Measure of departure from conditional marginal homogeneity for square contingency tables with ordered categories

For the analysis of square contingency tables with ordered categories, Tomizawa et al. (S. Tomizawa, N. Miyamoto, and N. Ashihara, Measure of departure from marginal homogeneity for square contingency tables having ordered categories, Behaviormetrika 30 (2003), pp. 173–193.) and Tahata et al. (K. Tahata, T. Iwashita, and S. Tomizawa, Measure of departure from symmetry of cumulative marginal probabilities for square contingency tables with ordered categories, SUT J. Math., 42 (2006), pp. 7–29.) considered the measures which represent the degree of departure from the marginal homogeneity (MH) model. The present paper proposes a measure that represents the degree of departure from the conditional MH, given that an observation will fall in one of the off-diagonal cells of the table. The measure proposed is expressed by using the Cressie–Read power-divergence or the Patil–Taillie diversity index, which is applied for the conditional cumulative marginal probabilities given that an observation will fall in one of the off-diagonal cells of the table. When the MH model does not hold, the measure is useful for seeing how far the conditional cumulative marginal probabilities are from those with an MH structure and for comparing the degree of departure from MH in several tables. Examples are given.     

Overwintering ecology of two social halictine bees,Lasioglossum duplex andL. problematicum

Summary Overwintering of two social halictine bees,Lasioglossum duplex (Dalla Torre) andL. problematicum (Blüthgen), was studied. InL. duplex many females stay near the old nests, each female preparing a hibernaculum separated from the natal nest. InL. problematicum most females overwinter communally within the natal nest. This difference in overwintering habits relates to the social structure in the next spring.L. duplex is nearly always solitary in spring although later becoming eusocial, whereas many nests ofL. problematicum are polygynous, beginning in early spring.L. duplex overwinters much deeper ( ) in the soil than doesL. problematicum ( ), but both species are safe from drops in soil temperature, which is above 0°C even in midwinter, and the bees' supercooling points are lower than −6°C. This cold resistance and the storage of sufficient food in the crop are reflected in the winter survival, which is much higher (79%) than the rate of successful nests in the spring active phase (25%). Bionomics of the eusocial halictine beeLasioglossum duplex VII. Contribution No. 2654 from the Inst. Low Temp. Sci.     

Nonparametric Estimation Methods of Integrated Multivariate Volatilities

Estimation of integrated multivariate volatilities of an Itô process is an interesting and important issue in finance, for example, in order to evaluate portfolios. New non-parametric estimators have been recently proposed by Malliavin and Mancino (2002 Malliavin , P. , Mancino , M. ( 2002 ). Fourier series method for measurement of multivariate volatilities . Finance and Stochastics 6 : 49 – 61 .[Crossref], [Web of Science ®] , [Google Scholar]) and Hayashi and Yoshida (2005a Hayashi , T. , Yoshida , N. (2005a). On covariance estimation of nonsynchronously observed diffusion processes. Bernoulli 11(2):359–379.[Crossref], [Web of Science ®] , [Google Scholar]) as alternative methods to classical realized quadratic covariation. The purpose of this article is to compare these alternative estimators both theoretically and empirically, when high frequency data is available. We found that the Hayashi–Yoshida estimator performs the best among the alternatives in view of the bias and the MSE. The other estimators are shown to have possibly heavy bias mostly toward the origin. We also applied these estimators to Japanese Government Bond futures to obtain the results consistent with our simulation.     

Heterogeneity of Loss Aversion in Pathological Gambling

Pathological gambling (PG) is characterized by continual repeated gambling behavior despite negative consequences. PG is considered to be a disorder of altered decision-making under risk, and behavioral economics tools were utilized by studies on decision-making under risk. At the same time, PG was suggested to be a heterogeneous disorder in terms of personality traits as well as risk attitude. We aimed to examine the heterogeneity of PG in terms of loss aversion, which means that a loss is subjectively felt to be larger than the same amount of gain. Thirty-one male PG subjects and 26 male healthy control (HC) subjects underwent a behavioral economics task for estimation of loss aversion and personality traits assessment. Although loss aversion in PG subjects was not significantly different from that in HC subjects, distributions of loss aversion differed between PG and HC subjects. HC subjects were uniformly classified into three levels (low, middle, high) of loss aversion, whereas PG subjects were mostly classified into the two extremes, and few PG subjects were classified into the middle range. PG subjects with low and high loss aversion showed a significant difference in anxiety, excitement-seeking and craving intensity. Our study suggested that PG was a heterogeneous disorder in terms of loss aversion. This result might be useful for understanding cognitive and neurobiological mechanisms and the establishment of treatment strategies for PG.     

Host plant conspicuousness and the distribution of eggs and larvae in the butterfly,Anthocharis scolymus (Lepidoptera: Pieridae)

Summary We investigated how the distribution pattern of eggs and larval on the host plant,Turritus glabra, was influenced by the oviposition behavior of the pierid butterflyAnthocharis scolymus. Females searched for the host plants visually and they frequently approached taller host plants with sparse surrounding vegetation. After encountering host plants, oviposition behavior of females was independent of host plant characteristics such as height, density, and type of surrounding vegetation. A female laid eggs singly on a host plants. Most females appeared to lay their eggs regardless of the presense of eggs on the host plant. Consequently egg and larva tended to be abundant on conspicuous host plants as measured by height or relative isolation from other plants. However, overcrowding of eggs on an individual host decreased the survival rate of larvae.     

Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution

This paper is concerned with asymptotic distributions of functions of a sample covariance matrix under the elliptical model. Simple but useful formulae for calculating asymptotic variances and covariances of the functions are derived. Also, an asymptotic expansion formula for the expectation of a function of a sample covariance matrix is derived; it is given up to the second-order term with respect to the inverse of the sample size. Two examples are given: one of calculating the asymptotic variances and covariances of the stepdown multiple correlation coefficients, and the other of obtaining the asymptotic expansion formula for the moments of sample generalized variance.