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Likelihood inference for max-stable random fields is in general impossible because their finite-dimen\-sional probability density functions are unknown or cannot be computed efficiently. The weighted composite likelihood approach that utilizes lower dimensional marginal likelihoods (typically pairs or triples of sites that are not too distant) is rather favored. In this paper, we consider the family of spatial max-stable Brown-Resnick random fields associated with isotropic fractional Brownian fields. We assume that the sites are given by only one realization of a homogeneous Poisson point process restricted to $\mathbf{C}=(-1/2,1/2]^{2}$ and that the random field is observed at these sites. As the intensity increases, we study the asymptotic properties of the composite likelihood estimators of the scale and Hurst parameters of the fractional Brownian fields using different weighting strategies: we exclude either pairs that are not edges of the Delaunay triangulation or triples that are not vertices of triangles.

We consider expected performances based on max-stable random fields and we are interested in their derivatives with respect to the spatial dependence parameters of those fields. Max-stable fields, such as the Brown--Resnick and Smith fields, are very popular in spatial extremes. We focus on the two most popular unbiased stochastic derivative estimation approaches: the likelihood ratio method (LRM) and the infinitesimal perturbation analysis (IPA). LRM requires the multivariate density of the max-stable field to be explicit, and IPA necessitates the computation of the derivative with respect to the parameters for each simulated value. We propose convenient and tractable conditions ensuring the validity of LRM and IPA in the cases of the Brown--Resnick and Smith field, respectively. Obtaining such conditions is intricate owing to the very structure of max-stable fields. Then we focus on risk and dependence measures, which constitute one of the several frameworks where our theoretical results can be useful. We perform a simulation study which shows that both LRM and IPA perform well in various configurations, and provide a real case study that is valuable for the insurance industry.

We consider the class of simple Brown-Resnick max-stable processes whose spectral processes are continuous exponential martingales. We develop the asymptotic theory for the realized power variations of these max-stable processes, that is, sums of powers of absolute increments. We consider an infill asymptotic setting, where the sampling frequency converges to zero while the time span remains fixed. More specifically we obtain a biased central limit theorem whose bias depend on the local times of the differences between the logarithms of the underlying spectral processes.

Max-stable random fields are very appropriate for the statistical modelling of spatial extremes. Hence, integrals of functions of max-stable random fields over a given region can play a key role in the assessment of the risk of natural disasters, meaning that it is relevant to improve our understanding of their probabilistic behaviour. For this purpose, in this paper, we propose a general central limit theorem for functions of stationary max-stable random fields on $\mathbb{R}^d$. Then, we show that appropriate functions of the Brown-Resnick random field with a power variogram and of the Smith random field satisfy the central limit theorem. Another strong motivation for our work lies in the fact that central limit theorems for random fields on $\mathbb{R}^d$ have been barely considered in the literature. As an application, we briefly show the usefulness of our results in a risk assessment context.

Max-stable processes are central models for spatial extremes. In this paper, we focus on some space-time max-stable models introduced in Embrechts et al. (2016). The processes considered induce discrete-time Markov chains taking values in the space of continuous functions from the unit sphere of $\mathbb{R}^3$ to $(0, \infty)$. We show that these Markov chains are geometrically ergodic. An interesting feature lies in the fact that the state space is not locally compact, making the classical methodology inapplicable. Instead, we use the fact that the state space is Polish and apply results presented in Hairer (2010).

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the modeling of spatial variables, extreme value models in high dimensions (up to fifty or more) with their statistical inference procedures are needed. In this paper, we consider max-stable models for which the spectral random vectors have absolutely continuous distributions. For random samples with max-stable distributions we provide quasi-explicit analytical expressions of the full likelihoods. When the full likelihood becomes numerically intractable because of a too large dimension, it is however necessary to split the components into subgroups and to consider a composite likelihood approach. For random samples in the max-domain of attraction of a max-stable distribution, two approaches that use simpler likelihoods are possible: (i) a threshold approach that is combined with a censoring scheme, (ii) a block maxima approach that exploits the information on the occurrence times of the componentwise maxima. The asymptotic properties of the estimators are given and the utility of the methods is examined via simulation. The estimators are also compared with those derived from the pairwise composite likelihood method which has been previously proposed in the spatial extreme value literature.

At the ultra high frequency level, the notion of price of an asset is very ambiguous. Indeed, many different prices can be defined (last traded price, best bid price, mid price,...). Thus, in practice, market participants face the problem of choosing a price when implementing their strategies. In this work, we propose a notion of efficient price which seems relevant in practice. Furthermore, we provide a statistical methodology enabling to estimate this price form the order flow.

The purpose of this study was to examine the relationship between teachers' teaching effectiveness and school effectiveness in comprehensive high schools in Taiwan, Republic of China. The establishment of comprehensive high schools signals a new type of secondary education. In order to improve the quality of education in comprehensive high schools, it is necessary to examine their school effectiveness. Furthermore, Reynolds (1998) and Wu (2002) both indicated that teachers play an important role in classroom activities. To ensure educational quality and improve school effectiveness, it is necessary to investigate the relationship between teachers' teaching effectiveness and school effectiveness of these schools. This study collected data from 832 teachers in comprehensive high schools in Taiwan during the spring semester of 2004, using a questionnaire that was composed of background information, the Teachers' Teaching Effectiveness Scale and the School Effectiveness Inventory. Pilot tests of these two instruments were conducted to yield the formal research questionnaire. Finally, the data collected was analyzed by statistical methods including frequency, percentage, mean, standard deviation, reliability test, t-test, one-way ANOVA, one-way Multivariate Analysis of Variance, Scheffe method, Pearson product-moment correlation, canonical correlation, and stepwise multiple regression model. The major findings and conclusions were: (1) The levels of teaching effectiveness measures of comprehensive high school teachers were moderately high, with "good teacher student relationship" being the highest, and "teaching self efficacy" being the lowest. (2) The levels of school effectiveness measures of comprehensive high schools were moderately high, with "principal leadership" being the highest, and "curriculum implementation" being the lowest. (3) Gender, age, teaching experience, teaching program, school size, type of school, and school educational level, position, school area, and school background were not related to teachers' teaching effectiveness. (4) Gender, age, teaching experience, teaching program, school area, type of school, school background, and school history were significant to school effectiveness, while educational level and position were not related to school effectiveness. (5) The higher the teachers' teaching effectiveness, the higher the school effectiveness. (6) Canonical analysis results showed that "systematical presentation of instructional materials" was positively related to "teaching and evaluation" and "student achievements", and "teaching self-efficacy" was positively related to "student achievements" and "teachers' job satisfaction". (7) Gender, type of school, "teaching self efficacy", "systematical presentation of instructional materials" and "good classroom climate" were the five best predictors for school effectiveness. Based on the results of this study, some implications are drawn. (Contains 2 tables and 1 figure.)

The purpose of this paper is to explore the impact of globalization on career and technical education in Taiwan, Republic of China. Globalization has been characterized as a fundamental process of change. Especially after our country joined the WTO in 2001, the effects of globalization and the WTO regulations compelled career and technical education to change and face new and bold challenges. This paper addresses the essence of globalization, the features of Taiwan's career and technical education context, the impact of globalization on career and technical education and the corresponding strategies, and conclusion.

This paper provides extensions of the work on subsampling by Bertail et al. (2004) for strongly mixing case to weakly dependent case by application of the results of Doukhan and Louhichi (1999). We investigate properties of smooth and rough subsampling estimators for distributions of converging and extreme statistics when the underlying time series is {\eta} or {\lambda}-weakly dependent.

According to the Special Education Act of 1984, all the citizens have equal rights of education and work, so do the disabled. Because the mainstreaming concept in special education prevails in the educational arena, educators try to put retarded students in regular classes or at least in the regular learning environments (Conn, 2001). By this way, those retarded high school students can really strengthen their personal living ability, social life ability, and occupational ability (Ministry of Education, 2000). In order to fulfill the above objective of the special vocational programs, it is imperative to meet teachers' teaching support needs first. Especially when we consider the limited learning abilities of these retarded students, to educate the students requires vocational teachers to have sufficient teaching support measures which are closely related to both teaching effectiveness and students' employability (Chen, 1993; East, 1992). The purpose of this study was to explore the teaching support measures for secondary vocational teachers teaching mildly mental retarded students in senior vocational high schools in Taiwan, Republic of China. A questionnaire survey was employed as the primary research method. Subjects in this study included 407 teachers who taught special vocational education classes during the spring semester of 2002. Data was collected and analyzed using "the Teaching Support Measures Questionnaire". Pilot test of the instrument was conducted to yield the formal research questionnaire. Finally, data collected was analyzed using appropriate statistical methods. The major findings were: (1) The results of factor analysis indicated that there were four dimensions for teaching support measures, including parent and community involvement, administration support and advising services, in-service training, and teaching equipment in a sequential order of acquisition level. In general, the acquisition levels of the current overall teaching support measures and the dimensions were considered to be just above average. (2) There were significant differences in teaching support measures based on sex, special education teaching year, current job, school size, area, school type and major career field. However, no significant differences in teaching support measures were found based on age, marital status, education, teaching year, and special education background. (3) Teachers teaching special vocational education considered teaching support measures as the most urgent need. (4) "Parent and community involvement" was also crucial to teaching implementation, teaching activity, and transition from school to work services. (Contains 2 tables.)

Theories influencing the development of trends in career and technical education (CTE) in Europe, the United States, and the Republic of China (Taiwan)were examined. The analysis established that, when determining the goals of CTE and areas of focus of efforts to improve CTE curricula and delivery, European countries focus on theories related to continuous economic development and the social organization of innovation and, consequently, concentrate on CTE's role in human resource development. The United States is emphasizing CTE's role in the movement toward high-productivity work organizations, whereas the Republic of China is concentrating on development and implementation of a series of coherent CTE curricula to avoid overlapping of individual curricula's contents. The following themes for implementation of CTE curricula in Taiwan were identified: (1) establishment of occupational standards; (2) competency certification; (3) collaboration between schools and industry; and (4) lifelong learning theory. The following areas of direction and strategies for CTE were identified in the study countries: (1) occupational profiles, core occupations, and cooperation between education and industries in Europe; (2) tech prep and improvements in postsecondary education in the United States; and (3) implementation of a coherent CTE system, collaboration between schools and industries, and school-industry incubation practices in Taiwan. (Contains 10 references.) (MN)

In extreme value statistics for stationary sequences, blocks estimators are usually constructed by using disjoint blocks because exceedances over high thresholds of different blocks can be assumed asymptotically independent. In this paper we focus on the estimation of the extremal index which measures the degree of clustering of extremes. We consider disjoint and sliding blocks estimators and compare their asymptotic properties. In particular we show that the sliding blocks estimator is more efficient than the disjoint version and has a smaller asymptotic bias. Moreover we propose a method to reduce its bias when considering sufficiently large block sizes., Comment: Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)

The multivariate extremal index function relates the asymptotic distribution of the vector of pointwise maxima of a multivariate stationary sequence to that of the independent sequence from the same stationary distribution. It also measures the degree of clustering of extremes in the multivariate process. In this paper, we construct nonparametric estimators of this function and prove their asymptotic normality under long-range dependence and moment conditions. The results are illustrated by means of a simulation study., Comment: Published in at http://dx.doi.org/10.3150/08-BEJ145 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

Any limiting point process for the time normalized exceedances of high levels by a stationary sequence is necessarily compound Poisson under appropriate long range dependence conditions. Typically exceedances appear in clusters. The underlying Poisson points represent the cluster positions and the multiplicities correspond to the cluster sizes. In the present paper we introduce estimators of the limiting cluster size probabilities, which are constructed through a recursive algorithm. We derive estimators of the extremal index which plays a key role in determining the intensity of cluster positions. We study the asymptotic properties of the estimators and investigate their finite sample behavior on simulated data., Comment: Published in at http://dx.doi.org/10.1214/07-AOS551 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

In Taiwan, technological and vocational education (TVE) the equivalent of career and technical education in the United States has undergone several political and social changes and is poised for applying school-based curriculum development (SBCD). Three reasons for adopting SBCD are planning of an integrated curriculum, concept of student-centered teaching, and catalyst for establishing a new school with certain educational objectives or directions. Three SBCD models are the situational analysis of Skilbeck's (1974) model that forms a useful foundation for deciding educational objectives; a model that emphasizes student analysis to determine students' needs as the basis for curriculum development; and a model in which stages, subsequent steps, and related major tasks are laid out for easy implementation and evaluation. Strategies for implementing SBCD in the Taiwan involve the integrative curriculum planning in TVE and the consideration of SBCD variations. Some factors crucial to SBCD in Taiwan are SBCD model selection, organizational changes in schools, teacher's professional development in SBCD knowledge and skills, creation of a climate for SBCD, and constant evaluation of SBCD. (Contains 12 references and 5 figures.) (YLB)

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 Economics

Taiwan is facing these three challenges: cultivating a world-class work force, preventing shortages of industry-related workers, and increasing industrial competitiveness. To meet them, technological and vocational education (TVE) needs to integrate the curricula among the technical arts programs in junior high schools, senior vocational high schools, technical institutes, and institutes/universities of technology. The key elements of integration are development of clearly targeted, well-defined educational objectives and use of academic and industry skill standards to direct integrated learning. Articulation produces graduates with high-level skills and clearer goals. The Ministry of Education has implemented policies that include a framework for the integrative curriculum planning with these three major components: occupational clusters, curriculum, and supplementary measures. Educational authorities are responsible for establishment of competency standards, occupational clusters, and curricula. Vocational high schools and junior colleges are responsible for curriculum development, teaching, and evaluation. Results of 14 completed projects have been analyzed to form these three policies to direct future curriculum development: establish 17 occupational clusters; delineate responsibilities and procedures between schools and educational administration; and develop a model to design and implement school-based curriculum development in TVE. (Contains 11 references.) (YLB)

Changes caused by technology, economy, society, and education have necessitated reform of technological and vocational education (TVE) in Taiwan. Recommended reforms are as follows: relaxing educational regulations, accepting every student into higher education, streamlining channels to higher education, raising educational quality, and creating a lifelong learning society. The government has responded to needs for such reforms by proposing and implementing four categories of strategies and initiatives: (1) a flexible TVE system can be reached by increasing the number of continuing education institutions, revising the curricula, and providing multiple channels for school entrance; (2) for sustainable national economic development, TVE should provide professionals trained in foreign languages, finance, hospitality and travel, transportation, telecommunications, information processing, and film and television; (3) educational equity of TVE can be achieved by 10-year compulsory education, comprehensive high schools, multiple channels for school admission, and planning for lifelong learning; and (4) skill certificates should be emphasized as an indicator of occupational competencies and be considered for continuing education, employment, and job promotion. TVE can serve students' needs for employment or continuing education and become an integral part of the lifelong learning process. Skill certificates to improve students' occupational competencies required in the work world should be emphasized, and TVE must be continually improved to develop a world class work force. (Contains 11 references.) (YLB)

Career planning is crucial to the employability of mildly mentally retarded junior high school graduates. Previous research has shown the feasibility of vocational education for mildly mentally retarded junior high school graduates studying at vocational high schools. A study investigated the planning details of vocational education for mildly mentally retarded junior high school graduates in Taiwan. Major concerns for the planning were as follows: the status of the mildly mentally retarded population, the implementation methods, special education for vocational teachers, curriculum and facility, class size, and qualification standards for selecting the experimental vocational high schools. Conference discussions and the Delphi technique were used to collect data. More than 100 experts in vocational education were invited to participate in the conference discussions and 43 experts were involved in the Delphi process. The study found that the potential number of junior high school graduates to enter vocational high schools was about 1,000 and that appropriate implementation methods included resource classrooms, special classes, and vocational extension classes. Special vocational teachers need on-the-job training in special education before the program can be implemented and vocational teacher education programs should be designed to accomplish the educational goals set for mildly mentally retarded students. The results of the study also indicated that appropriate class size should range from 10-20 students. Qualification standards for selecting the experimental vocational schools included teachers' acceptance of the program, school effectiveness, accommodation capacity, and location. Based on the findings, recommendations for student career planning, application procedures, curriculum design, program implementation, finance, and further research were made. (Contains 11 references.) (Author/KC)