Estimation of a Conditional Copula and Association Measures

Abstarct. This paper is concerned with studying the dependence structure between two random variables Y ₁ and Y ₂ conditionally upon a covariate X. The dependence structure is modelled via a copula function, which depends on the given value of the covariate in a general way. Gijbels et al. (Comput. Statist. Data Anal., 55, 2011, 1919) suggested two non‐parametric estimators of the ‘conditional’ copula and investigated their numerical performances. In this paper we establish the asymptotic properties of the proposed estimators as well as conditional association measures derived from them. Practical recommendations for their use are then discussed.     

The study of commission rate problem in real-time bidding

This paper studies the commission rate in real-time bidding based on the generalized first-price auction mechanism. Firstly, the equilibrium bidding strategies are provided when there are fixed commission rate and the linear commission rate, which proves that if the there is no reserve price, the expected payment of DSP is not related to the rate of commission. The commission rate affects the equilibrium bidding strategies only. Secondly, this paper shows that if there are the reserve price and the commission, the payment of DSP is increasing on the commission rate. That is, if there is reserve price, the DSP cannot control the increasing of the expected payment by adjusting the equilibrium bidding strategy, when the commission rate increases. Finally, provided that the reserve price and commission rate are exogenous respectively, this paper draws to the conclusion that the conditions of optimal commission rate and the optimal reserve price must be satisfied.     

Sieve Empirical Likelihood and Extensions of the Generalized Least Squares

The empirical likelihood cannot be used directly sometimes when an infinite dimensional parameter of interest is involved. To overcome this difficulty, the sieve empirical likelihoods are introduced in this paper. Based on the sieve empirical likelihoods, a unified procedure is developed for estimation of constrained parametric or non-parametric regression models with unspecified error distributions. It shows some interesting connections with certain extensions of the generalized least squares approach. A general asymptotic theory is provided. In the parametric regression setting it is shown that under certain regularity conditions the proposed estimators are asymptotically efficient even if the restriction functions are discontinuous. In the non-parametric regression setting the convergence rate of the maximum estimator based on the sieve empirical likelihood is given. In both settings, it is shown that the estimator is adaptive for the inhomogeneity of conditional error distributions with respect to predictor, especially for heteroscedasticity.     

The persistence of senescence

Senescence is a potent anticancer mechanism, representing a barrier that most, if not all, would-be tumor cells must traverse on their path to malignant transformation. In this Perspective, I discuss two recent publications (1, 2) that deal with the durability of senescence. These findings are of interest not only to those who study aging, but to those who study cancer as well.     

The Transformation of Social Relationships in a Community as a Result of Land Reform: A Case Study of a Former Large Sugar Cane Estate in Réunion*

À partir des années 60 jusqu'au début des années 80, un programme de réforme foncière a été mis en ceuvre á l'île de la Réunion, ancienne colonie française devenue département français d'outre-mer. Ce programme s'inscrit dans une mutation plus globale de société. L'étude du cas de La Renaissance démontre que, à l'échelle locale, l'activité agricole demeure un facteur essentiel de la vie sociale. Les habitants se sont intégrés à de nouvelles structures sociales, entraînant une plus grande autonomie locale comme résultat de la responsabilisation des nouveaux agriculteurs et de la création locale d'associations sociales et culturelles.
From the 1960s to the early 1980s, a land reform program was implemented on the island of Réunion, a former French colony that had become an overseas department. This was part of a much greater societal change. The case study of La Renaissance shows that, at the local level, farming activity remains a pivotal feature of social life. The inhabitants have become integrated into new social structures, leading to greater local autonomy as a result of the people becoming newly responsible for their farms and creating social and cultural associations.     

Research notes/Notes de recherche: Du français dans le del: un conflit en retard

This paper examines the factors which may account for the timing of the francophone-anglophone conflict in air traffic control in Quebec in 1975–76. Following recent debates in the literature of collective action two hypotheses are considered. Explanations stressing relative deprivation are examined, as well as interpretations based on the propositions of the resource-mobilization approach.
In the case studied here it appears that resources are indeed the crucial factor in explaining the timing of the conflict. However, the dynamics of the conflict cannot be fully understood unless socio-psychological factors are included. Research methodologies taking account of these two dimensions must be elaborated to study conflict.
Cet article examine les facteurs qui expliquent le moment historique du conflit qui opposa les groupes francophone et anglophone dans le contrôle de la navigation aérienne en 1975–76. Les contributions théoriques de deux courants divergents dans la littérature sociologique contemporaine sont retenues. Les facteurs psycho-socioiogiques tels que les sentiments de frustration et d'insatisfaction privilégiés par le modèle dit de privation relative sont examinés. Les facteurs structuraux tels que l'organisation et la disponibilité de ressources nouvelles mis de l'avant dans l'approche mobilisation de ressources sont aussi invoqués.