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     

Asymptotic results for random coefficient bifurcating autoregressive processes

The purpose of this paper is to study the asymptotic behaviour of the weighted least-squares estimators of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on the immigration and the inheritance, we establish the almost sure convergence of our estimators, as well as a quadratic strong law and central limit theorems. Our study mostly relies on limit theorems for vector-valued martingales.     

Mortality analysis of persons with disabilities in Argentina by age,sex and duration of benefit, 2015–16

This article describes the differential mortality of Argentina’s disability pension beneficiaries during the 2015–16 period, based on National Social Security Administration (Administración Nacional de la Seguridad Social – ANSES) payment records. It compares data for those with an assessed disability with overall population data, as well as with available international data (from Canada, Chile, Mexico, and the United States of America). In addition to breaking down mortality rates for people with disabilities by age and sex, it also factors in duration of benefit, establishing an inverse correlation between benefit duration and mortality.     

Pension scheme fees and charge ratios in 44 countries: A comparative study

Based on data received from pension supervisory authorities, the article reviews 85 different pension schemes in 44 jurisdictions by looking at fees and charges as well as their legal ceilings and their development since 2014. A key finding is the observed decrease in fees and caps. The article presents jurisdictions according to clusters, i.e. by groups of countries with identical or very similar items already covered by pension fees, and analyses the extent to which various cost and fee elements are covered by fees charged to members. Finally, we calculate charge ratios for each cluster to quantify the impact of fees and charges on pension savings. Occupational defined contribution pension schemes and personal plans linked to employment tend to be much more cost effective than personal schemes that have no direct employment link.     

Travail et normes comptables internationales: une question de justice sociale

En tant que garante internationale de la justice sociale, l'OIT se trouve confrontée à une révolution comptable mondiale, parachevée par les normes comptables internationales (IAS-IFRS). La comptabilité mesurait autrefois l'économie en rapport avec les capacités et les responsabilités des travailleurs et de ceux qui en disposent. C'est aujourd'hui l'exact opposé: les normes IAS-IFRS ont perdu le sens de la mesure du travail et de l'entreprise en se référant au concept abstrait d'une entité cybernétique capable d'incessantes réorganisations, au prix d'inégalités sans limites. L'auteur en dénonce les incohérences et démontre la nécessité de redonner au travail toute sa valeur comptable.     

Emploi des jeunes et inégalité des chances: en quoi le monde arabe est-il différent?

Le marché du travail du Moyen-Orient et de l'Afrique du Nord se caractérise par un chômage des jeunes généralisé et par un nombre disproportionné de chômeurs parmi les nouveaux diplômés. À partir des enquětes du BIT sur le passage de l'école à la vie active menées en Égypte, Jordanie et Tunisie, les auteurs regardent si cela tient à l'inégalité des chances ou à des caractéristiques structurelles induisant des discordances entre offre et demande de travail. Les principales explications seraient le faible nombre d'emplois qualifiés disponibles et le peu de valeur accordée aux qualifications acquises dans le système de formation professionnelle.     

L'adoption par l'OIT d'une approche fondée sur la durabilité et ses conséquences sur le droit d'expression collective des travailleurs

L'action de l'OIT pour le développement durable s'est d'abord organisée autour des notions de «transition juste» et d'«emplois verts», en lien avec la protection de l'environnement. Aujourd'hui, les objectifs du développement durable devraient permettre à l'Organisation de se saisir pleinement de la dimension sociale du développement durable, grâce à l'ODD 8, qui mentionne le travail décent, et à la cible 16.7 sur la participation à la prise de décisions. L'auteure examine comment l'OIT pourrait promouvoir l'expression collective des travailleurs dans le contexte du débat sur un «avenir du travail durable» et cherche à déterminer qui doit avoir un droit d'expression et comment celui-ci doit s'exercer.     

Social Indeterminacy

An extension of Condorcet's paradox by McGarvey (1953) asserts that for every asymmetric relation R on a finite set of candidates there is a strict‐preferences voter profile that has the relation R as its strict simple majority relation. We prove that McGarvey's theorem can be extended to arbitrary neutral monotone social welfare functions that can be described by a strong simple game G if the voting power of each individual, measured by the Shapley–Shubik power index, is sufficiently small. Our proof is based on an extension to another classic result concerning the majority rule. Condorcet studied an election between two candidates in which the voters' choices are random and independent and the probability of a voter choosing the first candidate is p>1/2. Condorcet's jury theorem asserts that if the number of voters tends to infinity then the probability that the first candidate will be elected tends to one. We prove that this assertion extends to a sequence of arbitrary monotone strong simple games if and only if the maximum voting power for all individuals tends to zero.     

Linear Aggregation of SSB Utility Functionals

A necessary and sufficient condition for linear aggregation of SSB utility functionals is presented. Harsanyi's social aggregation theorem for von Neumann–Morgenstern utility functions is shown to be a corollary to this result. Two generalizations of Fishburn and Gehrlein's conditional linear aggregation theorem for SSB utility functionals are also established.     

二阶常微分方程边值问题

本文通过对非线性常微分方程两边边值问题：ｘ〃＝ｆ（ｔ,ｘ,ｘ’）,ｘ（０）＝Ａ,ｘ（１）＝Ｂ的解的先验估计,并利用Ｌｅｒａｙ－Ｓｃｈａｕｄｅｒ度理论讨论了解的存在性及唯一性。