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21.
Maria Carmen Iglesias-Pérez Jacobo de Uña-Álvarez 《Journal of statistical planning and inference》2008
In this paper we propose a new nonparametric estimator of the conditional distribution function under a semiparametric censorship model. We establish an asymptotic representation of the estimator as a sum of iid random variables, balanced by some kernel weights. This representation is used for obtaining large sample results such as the rate of uniform convergence of the estimator, or its limit distributional law. We prove that the new estimator outperforms the conditional Kaplan–Meier estimator for censored data, in the sense that it exhibits lower asymptotic variance. Illustration through real data analysis is provided. 相似文献
22.
Compensation schemes often reward success but do not penalize failure. Fixed salaries with stock options or bonuses have this feature. Yet the standard principal‐agent model implies that pay is normally monotonically increasing in performance. This paper shows that, under loss aversion, there will be intervals over which pay is insensitive to performance, with the use of carrots but not sticks frequently optimal, especially when risk aversion is low and reference income is endogenous. A further benefit of capping losses, for example through options, is to discourage reckless behavior by executives seeking to resurrect their fortunes. (JEL: F3, F4) 相似文献
23.
Angelika?Leder "mailto:info@al-coching.de " title= "info@al-coching.de " itemprop= "email " data-track= "click " data-track-action= "Email author " data-track-label= " ">Email author 《Organisationsberatung, Supervision, Coaching》2004,11(1):65-78
Coaching of owner-entrepreneurs — experiences and effectsThe author argues that the kind of coaching which owner-entrepreneurs require differs in fundamental ways from the kind of coaching for hired top managers. The difference is rooted in the higher level of complexity of the decision problems of owner-entrepreneurs, which needs to be reflected in a more complex approach chosen by the coach. In this context, the ability to make himself better understood by others turns out to be a very essential key capacity which some owner-entrepreneurs lack and which a qualified coach can help them to regain. 相似文献
24.
Clazien J. de Vos Helmut W. Saatkamp Mirjam Nielen Ruud B. M. Huirne 《Risk analysis》2004,24(1):237-253
The introduction of classical swine fever virus (CSFV) into a country free of disease without vaccination may have huge consequences in terms of both disease spread and economic losses. More quantitative insight into the main factors determining the probability of CSFV introduction (PCSFV) is needed to optimally use resources for the prevention of CSFV introduction. For this purpose a spreadsheet model was constructed that calculates the annual PCSFV into member states of the European Union (EU). The scenario pathway approach was used as most probabilities in the model are very small. Probability distributions were used to take into account inherent variability of input parameters. The model contained pathways of CSFV introduction including the import of pigs and pork products, returning livestock trucks, and contacts with wild boar. All EU member states were included as possible sources of CSFV. Default results for the Netherlands showed a mean overall annual PCSFV of approximately 0.06, indicating that the Netherlands can expect CSFV introduction on average once every 18 years from the pathways and countries included in the model. Almost 65% of this probability could be attributed to the pathway of returning livestock trucks. The most likely sources of CSFV introduction were Germany, Belgium, and the United Kingdom. Although the calculated probabilities were rather low when compared with expert estimates and recent history, the most likely causes of CSFV introduction indicated by the model were considered to be realistic. It was therefore concluded that the model is a useful tool to structure and analyze information for decision making concerning the prevention of CSFV introduction. 相似文献
25.
Khaled Alotaibi Vic Rayward‐Smith Beatriz de la Iglesia 《Statistical Analysis and Data Mining》2014,7(3):175-193
Data perturbation aims to disguise original data values so the confidential information is kept safe and the disclosure risk is minimized. In this article, we exploit the characteristics of nonmetric multidimensional scaling (NMDS) to transform data and generate perturbed data. We hypothesize that NMDS is a good tool for privacy‐preserving data clustering. For this, our model should preserve the distance between data objects (data utility in the context of clustering) whilst introducing enough uncertainty about the original data. We discuss privacy attacks in the context of disclosing the original data values and show that our method introduces uncertainty which could hinder the attacker from determining the exact location of points in the original space. We examine our model on a number of benchmark datasets and compare the results obtained from the perturbed data with those obtained from the original data using a number of clustering algorithms. We compare with other data perturbation techniques such as principal component analysis (PCA), random projection, single value decomposition and discrete cosine transform. We show that both NMDS and PCA produce the best utility preservation, obtaining clusterings of the perturbed data which are very similar to those on the original data. We also show that the transformation using NMDS introduces more uncertainty than other transformations in the point placement location and as the transformation is independent of the original data values it should produce enhanced privacy preservation. 相似文献
26.
First hitting times arise naturally in survival analysis where the underlying stochastic counting process represents the strength of the health of an individual. The patient experiences a clinical endpoint when this process reaches a critical point for the first time. We propose a very flexible and unified first hitting time density function in a stochastic carcinogenesis counting process, and its mathematical properties are investigated. The Poisson and negative binomial first hitting time models are addressed and two examples with real data are presented. 相似文献
27.
The recently developed rolling year GEKS procedure makes maximum use of all matches in the data to construct nonrevisable price indexes that are approximately free from chain drift. A potential weakness is that unmatched items are ignored. In this article we use imputation Törnqvist price indexes as inputs into the rolling year GEKS procedure. These indexes account for quality changes by imputing the “missing prices” associated with new and disappearing items. Three imputation methods are discussed. The first method makes explicit imputations using a hedonic regression model which is estimated for each time period. The other two methods make implicit imputations; they are based on time dummy hedonic and time-product dummy regression models and are estimated on bilateral pooled data. We present empirical evidence for New Zealand from scanner data on eight consumer electronics products and find that accounting for quality change can make a substantial difference. 相似文献
28.
We study the blocking probability in a continuous time loss queue, in which resources can be claimed a random time in advance. We identify classes of loss queues where the advance reservation results in increased or decreased blocking probabilities. The lower blocking probabilities are achieved because the system tends to favor short jobs. We provide analytical and numerical results to establish the connection between the system’s parameters and either an increase or decrease of blocking probabilities, compared to the system without reservation. 相似文献
29.
Governments in Europe, Canada and the USA have expressed an ambition to stimulate education of older. In this paper, we analyse if there are effects on annual earnings of formal education for participants aged 42–55 at the time of enrolment in 1994–95. The analysis explores longitudinal population register data stretching from 1982 to 2007. The method used is difference‐in‐differences propensity score matching based on a rich set of covariates, including indicators of health and labor market marginalization. Our findings underline the importance of long follow up periods and imply positive effects for women, especially so for women with children, and no significant average earnings effects for men. These results differ from earlier studies but are stable to several alternative assumptions regarding unobservable characteristics. Data further indicate that the gender gap in our estimates may stem from differences in underlying reasons for enrolment. 相似文献
30.
Heitor de Oliveira Duarte Enrique Lopez Droguett Márcio das Chagas Moura Elainne Christine de Souza Gomes Constança Barbosa Verônica Barbosa Moacyr Araújo 《Risk analysis》2014,34(5):831-846
We developed a stochastic model for quantitative risk assessment for the Schistosoma mansoni (SM) parasite, which causes an endemic disease of public concern. The model provides answers in a useful format for public health decisions, uses data and expert opinion, and can be applied to any landscape where the snail Biomphalaria glabrata is the main intermediate host (South and Central America, the Caribbean, and Africa). It incorporates several realistic and case‐specific features: stage‐structured parasite populations, periodic praziquantel (PZQ) drug treatment for humans, density dependence, extreme events (prolonged rainfall), site‐specific sanitation quality, environmental stochasticity, monthly rainfall variation, uncertainty in parameters, and spatial dynamics. We parameterize the model through a real‐world application in the district of Porto de Galinhas (PG), one of the main touristic destinations in Brazil, where previous studies identified four parasite populations within the metapopulation. The results provide a good approximation of the dynamics of the system and are in agreement with our field observations, i.e., the lack of basic infrastructure (sanitation level and health programs) makes PG a suitable habitat for the persistence and growth of a parasite metapopulation. We quantify the risk of SM metapopulation explosion and quasi‐extinction and the time to metapopulation explosion and quasi‐extinction. We evaluate the sensitivity of the results under varying scenarios of future periodic PZQ treatment (based on the Brazilian Ministry of Health's plan) and sanitation quality. We conclude that the plan might be useful to slow SM metapopulation growth but not to control it. Additional investments in better sanitation are necessary. 相似文献