A bayesian estimator for the dependence function of a bivariate extreme‐value distribution

Any continuous bivariate distribution can be expressed in terms of its margins and a unique copula. In the case of extreme‐value distributions, the copula is characterized by a dependence function while each margin depends on three parameters. The authors propose a Bayesian approach for the simultaneous estimation of the dependence function and the parameters defining the margins. They describe a nonparametric model for the dependence function and a reversible jump Markov chain Monte Carlo algorithm for the computation of the Bayesian estimator. They show through simulations that their estimator has a smaller mean integrated squared error than classical nonparametric estimators, especially in small samples. They illustrate their approach on a hydrological data set.     

一类非线性混合整规划的无约束连续化解法

将整系数多项式 0 - 1混合整规划问题化成无约束多项式规划问题。通过解该问题 ,能得到原问题的近似解。处理方法的特点是能够直接处理不等式约束情形 ,而不需要先将不等式约束化成等式约束再来处理     

Block external bootstrap in partially linear models with nonstationary strong mixing error terms

The authors extend the block external bootstrap to partially linear regression models with strongly mixing, nonstationary error terms. In addition to providing an approximate distribution for the semiparametric least square estimator of the parametric component, they propose a consistent estimator of the co‐variance matrix of this estimator.     

If you look like me,I'll talk to you: a preliminary study of ethnic identity and inter‐ethnic interaction among women in Singapore

In Singapore, government policy is for equal but separate development of the four major ethnic groups—Chinese, Malay, Indian and other. In this study, I attempt to gain some preliminary views of how strongly women identify with their own ethnic group and how freely they are prepared to interact with people from other ethnic groups in non‐work‐related situations. I confine my study to females for two reasons. One is that traditional ethnic dress is common among females in Singapore but much rarer among men, and this makes a strong non‐verbal statement of identity. The second reason is to avoid differences between males and females, which I did not wish to pursue within the limits of this exploratory study. The findings of my pilot investigation indicate that intra‐ethnic spontaneous interaction is more likely to occur among women who display a strong national identity. Moreover, younger women, who were exposed during their school years to the government's recent drive to nurture ethnic and cultural differences, are less open to inter‐ethnic interaction than are women in their 30s and older, who grew up when the government drive was towards creating one common national identity for the people of Singapore.     

Who Gets What From Government? Distributional Consequences of Child‐Care Assistance Policies

Given the fragmented structure of child‐care assistance in the United States, it has been difficult to obtain accurate estimates of which families are assisted, through which mechanisms, and at what level. Making use of survey data from New York City, we analyze the distribution of several forms of public child‐care assistance. Results suggest that about 40% of all families with young children receive some form of child‐care assistance. Considering all forms of assistance, the distribution of child‐care help is targeted in both expected and some unexpected ways. Implications of these results are discussed in the context of U.S. child‐care policies governing access and benefit levels.     

Defining the linear portion of a sigmoid‐shaped curve: bend points

Formulae are provided that define the ‘bend points’, the beginning and end of the essentially linear dose–response region, for the four‐parameter logistic model. The formulae are expressed in both response and dose units. The derivation of the formulae is shown in order to illustrate the general nature of the methodology. Examples are given that describe how the formulae may be used while planning and conducting bioassays. Copyright © 2003 John Wiley & Sons, Ltd.     

Making the Best of a Bad Job? Female Part‐Timers’ Orientations and Attitudes to Work

This article uses data from 50 qualitative interviews with female part‐time workers in low‐level jobs in Britain to illustrate their attitudes, orientations and aspirations towards paid work. The research reports two main findings. Firstly, even female part‐time workers at the bottom end of the occupational structure are not a homogeneous group of workers. Secondly, they are not all highly satisfied with their jobs. The article argues that many women (especially those in working‐class households) still do not have a genuine choice between ‘family work’ and ‘market work’. It concludes by presenting a theoretical model of orientations to work.     

On the preservation of copula structure under truncation

The author characterizes the copula associated with the bivariate survival model of Clayton (1978) as the only absolutely continuous copula that is preserved under bivariate truncation.     

Any complete preference structure without circuit admits an interval representation

This article proves that all complete preference structures where the strict preference relation (P) has no circuit admit a representation by intervals of the real line; the rule for deciding whether an interval is indifferent or preferred to another is less straightforward than for interval orders: strict preference is indeed compatible with a certain degree of overlapping of intervals, the allowed degree being specified by means of a so-called tolerance function.     

De minimis and equity in risk

Indices and orderings are developed for evaluating alternative strategies in the management of risk. They reflect the goals of reducing individual and collective risks, of increasing equity, and of assigning priority to the reduction and to the equity of high risks. Individual risk is defined as the (random or non-random) level of exposure to a danger. In particular the role of a lower negligibility level is investigated. A class of indices is proposed which involves two parameters, a negligibility level and a parameter of inequality aversion, and several interpretations of the indices are discussed. We provide a set of eight axioms which are necessary and sufficient for this class of indices, and we present an approach to deal with partial information on the parameters.