smith 《Gender, Work and Organization》2009,16(5):621-641
This article examines a modern, former polytechnic granted the status of university in 1992, to illustrate the state gender pay gap in the UK and suggests that to talk of the state pay gap is too simplistic as it does not take into account variations in the size of the pay gap in different job grades. The article also examines satisfaction levels with pay for two groups of staff, administrative and academic and shows how satisfaction with pay, promotion and conditions also varies between the grades. Previous research that concluded that women are more satisfied with their pay than men is, again, too simplistic as it does not consider the affect of staff grade. The article argues that there is a link between the size of the pay gap, staff grade, occupational gender segregation and expressing dissatisfaction. 相似文献
96.
This article is based on an ethnographic study of children’s everyday life in Swedish preschools. The ethnography is used to explore children’s strategies for influencing, defending and constructing the social order of a preschool institution. The focus of our concern is on how the children, in their interactions with each other and with the preschool teachers, manage the collective regulation and how they negotiate their participation in collective activities. There is an inherent tension between free play and the high degree of routinised and collective activities within the preschool institution. The study shows that children are active in playing at the border, acting as if the institution is the children’s place. It also shows how they draw on different strategies as resources for managing the regulations, accounting for personal autonomy and negotiating the social order. In taking a child perspective and acknowledging children as active agents, it is possible to see how they influence and shape their everyday life in a preschool context. In addition, the article illustrates individual children’s strategic and pragmatic use of resources and in doing so contribute to their own childhood and thereby become part of a social and cultural construction process. 相似文献
97.
Drawing on interviews with parents of children with complex disabilities in several school systems in a US state, this paper examines how temporal units such as the school day and school year and practices organized around artifacts like clocks and calendars work as ‘devices of temporal distanciation’ to separate children with disabilities from other children and exclude their families from critical relations with schools. The paper focuses on two kinds of effects: the ways differentiated timetables separate children and the ways constructing school time in bounded, discrete units limits the ability of parents and children to make key elements of their lives visible to the school. 相似文献
98.
Maria Cristina Morales 《Sociological Forum》2009,24(3):589-610
Recent research has increasingly focused on how ethnicity operates within labor markets. Due to perceptions of intragroup homogeneity and assumptions that inequality only occurs between majority whites and people of color, most research has neglected intragroup economic inequality. This study examines how skin color, immigration/nativity status, and gender influence wage differentials in Latina/o co‐ethnic jobsites (where workers are the same ethnicity). Using data from the Los Angeles Study of Urban Inequality (LASUI), it is found that there are skin color, immigration/nativity status, and sex wage gaps among Latina/os working in co‐ethnic jobsites. Moreover, illustrating intersectionality, immigrant women and dark‐skinned immigrants suffer from wage gaps in co‐ethnic jobsites. Unexpectedly, some Latinas experience a wage advantage, in comparison with Latinos, which is associated with lighter skin. The author suggests that Latinas are subjected to multiple‐jeopardy situations in which they experience an intersection of inequalities in jobsites saturated by co‐ethnics but that lightness of skin color functions as a form of social capital. Thus, research on the benefits or costs associated with working with co‐ethnics cannot be extended to the entire ethnic group. The conclusion is that for Central Americans and Mexicans, co‐ethnic jobsites are generally forms of segregated employment with limited protection from discrimination. 相似文献
99.
Justin Pulford Maria Bellringer Max Abbott Dave Clarke David Hodgins Jeremy Williams 《Journal of gambling studies / co-sponsored by the National Council on Problem Gambling and Institute for the Study of Gambling and Commercial Gaming》2009,25(1):33-48
This paper presents barriers to help-seeking data as reported by users of a national gambling helpline (help-seekers, HS,
N = 125) as well as data pertaining to perceived barriers to seeking help as reported by gamblers recruited from the general
population (non-help-seekers, NHS,
N = 104). All data were collected via a structured, multi-modal survey. When asked to identify actual or perceived barriers
to seeking help, responses indicative of pride (78% of HS participants, 84% of NHS participants), shame (73% of HS participants,
84% of NHS participants) or denial (87% of NHS participants) were most frequently reported. These three factors were also
most often identified as the real or perceived primary barrier to help-seeking (collectively accounting for 55% of HS, and
60% of NHS, responses to this question) and were the only barriers to be identified by more than 10% of either HS and NHS
participants without prompting. It was of note, however, that participants in both groups identified multiple barriers to
help-seeking (mean of 6.7 and 12.2, respectively) and that, when presented with a list of 21 possible barrier items, NHS participants
endorsed 19 of the listed items significantly more often than their HS counterparts. The implications of these findings, with
respect to promoting greater or earlier help-seeking activity amongst problem gamblers, are discussed.
相似文献
Justin PulfordEmail: |
100.