On the run length of a Shewhart chart for correlated data

We consider an extension of the classical Shewhart control chart to correlated data which was introduced by Vasilopoulos/Stamboulis (1978). Inequalities for the moments of the run length are given under weak conditions. It is proved analytically that the average run length (ARL) in the in-control state of the correlated process is larger than that in the case of independent variables. The exact ARL is calculated for exchangeable normal variables and autoregressive processes (AR). Moreover, we compare this chart with residual charts. Especially, in the case of an AR(1)—process with positive coefficient, it turns out that the out-of-control ARL of the modified Shewhart chart is smaller than that of the Shewhart chart for the residuals.     

„Ausschließlich zahlenorientiert, ausschließlich an Erträgen orientiert“. Vermarktlichung als Organisationsprinzip und Anerkennungsproblem

The paper discusses the marketization of organizations and focuses on its consequences for organization members. It broadens the current debate of the issue by adding the dimension of social recognition. Indeed, the pursuit of recognition mobilises highly qualified knowledge workers’ comprehensive commitment in specific ways. Based on a case study the paper shows how the interviewed managers pursue recognition in ambiguous ways, and that this pursuit leads them into a dual trap of both admiration and appreciation. Only as a result of the pursuit of recognition failing on both sides, a person’s pride in their craft is replaced by a hollow ethos of duty. In this perspective the “marketization of subjectivity” is not merely a mirror image of structural constraints, nor an outcome of semantics that conceptualizes the market sphere as an “anethic institution” (Weber).     

Supervision und Organisationsentwicklung in der Arbeit mit alten Menschen

Zusammenfassung  Der Zuwachs der ?lteren Bev?lkerung wie auch der für sie bereitgestellten Versorgungseinrichtungen stellt die in der Altenpflege T?tigen vor vielf?ltige und schwierige Aufgaben. Vor dem Hintergrund einer verbreiteten, unbewu?ten aversiven Konnotation des Alterns stellt die Autorin das Spektrum von fachspezifischen Schwierigkeiten in der Supervisionsarbeit dar. Es wird aufgezeigt, dass feldspezifische Anforderungen im Umgang mit ?lteren in den Supervisionsprozess mit einzubeziehen sind und in weitere Schritte der Organisationsentwicklung münden k?nnen.

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The increased numbers of elderly and old people within our society as well as the growing number of institutional facilities for their support confronts those who work with them with manifold and difficult problems. Considering the background of a widespread, mostly unconscious negative connotation of age and ageing the author presents the spectrum of specific difficulties related to the specialised field of supervising work. It is shown that field-specific requirements in the relation with elderly have to be included and recognized in the supervising process and can lead to further organizational developments.

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Dr. phil. Gabriele Junkers ist Psychoanalytikerin und Lehranalytikerin (DPV/IPA), Generalsekret?rin der Europ?ischen Psychoanalytischen F?deration (EPF) Gerontologin. Supervision und Organisationsberatung.     

Does the Mortality of Individuals with Severe Disabilities Contribute to the Persistent East–West Mortality Gap Among German Men?

European Journal of Population - After three decades since reunification male life expectancy in East Germany still lags behind that of West Germany. Unlike most of the prior studies focusing on...     

Integration of business process management and knowledge management: state of the art,current research and future prospects

The integration of business process management (BPM) and knowledge management (KM) helps companies to improve temporal, qualitative and cost aspects of the provision of goods and services and to increase their innovative capacities. There are numerous publications in German and English that deal with the integration of both of these management approaches. By means of a comprehensive examination of this literature, the present article evaluates the state of knowledge and identifies additional research needs. More specifically, the volume of the publications examined is evaluated and classified by means of appropriate and carefully defined criteria. Moreover, the contents of the classes thus defined will be elucidated and then critically discussed. Finally, this article provides a general review of current approaches and their specific merits, and it will demonstrate the current deficits and spheres of activity in relation to the integration of BPM and KM.     

Bayesian estimation of the efficient frontier

In this paper, we consider the estimation of the three determining parameters of the efficient frontier, the expected return, and the variance of the global minimum variance portfolio and the slope parameter, from a Bayesian perspective. Their posterior distribution is derived by assigning the diffuse and the conjugate priors to the mean vector and the covariance matrix of the asset returns and is presented in terms of a stochastic representation. Furthermore, Bayesian estimates together with the standard uncertainties for all three parameters are provided, and their asymptotic distributions are established. All obtained findings are applied to real data, consisting of the returns on assets included into the S&P 500. The empirical properties of the efficient frontier are then examined in detail.     

‘Occupation Children’ in Germany after World War II — Problems and Coping Strategies

The article focuses on the autobiographical memories of people born in Germany after the Second World War, whose mothers were local women and whose fathers were members of the allied forces. Based on the analysis of narrative interviews, we ask how these people experienced their growing up and their sociocultural environment in the post‐war era, and what kind of coping strategies they developed to deal with adverse living conditions.     

Interkulturelles Coaching – eine komplexe,systemische Herausforderung

Intercultural coaching takes place in the highly complex reality of a globalized world. The coachee is an individual acting in the situational context of his assignment and his corporate culture. He has been socialized in his own culture, but is communicating and interacting with people who have been socialized in different cultures. In order to identify and solve problems, all three aspects (person, situation, culture) have to be considered. Some aspects may have more influence than others may, but they combine in a closely interwoven system. The authors outline the theoretical background of intercultural coaching and illustrate the process with case studies.     

Monitoring means and covariances of multivariate non linear time series with heavy tails

In this paper, the focus is on sequential analysis of multivariate financial time series with heavy tails. The mean vector and the covariance matrix of multivariate non linear models are simultaneously monitored by modifying conventional control charts to identify structural changes in the data. The considered target process is a constant conditional correlation model (cf. Bollerslev, 1990 Bollerslev, T. (1990). Modeling the coherence in short-run nominal exchange rates: A multivariate generalized ARCH model. Rev. Econ. Stat. 72:498–505.[Crossref], [Web of Science ®] , [Google Scholar]), an extended constant conditional correlation model (cf. He and Teräsvirta, 2004 He, C., Teräsvirta, T. (2004). An extended constant conditional correlation GARCH model and its fourth-moment structure. Economet. Theory 20:904–926.[Crossref], [Web of Science ®] , [Google Scholar]), a dynamic conditional correlation model (cf. Engle, 2002 Engle, R.F. (2002). Dynamic conditional correlation: A simple class of multivariate GARCH models. J. Bus. Econ. Stat. 20(3):339–350.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]), or a generalized dynamic conditional correlation model (cf. Capiello et al., 2006 Capiello, L., Engle, R., Sheppard, K. (2006). Asymmetric correlations in the dynamics of global equity and bond returns. J. Financial Economet. 4(4):537–572.[Crossref] , [Google Scholar]). For statistical surveillance we use control charts based on residuals. Further, the procedures are constructed for t-distribution. The detection speed of these charts is compared via Monte Carlo simulation. In the empirical study, the procedure with the best performance is applied to log-returns of the stock market indices FTSE and CAC.     

Coming Out and Job Satisfaction: A Moderated Mediation Model

Prior research suggests that the disclosure of sexual identity at work is not always significantly associated with job satisfaction. The authors investigated (a) the mediating role of workplace heterosexist climate in linking workplace outness with job satisfaction, and (b) the moderating role of anticipated discrimination in influencing the indirect and direct relationship between workplace outness and job satisfaction. This model was tested among 1,460 lesbian, gay, and bisexual (LGB) employees in Italy. Results indicated that workplace heterosexist climate mediated relationships between workplace outness and job satisfaction. Anticipated discrimination moderated the relationships between LGB employees’ disclosure of their sexual identity and job satisfaction and between workplace heterosexist climate and job satisfaction. This moderated mediation model may assist researchers who aim to understand the complexity of the relationship between workplace outness and job satisfaction. In this regard, practitioners need to recognize the role played by workplace heterosexist climate and anticipated discrimination.