Extensions of semiparametric expectile regression

Expectile regression can be seen as an extension of available (mean) regression models as it describes more general properties of the response distribution. This thesis introduces to expectile regression and presents new extensions of existing semiparametric regression models. The dissertation consists of four central parts. First, the one-to-one-connection between expectiles, the cumulative distribution function (cdf) and quantiles is used to calculate the cdf and quantiles from a fine grid of expectiles. Quantiles-from-expectiles-estimates are introduced and compared with direct quantile estimates regarding e�ciency. Second, a method to estimate non-crossing expectile curves based on splines is developed. Also, the case of clustered or longitudinal observations is handled by introducing random individual components which leads to an extension of mixed models to mixed expectile models. Third, quantiles-from-expectiles-estimates in the framework of unequal probability sampling are proposed. All methods are implemented and available within the package expectreg via the open source software R. As fourth part, a description of the package expectreg is given at the end of this thesis

Injuries in amateur female soccer:Injuries of women and girls during one outdoor season

In einer prospektiven Kohortenstudie wurden die Verletzungen von 286 Spielerinnen (235 Frauen, 51 Mädchen) über eine Saison aufgezeichnet. Die Mädchen waren zwischen 8 und 13 Jahre alt, die Frauen zwischen 16 und 43. Wöchentlich füllten sie einen Fragebogen über Verletzungen aus. Die Studie sollte zeigen, dass sich Verletzungen, sowie deren Häufigkeiten und Faktoren im Amateurfrauen- und Mädchenfußball unterscheiden. Es wurden 156 Frauen- und 11 Mädchenverletzungen registriert. Frauen waren signifikant häufiger verletzt als Mädchen. Die häufigsten Verletzungen waren Prellungen, gefolgt von Verstauchungen. Die meisten Verletzungen betrafen das obere Sprunggelenk und das Knie. Verletzungen traten gegen Ende der Halbzeiten häufiger auf. Untergewichtige Spielerinnen verletzten sich häufiger als normalgewichtige. Frauen verletzen sich häufiger als Mädchen. Untergewicht führt zu einem erhöhten Verletzungsrisiko. Propriozeptives Training hat noch keinen Eingang in das Amateurtraining gefunden

Extensions of semiparametric expectile regression

Expectile regression can be seen as an extension of available (mean) regression models as it describes more general properties of the response distribution. This thesis introduces to expectile regression and presents new extensions of existing semiparametric regression models. The dissertation consists of four central parts. First, the one-to-one-connection between expectiles, the cumulative distribution function (cdf) and quantiles is used to calculate the cdf and quantiles from a fine grid of expectiles. Quantiles-from-expectiles-estimates are introduced and compared with direct quantile estimates regarding e�ciency. Second, a method to estimate non-crossing expectile curves based on splines is developed. Also, the case of clustered or longitudinal observations is handled by introducing random individual components which leads to an extension of mixed models to mixed expectile models. Third, quantiles-from-expectiles-estimates in the framework of unequal probability sampling are proposed. All methods are implemented and available within the package expectreg via the open source software R. As fourth part, a description of the package expectreg is given at the end of this thesis

Expectile and Quantile Regression - David and Goliath?

Recent interest in modern regression modelling has focused on extending available (mean) regression models by describing more general properties of the response distribution. An alternative approach is quantile regression where regression effects on the conditional quantile function of the response are assumed. While quantile regression can be seen as a generalization of median regression, expectiles as alternative are a generalized form of mean regression. Generally, quantiles provide a natural interpretation even beyond the 0.5 quantile, the median. A comparable simple interpretation is not available for expectiles beyond the 0.5 expectile, the mean. Nonetheless, expectiles have some interesting properties, some of which are discussed in this article. We contrast the two approaches and show how to get quantiles from a fine grid of expectiles. We compare such quantiles from expectiles with direct quantile estimates regarding efficiency. We also look at regression problems where both quantile and expectile curves have the undesirable property that neighbouring curves may cross each other. We propose a modified method to estimate non-crossing expectile curves based on splines. In an application, we look at the expected shortfall, a risk measure used in finance, which requires both expectiles and quantiles for estimation and which can be calculated easily with the proposed methods in the article. </jats:p

Estimation of tail risk based on extreme expectiles

We use tail expectiles to estimate alternative measures to the Value at Risk (VaR) and Marginal Expected Shortfall (MES), two instruments of risk protection of utmost importance in actuarial science and statistical _nance. The concept of expectiles is a least squares analogue of quantiles. Both are M-quantiles as the minimizers of an asymmetric convex loss function, but expectiles are the only M-quantiles that are coherent risk measures. Moreover, expectiles de_ne the only coherent risk measure that is also elicitable. The estimation of expectiles has not, however, received any attention yet from the perspective of extreme values. Two estimation methods are proposed here, either making use of quantiles or relying directly on least asymmetrically weighted squares. A main tool is to _rst estimate large values of expectile-based VaR and MES located within the range of the data, and then to extrapolate the obtained estimates to the very far tails. We establish the limit distributions of both of the resulting intermediate and extreme estimators. We show via a detailed simulation study the good performance of the procedures, and present concrete applications to medical insurance data and three large US investment banks

An eco-social policy typology: From system reproduction to transformation

Schulze Waltrup R. An eco-social policy typology: From system reproduction to transformation. Global Social Policy . 2023.Eco-social policy research has emerged to address the interconnected and escalating pressures of social reproduction, climate change, and biodiversity loss, which require structural and behavioural changes for environmental and social welfare. However, conceptual ambiguity persists in applying an eco-social policy perspective to empirical research. After reviewing the interconnections and tensions of environmental and social policy, this article proposes a novel eco-social policy typology to assess policy discourses for their eco-social potential and to imagine different pathways towards sustainable policy-integration. The typology discusses four perspectives: Green Economy, Green Keynesianism, Recomposing Consumption and Production, and Degrowth. Each perspective is analysed based on its approach towards economic growth, the extent to which it appreciates public modes of governance, and its potential to either perpetuate existing institutionalised policymaking frameworks or lead to transformative shifts. This typology fosters constructive debates on integrating environmental and social policy, facilitates empirical research on policy proposals' eco-social potential and offers guidance in evaluating policy discourses through an eco-social lens

Towards Global Eco-Social Policy. Assessing the Nexus of Environmental and Social Policy in the OECD and the World Bank

Schulze Waltrup R. Towards Global Eco-Social Policy. Assessing the Nexus of Environmental and Social Policy in the OECD and the World Bank. Bielefeld: Universität Bielefeld; 2023

Forum Introduction: Global eco-social policy: Contestation within an emerging policy era?

Kaasch A, Schulze Waltrup R. Forum Introduction: Global eco-social policy: Contestation within an emerging policy era? Global Social Policy 21 (2): 319-322. SAGE Publications. 2021

Eco-social policy in the global political economy: Analysing shifting discourses on agricultural subsidies

Schulze Waltrup R, Moore M, Paulsen T. Eco-social policy in the global political economy: Analysing shifting discourses on agricultural subsidies. European Journal of Social Security . 2023.While critical political economy (CPE) has yet to play a prominent role in eco-social policy research, this paper argues that a deeper engagement with CPE and a better understanding of the global political economy can enhance eco-social policy debates. CPE can help us to see the contradictions in and impediments to integrating environmental and social policies, and particularly why both of these categories continue to be mediated and shaped by economic logics. In order to develop these arguments, we analyse recent international discourses on agricultural subsidies promoted by key policy actors such as the Food and Agricultural Organisation, the World Bank, and the International Fund for Agricultural Development. By examining agriculture as a nodal point between diverse scales and domains such as the local, global, environmental, social, and economic spheres, we explore how certain positions are prioritised over others. We argue that the discourse on 'repurposing subsidies' in global agricultural policy expresses a 'new critical orthodoxy' that recognises the need for transformation but fails to address the structural conditions of the global political economy responsible for environmental and social crises. Instead, the proposed solutions rely on existing institutions and capitalist logics to resolve current crises, even if the latter are underpinned by these logics. Our analysis underlines the need for eco-social policy scholarship to be cognizant of how environmental and social policy integration is always embedded within a particular global political economy that reproduces certain inequalities and is not a neutral policy terrain