Robustness versus efficiency for nonparametric correlation measures.

Nonparametric correlation measures at the Kendall and Spearman correlation are widely used in the behavioral sciences. These measures are often said to be robust, in the sense of being resistant to outlying observations. In this note we formally study their robustness by means of their influence functions. Since robustness of an estimator often comes at the price of a loss inprecision, we compute efficiencies at the normal model. A comparison with robust correlation measures derived from robust covariance matrices is made. We conclude that both Spearman and Kendall correlation measures combine good robustness properties with high efficiency.asymptotic variance; correlation; gross-error sensitivity; influence function; Kendall correlation; robustness; Spearman correlation;

Adaptive procedures in convolution models with known or partially known noise distribution

In a convolution model, we observe random variables whose distribution is the convolution of some unknown density f and some known or partially known noise density g. In this paper, we focus on statistical procedures, which are adaptive with respect to the smoothness parameter tau of unknown density f, and also (in some cases) to some unknown parameter of the noise density g. In a first part, we assume that g is known and polynomially smooth. We provide goodness-of-fit procedures for the test H_0:f=f_0, where the alternative H_1 is expressed with respect to L_2-norm. Our adaptive (w.r.t tau) procedure behaves differently according to whether f_0 is polynomially or exponentially smooth. A payment for adaptation is noted in both cases and for computing this, we provide a non-uniform Berry-Esseen type theorem for degenerate U-statistics. In the first case we prove that the payment for adaptation is optimal (thus unavoidable). In a second part, we study a wider framework: a semiparametric model, where g is exponentially smooth and stable, and its self-similarity index s is unknown. In order to ensure identifiability, we restrict our attention to polynomially smooth, Sobolev-type densities f. In this context, we provide a consistent estimation procedure for s. This estimator is then plugged-into three different procedures: estimation of the unknown density f, of the functional \int f^2 and test of the hypothesis H_0. These procedures are adaptive with respect to both s and tau and attain the rates which are known optimal for known values of s and tau. As a by-product, when the noise is known and exponentially smooth our testing procedure is adaptive for testing Sobolev-type densities.Comment: 35 pages + annexe de 8 page

Effect of microchannel aspect ratio on residence time distributions and the axial dispersion coefficient

The effect of microchannel aspect ratio (channel depth/channel width) on residence time distributions and the axial dispersion coefficient have been investigated for Newtonian and shear thinning non-Newtonian flow using computational fluid dynamics. The results reveal that for a fixed cross sectional area and throughput, there is a narrowing of the residence time distribution as the aspect ratio decreases. This is quantified by an axial dispersion coefficient that increases rapidly for aspect ratios less than 0.3 and then tends towards an asymptote as the aspect ratio goes to 1. The results also show that the axial dispersion coefficient is related linearly to the Reynolds number when either the aspect ratio or the mean fluid velocity is varied. However, the fluid Péclet number is a linear function of the Reynolds number only when the aspect ratio (and therefore hydraulic diameter) is varied. Globally, the results indicate that microchannels should be designed with low aspect ratios (≤ 0.3) for reduced axial dispersion

What are the long-term drivers of food prices? Investigating improvements in the accuracy of prediction intervals for the forecast of food prices

Over the last few years, the prices of the main agricultural raw materials have been highly volatile. The situation is unprecedented, both in the magnitude of the upward and downward volatility observed, and in the number of agricultural commodities affected. Various factors are contributing to these contrasting shifts: the role of emerging countries, changing dietary habits, an increase in energy demand related to the boom in biofuels, adverse weather conditions and speculation. In this paper we try to capture long-term relationships between crop prices and crude oil price using a partial equilibrium and times series method. The study finds little empirical evidence that the crude oil price have a significant influence on the variation of major vegetable crops pricesPartial equilibrium modeling, Forecasting cointegration, Demand and Price Analysis, Q11, Q13, Q42,

Une GPEC territoriale ? De l'outil de gestion à l'institutionnalisation d'une nouvelle forme de GRH

In a context of growing unemployment, new HRM instrumentations outside organizations boundaries appear in order to help all the socio economic actors of a determined geographical area gathering and integrating their HRM policies. However, in spite of a consensus on the importance and the interest to focus on this level of action for managing human resources, the instrumentation of a territorial HRM is emerging slowly and with a lot of difficulties. We try to analyze the reasons of these problems. In order to overcome these difficulties, we are pointing out the importance to help and to develop interactions between people who are sharing a common projectDans un contexte d'incertitudes économiques et de précarité de l'emploi, la GPEC territoriale, visant à anticiper et mutualiser les pratiques de GPEC entre différents acteurs socio-économiques d'un même bassin d'emploi, apparaît particulièrement opportune. Cependant, bâtir concrètement une GRH territoriale est difficile. A partir d'une recherche-action menée avec la Maison de l'Emploi et de la Formation de Lyon, nous essayons de comprendre les raisons de ces difficultés. Nous montrons qu'elles ne pourront être surmontées sans accepter d'entrer dans une démarche participative et anticipatrice qui facilitera le développement des interactions entre des hommes et des femmes partageant un projet commun

Commerce mondial : chacun sa route

Les importations mondiales de marchandises ont augmenté de près de 9 % en volume en 2006, après 7,8 % en 2005. Cette accélération en moyenne annuelle, masque en fait une franche décélération à partir du début 2006. Les importations ont nettement ralenti dans les grandes économies industrielles (surtout aux États-Unis et au Japon) tandis qu’elles restaient soutenues dans les économies en développement. À l’horizon 2008, les échanges de marchandises renoueraient avec des rythmes de croissance de 6,5 % par an à l’échelle mondiale et resteraient particulièrement dynamiques dans les pays émergents. L’évolution des compétitivités-prix et des parts de marché serait marquée par la poursuite de la baisse du dollar américain jusqu’à la mi-2008. Les exportateurs américains gagneraient des parts de marché et les exportateurs européens seraient les premiers à être pénalisés par l’évolution des taux de change. Du fait de niveaux de compétitivité particulièrement favorables, les exportateurs chinois resteraient les principaux gagnants en termes de parts de marché à l’échelle mondiale