Interview with Nancy Reid

Nancy Reid was born in September 1952 in Niagara Falls, Canada. She graduated from the University of Waterloo with a Bachelor in Mathematics and a major in Statistics in 1974. She pursued her training in Statistics at the University of British Columbia (UBC) where she obtained a Master's in Applied Mathematics in 1976 and at Stanford University, where she graduated with a PhD in Statistics in 1979. After spending one year at Imperial College in London visiting Sir David Cox, she joined UBC as an Assistant Professor in the Department of Mathematics, where she had an important role in the creation of the Department of Statistics. In 1986, she moved to the University of Toronto, where she has been since then as a faculty in the Department of Statistics. Nancy has served as Chair of the Department between 1997 and 2002. Nancy's research in conditional inference, higher order asymptotics and composite likelihood has been influential in Statistics. Her outstanding contributions to Statistics were recognized nationally and internationally with many awards, including the President's Award of the Committee of Presidents of Statistical Societies (COPSS), Gold Medal awarded by the Statistical Society of Canada and Elected Foreign Associate of the National Academy of Sciences. She received the Doctor of Mathematics, Honoris Causa, University of Waterloo. Nancy served with distinction as Editor of the Canadian Journal of Statistics and President of the Statistical Society of Canada and President of the Institute of Mathematical Statistics. In 2014, she was appointed as Officer of the Order of Canada for her outstanding achievements, exemplary leadership and service to Canadians. The following conversation took place at the JSM 2016 in Chicago, on August 2 and 3, 2016.     

A Conversation with Jean‐Louis Bodin

Jean‐Louis Bodin has had a distinguished career as an official statistician in the French and European statistical systems, where he has been working for 40 years. Born in 1941 in Bordeaux, the capital city of one of the most famous vineyards in the world, he became graduate of two French prestigious schools, the Ecole Polytechnique in 1963, then the ENSAE (Ecole Nationale de la Statistique et de l'Administration Economique) in 1966. After having spent 20 years in different positions in the French Statistical System, he dedicated the last 20 years of his career to international relations in official statistics and cooperation for strengthening statistical capacities of transition and developing countries. In particular, he was one of the main drafters of the UN Resolution on Fundamental Principles for Official Statistics and of the African Statistical Charter. He is also known for having created AFRISTAT, the Economic and Statistical Observatory of Sub‐Saharan African countries. He was also during years one of the French representatives in the UN Statistical Commission, the UN Conference of European Statisticians and the Statistical Committee Programme of the European Union. Jean‐Louis Bodin has played for 40 years a very active role in national and international statistical societies. He served on many disparate positions in the ISI family: executive director of the International Association of Survey Statisticians from 1981 to 1985 under the successive chairmanships of Gérard Théodore and Leslie Kish, founding member in 1985 with Vera Nyitrai of the International Association for Official Statistics and president of the Association from 1989 to 1991, secretary‐general of the National Organizing Committee of the 47th ISI Session held in Paris in August 1989, Chair of the Programme Coordinating Committee of the 50th ISI Session held in Beijing in August 1995, ISI president‐elect then president from 1997 to 2001, president of the Jury of the Mahalanobis Prize from 2002 to 2005. He was also president of the Société de Statistique de Paris in 1994. He received the certificate of Fellow of the American Statistical Association in 1996 and was a member of the ASA Committee for International Relations in Statistics from 1993 to 1997. He was bestowed in 2006 as a Chevalier de la Légion d'Honneur (Knight of the Legion of Honour) in France and in 1997 as a Kawaleski Orderu Zas?ugi(Knight of the Order of Merit) in Poland. He received the Medal of Statistical Merit in Vietnam in 2003 and the African Statistical Award bestowed by the UN Economic Conference for Africa in 2012. This conversation was held in June 2013 with Gilbert Saporta in Paris. Gilbert Saporta: Welcome to this interview, Jean‐Louis. I'm delighted that you could spend some time with me to discuss your career, your achievements and your views on some aspects of official statistics. It appears that your professional career as a French official statistician and your participation in ISI activities were tightly linked.

     

An interview with Luis Raúl Pericchi

Luis Raúl Pericchi Guerra was born in Caracas, Venezuela, on 11 March 1952. He completed a B.S. in Mathematics in 1975 at the Universidad Simón Bolívar in Caracas, an M.S. in Statistics at the University of California Berkeley in 1978 and a Ph.D. in Statistics at Imperial College London in 1981. After graduating from Imperial College, Luis Raúl went back to Universidad Simón Bolívar. There, he played a key role in the developing of graduate programmes in Statistics and single handedly built an internationally recognised group focused on Bayesian statistics. In 2001, he moved to the Universidad de Puerto Rico in Rio Piedras to become the Chair of the Mathematics Department. At Universidad de Puerto Rico, he was instrumental in the establishment of a Ph.D. track in Computational Mathematics and Statistics. Luis Raúl has published over 120 papers in statistical and domain-specific journals, making significant contributions to several areas of Bayesian statistics (especially in the areas of model selection and Bayesian robustness) and their application (especially in hydrology). He is a Fellow of the American Statistical Association, the International Society for Bayesian Analysis, the John Simon Guggenheim Memorial Foundation and an Elected Member of the International Statistical Institute. This conversation took place over multiple sessions during the 2022 O'Bayes meeting in Santa Cruz, California, and the months that followed.     

Interview with Professor Adrian FM Smith

Adrian Smith joined The Alan Turing Institute as Institute Director and Chief Executive in September 2018. In May 2020, he was confirmed as President Elect of the Royal Society. He is also a member of the government's AI Council, which helps boost AI growth in the UK and promote its adoption and ethical use in businesses and organisations across the country. Professor Smith's previous role was Vice-Chancellor of the University of London where he was in post from 2012. He is a past President of the Royal Statistical Society and was elected a Fellow of the Royal Society in 2001 in recognition of his contribution to statistics. In 2003-04 Professor Smith undertook an inquiry into Post-14 Mathematics Education for the UK Secretary of State for Education and Skills and in 2017, on behalf of Her Majesty's Treasury and the Department for Education, published a 16-18 Maths Review. In 2006 he completed a report for the UK Home Secretary on the issue of public trust in Crime Statistics. He received a knighthood in the 2011 New Year Honours list. The following conversation took place at the Alan Turing Institute in London, on July 19 2019.     

Women in the Statistics Profession: A Status Report

The mandate of the International Statistical Institute (ISI) is to foster international statistical work and interchange among statisticians and countries. However, women are under-represented in the ISI and this situation is a cause for concern in the Institute and its membership and particularly the ISI Committee on Women in Statistics (CWS). This paper analyses the representation of women in the ISI and in the statistics profession which is low in virtually every country, a pattern of generations. It looks at the diverse realities among countries and regions, and the broader context of women working in the scientific professions.     

Optimal money growth in a limited participation model with heterogeneous agents

This paper studies optimal money growth in a cash-in-advance production economy with heterogeneity in patience levels and know-how. We show that the rate of deflation suggested by the Friedman rule is limited by the subjective discount rate of the most patient agent in the economy. The output distortion due to cash-in-advance constraints on firms can completely be eliminated by means of the Friedman rule if and only if firms are run by the most patient agents.Received: 16 August 2003, Accepted: 22 March 2005, JEL Classification: D52, D90, E21, E41, E52Parts of this paper were completed while the first and second authors were visiting the University of York and Princeton University respectively. We are thankful for the hospitality of these institutions. The second author also acknowledges the hospitality and support of Bilkent University that he is currently visiting, the support from the Turkish Academy of Sciences in the framework of the ‘Distinguished Young Scientist Award Program’ (TUBA-GEBIP/2004), the grant awarded by the Scientific and Technical Research Council of Turkey (TUBITAK) under the NATO Science Fellowship Program as well as the support from the Center for Economic Design of Bogaziçi University. This paper was presented in the ERC/METU Second International Conference on Economics, Ankara, September 1998, and at seminars in Bilkent, Bogaziçi and Ohio State Universities. We thank, in particular, Emre Alper, Sumru Altug, Huw Dixon, Tatsuro Ichiishi, Ivan Pastine, Murat Sertel and Alan Sutherland for useful comments. We also thank two anonymous referees for comments and suggestions. The views expressed in this paper are those of the authors and do not necessarily reflect that of the Central Bank of Republic of Turkey.     

A Conversation with James O. Ramsay

Jim Ramsay was born on September 5, 1942, in Prince George, British Columbia. He pursued undergraduate studies at the University of Alberta, where he completed a BEd in 1964 with a major in English and a minor in mathematics. He then specialized in statistics and psychometry, earning a PhD in psychology from Princeton University in 1966. After holding a temporary lectureship in the Department of Psychology at University College London for one year, he joined the Department of Psychology at McGill University, where he rose through the academic ranks. He was chair of his department from 1986 to 1989 and spent sabbatical leaves in Cambridge, Grenoble, and Toulouse. He was named professor emeritus upon his retirement in 2007. Jim is the author of four influential books and over 100 peer‐reviewed articles in statistical and psychometric journals. He developed much of the statistical theory behind multidimensional scaling and is widely recognized as the founder of functional data analysis. Three of his papers were read to the Royal Statistical Society, and another won The Canadian Journal of Statistics 2000 Best Paper Award. The Statistical Society of Canada (SSC) awarded him a Gold Medal for research in 1998 and an honorary membership in 2012. Jim was president of the Psychometric Society in 1981–82 and president of the SSC in 2002–03. The following conversation took place at Jim's home in Ottawa, Ontario, on March 14 and April 4, 2012.     

A Conversation with Roger Koenker

Roger William Koenker was born February 21, 1947. He graduated from Grinnell College in 1969 and obtained his PhD in Economics from University of Michigan in 1974 under the direction of Saul Hymans. He was Assistant Professor of Economics at the University of Illinois at Urbana‐Champaign (UIUC) from 1974 to 1976, and a member of Technical Staff at Bell Telephone Laboratories from 1976 to 1983 and returned to UIUC as Professor in 1983. He is currently a William B. McKinley Professor of Economics and Professor of Statistics at UIUC. He is best known for his seminal work on quantile regression, which has emerged as a powerful regression analysis tool across many disciplines. He is a Fellow of the American Statistical Association, Fellow of the Institute of Mathematical Statistics, Fellow of Econometric Society, and recipient of the 2010 Emanuel and Carol Parzen Prize for Statistical Innovation. The conversation covers part of Roger Koenker's career as an econometrician and statistician, starting from his college years.     

A Conversation With Paul Embrechts

Paul Embrechts was born in Schoten, Belgium, on 3 February 1953. He holds a Licentiaat in Mathematics from Universiteit Antwerpen (1975) and a DSc from Katholieke Universiteit Leuven (1979), where he was also a Research Assistant from 1975 to 1983. He then held a lectureship in Statistics at Imperial College, London (1983–1985) and was a Docent at Limburgs Universitair Centrum, Belgium (1985–1989) before joining ETH Zürich as a Full Professor of Mathematics in 1989, where he remained until his retirement as an Emeritus in 2018. A renowned specialist of extreme-value theory and quantitative risk management, he authored or coauthored nearly 200 scientific papers and five books, including the highly influential ‘Modelling of Extremal Events for Insurance and Finance’ (Springer, 1997) and ‘Quantitative Risk Management: Concepts, Techniques and Tools’ (Princeton University Press, 2005, 2015). He served in numerous editorial capacities, notably as Editor-in-Chief of the ASTIN Bulletin (1996–2005). Praised for his natural leadership and exceptional communication skills, he helped to bridge the gap between academia and industry through the foundation of RiskLab Switzerland and his sustained leadership for nearly 20 years. He gave numerous prestigious invited and keynote lectures worldwide and served as a member of the board of, or consultant for, various banks, insurance companies and international regulatory authorities. His work was recognised through several visiting positions, including at the Oxford-Man Institute, and many awards. He is, inter alia, an Elected Fellow of the Institute of Mathematical Statistics (1995) and the American Statistical Association (2014), an Honorary Fellow of the Institute and the Faculty of Actuaries (2000), Honorary Member of the Belgian (2010) and French (2015) Institute of Actuaries and was granted four honorary degrees (University of Waterloo, 2007; Heriot-Watt University, 2011; Université catholique de Louvain, 2012; City, University of London, 2017). The following conversation took place in Paul's office at ETH Zürich, 17–18 December 2018.     

An Interview with Chris Skinner

Chris Skinner was born in London on 12 March 1953. He completed a BA in mathematics in 1975 at the University of Cambridge. He then obtained an MSc degree in statistics from the London School of Economics and Political Science (LSE) in 1976 and worked as an assistant statistician in the Central Statistical Office for 1 year. After working as a research assistant in LSE from 1977 to 1978, he joined the University of Southampton as a lecturer in 1978, where he earned a PhD in social statistics in 1982. He remained at the University of Southampton, where he became a senior lecturer in 1989 and professor of statistics in 1994. While serving as the head of his department from 1997 to 2000, he played a crucial role in the creation of an MSc programme in official statistics in 1999. In 2011, he returned to the LSE, where he currently holds the position of professor of statistics. Chris is the author of over 80 peer‐reviewed articles in statistical journals and the co‐editor of two influential books on the analysis of survey data. He made significant research contributions covering areas that include the analysis of survey data, inference in the presence of non‐response and measurement errors and statistical disclosure control. He served on several advisory committees, including the Statistical Methods Advisory Committee at Statistics Canada (from 2000 to 2011) and the National Statistics Methodology Advisory Committee in the United Kingdom (from 2001 to 2010). He has received numerous awards and honors for his outstanding contributions to survey sampling and social statistics. He is a Fellow of the American Statistical Association, Fellow of the British Academy and a Fellow of the Academy of Social Sciences. In 2009, he received the West Medal from the Royal Statistical Society for contributions to social statistics, and in 2010, he was made a Commander of the Most Excellent Order of the British Empire. In 2019, he also received the Waksberg award to recognize his contributions to survey methodology. The following conversation took place at LSE on 21 May 2019.     

Distribution of product statistics from aPareto population

Summary Distributions are derived of the product of sample values, the sample geometric mean, the product of two minimum values from sample of unequal size and product ofk minimum values from sample of equal size from aPareto population. The distributions can be conveniently transformed tox ². Paper presented at the Eastern Regional meeting of the Institute of Mathematical Statistics, Upton, Long Island, New York, April 27–29, 1966. Work done when the author was on the faculty of Western Reserve University, Cleveland, Ohio, U.S.A.     

Agustín Maravall: An interview with the International Journal of Forecasting

Agustín Maravall Herrero (Madrid, 1944) is one of the world’s authorities in seasonal adjustment and automatic forecasting of economic time series. He studied Agricultural Engineering and completed a doctorate at the Universidad Politécnica de Madrid. With a Ford-Fulbright fellowship he moved to the University of Wisconsin-Madison to obtain a Ph.D. in Economics in 1975. He worked at the Research Division of the Federal Reserve Board of Governors (the Fed) in Washington D.C. and in 1979 returned to Madrid as a Senior Economist in the Research Department of the Banco de España (BE). In the period 1989-96, he was a full professor in the Department of Economics of the European University Institute (EUI) in Florence. He returned to the BE as Chief Economist and Head of the Time Series Analysis Unit and retired in December 2014.Maravall has done outstanding research in time series and has been a pioneer in developing methodology and writing computer programs for automatic estimation and model selection, seasonal adjustment, and forecasting of time series. His programs “Time Series Regression with ARIMA noise, Missing observations and Outliers” (TRAMO) and “Signal Extraction in ARIMA Time Series” (SEATS), jointly developed with Victor Gómez, have had a large influence in applied forecasting, including adjusting series for seasonality and possibly other undesirable effects, such as outliers, or missing observations, and have been used in many economic institutions around the world. He has been very active in promoting the automatic analysis of time series, teaching short courses in many countries. Also, he has stimulated research in this field being on the editorial board of the Journal of Business and Economic Statistics and the Journal of Econometrics. He has been a Special Advisor to the European Central Bank (ECB) and Eurostat in time series analysis. His research contributions have been recognized as Fellow of the Journal of Econometrics, 1995; Fellow of the American Statistical Association, 2000; Julius Shiskin Award for Economic Statistics, 2004, and the highest prizes for Economic Research in Spain: The Rey Jaime I Prize in Economics, 2005 and the Rey Juan Carlos Prize in Economics, 2014.     

Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability

As the preponderance of journal rankings becomes increasingly more frequent and prominent in academic decision making, such rankings in broad discipline categories is taking on an increasingly important role. The paper focuses on the robustness of rankings of academic journal quality and research impact using the widely‐used Thomson Reuters ISI Web of Science citations database (ISI) for the Statistics & Probability category. The paper analyses 110 ISI international journals in Statistics & Probability using quantifiable research assessment measures (RAMs), and highlights the similarities and differences in various RAMs, which are based on alternative transformations of citations and influence. Alternative RAMs may be calculated annually or updated daily to determine when, where and how (frequently) published papers are cited (see Chang, McAleer and Oxley (2011a, b, c) , Chang, Maasoumi and McAleer (2012) ). The RAMs are grouped in four distinct classes that include impact factor, mean citations and non‐citations, journal policy, number of high quality papers, and journal influence and article influence. These classes include the most widely used RAMs, namely the classic 2‐year impact factor including journal self citations (2YIF), 2‐year impact factor excluding journal self citations (2YIF^*), 5‐year impact factor including journal self citations (5YIF), Eigenfactor (or Journal Influence), Article Influence, h‐index, PI‐BETA (Papers Ignored – By Even The Authors), 5YD2 (= 5YIF/2YIF) as a measure of citations longevity, and escalating self citations as a measure of increasing journal self citations. The paper highlights robust rankings based on the harmonic mean of the ranks of RAMs across the 4 classes. It is shown that focusing solely on the 2YIF of a journal, which partly answers the question as to when published papers are cited, to the exclusion of other informative RAMs, which answer where and how (frequently) published papers are cited, can lead to a distorted evaluation of journal quality, impact and influence relative to the more robust harmonic mean of the ranks.     

Flexibilization through Metropolis: The Case of Postfordist Seoul,Korea

Predicated upon a regulationist reformulation of postfordism, this paper attempts to explore the political economy of Korea's recent industrial restructuring which has led to a postfordist-like regime of accumulation. To do this, this study takes the Seoul metropolis as a case study. The underlying assumption is that the postfordism of Korea obtains its specificity through the metropolis of Seoul where a host of enabling conditions for postfordist regulation are concentrated. By looking into the process of Seoul becoming the locale of Korean postfordism, a more serious concern is to draw in the consequences which the metropolitanization of postfordism creates for urban society. It is assumed that in the course of postfordist urbanization Seoul's social and political life has been to a great extent enriched, but at the same time is deeply ‘schizophrenic’ due to its being exposed to two contrasting ultra (or post) modern and premodern socio-economic dynamics simultaneously. This urban schizophrenia (or bipolarity, in more common terms) derives from the processes in which Korea's postfordism operates within the context of ‘semi-peripheral capitalist economy’.     

The Hidden Tax of Government Regulation

The increasing burden of government regulation on economic activity in both the United Kingdom and the United States is examined critically by Murray Weidenbaum, Mallinckrodt Distinguished University Professor at the Center for the Study of American Business at Washington University, St Louis, and formerly chairman of the US Council of Economic Advisers. He calls for the removal of government-imposed barriers to markets in fuel, pharmacy, transport, finance and other goods and services.     

Supply-Side Economics and the Future

How will supply-side economics fare under the new administration? Paul Craig Roberts of the Center for Strategic and International Studies at Georgetown University in Washington, argues that supply-side economics was the major success of President Reagan but that the new administration may not follow its predecessor's example.     

Extreme Value Theory and Statistics of Univariate Extremes: A Review

Statistical issues arising in modelling univariate extremes of a random sample have been successfully used in the most diverse fields, such as biometrics, finance, insurance and risk theory. Statistics of univariate extremes (SUE), the subject to be dealt with in this review paper, has recently faced a huge development, partially because rare events can have catastrophic consequences for human activities, through their impact on the natural and constructed environments. In the last decades, there has been a shift from the area of parametric SUE, based on probabilistic asymptotic results in extreme value theory, towards semi‐parametric approaches. After a brief reference to Gumbel's block methodology and more recent improvements in the parametric framework, we present an overview of the developments on the estimation of parameters of extreme events and on the testing of extreme value conditions under a semi‐parametric framework. We further discuss a few challenging topics in the area of SUE. © 2014 The Authors. International Statistical Review © 2014 International Statistical Institute     

国外高等工程教育对实施卓越计划的启示

卓越工程师教育培养计划是我国工程教育改革的切入点和突破口,对促进工程教育回归工程,提高人才培养质量具有重要的作用。文章以韩国的KAIST大学和国立首尔大学等的工程实践教育课程建设、过程实施、教育理念为例,分析了国外大学高等工程教育的主要特征,提出了在我国实施卓越工程师教育培养计划的几点建议。     

Inequality is not Injustice

The American sciologist John Rawls of Harvard has influenced academic discussion by his argument that justice requires equality as a primary purpose of governent policy. The British philosopher Antony Flew, formerly of the University of Reading and currently teaching at the Social Philosophy and Policy Center of Bowling Green State University in Ohio, questions Rawls reasoning. He affirms that equality is not justice, a truth seen and expounded by the classical philosophers, but neglected by egalitarians.