Multivariate Kendall's tau for change‐point detection in copulas

Statistical procedures for the detection of a change in the dependence structure of a series of multivariate observations are studied in this work. The test statistics that are proposed are $L_1$ , $L_2$ , and $L_{\infty }$ distances computed from vectors of differences of Kendall's tau; two multivariate extensions of Kendall's measure of association are used. Since the distributions of these statistics under the null hypothesis of no change depend on the unknown underlying copula of the vectors, a procedure based on the multiplier central limit theorem is used for the computation of p‐values; the method is shown to be valid both asymptotically and for moderate sample sizes. Alternative versions of the tests that take into account possible breakpoints in the marginal distributions are also investigated. Monte Carlo simulations show that the tests are powerful under many scenarios of change‐point. In addition, two estimators of the time of change are proposed and their efficiency is carefully studied. The methodologies are illustrated on simulated series from the Canadian Regional Climate Model. The Canadian Journal of Statistics 41: 65–82; 2013 © 2012 Statistical Society of Canada     

Relational sociology,pragmatism, transactions and social fields

Starting from the idea that relational sociology has been founded on various and incompatible social ontologies, I argue that it is at risk of losing its raison d'être if we do not answer two fundamental practical and ontological questions: (1) Why do we need relational sociology? and (2) What do we study in relational sociology? In this respect, I propose a deep, transactional sociology partly and freely inspired by the work of J. Dewey which clearly detaches relational sociology from social determinism and co-determinism.     

Securing Aquaculture‐Related Resources through Social Interaction in the Pampanga River Delta,Philippines: An Ethnogeographic Perspective on the Strengths and Pitfalls of Social Capital

Social relationships play a pivotal role in agricultural systems because they influence the economic behavior of stakeholders, but sociological studies aimed at understanding these links have until now not focused much on aquaculture. Here we examine how social capital among communities of the Pampanga River delta in the Philippines plays out in the conduct of aquatic livestock breeding, harvesting, and trading, and how it either facilitates or restrains the transformation of individual livelihoods. Relying on a mixed method of field surveys, participant observation, and questionnaires, we construct an ethnographic portrayal of how the main categories of stakeholder involved in aquaculture (from livestock producers to traders via landless gleaners) elaborate strategies to access or control aquaculture‐related resources. We show that the bonding and bridging efforts to construct social capital are strongly embedded in the cultural matrix, and that they are limited by environmental constraints (ecosystem carrying capacity, exposure to natural hazards) and shaped by historical legacies. The resulting pattern of social interactions is overall successful at buffering the negative impact of external forcing factors such as environmental hazards and global market crashes, but we also show how the different outcomes of social exchange are nonetheless unevenly distributed across the spectrum of stakeholders.     

Too risk averse to purchase insurance?

This paper suggests a new explanation for the low level of annuitization, which is valid even if one assumes perfect markets. We show that, as soon there is a positive bequest motive, sufficiently risk averse individuals should not purchase annuities. A model calibration accounting for lifetime risk aversion generates a significantly smaller willingness-to-pay for annuities than the one generated by a standard time-additive model. Moreover, the calibration predicts that riskless savings finance one third of consumption, in line with empirical findings.     

Nonexclusive Competition in the Market for Lemons

A seller can trade an endowment of a perfectly divisible good, the quality of which she privately knows. Buyers compete by offering menus of nonexclusive contracts, so that the seller can privately trade with several buyers. In this setting, we show that an equilibrium exists under mild conditions and that aggregate equilibrium allocations are generically unique. Although the good for sale is divisible, in equilibrium the seller ends up trading her whole endowment or not trading at all. Trades take place at a price equal to the expected quality of the good, conditional on the seller being ready to trade at that price. Our model thus provides a novel strategic foundation for Akerlof's (1970) results. It also contrasts with competitive screening models in which contracts are assumed to be exclusive, as in Rothschild and Stiglitz (1976). Latent contracts that are issued but not traded in equilibrium play an important role in our analysis.     

Gender homophily from spatial behavior in a primary school: A sociometric study

We investigate gender homophily in the spatial proximity of children (6–12 years old) in a French primary school, using time-resolved data on face-to-face proximity recorded by means of wearable sensors. For strong ties, i.e., for pairs of children who interact more than a defined threshold, we find statistical evidence of gender preference that increases with grade. For weak ties, conversely, gender homophily is negatively correlated with grade for girls, and positively correlated with grade for boys. This different evolution with grade of weak and strong ties exposes a contrasted picture of gender homophily.     

A mixed method study of propensity for participatory evaluation

One way to increase the use of evaluation results is practical participatory evaluation (PPE), which enables non-evaluator participants to join the evaluation process in a participatory mode. We examined the propensity for PPE of health professionals by focusing on four components: learning, working in groups, using judgment and using systematic methods. We interviewed the professionals at a Haitian health institution to determine their positioning on a scale of propensity (low, medium and high) for the four components. The professionals defined each component in relation to the energy puts into them, being more or less proactive. Facilitating elements for all three levels of propensity integration included past positive experiences, external pressure and a desire for better individual and organizational performance. Impeding factors included a lack of available resources perceived responsibilities and commitments toward private patients. The reported advantages included improved organizational performance and idea sharing, and the disadvantages included availability of, difficulty implementing solutions and altered human relationships.     

Non-anonymous growth incidence curves, income mobility and social welfare dominance

The distributional incidence of growth is generally analyzed by comparing the quantiles of the pre- and post-growth income distribution—e.g. the so-called Growth Incidence Curves. Such an approach based on an implicit re-ranking of individual incomes ignores income mobility by assuming that only post-growth income matters in social welfare. By contrast, this paper takes the view that “status quo matters” and that social welfare should logically be defined on both inital and terminal income. This leads to consider ’non-anonymous’ Growth Incidence Curves that plot income growth rates against the various quantiles of the initial distribution. Dominance criteria that generalize those available for standard growth incidence curves are derived, which account for the inequality of individual income changes, conditional on initial income. An application to the cross-country distributional feature of global growth illustrates the analysis.     

Welfare analysis of a tax reform for Germany: a comparison of the unitary and collective models of household labour supply

We compare results of a tax reform analysis obtained with the collective and unitary models of household behaviour. We simulate real world micro-data by means of a collective approach, using a compound procedure of estimation and calibration based on the 1998 wave of the German socio-economic panel. We estimate a unitary model on this ‘collective’ data set. Investigating a move from joint to individual taxation on the basis of both models, we obtain important discrepancies between predicted adjustments to labour supply and distortions in the welfare analysis of the reform on the basis of unitary estimates.      

The cost of children: May the collective approach to household behavior help?

The collective approach to household consumption behavior tries to infer from variables supposed to affect the general bargaining position of household members information on the allocation of consumptions goods and tasks among them. This paper investigates the extension of previous work to the case where children may be considered as a public consumption good by the two adult members of a household. The main question being asked is whether it is possible to retrieve from the aggregate consumption behaviour of the household and the relative earnings of the parents information on the allocation of goods between them and children. This alternative approach to the estimation of the ‘cost of children’ is contrasted with the conventional approach based on a ‘unitary’ representation of and demographic separability assumptions on household consumption behaviour. Received: 29 August 1997/Accepted: 26 November 1998