Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas

Statistics based on the sample autocovariances are widely used in time-series analysis. Estimators of the asymptotic covariance between the sample autocovariances are commonly derived from the so-called Bartlett's formula. However, this formula essentially holds for linear processes. This entails that for a wide range of nonlinear time series the above-mentioned estimators are not suitable. In this paper the behaviour of an alternative estimator is studied within the framework of centered or uncentered multivariate strongly mixing processes. Applications to differential functions of sample autocovariances, such as the sample autocorrelations, are considered.     

Planning a Bayesian early-phase phase I/II study for human vaccines in HER2 carcinomas

Recent innovative statistical approaches for phase I/II clinical trials allow one to jointly model the toxicity and efficacy of a new treatment, taking into account the information gathered during the trial. Prior probabilities are then updated with interim data and thus predictive probabilities become more accurate as the trial progresses. In this study, prior distribution elicited from a physician's opinion on the available dose levels planned for a vaccination dose-finding trial, with human DNA in patients with HER2-positive tumours in terms of toxicity and therapeutic response is presented and discussed. A simulation study was conducted in order to quantify the impact of the choice of prior on study results, i.e. the recommended dose level at the end of the trial.     

Experience of Career‐Related Discrimination for Female‐to‐Male Transgender Persons: A Qualitative Study

In this qualitative study, the authors examined the experience of discrimination and its relationship to the career development trajectory of 9 female‐to‐male transgender persons. Participants were between 21 and 48 years old and had a variety of vocational experiences. Individual semistructured interviews were conducted via telephone and analyzed using grounded theory methodology. The emergent model consisted of forms of discrimination and impact of discrimination. These components intersected with the career development trajectory. Participants provided their own suggestions for improving the workplace environment. Counseling, advocacy, and future research implications are discussed.     

Individual and environmental factors related to job satisfaction in people with severe mental illness employed in social enterprises

Objective: The purpose of this study was to enhance understanding of the impact of individual and environmental variables on job satisfaction among people with severe mental illness employed in social enterprises.Participants: A total of 248 individuals with severe mental illness employed by social enterprises agreed to take part in the study. Methods: We used logistic regression to analyse job satisfaction. A model with job satisfaction as the dependent variable, and both individual (occupational self-efficacy and severity of symptoms perceived) and environmental (workplace) factors (provision of workplace accommodations, social support from co-workers, organizational constraints) as well as external factors (family support) as predictors, was tested on the entire sample. Results: All findings across the study suggest a significant positive impact of both individual and environmental factors on job satisfaction. People with higher occupational self-efficacy who were provided with workplace accommodations and received greater social support were more likely to experience greater job satisfaction.Conclusions: These results suggest that certain features of social enterprises, such as workplace accommodations, are important in promoting job satisfaction in people with severe mental illness. Further studies are warranted to expand knowledge of the workplace features that support employees with severe mental illness in their work integration process.     

The Italian Pension System: Development and Effects on Income Distribution and Poverty

This paper outlines the main features of the development of the Italian pensione system since the Second World War. It also analyses the present redistributive effects of the system and defines the role that supplementary funded plans could play. The former issue is tackled in the first part of the paper, the latter issues will be dealt with in the second part.     

Board characteristics effects on performance in family and non-family business: a multi-theoretical approach

This paper examines the role of the board of directors in influencing the value of Italian listed firms from 2003 to 2013. In particular, employing agency, stewardship and resource dependence theories, the study aims to compare board characteristics in family and non-family firms and define the theory that best applies to family firms. Empirical results show that the presence of CEO duality and busy directors has a positive effect on the value of family firms, while gender diversity has a negative impact on the value when a member of the family leads a family firm. Conversely, the size of the board positively affects the value of non-family firms. Our main findings suggest the prevalence, in family firms, of the benefits of the board structure argued by stewardship and resource dependence theories rather than the disadvantages expected from agency theory.     

Socio-demographic Components of Eudaimonic Well-Being: A Survey in an Italian Province

This work is part of a well-established strand of study about quality of life (QoL) and the different methodologies for its quantitative evaluation. The study focuses on a specific dimension of QoL, that of the eudaimonic well-being (EuWB), with two main objectives. On the one hand, we try to clarify how EuWB can be framed in the systematizations of QoL proposed in the literature. Its relation to the concept of subjective well-being is discussed, and the need to distinguish such approach from the so-called hedonic dimension of QoL is highlighted. On the other hand, the paper aims to investigate the link between the perception of EuWB and individual socio-demographic characteristics through a quantitative analysis based on the results of a survey. The survey carried out in Central Italy in 2010, involved a sample of 1,134 individuals, which are classified according to their perception of EuWB. An analysis of the socio-demographic characteristics within the EuWB groups is then performed in order to investigate the association between these variables and the perception of EuWB. Results are discussed with respect to the evidences from similar surveys found in the literature. The analysis confirms the influence of some variables on the perception of EuWB, yet it underlines the difficulty in comparing different studies on QoL without clarifying to which of the different declensions of this concept the survey methodology refers to.     

Bivariate Aging Properties under Archimedean Dependence Structures

Let X  = (X, Y) be a pair of lifetimes whose dependence structure is described by an Archimedean survival copula, and let X _t  = [(X ? t, Y ? t) | X > t, Y > t] denotes the corresponding pair of residual lifetimes after time t ≥ 0. Multivariate aging notions, defined by means of stochastic comparisons between X and X _t , with t ≥ 0, were studied in Pellerey (2008 Pellerey , F. ( 2008 ). On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas . Kybernetika 44 : 795 – 806 .[Web of Science ®] , [Google Scholar]), who considered pairs of lifetimes having the same marginal distribution. Here, we present the generalizations of his results, considering both stochastic comparisons between X _t and X _t+s for all t, s ≥ 0 and the case of dependent lifetimes having different distributions. Comparisons between two different pairs of residual lifetimes, at any time t ≥ 0, are discussed as well.     

Multivariate Aging with Archimedean Dependence Structures in High Dimensions

Bivariate aging notions for a vector X of lifetimes based on stochastic comparisons between X and X _t, where X _t is the multivariate residual lifetime after time t > 0, have been studied in Pellerey (2008 Pellerey , F. ( 2008 ). On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas . Kybernetika 44 : 795 – 806 .[Web of Science ®] , [Google Scholar]) under the assumption that the dependence structure in X is described by an Archimedean survival copula. Similar stochastic comparisons between X _t and X _t+s, for all t; s > 0, were considered in Mulero and Pellerey (2010 Mulero , J. , Pellerey , F. ( 2010 ). Bivariate aging properties under Archimedean dependence structures . Commun. Statist. Theor. Meth. 39 : 3108 – 3121 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]). In this article, these results are generalized and extended to the multivariate case. Two illustrative examples are also provided.     

The Estimation and Testing of the Cointegration Order Based on the Frequency Domain

ABSTRACT

This article proposes a method to estimate the degree of cointegration in bivariate series and suggests a test statistic for testing noncointegration based on the determinant of the spectral density matrix for the frequencies close to zero. In the study, series are assumed to be I(d), 0 < d ? 1, with parameter d supposed to be known. In this context, the order of integration of the error series is I(d ? b), b ∈ [0, d]. Besides, the determinant of the spectral density matrix for the dth difference series is a power function of b. The proposed estimator for b is obtained here performing a regression of logged determinant on a set of logged Fourier frequencies. Under the null hypothesis of noncointegration, the expressions for the bias and variance of the estimator were derived and its consistency property was also obtained. The asymptotic normality of the estimator, under Gaussian and non-Gaussian innovations, was also established. A Monte Carlo study was performed and showed that the suggested test possesses correct size and good power for moderate sample sizes, when compared with other proposals in the literature. An advantage of the method proposed here, over the standard methods, is that it allows to know the order of integration of the error series without estimating a regression equation. An application was conducted to exemplify the method in a real context.