1,721,075 research outputs found

    Between stability and higher-order asymptotics

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    We discuss the effects of model misspecifications on higher-order asymptotic approximations of the distribution of estimators and test statistics. In particular we show that small deviations from the model can wipe out the nominal improvements of the accuracy obtained at the model by second order approximations of the distribution of classical statistics. Although there is no guarantee that the first-order robustness properties of robust estimators and tests will carry over to second-order in a neighbourhood of the model, the behaviour of robust procedures in terms of second-order accuracy is generally more stable and reliable than that of their classical counterparts. Finally, we discuss some related work on robust adjustments of the profile likelihood and outline the role of computer algebra in this type of research

    A robust predictive density based on the saddlepoint approximation for M-estimators

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    Working paper 8.1998, Département d’Économétrie, Université de Genève (CH

    Composite likelihood inference by nonparametric saddlepoint tests

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    The class of composite likelihood functions provides a flexible and powerful toolkit to carry out approximate inference for complex statistical models when the full likelihood is either impossible to specify or unfeasible to compute. However, the strength of the composite likelihood approach is dimmed when considering hypothesis testing about a multidimensional parameter because the finite sample behavior of likelihood ratio, Wald, and score-type test statistics is tied to the Godambe information matrix. Consequently, inaccurate estimates of the Godambe information translate in inaccurate p-values. The approach based on a fully nonparametric saddlepoint test statistic derived from the composite score functions is shown to achieve accurate inference. The proposed statistic is asymptotically chi-squared distributed up to a relative error of second order and does not depend on the Godambe information. The validity of the method is demonstrated through simulation studies. © 2014 Elsevier B.V. All rights reserved

    Hutcheson and Hume in a recent polemic

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    The essay presents and discusses the evidence that David Fate Norton has assembled in order to prove Hutcheson's special influenze over Hume, against James Moore's thesis that Hume's moral philosophy is not hutchesonias in origin and inspiration

    Public Debt in the European Countries: Two ways of Facing the Problem

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    The paper briefly starts with a review of the author’s previous contributions on the sustainability of public debt. The author resumes a relation involving 3 magnitudes (deficit/GDP ratio, debt/GDP ratio, and rate of growth). He defines - algebraically and graphically - the boundary to the area of sustainability of public finance. He shows how the parameters given in the famous Annex to the Maastricht Treaty only represent one particular point on the boundary. Then he concentrates on the burden of public debt for the European community as a whole (in terms of extra taxation necessary to service the debt). He introduces the concept of an iso-social-burden curve, which represents all combinations of debt/GDP that entail the same social burden. He concludes that the usual way of aiming at decreasing the social burden, by cutting down public debt, is not the only way to pursue such an aim. Another, much neglected but very important, way is to decrease the difference between rate of interest and rate of growth. If such a difference were to be reduced to zero, the burden of public debt would also be reduced to zero, whatever the magnitude of the debt/GDP ratio

    Gene specific therapy for arrhythmogenic disorders.

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    Review article summarizing our latest work in the field of gene specific therapy of inherited arrhythmogenic disease

    Going Beyond Counting First Authors in Author Co-citation Analysis

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    The 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

    Variations on the Author

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    “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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