Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp-optimization

The conditional tail expectation (CTE) is an indicator of tail behavior that takes into account both the frequency and magnitude of a tail event. However, the asymptotic normality of its empirical estimator requires that the underlying distribution possess a finite variance; this can be a strong restriction in actuarial and financial applications. A valuable alternative is the median shortfall (MS), although it only gives information about the frequency of a tail event. We construct a class of tail L^p-medians encompassing the MS and CTE. For p in (1,2), a tail L^p-median depends on both the frequency and magnitude of tail events, and its empirical estimator is, within the range of the data, asymptotically normal under a condition weaker than a finite variance. We extrapolate this estimator and another technique to extreme levels using the heavy-tailed framework. The estimators are showcased on a simulation study and on real fire insurance data.     

Toddlers Help Anonymously

Young children are extremely motivated to help others, but it is not clear whether they do so in anonymous situations without social recognition. In two studies, we found that 18‐month‐old toddlers provided help equally in situations where an adult recipient was present and in situations where an adult recipient was not present. We included several control conditions to rule out that toddlers were simply unaware of their anonymity or were merely motivated to restore the physical order of things. Together, these findings suggest that early in ontogeny children are motivated to help others in need regardless of whether they can immediately be recognized for their prosocial intentions.     

Adult Sexual Outcomes of Child Sexual Abuse Vary According to Relationship Status

This study tested a moderation model in which the association between child sexual abuse severity and negative sexual outcomes (i.e., sexual avoidance and compulsivity) differed as a function of relationships status (i.e., single, cohabiting, and married individuals). A sample of 1,033 adults completed self‐report questionnaires online, and 21.5% reported childhood sexual abuse. Path analyses indicated that child sexual abuse severity was associated with higher sexual compulsivity in single individuals, both higher sexual avoidance and compulsivity in cohabiting individuals, and higher sexual avoidance in married individuals. The moderation model was invariant across men and women. These results suggest that the time course of negative sexual outcomes associated with child sexual abuse may follow distinct patterns of expression according to relationship status.     

Discriminant coordinates analysis for multivariate functional data

Abstract

One of the basic statistical methods of dimensionality reduction is analysis of discriminant coordinates given by Fisher (1936 Fisher, R. A. 1936. The use of multiple measurements in taxonomic problem. Annals of Eugenics 7 (2):179–88. doi:10.1111/j.1469-1809.1936.tb02137.x.[Crossref] , [Google Scholar]) and Rao (1948). The space of discriminant coordinates is a space convenient for presenting multidimensional data originating from multiple groups and for the use of various classification methods (methods of discriminant analysis). In the present paper, we adapt the classical discriminant coordinates analysis to multivariate functional data. The theory has been applied to analysis of textural properties of apples of six varieties, measured over a period of 180?days, stored in two types of refrigeration chamber.     

Comparison of localities of European hamster (Cricetus cricetus) in the areas of high and low level of human activity

Urban Ecosystems - European hamster (Cricetus cricetus) holds the status of a strictly protected species with the necessity to be active protected. The decline in its population and limitations in...     

Emotional Transactions in the Paris Subway: Combining Naturalistic Videotaping,Objective Facial Coding and Sequential Analysis in the Study of Nonverbal Emotional Behavior

We report on what, to our knowledge, represents the first study of nonverbal emotional behavior in crowded public places combining naturalistic videotaping of situated activity, objective coding of facial movement, and sequential analysis of behavior. In the first part of the study we argue that passengers do not lose emotional sensitivity to physical contact as density (passengers per square meter) increases, which indicates that physical contact is experienced as a territorial intrusion regardless of crowdedness. In the second part of the study, we suggest that passengers resolve the emotions due to intrusive physical contacts through two interactional strategies involving facial movements usually interpreted as “expressions of emotions.” Since proxemic violations seem to represent a pervasive emotion elicitor, the protocol can be extended to other means of transportation and replicated in other locations. We conclude that the methodology provides an effective tool for theory-building in the study of nonverbal emotional behavior.     

Reporting Errors in Siblings’ Survival Histories and Their Impact on Adult Mortality Estimates: Results From a Record Linkage Study in Senegal

Estimates of adult mortality in countries with limited vital registration (e.g., sub-Saharan Africa) are often derived from information about the survival of a respondent’s siblings. We evaluated the completeness and accuracy of such data through a record linkage study conducted in Bandafassi, located in southeastern Senegal. We linked at the individual level retrospective siblings’ survival histories (SSH) reported by female respondents (n = 268) to prospective mortality data and genealogies collected through a health and demographic surveillance system (HDSS). Respondents often reported inaccurate lists of siblings. Additions to these lists were uncommon, but omissions were frequent: respondents omitted 3.8 % of their live sisters, 9.1 % of their deceased sisters, and 16.6 % of their sisters who had migrated out of the DSS area. Respondents underestimated the age at death of the siblings they reported during the interview, particularly among siblings who had died at older ages (≥45 years). Restricting SSH data to person-years and events having occurred during a recent reference period reduced list errors but not age and date errors. Overall, SSH data led to a 20 % underestimate of ₄₅ q ₁₅ relative to HDSS data. Our study suggests new quality improvement strategies for SSH data and demonstrates the potential use of HDSS data for the validation of “unconventional” demographic techniques.     

Die Bedeutung der Zinsschranke

The German Corporate Tax Reform Act of 2008 requires an adjustment of classic valuation concepts because it limits interest deduction from taxable income depending on the operating performance of the company. By using time- and state-contingent discount rates in a risk-neutral valuation with predetermined debt levels, a theoretically sound valuation result is obtained. However, a modified APV-concept which assumes deterministic debt over the planning horizon and constant leverage in the terminal value phase also yields consistent valuation results when two types of tax shields with different levels of risk are distinguished.     

Development of urban behaviour is associated with time since urbanization in a reed-nesting waterbird

Behavioural adaptations are recognized as crucial determinants for successful establishment and persistence of animal populations in a novel urban environment. Here, we examined mechanisms responsible for the development of urban behavioural type in a common waterbird, the Eurasian coot Fulica atra. We compared the behaviour of coots from a rural population and two urban populations that differed in the timing of colonization event (1960s vs. 2000s). We found that some behavioural characters associated with urban life (aggression during nest defence and boldness towards humans during foraging) were more strongly expressed in the older urban population when compared with the recently established urban population. By contrast, coots from the two urban populations showed a similar likelihood of exploiting human-derived food resources, as well as they showed similar levels of physiological stress. Urban coots were generally more aggressive, bolder, and less stressed than their rural conspecifics. Large behavioural and physiological divergence of coots from the recently established urban population and their rural conspecifics suggested that phenotypic plasticity and phenotype sorting may play a key role in the initial stages of urban colonization. On the other hand, increasing expression of boldness and aggression with the time since urbanization may suggest the role of microevolutionary adaptation in response to novel selective forces associated with the urban environment. Our results indicate that a combination of different processes (phenotypic plasticity, phenotype sorting, and microevolution) can determine successful colonization of urban areas by the Eurasian coots, and possibly other bird species.     

Evidence that Two‐Year‐Old Children are Sensitive to Information Presented in Arguments

Preschoolers are more likely to endorse testimony supported by strong arguments than by weak, circular ones. Two‐year‐olds exchange arguments with others, but no experiment has demonstrated that they are sensitive to information presented as argument. In the first phase of this study, 2‐year‐olds were shown ambiguous pictures—for instance a bird–fish hybrid—and asked what they thought the picture represented. An informant then contradicted them, providing either a strong argument, a circular argument, or no argument, and the children were asked what they now thought the hybrid was. The second phase was identical to the first, with new hybrids, except that the informant never provided any argument for her position. Finally, in the third phase, the informant left the room and the children were asked again to tell what the hybrids from the first two phases were. On the whole, there was an effect of the amount of information provided in the argument so that children were more likely to endorse labels provided by the informant who had supported her answer with a strong argument in the first phase. Moreover, they generalized the trust granted to informants who provided strong arguments. These results constitute the first experimental demonstration that 2‐year‐olds possess some argument evaluation skills.