Maximum likelihood estimators in regression models with infinite variance innovations

In this paper we consider the problem of maximum likelihood (ML) estimation in the classical AR(1) model with i.i.d. symmetric stable innovations with known characteristic exponent and unknown scale parameter. We present an approach that allows us to investigate the properties of ML estimators without making use of numerical procedures. Finally, we introduce a generalization to the multivariate case.     

Applications in business,medical and industrial statistics of bi-aspect nonparametric tests for location problems

Starting from the theory of the Nonparametric Combination of Dependent Permutation Tests (Pesarin, 1992, 2001), Marozzi (2002a, b) proposed two bi-aspect nonparametric tests for the two-sample and the multi-sample location problems. These tests are shown by simulation to be remarkably more powerful than the traditional parametric and permutation competitors (which can be seen as uni-aspect tests) under heavy-tailed and skewed distributions. After a brief presentation of the bi-aspect idea to location testing problems, three actual applications are discussed. The first one is a problem of business statistics and deals with the analysis of time for service calls. The second one is in medical statistics and deals with the analysis of the effect of cigarette smoking on maternal airway function during pregnancy. The third one is in industrial statistics and deals with the analysis of the setting of machines that produce steel ball bearings. The bi-aspect testing allows us to draw deeper and more informative inference than that allowed by traditional competitors.Marco Marozzi: Part of the research was done when the author was in Dipartimento di Scienze Statistiche, Universitá di Bologna, Italy.     

Entwicklung einer Checkliste als Einstiegsinstrument beim Konfliktcoaching

Zusammenfassung  Diese Arbeit stellt die „Checkliste für das Konfliktcoaching“ (CKC) vor. Sie wurde als Einstiegsinstrument für das Konfliktcoaching entwickelt und soll den Klienten auf die bevorstehende Beratung einstimmen und den Coach bei seinen Vorfeldanalysen unterstützen. Die erstellte Checkliste basiert auf Theorien zum Konfliktmanagement (Regnet 1992; Glasl 1997) und der Beratungsform Coaching (Looss 1997; Rauen 2000) sowie der Etablierung eines Beratungssystems (Rappe-Giesecke 1999; Schein 1987). Dagmar Fuchs, Dipl.-Psych., Trainerin, Moderatorin, Coach, Freie Mitarbeit bei Mensch & Organisation im Wandel, Leiterin des Personalservicebüros der Berliner Stadtreinigungsbetriebe.     

Schließung von Schulen — Chancen für schulische Innovationsprozesse

Closing down schools — chances of scholar innovative processes. Coaching as support of merging processesThe author discusses chances and risks of processes of school merging processes as an internal coach of a school board. Conditions for success are named for various levels of hierarchy in the school system. This includes an support by means of coaching and supervision.     

Southeast Asian urbanization and the growth of mega-urban regions

Southeast Asia has not been sufficiently urbanized long enough to have developed a real urban proletariat, yet it has been profoundly affected by urbanization. An important development has been the emergence of extended metropolitan regions, which now contain about 11 per cent of Southeast Asia’s population. In studying the dynamics of growth of these extended regions, it is important to designate zones around the official metropolitan areas. When this is done for the Southeast Asian mega-urban regions, they are the zones immediately outside the metropolitan area where urban expansion is marked, in-migration greatest, and occupational change most rapid. A corollary of this is that the conclusion frequently drawn that Asian big-city growth is slowing is misleading, because studies usually fail to include the rapidly-growing areas outside metropolitan boundaries. Trends over the 1990–2000 period for Jakarta and Bangkok illustrate the point. Realistic appraisal of the planning needs of Southeast Asia’s mega-urban regions requires integrated research on the broader metropolitan region surrounding the metropolis proper.     

Mining pattern of the honeysuckle leaf-minerPhytomyza lonicerae

Summary The mining pattern of the honeysuckle leaf-minerPhytomyza lonicerae which feeds onLonicera gracilipes was analyzed with special reference to the avoidance of parasitoids' attacks. The leaf-miner makes the linear mine with branches and crosses by turning and branching, off the backtracking mine. Both average numbers of turnings and branchings were about 4. The speed of mining was 1.5 times faster in backtracking than in advancing. The mine width increased as the mining larva grew and total volume of consumed plant tissue was nearly constant independent of variability of the number of turnings and other characteristics of the mine. The majority of larval mortality were due to attacks by parasitoid wasps (Chrysochairs pentheus andDiglyphus minoeus), which locate the present position of leaf-miners, by tracing mine tracks, and wasps attack leaf-miners at a higher rate in backtracking than in advancing. The adaptive significance of branching and crossing by leaf-miners was discussed in terms of the reduction of parasitoids' attacks.     

The instability of robust aggregation

Levis robust aggregation suggests a generalization of the standard ex ante mode of aggregating individuals expected utilities into a social choice function. This generalization applies some social choice rule not only to the actual individuals but also to hypothetical individuals with all possible combinations of the actual individuals probabilities and utilities. We show that robust aggregation can lead to preference reversals in the social choice when the very same decision situation is described with different degrees of detail, thus violating a desirable stability condition. We also show that any stable robust social choice rule must collapse back into the ex ante mode without recourse to hypothetical individuals. Under sufficient conditions, such as strong Pareto optimality, robust aggregation even leads to an infinite series of reversals in group choices. By contrast, stability is ubiquitous in the standard ex ante mode and is closely related to independence of irrelevant alternatives.I wish to thank Christs College, Cambridge and the California Institute of Technology for their generous financial and academic support. I am grateful to three anonymous referees for their helpful comments. I am much indebted to Isaac Levi, Philippe Mongin and Teddy Seidenfeld for their help and encouragement.     

Complaints and inequality

Temkin (1986, 1993) set out a philosophical basis for the analysis of income inequality that provides an important alternative to the mainstream welfarist approach. We show that the Temkin principles can be characterised by a parsimonious axiomatic structure and we use this structure to derive a new class of inequality indices and an inequality ordering. This class of indices has a family relationship to well-known measures of inequality, deprivation and poverty. The ordering is shown to have properties analogous to second-order dominance results.We would like to acknowledge financial support by the Training and Mobility of Researchers Programme of the European Communities, grant #ERBFMRXC T980248 (Living Standards, Inequality and Taxation), and to thank STICERD for hosting Ebert in order to facilitate our collaboration. Ralph Bayer helped greatly in preparation of the figures. We are grateful for comments from Yoram Amiel, Kurt Devooght and Alain Trannoy and from participants at workshops in Warwick, Bocconi, the LSE and Venice. We also wish to acknowledge the helpful comments of the referees of this journal.     

May’s Theorem with an infinite population

In this paper, we investigate majority rule with an infinite number of voters. We use an axiomatic approach and attempt to extend Mays Theorem characterizing majority rule to an infinite population. The analysis hinges on correctly generalizing the anonymity condition and we consider three different versions. We settle on bounded anonymity as the appropriate form for this condition and are able to use the notion of asymptotic density to measure the size of almost all sets of voters. With this technique, we define density q-rules and show that these rules are characterized by neutrality, monotonicity, and bounded anonymity on almost all sets. Although we are unable to provide a complete characterization applying to all possible sets of voters, we construct an example showing that our result is the best possible. Finally, we show that strengthening monotonicity to density positive responsiveness characterizes density majority rule on almost all sets.My thanks to John Duggan for useful discussions. I also thank Milo Ziman and the participants of the Workshop on the Density Concept held at Comenius University, Bratislava, Slovakia.     

Competitive envy-free division

We are concerned with a fair division problem in which the indivisible goods to be distributed among a finite number of individuals have divisible bads associated with them. The problem is formulated and analyzed in terms of the housemates problem. We present an efficient procedure that decides whether an envy-free solution exists, and if so, finds one of them; otherwise finds a solution such that each envious housemate is assigned a room whose rent is zero.