When Cooperation is the Norm of Appropriateness: How Does CEO Cooperative Behaviour Affect Organizational Performance?

The current study has tested the prediction that CEO cooperative behaviour has an impact upon organizational performance. This is a fundamental organizational issue that is in clear need of illumination through studies of practice. We pursued the issue through a study of leadership in organizations located in the Norwegian socio‐cultural context in which cooperation has been, and still is, a norm of appropriateness. The study provided empirical evidence of a positive relationship between CEO cooperative behaviour and organizational performance. This relationship appeared to be stronger in organizational contexts in which CEOs are perceived to have legitimacy and managerial discretion, and it appeared to be weaker in organizations in which individual performance pay is the rule. Since some organizational characteristics have the potential to enhance the impact of CEO cooperative behaviour while other characteristics might inhibit this impact, leaders have to consider carefully how to develop and maintain individual and organizational capabilities that are needed to act appropriately.     

On backbone coloring of graphs

Let G be a graph and H a subgraph of G. A backbone-k-coloring of (G,H) is a mapping f: V(G)→{1,2,…,k} such that |f(u)−f(v)|≥2 if uv∈E(H) and |f(u)−f(v)|≥1 if uv∈E(G)\E(H). The backbone chromatic number of (G,H) is the smallest integer k such that (G,H) has a backbone-k-coloring. In this paper, we characterize the backbone chromatic number of Halin graphs G=T∪C with respect to given spanning trees T. Also we study the backbone coloring for other special graphs such as complete graphs, wheels, graphs with small maximum average degree, graphs with maximum degree 3, etc.     

Guaranteed Conditional Performance of Control Charts via Bootstrap Methods

To use control charts in practice, the in‐control state usually has to be estimated. This estimation has a detrimental effect on the performance of control charts, which is often measured by the false alarm probability or the average run length. We suggest an adjustment of the monitoring schemes to overcome these problems. It guarantees, with a certain probability, a conditional performance given the estimated in‐control state. The suggested method is based on bootstrapping the data used to estimate the in‐control state. The method applies to different types of control charts, and also works with charts based on regression models. If a non‐parametric bootstrap is used, the method is robust to model errors. We show large sample properties of the adjustment. The usefulness of our approach is demonstrated through simulation studies.     

Asymptotic Distribution for Symmetric Spacing Statistics

A new procedure for testing the H ₀: μ₁ = ··· = μ _k against the alternative H _u :μ₁ ≥ ··· ≥μ _r  ≤ ··· ≤ μ _k with at least one strict inequality, where μ _i is the location parameter of the ith two-parameter exponential distribution, i = 1,…, k, is proposed. Exact critical constants are computed using a recursive integration algorithm. Tables containing these critical constants are provided to facilitate the implementation of the proposed test procedure. Simultaneous confidence intervals for certain contrasts of the location parameters are derived by inverting the proposed test statistic. In comparison to existing tests, it is shown, by a simulation study, that the new test statistic is more powerful in detecting U-shaped alternatives when the samples are derived from exponential distributions. As an extension, the use of the critical constants for comparing Pareto distribution parameters is discussed.     

Testing for a unit root in a stationary ESTAR process

This article develops a statistic for testing the null of a linear unit root process against the alternative of a stationary exponential smooth transition autoregressive model. The asymptotic distribution of the test is shown to be nonstandard but nuisance parameter-free and hence critical values are obtained by simulations. Simulations show that the proposed statistic has considerable power under various data generating scenarios. Applications to real exchange rates also illustrate the ability of our test to reject null of unit root when some of the alternative tests do not.     

A Simple Estimator for the Shape Parameter of the Pareto Distribution with Economics and Medical Applications

In the present paper, an estimator of the shape parameter of the Pareto failure model is presented using grouped data. This estimator is based on obtaining the parameter in terms of the hazard rate, then replacing the unknown hazard rate by a grouped data estimator available in the literature. Death records are given as a numerical illustration in the medical context. The relation between the hazard rate and the income elasticity is derived. This relation allows the presentation of the same estimator in terms of the income elasticity so that it could be used in an economic context. Two illustrations are presented using income data. Simulated data are generated to compare the estimator with the maximum likelihood estimator.