Empirical Estimation of Tail Dependence Using Copulas. Application to Asian Markets

International audienceThis paper introduces non-parametric estimators for upper and lower tail dependence whose confidence intervals are obtained with a bootstrap method. We call these estimators "Naïve estimators" as they represent a discretization of Joe's formulae (1997)\nocite{Joe} linking copulas to tail dependence. We apply the methodology to an empirical data set composed of three composite indexes for the three Tigers (Thailand, Malaysia and Indonesia). The extremes show a dependence structure which is symmetric for the Thai and Malaysian markets and asymmetric for the Thai and Indonesian markets and for the Malaysian and the Indonesian markets. Using these results we estimate the copula (which belongs to the Student or Archimedean copula families) for each pair of markets by two methods. Finally, we provide risk measurements using the best copula associated to each pair of markets

The invader, the enemy within and they-who-must-not-be-named: how police talk about minorities in Italy, the Netherlands and France

International audienceHow people talk about ethnic minorities is a sensitive subject, especially in law enforcement. We know little about it as far as continental Europe is concerned. This article is about how police officers talk about minorities in France, in Italy and in the Netherlands. How do speech norms ("political correctness") apply outside the Anglophone world? Is there a relation between speech norms and practices? This exploratory study is based on interviews with 55 police officers from France, Italy and the Netherlands. In these countries, police officers are aware that displaying overt racism is not socially desirable. Interviews show that there are vastly different speech norms governing decent race talk in the three countries. Specifically, we compare: how police use ethnic categories; how police anticipate accusations of discrimination; and how police theorize the over-representation of ethnic minorities in crime. French respondents respect much stricter speech norms than Dutch or Italian ones

Raman scattering investigation across the magnetic and MI transition in rare earth nickelate RNiO3 (R = Sm, Nd) thin films

We report a temperature-dependent Raman scattering investigation of thin film rare earth nickelates SmNiO3, NdNiO3 and Sm0.60Nd0.40NiO3, which present a metal-to-insulator (MI) transition at TMI and an antiferromagnetic-paramagnetic Neel transition at TN. Our results provide evidence that all investigated samples present a structural phase transition at TMI but the Raman signature across TMI is significantly different for NdNiO3 (TMI = TN) compared to SmNiO3 and Sm0.60Nd0.40NiO3 (TMI =/ TN). It is namely observed that the paramagnetic-insulator phase (TN < T < TMI) in SmNiO3 and Sm0.60Nd0.40NiO3 is characterized by a pronounced softening of one particular phonon band around 420 cm-1. This signature is unusual and points to an important and continuous change in the distortion of NiO6 octahedra (thus the Ni-O bonding) which stabilizes upon cooling at the magnetic transition. The observed behaviour might well be a general feature for all rare earth nickelates with TMI =/ TN and illustrates intriguing coupling mechanism in the TMI > T > TN regime.Comment: Revised & published versio

An x-ray search for PMS stars in translucent molecular clouds

The work outlined in this paper identifies 108 plausible T Tauri candidates in the regions of two high latitude translucent molecular clouds. Follow-up optical spectroscopy of these candidates is needed to resolve the question of whether or not star formation is present in these clouds. We have recently submitted a proposal to use the Kitt Peak National Observatory 2.1 meter telescope to take medium resolution spectra of the 14 PMS candidate X-ray sources in MBM 40 to determine spectral types and search for indicators of youth (strong Li absorption; H alpha emission) and we will submit a similar proposal to study the X-ray sources in MBM 55. Only spectra will provide an unambiguous determination of their pedigree. As part of an ongoing study of star formation at high galactic latitude we intend to analyze data in the ROSAT archives to investigate the possibility of star formation in all of the high latitude translucent molecular clouds observed. We believe that this project may yield a significant increase in our understanding of the star formation process for low-mass stars and of the nature of the translucent clouds

Analyse des trajectoires paysagères de deux hydrosystèmes secondaires ligériens

Les hydrosystèmes secondaires, notamment dans l’Ouest de la France, sont en mutation depuis de nombreuses décennies. Leur gestion, confiée aux services de l’Etat (Ingénieurs des Ponts et Chaussées) jusqu’au milieu du XXe siècle, était orientée vers le besoin de ressource en eau, tout en cherchant à prévenir le risque d’inondation. A partir du début des années 1960, et avec la première loi sur l’eau, la gestion a été confiée aux Syndicats de travaux (anciens Syndicats de rivières) avec comme priorité d’aménager ces objets en lien avec les remembrements parcellaires en cours et d’« assainir » les terres agricoles qui les bordent. D’importants travaux hydrauliques ont alors été menés. Depuis le début du XXIe siècle, les Syndicats de rivières ont entrepris des actions de suppression des différents ouvrages et de diversification d’écoulement des cours d’eau dans un objectif de restauration des continuités écologiques et de préservation de la biodiversité, préconisées par la Directive Cadre sur l’Eau. Ce dernier paradigme remettant en cause les aménagements passés. Ces modes de gestion, aux visées bien distinctes, ont entrainé des modifications morphologiques importantes. Il nous parait pertinent d’étudier ces dynamiques paysagères, notamment dans le but de comprendre les enjeux contemporains et futurs (quantité d’eau, continuités écologiques et biodiversité, pêche, cadre de vie…) liés à ces petites vallées. Cette analyse s’attachera à caractériser les changements, à les quantifier (par le biais d’indicateurs morphologiques) et à les spatialiser afin d’identifier les différents  facteurs de contrôle intervenant dans ces dynamiques et ainsi de dégager des typologies de trajectoires paysagères. La thèse dans laquelle cette étude s’insère s’intéresse à deux hydrosystèmes secondaires tributaires de la Loire, l’Aubance et le Couasnon. L’analyse comparative permettra d’étudier les évolutions morphologiques dans des contextes agricoles et géomorphologiques distincts. La méthodologie employée comprend la comparaison de données anciennes et actuelles, la vérification de terrain et un travail d’analyse spatiale par le biais des outils et méthodes empruntés à la géomatique.  Ce projet de recherche a pour ambition d’analyser les changements morphologiques des hydrosystèmes dont le développement des boisements de fonds de vallées, révélateur des pratiques de gestion que les enjeux génèrent

Des cultures temporaires face à la forêt classée. Exemples des paysages à l&#039;ouest du Burkina Faso

Cette étude se propose d\u27analyser le rôle récent des espaces protégés sur l\u27évolution des paysages à l\u27ouest du Burkina Faso. L\u27analyse porte à la fois sur le changement du paysage-objet, mais aussi sur les représentations que ces espaces nouvellement protégés cristallisent. À partir d\u27une cartographie multidate et d\u27enquêtes menées sur une dizaine de terroirs villageois, situés à la périphérie d\u27une forêt classée (province du Tuy), nous tentons de comprendre comment ce découpage étatique est actuellement lu par les agriculteurs. Dans les champs, à travers l\u27observation de la terre, des jachères et des changements agricoles, nous mettons en évidence différentes pratiques et perceptions du paysage par les agriculteurs. Les modalités d\u27accès au foncier fortement liées au contexte local (position sociale de l\u27individu, saturation spatiale du terroir) semblent fortement influencer les pratiques et les représentations du paysage. Malgré les importantes mutations relevées, nous remarquons la permanence de formes et de comportements (habitat, culture temporaire, bois sacrés...) attestant de la forte dynamique locale de ces campagnes du pays Bwa

Dynamique saisonnière des feux de brousse au Burkina Faso. Essai de simulation spatiale

Date du colloque&nbsp;: 2010</p

Ni-Mn-Ga films in the austenite and the martensite structures at room temperature: Uniaxial texturation and epitaxial growth

Ni-Mn-Ga films in the austenite and the martensite structures at room temperature have been obtained using the DC magnetron sputtering technique. Two elaboration processes were studied. A first batch of samples was deposited using a resist sacrificial layer in order to release the film from the substrate before vacuum annealing. This process leads to polycrystalline films with a strong (022) fiber texture. The martensitic phase transformation of such polycrystalline freestanding films has been studied by optical and scanning electron microscopy. A second batch of samples was grown epitaxially on (100)MgO substrates using different deposition temperatures. The texture has been analyzed with four-circle X-ray diffraction. Epitaxial films crystallized both in the austenite and the martensite structures at room temperature have been studied

Constrained spectral embedding for K-way data clustering

International audienceSpectral clustering methods meet more and more success in machine learning community thanks to their ability to cluster data points of any complex shapes. The problem of clustering is addressed in terms of finding an embedding space in which the projected data are linearly separable by a classical clustering algorithm such as K-means algorithm. Often, spectral algorithm performances are significantly improved by incorporating prior knowledge in their design, and several techniques have been developed for this purpose. In this paper, we describe and compare some recent linear and non-linear projection algorithms integrating instance-level constraints (“must-link” and “cannot-link”) and applied for data clustering. We outline a K-way spectral clustering algorithm able to integrate pairwise relationships between the data samples. We formulate the objective function as a combination of the original spectral clustering criterion and the penalization term based on the instance constraints. The optimization problem is solved as a standard eigensystem of a signed Laplacian matrix. The relevance of the proposed algorithm is highlighted using six UCI benchmarks and two public face databases