Estimation of extreme quantiles from heavy and light tailed distributions

In Gardes et al. (2011), a new family of distributions is introduced, depending on two parameters τ$\tau$ and θ$\theta$, which encompasses Pareto-type distributions as well as Weibull tail-distributions. Estimators for θ$\theta$ and extreme quantiles are also proposed, but they both depend on the unknown parameter τ$\tau$, making them useless in practical situations. In this paper, we propose an estimator of τ$\tau$ which is independent of θ$\theta$. Plugging our estimator of τ$\tau$ in the two previous ones allows us to estimate extreme quantiles from Pareto-type and Weibull tail-distributions in an unified way. The asymptotic distributions of our three new estimators are established and their efficiency is illustrated on a small simulation study and on a real data set.     

Emotional Facial Expression Recognition and Expressivity in Type I and Type II Alcohol Dependent Patients

Alcohol dependent patients (ADs) are known to encounter severe interpersonal problems. Nonverbal communication skills are important for the development of healthy relationships. The present study aimed to explore emotional facial expression (EFE) recognition and posed and spontaneous EFE expressivity in male ADs divided into two groups according to Cloninger’s typology and the impact of their interpersonal relationship quality on the potential nonverbal deficits. Twenty type I ADs, twenty-one type II ADs, and twenty control participants took part in an EFE recognition task and an EFE expressivity task that considered personal emotional events (spontaneous expressivity) and EFE in response to a photo or word cue (posed expressivity). Coding was based on judges’ ratings of participants’ emotional facial expressions. Participants additionally completed a questionnaire on interpersonal relationship quality. No difference between the three groups emerged in the EFE recognition task. Type II ADs showed heightened deficits compared with type I ADs in EFE expressivity: Judges perceived less accurate posed EFE in response to a cue word and less intense and positive spontaneous EFE in type II ADs compared to control participants. In addition, type II ADs reported more relationship difficulties compared to both type I ADs and control participants. These interpersonal relationship difficulties were related to some of the EFE expressivity deficits of AD-IIs. This study underlines the important differences between the interpersonal functioning of AD subtypes.     

The aesthetic and practical fields of excrementality of L’boulevard festival

The revolutionary aspect of performance is given ample room in this article. “Conflict” deserves a renewed importance, because it places the term “transgression” in relation to festivals as sites for the embodiment of social struggles. We will hone in on L’boulevard festival, which not only participates in a dialogue with social conflicts, but also epitomises them through an ambivalent theatricality that merges the real with the unreal. As festival agents identify their marginal place in relation to the body of the system – generally present in the festival through panoptical surveillance, badges, barriers and an entire discourse of social categorisation, and as they are cognisant of the festival as possibly an empowering threshold, a place for no system other than that chosen by the theatres of roleplaying, they activate their excrementality, a mentality which, in its ideological framing, creates and innovates, inspired by excrement, its functionality and symbolism. Excreta-mental types would perform the very khsoriya (vulgarity) expected of them, by performing their marginality (their becoming central), among other things, through art.     

Promoting Civil Society in Contemporary Poland: Gendered Results of Institutional Changes

This paper is a contribution to the ongoing discussion concerning factors determining the development of civil society in a post-state socialist context. It examines the financial mechanisms designed to promote civic engagement in Poland, including EU grants and the so-called ‘percentage law’ that allows citizens to support NGOs of their choice with 1 % of their taxes. A detailed analysis of these mechanisms demonstrates that they are advantageous for some types of non-governmental organizations and not for others. Instead of enhancing the situation of the whole sector, they tend to support NGOs that already have substantial resources and hold a strong position vis-à-vis the state. Moreover, organizations and groups fighting for issues considered to be controversial—such as women’s NGOs advocating for the right to abortion or criticizing authorities for their lack of concern when it comes to violence against women—have limited chances to gain financial support from both the state and those sources that are independent from the state. This shows how seemingly gender-neutral institutional arrangements may bring gendered results. The following analysis is based on available statistics (several reports provided by the Klon-Jawor Association, Social Diagnosis Reports from 2007 and 2011) and qualitative data (semi-structured interviews and discourse analysis of the Polish media).     

Tests for noncorrelation of two multivariate ARMA time series

In many situations, we want to verify the existence of a relationship between multivariate time series. In this paper, we generalize the procedure developed by Haugh (1976) for univariate time series in order to test the hypothesis of noncorrelation between two multivariate stationary ARMA series. The test statistics are based on residual cross-correlation matrices. Under the null hypothesis of noncorrelation, we show that an arbitrary vector of residual cross-correlations asymptotically follows the same distribution as the corresponding vector of cross-correlations between the two innovation series. From this result, it follows that the test statistics considered are asymptotically distributed as chi-square random variables. Two test procedures are described. The first one is based on the residual cross-correlation matrix at a particular lag, whilst the second one is based on a portmanteau type statistic that generalizes Haugh's statistic. We also discuss how the procedures for testing noncorrelation can be adapted to determine the directions of causality in the sense of Granger (1969) between the two series. An advantage of the proposed procedures is that their application does not require the estimation of a global model for the two series. The finite-sample properties of the statistics introduced were studied by simulation under the null hypothesis. It led to modified statistics whose upper quantiles are much better approximated by those of the corresponding chi-square distribution. Finally, the procedures developed are applied to two different sets of economic data.     

Estimation of parameters of the inverse gaussian-weibull mixture model

The main objective of this work is to estimate the 5-dime-nsional vector of parameters (p,μ,λ,α,c) of the mixture of an Inverse Gaussian IG(μ,λ) and Weibull W(α,c) distributions with mixing proportion p. We use the maximum Likelihood method (MLM) and the weighted maximum likelihood method (WMLM), both under the sampling schemes suggested by Hosmer (1973). Simulation study shows that the WMLM performs best, when Hosmer's model 2 is used, in the sense of minimizing the mean square error.     

Using the Concepts of Hermeneutical Injustice and Ideology to Explain the Stability of Ancient Egypt During the Middle Kingdom

This paper argues that the relative stability of ancient Egyptian society during the Middle Kingdom (c.2055 – 1650 BC) can in part be explained by referring to the phenomenon of hermeneutical injustice, i.e., the manner in which imbalances in socio-economic power are causally correlated with imbalances in the conceptual scheme through which people attempt to interpret their social reality and assert their interests in light of their interpretations. The court literature of the Middle Kingdom is analyzed using the concepts of hermeneutical injustice and ideology. It is argued that while it is true that there was room for maneuver and for internal critique, the efficacy of internal critique was hindered by the structure of the intellectual discourse of Middle Kingdom Egypt. This intellectual discourse was suitable for the interpretation of social reality in a way that allowed the elites to assert their interests, but it was not suitable for the interpretation of social reality in a way that accorded with the interests of the exploited peasantry.