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Extremal properties of the multivariate extended skew-normal distribution, Part B
No full textThe skew-normal and related families are flexible and asymmetric parametric models suitable for modelling a diverse range of systems. We show that the multivariate maximum of a high-dimensional extended skew-normal random sample has asymptotically independent components and derive the speed of convergence of the joint tail. To describe the possible dependence among the components of the multivariate maximum, we show that under appropriate conditions an approximate multivariate extreme-value distribution that leads to a rich dependence structure can be derived
Extremal properties of the univariate extended skew-normal distribution, Part A
No full textWe consider the extremal properties of the highly flexible univariate extended skewnormal
distribution. We derive the well-known Mills’ inequalities and Mills’ ratio for the
extended skew-normal distribution and establish the asymptotic extreme-value distribution
for the maximum of samples drawn from this distributio
Estimation and uncertainty quantification for extreme quantile regions
No full textEstimation of extreme quantile regions, spaces in which future extreme events can occur with a given low probability, even beyond the range of the observed data, is an important task in the analysis of extremes. Existing methods to estimate such regions are available, but do not provide any measures of estimation uncertainty. We develop univariate and bivariate schemes for estimating extreme quantile regions under the Bayesian paradigm that outperforms existing approaches and provides natural measures of quantile region estimate uncertainty. We examine the method’s performance in controlled simulation studies. We illustrate the applicability of the proposed method by analysing high bivariate quantiles for pairs of pollutants, conditionally on different temperature gradations, recorded in Milan, Italy
Models for Extremal Dependence Derived from Skew‐symmetric Families
No full textSkew-symmetric families of distributions such as the skew-normal and skew-t represent supersets of the normal and t distributions, and they exhibit richer classes of extremal behaviour. By defining a non-stationary skew-normal process, which allows the easy handling of positive definite, non-stationary covariance functions, we derive a new family of max-stable processes – the extremal skew-t process. This process is a superset of non-stationary processes that include the stationary extremal-t processes. We provide the spectral representation and the resulting angular densities of the extremal skew-t process and illustrate its practical implementation
ABC and indirect inference
No full textIndirect inference (II) is a classical method for estimating the parameter of a complex model when the likelihood is unavailable or too expensive to evaluate. The idea was popularised several years prior to the main developments in ABC by Gourieroux et al. (1993); Smith (1993), where interest was in calibrating complex time series models used in financial applications. The II method became a very popular approach in the econometrics literature (e.g. Smith (1993); Monfardini (1998); Dridi et al. (2007)) in a similar way to the ubiquitous application of ABC to models in population genetics. However, the articles by Jiang and Turnbull (2004) and Heggland and Frigessi (2004) have allowed the II approach to be known and appreciated by the wider statistical community.\ud
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In its full generality, the II approach can be viewed as a classical method to estimate the parameter of a statistical model on the basis of a so-called indirect or auxiliary summary of the observed data (Jiang and Turnbull, 2004). A special case of II is the simulated method of moments (McFadden, 1989), where the auxiliary statistic is a set of sample moments. In this spirit, the traditional ABC method may be viewed as a Bayesian version of II, where prior information about the parameter may be incorporated and updated using the information about the parameter contained in the summary statistic. However, much of the II literature has concentrated on developing the summary statistic from an alternative parametric auxiliary model that is analytically and/or computationally more tractable. The major focus of this book chapter is on approximate Bayesian methods that harness such an auxiliary model. These are referred to as parametric Bayesian indirect inference (pBII) methods by Drovandi et al. (2014a)..
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
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
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
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