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Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
A simple estimator for the M-index of functions in M
No full textAn estimator for the M-index of functions of M, a larger class than the class of regularly varying (RV) functions, is proposed. This index is the tail index of RV functions and this estimator is thus a new one on the class of RV functions. This estimator satisfies, assuming suitable conditions, strong consistency. Asymptotic normality of this estimator is proved for a large class of RV functions
A note on Tauberian Theorems of Exponential Type
No full textTauberian Theorems of exponential type provided by Kohlbecker, de Bruijn, and Kasahara are proved in only one Tauberian theorem. To this aim, the structure of those classical tauberian theorems is identified and, using a relationship recently proved by Cadena and Kratz, the relationships among its components are given
Contributions to the study of extreme behaviors and applications
No full textCette thèse a pour objectif d’explorer plusieurs approches pour traiter des comportements extrêmes. Nous commençons par définir une nouvelle classe M de fonctions positives et mesurables à support R^+ ayant un comportement asymptotique polynomial, strictement plus grande que la classe de fonctions à variation régulière (RV). Les fonctions U∊M sont identifiées à un indice réel, appelé le M -indice de U, correspondant à l’indice de RV si U est RV. Nous démontrons des propriétés algébriques et analytiques, ainsi que plusieurs caractérisations de M. Nous pouvons étendre M et certaines de ses propriétés à deux classes, M_∞ et M_(-∞), ensembles de fonctions dont le comportement asymptotique est de type e^x et e^(-x) respectivement. Nous généralisons également le théorème de Karamata et le théorème Taubérien de Karamata à M, et mettons en relation le domaine d’attraction de Fréchet et M, ainsi que celui de Gumbel et M_(-∞). Nous pouvons proposer une preuve unifiée des théorèmes Taubériens de type exponentiel donnés par Kohlbecker, de Bruijn, et Kasahara, en utilisant une caractérisation de M. La seconde partie de la thèse traite d’une part de l’analyse empirique des avantages économiques générées par le partenariat de Swiss Life France avec un organisme tiers, révélant des relations non linéaires entre les variables impliquées dans l’étude; d’autre part de l’analyse empirique des relations entre les risques de mortalité et de marché mettant en évidence une dépendance faible entre ces extrêmes. Dans la dernière partie de la thèse, nous proposons un nouveau modèle relationnel à risque accéléré, intégré dans une régression de Poisson, montrant un excellent ajustement aux données réelles.The main objective of this thesis is to explore several approaches to deal with extreme behaviors. We start defining a new class M of positive and measurable functions with support R^+ and polynomial asymptotic tail behavior, strictly larger than the class of regularly varying (RV) functions. The functions U∊M are identified by a real index, called the M-index of U, which corresponds to the RV index when U is RV. Algebraic and analytic properties and characterizations of M are given. M is extended into two classes, called M_∞ and M_(-∞), of which functions have exponential asymptotic tail behaviors of the types e^x and e^(-x) respectively. Properties satisfied on M also hold on those classes. Extensions on M of Karamata’s theorem and Karamata’s Tauberian theorem are given. Relations between the domain of attraction of Fréchet and M, as well as that of Gumbel and M_(-∞) are provided. Using a characterization of M, a unified proof of the Tauberian theorems of exponential type given by Kohlbecker, de Bruijn, and Kasahara is given. The second part of the thesis presents on one hand an empirical analysis on the economic benefits generated by the partnership of Swiss Life France with a third-party organization revealing non-linear relations between variables involved in the study; on the other hand, an empirical study on relations between mortality and market risks provides evidence of weak dependence between these extremes. The last part of the thesis presents an accelerated hazard relational model, embedded in a Poisson regression framework, showing an excellent fit to real data
Contributions à l'étude de comportements extrêmes et applications
Get PDFThe main objective of this thesis is to explore several approaches to deal with extreme behaviors. We start defining a new class M of positive and measurable functions with support R^+ and polynomial asymptotic tail behavior, strictly larger than the class of regularly varying (RV) functions. The functions U∊M are identified by a real index, called the M-index of U, which corresponds to the RV index when U is RV. Algebraic and analytic properties and characterizations of M are given. M is extended into two classes, called M_∞ and M_(-∞), of which functions have exponential asymptotic tail behaviors of the types e^x and e^(-x) respectively. Properties satisfied on M also hold on those classes. Extensions on M of Karamata’s theorem and Karamata’s Tauberian theorem are given. Relations between the domain of attraction of Fréchet and M, as well as that of Gumbel and M_(-∞) are provided. Using a characterization of M, a unified proof of the Tauberian theorems of exponential type given by Kohlbecker, de Bruijn, and Kasahara is given. The second part of the thesis presents on one hand an empirical analysis on the economic benefits generated by the partnership of Swiss Life France with a third-party organization revealing non-linear relations between variables involved in the study; on the other hand, an empirical study on relations between mortality and market risks provides evidence of weak dependence between these extremes. The last part of the thesis presents an accelerated hazard relational model, embedded in a Poisson regression framework, showing an excellent fit to real data.Cette thèse a pour objectif d’explorer plusieurs approches pour traiter des comportements extrêmes. Nous commençons par définir une nouvelle classe M de fonctions positives et mesurables à support R^+ ayant un comportement asymptotique polynomial, strictement plus grande que la classe de fonctions à variation régulière (RV). Les fonctions U∊M sont identifiées à un indice réel, appelé le M -indice de U, correspondant à l’indice de RV si U est RV. Nous démontrons des propriétés algébriques et analytiques, ainsi que plusieurs caractérisations de M. Nous pouvons étendre M et certaines de ses propriétés à deux classes, M_∞ et M_(-∞), ensembles de fonctions dont le comportement asymptotique est de type e^x et e^(-x) respectivement. Nous généralisons également le théorème de Karamata et le théorème Taubérien de Karamata à M, et mettons en relation le domaine d’attraction de Fréchet et M, ainsi que celui de Gumbel et M_(-∞). Nous pouvons proposer une preuve unifiée des théorèmes Taubériens de type exponentiel donnés par Kohlbecker, de Bruijn, et Kasahara, en utilisant une caractérisation de M. La seconde partie de la thèse traite d’une part de l’analyse empirique des avantages économiques générées par le partenariat de Swiss Life France avec un organisme tiers, révélant des relations non linéaires entre les variables impliquées dans l’étude; d’autre part de l’analyse empirique des relations entre les risques de mortalité et de marché mettant en évidence une dépendance faible entre ces extrêmes. Dans la dernière partie de la thèse, nous proposons un nouveau modèle relationnel à risque accéléré, intégré dans une régression de Poisson, montrant un excellent ajustement aux données réelles
A simple estimator for the M-index of functions in M
No full textAn estimator for the M-index of functions of M, a larger class than the class of regularly varying (RV) functions, is proposed. This index is the tail index of RV functions and this estimator is thus a new one on the class of RV functions. This estimator satisfies, assuming suitable conditions, strong consistency. Asymptotic normality of this estimator is proved for a large class of RV functions
Revisiting extensions of regularly varying functions
No full textRelationships among the classes M , M ∞ , and M −∞ and the class of O-regularly varying functions are shown. These results are based on two characterizations of M , M ∞ , and M −∞ provided by Cadena and Kratz in [7] and a new one given in this note
Revisiting extensions of regularly varying functions
No full textRelationships among the classes M , M ∞ , and M −∞ and the class of O-regularly varying functions are shown. These results are based on two characterizations of M , M ∞ , and M −∞ provided by Cadena and Kratz in [7] and a new one given in this note
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
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