On the covariance of the asymptotic empirical copula process

Conditions are given under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance function than the standard empirical process based on observations from the copula. Illustrations are provided and consequences for inference are outlined.Comment: 14 pages, 2 figure

Rank-based inference for bivariate extreme-value copulas

Consider a continuous random pair $(X,Y)$ whose dependence is characterized by an extreme-value copula with Pickands dependence function $A$. When the marginal distributions of $X$ and $Y$ are known, several consistent estimators of $A$ are available. Most of them are variants of the estimators due to Pickands [Bull. Inst. Internat. Statist. 49 (1981) 859--878] and Cap\'{e}ra\`{a}, Foug\`{e}res and Genest [Biometrika 84 (1997) 567--577]. In this paper, rank-based versions of these estimators are proposed for the more common case where the margins of $X$ and $Y$ are unknown. Results on the limit behavior of a class of weighted bivariate empirical processes are used to show the consistency and asymptotic normality of these rank-based estimators. Their finite- and large-sample performance is then compared to that of their known-margin analogues, as well as with endpoint-corrected versions thereof. Explicit formulas and consistent estimates for their asymptotic variances are also given.Comment: Published in at http://dx.doi.org/10.1214/08-AOS672 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Tails of random sums of a heavy-tailed number of light-tailed terms

The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of the terms themselves. This situation is of interest in the collective risk model, where the total claim size in a portfolio is the sum of a random number of claims. If the tail of the claim number is heavier than the tail of the claim sizes, then under certain conditions the tail of the total claim size does not change asymptotically if the individual claim sizes are replaced by their expectations. The conditions allow the claim number distribution to be of consistent variation or to be in the domain of attraction of a Gumbel distribution with a mean excess function that grows to infinity sufficiently fast. Moreover, the claim number is not necessarily required to be independent of the claim sizes.Comment: Accepted for publication in Insurance: Mathematics and Economic

Discrete tomography: Magic numbers for NN-fold symmetry

We consider the problem of distinguishing convex subsets of $n$-cyclotomic model sets $\varLambda$ by (discrete parallel) X-rays in prescribed $\varLambda$-directions. In this context, a `magic number' $m_{\varLambda}$ has the property that any two convex subsets of $\varLambda$ can be distinguished by their X-rays in any set of $m_{\varLambda}$ prescribed $\varLambda$-directions. Recent calculations suggest that (with one exception in the case $n=4$) the least possible magic number for $n$-cyclotomic model sets might just be $N+1$, where $N=\operatorname{lcm}(n,2)$.Comment: 5 pages, 2 figures; new computer calculations based on the results of arXiv:1101.4149 and arXiv:1211.6318; presented at ICQ 12 (Cracow, Poland

Comment on "Measurement of quantum states of neutrons in the Earth's gravitational field"

In the paper by V.V. Nesvizhevsky et al., Phys. Rev. D 67, 102002 (2003), it is argued that the lowest quantum state of neutrons in the Earth's gravitational field has been experimentally identified. While this is most likely correct, it is imperative to investigate all alternative explanations of the result in order to close all loopholes, as it is the first experiment ever claimed to have observed gravitational quantum states. Here we show that geometrical effects in the experimental setup can mimic the results attributed to gravity. Modifications of the experimental setup to close these possible loopholes are suggested.Comment: 4 pages, to appear in Phys.Rev.

Higher-order Projected Power Iterations for Scalable Multi-Matching

The matching of multiple objects (e.g. shapes or images) is a fundamental problem in vision and graphics. In order to robustly handle ambiguities, noise and repetitive patterns in challenging real-world settings, it is essential to take geometric consistency between points into account. Computationally, the multi-matching problem is difficult. It can be phrased as simultaneously solving multiple (NP-hard) quadratic assignment problems (QAPs) that are coupled via cycle-consistency constraints. The main limitations of existing multi-matching methods are that they either ignore geometric consistency and thus have limited robustness, or they are restricted to small-scale problems due to their (relatively) high computational cost. We address these shortcomings by introducing a Higher-order Projected Power Iteration method, which is (i) efficient and scales to tens of thousands of points, (ii) straightforward to implement, (iii) able to incorporate geometric consistency, (iv) guarantees cycle-consistent multi-matchings, and (iv) comes with theoretical convergence guarantees. Experimentally we show that our approach is superior to existing methods

Sequential Monte Carlo Methods for System Identification

One of the key challenges in identifying nonlinear and possibly non-Gaussian state space models (SSMs) is the intractability of estimating the system state. Sequential Monte Carlo (SMC) methods, such as the particle filter (introduced more than two decades ago), provide numerical solutions to the nonlinear state estimation problems arising in SSMs. When combined with additional identification techniques, these algorithms provide solid solutions to the nonlinear system identification problem. We describe two general strategies for creating such combinations and discuss why SMC is a natural tool for implementing these strategies.Comment: In proceedings of the 17th IFAC Symposium on System Identification (SYSID). Added cover pag

Management accounting field lab - implementation of operating budgets for the hybrid organization semear bipp

This work project addresses a gap in the literature regarding the use of operating budgets asa management tool for hybrid organizations. The implementation of a management accounting system for Semear BIPP indicates that budgets are most effective when used for planning purposes rather than as a motivational tool. Hybrid organizations benefit from accurate cost standards which assist in assessing the profitability of their product sales and help estimate cash outflows. To balance the social and commercial aims of a hybrid organization, price variances need to be primarily analyzed from a qualitative standpoint

Socio-cultural retailing: What can marketing learn from this interdisciplinary field?

Purpose – The purpose of this paper is to contribute to the on-going cultural turn in retail marketing by offering an overview of the interdisciplinary field of socio-cultural retailing and discussing how this body of work can contribute conceptually, methodologically and substantively to the field of retail marketing.Design/methodology/approach – This paper is based on a literature review of socio-cultural retail studies in marketing, cultural geography, sociology, and anthropology. The literature is analysed in relation to the substantive, conceptual and methodological domains of retail marketing.Findings – Drawing on the literature review, the authors argue that socio-cultural retail studies can contribute to the field of retail marketing substantively, conceptually and methodologically, thus broadening its current scope and domains.Originality/value – This paper provides an overview of an interdisciplinary field and identifies how it can contribute to the field of retail marketing. It is valuable for retailing researchers interested in socio-cultural approaches to the study of contemporary retailing