Human error assessment in electric power company of Serbia

This paper presents a case study which confirmed that the use of APJ for proper assessment of human error in the Electric Power Company of Serbia (hereinafter EPS). The proposal methodological framework was used for human error identification and quantification in the case of a repair intervention on a steel lattice tower 10/0.4 kV (jurisdiction of an EPS subsidiary ED "Jugoistok", Nis, Serbia) which resulted in an accident with a fatal outcome. One of the aims of this study is to show the necessity of human error assessment not only in manufacturing industries but, as it will be shown in this paper, in companies that distribute electric energy, as well.     

Identifiability of two‐component skew normal mixtures with one known component

We give sufficient identifiability conditions for estimating mixing proportions in two‐component mixtures of skew normal distributions with one known component. We consider the univariate case and two multivariate extensions: a multivariate skew normal distribution (MSN) and the canonical fundamental skew normal distribution (CFUSN). The characteristic function of the CFUSN distribution is additionally derived.     

Using creative methods to research across difference. An introduction to the special issue

ABSTRACT

This special issue explores some of the methodological challenges that are brought into play when scholars deploy creative methods to research across difference. This introductory article defines what we mean by ‘creative methods’ and discusses some of the strengths and weaknesses of using this approach within social science research. It then outlines how creative methods can be used to research across difference, specifically, and introduces the seven articles that make up the special issue.     

Estimation in a bivariate integer-valued autoregressive process

ABSTRACT

A bivariate integer-valued autoregressive time series model is presented. The model structure is based on binomial thinning. The unconditional and conditional first and second moments are considered. Correlation structure of marginal processes is shown to be analogous to the ARMA(2, 1) model. Some estimation methods such as the Yule–Walker and conditional least squares are considered and the asymptotic distributions of the obtained estimators are derived. Comparison between bivariate model with binomial thinning and bivariate model with negative binomial thinning is given.