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text:
Q: How to modify a python script so it takes arguments from the command line I've got a function and some arguments in a python script but I want to change the script so that when it is called from the command line, new arguments can be entered. I know I need to use sys module but I haven't worked much with it before and I'm having trouble. This is the original code that I want to recreate with arguments from the command line for r, a, z and e:
import scipy as sc
import scipy.integrate as integrate

def dCR_dt(pops, t=0):

    R = pops[0]
    C = pops[1]
    dRdt = r * R - a * R * C
    dCdt = -z * C + e * a * R * C

    return sc.array([dRdt, dCdt])

r = 1
a = 0.1
z = 1.5
e = 0.75

t = sc.linspace(0, 15, 1000)
R0 = 10
C0 = 5
RC0 = sc.array([R0, C0])
pops, infodict = integrate.odeint(dCR_dt, RC0, t, full_output = True)

And this is what I've tried to do so far:
import scipy as sc
import scipy.integrate as integrate
import sys

def main(r, a, z, e):
    def dCR_dt(pops, t=0):
        R = pops[0]
        C = pops[1]
        dRdt = r * R - a * R * C
        dCdt = -z * C + e * a * R * C

        return sc.array([dRdt, dCdt])

t = sc.linspace(0, 15, 1000)
R0 = 10
C0 = 5
RC0 = sc.array([R0, C0])
pops, infodict = integrate.odeint(dCR_dt, RC0, t, full_output = True)

if (__name__ == "__main__"):
    status = main(sys.argv)
    sys.exit(status)

When I try and run it in command line with 4 new arguments I get the following error:
Traceback (most recent call last):
  File "practisesys.py", line 31, in
    pops, infodict = integrate.odeint(dCR_dt, RC0, t, full_output = True)
NameError: name 'dCR_dt' is not defined
I'm new to coding and want to learn more about how to use the sys module to modify scipts. Any help is much appreciated! Thank you and I hope everyone's having a nice weekend :)

A: There are many unrelated problems in your code. Let's just focus on the part you are actually trying to ask about.
def main(r, a, z, e):
    return stuff

if __name__ == "__main__":  # the parentheses were unnecessary and unidiomatic
    status = main(sys.argv)
    sys.exit(status)

There are two preblems here. Firstly, sys.argv[0] contains the name of your script; so you want to use sys.argv[1:] to refer to just the command-line arguments. Secondly, you are passing a single parameter to a function which requires four parameters. You could of course say
    status = main(sys.argv[1], sys.argv[2], sys.argv[3], sys.argv[4])

but Python has a convenient shorthand for "use this list as the parameters":
    status = main(*sys.argv[1:])

More fundamentally, you should modify your function so it doesn't use any global variables.
def dCR_dt(pops, t=0, r, a, z, e):
    R = pops[0]
    C = pops[1]
    dRdt = r * R - a * R * C
    dCdt = -z * C + e * a * R * C

    return sc.array([dRdt, dCdt])

and probably move the rest of the logic into main:
def main(r, a, z, e):
    t = sc.linspace(0, 15, 1000)
    R0 = 10
    C0 = 5
    RC0 = sc.array([R0, C0])
    pops, infodict = integrate.odeint(dCR_dt, RC0, t, full_output=True)

I don't know enough about your problem domain to understand what main is supposed to return. You pass the value to sys.exit so it should be an integer between 0 and 255, where zero signifies success and every other value indicates an error. Perhaps it would make more sense to print the result and simply return 0`?
(Also, your function doesn't seem to use t for anything.)

redpajama_set_name: RedPajamaStackExchange


text:
\section{Introduction}
In engineering and biomedical sciences, parametric models are frequently used in analyzing survival data. This analysis is often complicated by the presence of right censoring. Typically right censored data arise in medical studies when patients cannot be followed to the event of interest.

\noindent A common parametric method of estimation is the maximum likelihood approach which is efficient if the specified parametric model is valid. However, in many situations in practice, there is no certainty that the data come
from a specified parametric model and may, in fact, come from some neighborhood of
the model. Likelihood based estimation procedures can lead to poor results when the underlying model is misspecified or contaminated. In such instances, the maximum likelihood is not robust against data or
model inadequacies and the need for robust statistical techniques for estimation and testing has been stressed by
many authors, we may refer to \cite{Huber1981},  \cite{HampelRonchettiRousseeuw1986}, \cite{MaronnaMartinYohai2006} and the references therein.

\noindent In this paper, we consider parametric estimation for right censored
data with and without contamination, and try to balance the dual aims of robustness
and efficiency using minimum divergence estimators.

\cite{Keziou2003} and \cite{BroniatowskiKeziou2009} introduced the class of dual divergences estimators for general parametric models, the procedure being based on the optimization of a new dual form of a divergence and includes the maximum likelihood as a benchmark. \cite{TomaBroniatowski2010} have proved that this class contains robust and efficient estimators and proposed robust test statistics based on divergences estimators.

\noindent A major advantage of the method is that it does not require
additional accessories such as kernel density estimation or other forms of nonparametric
smoothing to produce nonparametric density estimates of the true underlying density function.
The plug-in of the empirical distribution function is sufficient for the purpose of estimating the divergence
in the case of i.i.d. data. For the right-censoring scenario, one can replace the empirical
distribution function with the corresponding estimate of the cumulative distribution function
based on the Kaplan-Meier estimate \cite{KaplanMeier1958}. Thus in this situation one
can also estimate the divergence measure without having to take
recourse to nonparametric smoothing techniques in contrast with existing method, see \cite{Yang1991}, \cite{Ying1992}  that need  a nonparametric estimate of the true density function.  Another feature of the proposed method is it flexibility, that is it leads to a wide class of $M$-estimators indexed by the divergence function and by some instrumental value of the parameter, called here escort parameter. Relevant choices induce efficiency and robustness properties of the proposed estimators.

\noindent The paper is organized as follows. In Section \ref{Section2}, we present the class of dual divergences estimators in the censored case. Asymptotic properties of the proposed estimators are derived in Section \ref{Section3}. We give a brief discussion on the choice of the escort parameter in Section \ref{Section4}. In Section \ref{Section5}, we present Monte Carlo simulation studies to show the performance of the proposed estimators from both robustness and small sample accuracy points of view. Proofs are deferred to the Appendix.

\section{Dual divergences for censored data}\label{Section2}
\noindent The class of dual divergences estimators has been recently introduced by \cite{Keziou2003}, \cite{BroniatowskiKeziou2009}. In the following, we shortly recall their context and definition.

\noindent Recall that the $\phi$-divergence between a bounded
signed measure $Q$ and a probability $P$ on
$\mathscr{D}$, when $Q$ is absolutely continuous with
respect to $P$, is defined by
$$D_\phi(Q,P):=\int_{\mathscr{D}}
\phi\left(\frac{\mathrm{d}Q}{\mathrm{d}P}(x)\right)~\mathrm{d}P(x),$$
where $\phi$ is a convex function from $]-\infty,\infty[$ to
$[0,\infty]$ with $\phi(1)=0$.

Well-known examples of divergences are the Kullback-Leibler, modified Kullback-Leibler, $\chi^2$,
modified $\chi^2$ and {H}ellinger  divergences, they are obtained respectively for
$\phi(x)=x\log x-x+1$, $\phi(x)=-\log x+x-1$,
$\phi(x)=\frac{1}{2}(x-1)^2$,
$\phi(x)=\frac{1}{2}\frac{(x-1)^2}{x}$ and
$\phi(x)=2(\sqrt{x}-1)^2$.
All these divergences belong to the class of the so called
``power divergences'' introduced in \cite{CressieRead1984} (see
also \cite{LieseVajda1987} chapter 2). They are defined through
the class of convex functions
\begin{equation}  \label{powerdivergence}
x\in ]0,+\infty[ \mapsto\phi_{\gamma}(x):=\frac{x^{\gamma}-\gamma
x+\gamma-1}{\gamma(\gamma-1)}
\end{equation}
if $\gamma\in\mathbb{R}\setminus \left\{0,1\right\}$,
$\phi_{0}(x):=-\log x+x-1$ and $\phi_{1}(x):=x\log x-x+1$. (For
all $\gamma\in\mathbb{R}$, we define
$\phi_\gamma(0):=\lim_{x\downarrow 0}\phi_\gamma (x)$). So, the
$KL$-divergence is associated to $\phi_1$, the $KL_m$ to $\phi_0$,
the $\chi^2$ to $\phi_2$, the $\chi^2_m$ to $\phi_{-1}$ and the
{H}ellinger distance to $\phi_{1/2}$. We refer to \cite{LieseVajda1987} for an overview on the
origin of the concept of divergences in statistics.

\noindent Let $X_{1}, \dots, X_{n}$ be an i.i.d. sample
 with p.m. $P_{\theta_{0}}$. Consider the problem of estimating the population parameters of interest $\theta_{0}$, when the underlying identifiable model is given by $\{P_{\theta}: \theta\in \Theta\}$ with $\Theta$ a subset of $\mathbb{R}^{d}$.

\noindent Let $\phi$ be a function of class $\mathcal{C}^2$, strictly convex and satisfies
\begin{equation}
\int \left| \phi ^{\prime }\left( \frac{p_{\theta }(x)}{p_{\alpha
}(x)}\right) \right| ~\mathrm{d}P_{\theta }(x)<\infty .  \label{condition
integrabilite}
\end{equation}
By Lemma 3.2 in \cite{BroniatowskiKeziou2006}, if the function $\phi$ satisfies:
 There exists $0 <\eta < 1$ such that for all $c$ in $\left[1-\eta, 1 + \eta\right]$,
we can find numbers $c_1$, $c_2$, $c_3$ such that
\begin{equation}\label{EqRem1}
\phi(cx)\leq c_1\phi(x) + c_2 \left|x\right| + c_3, \textrm{ for all real } x,
\end{equation}
then the assumption (\ref{condition
integrabilite}) is satisfied whenever $D_{\phi}(P_{\theta}, P_{\alpha})$ is finite. From now on, $\mathcal{U}$ will be the set of $\theta$ and $\alpha$ such that $D_{\phi}(P_{\theta}, P_{\alpha})<\infty$. Note that all the real convex functions $\phi_{\gamma}$ pertaining to the class of power divergences defined in (\ref{powerdivergence}) satisfy the condition (\ref{EqRem1}). Take for example the exponential distribution with density $p_{\theta}(x)=\theta e^{-\theta x}$ for $x\geq 0$ and $\theta>0$, then $\displaystyle{\mathcal{U}:=\left\{\alpha,~\theta>0:~\gamma\theta+(1-\gamma)\alpha>0\right\}}$.

\noindent Under (\ref{condition integrabilite}), using Fenchel duality technique, the divergence $D_{\phi}(\theta,\theta_0)$ can be represented as resulting from an optimization procedure, this elegant result was proven in \cite{Keziou2003}, \cite{LieseVajda2006} and \cite{BroniatowskiKeziou2009}. \cite{BroniatowskiKeziou2006} called it the dual form of a divergence, due to its connection with convex analysis.

\noindent Under the above conditions, the $\phi$-divergence:
\begin{equation*}
    D_{\phi}(P_{\theta}, P_{\theta_{0}})=\int
\phi\left(\frac{p_{\theta}}{p_{\theta_0}}\right)~\mathrm{d}P_{\theta_0},
\end{equation*}
can be represented as the following form:
\begin{equation}\label{Dualrepresentation}
 D_{\phi}(P_{\theta}, P_{\theta_{0}})=\sup_{\alpha\in
\mathcal{U}}\int h(\theta,\alpha)~\mathrm{d}P_{\theta_{0}},
\end{equation}
where $h(\theta,\alpha):x\mapsto h(\theta,\alpha,x)$ and
\begin{equation}\label{Definition-h}
h(\theta,\alpha,x):=\int \phi ^{\prime }\left( \frac{p_{\theta }}{p_{\alpha
}}\right) ~\mathrm{d}P_{\theta }-\left[ \frac{p_{\theta }(x)}{p_{\alpha
}(x)}\phi ^{\prime }\left( \frac{p_{\theta }(x)}{p_{\alpha }(x)}\right)
-\phi \left( \frac{p_{\theta } (x)}{p_{\alpha }(x)}\right) \right].
\end{equation}
According to \cite{LieseVajda2006}, under the strict convexity and the differentiability of the
function $\phi$, it holds
\begin{equation}\label{Convexity}
\phi(t)\geq\phi(s)+\phi^{\prime}(s)(t-s),
\end{equation}
where the equality holds only for $s=t$. Now, let $\theta$ and $\theta_0$ be fixed
and put $t=p_{\theta}(x)/p_{\theta_0}(x)$ and
$s=p_{\theta}(x)/p_{\alpha}(x)$ in (\ref{Convexity}) and (\ref{Dualrepresentation}) will follow by
integrating with respect to $P_{\theta_0}$.

Since the supremum in (\ref{Dualrepresentation}) is unique and is attained in
$\alpha=\theta_0$, independently upon the value of $\theta$, define the class of estimators of $\theta_{0}$ by
\begin{equation}\label{dualestimator}
\widehat{\alpha}_{\phi}(\theta):=\arg\sup_{\alpha\in \mathcal{U}}\int
h(\theta,\alpha)\mathrm{d}P_{n},\;\;\theta\in \Theta,
\end{equation}
where $h(\theta,\alpha)$ is the function defined in (\ref{Definition-h}). This class is called ``dual
$\phi$-divergence estimators'' (D$\phi$DE's).

\noindent Let us now turn to the estimation using divergences in our setting. In the case of right censored data only
$$Z =\min\left(X, Y\right)\textrm{ and } \delta=1_{\left\{X\leq Y\right\}} $$
are observable. $\delta$ indicates
whether $X$ has been censored or not. The variables
$X_i$ are randomly generated from the true distribution $P_{\theta_{0}}$ which is modeled by the
parametric family $\left\{P_{\theta},~\theta\in\Theta \right\}$. Given a set $\left(Z_i, \delta_i\right),~ i = 1,\ldots,n$ of
independent copies of $\left(Z,\delta\right)$, it is then our goal to draw some inference
on the true but unknown lifetime distribution $P_{\theta_{0}}$.

\noindent Throughout the rest of the paper
we will assume that the variable of interest $X$ and the censoring variable $Y$ are
independent and $G$ denotes the unknown distribution of censoring time $Y$. The distribution $F$ of the observation $Z=\min(X, Y)$, satisfies $1-F=(1-P_{\theta_{0}})(1-G)$.

\noindent \cite{KaplanMeier1958} developed a nonparametric estimator for the survival
function which is is a strongly consistent estimator of the target survival function under appropriate conditions (see \cite{Peterson1977}, \cite{Miller1981})
$$\widehat{P}_{n}(x)=1-\prod_{i=1}^n\left[1-\frac{\delta_{(i)}}{n-i+1}\right]^{\mathds{1}_{\{Z_{(i)\leq x}\}}}$$
where $\left(Z_{(i)}, \delta_{(i)}\right),~ i = 1,\ldots, n$, are the $n$ pairs of observations ordered over
the $Z_{(i)}$ and $\mathds{1}_{A}$ denotes indicator function of $A$.  If  all $\delta_i$'s  are equal to $1$, $\widehat{P}_{n}$ reduces to the ordinary empirical distribution function $P_{n}$.

\noindent Thus, in the right censoring context described above,
we can replace $P_{n}$ in (\ref{dualestimator}) by
$\widehat{P}_{n}(x)$ which provides a consistent
estimator of the true distribution function in this context. Therefore, for the right censoring
situation the ``dual
$\phi$-divergence estimators'' (D$\phi$DE's), is defined by replacing $P_n$ in (\ref{dualestimator}) by $\widehat{P}_{n}$, that is
\begin{equation}\label{dualestimatorcensored}
\widehat{\alpha}_{\phi}(\theta):=\arg\sup_{\alpha\in \mathcal{U}}\int
h(\theta,\alpha)\mathrm{d}\widehat{P}_{n},\;\;\theta\in \Theta.
\end{equation}
\noindent Following \cite{Stute1995}, the {K}aplan-{M}eier integral $\displaystyle{\int
h(\theta,\alpha)\mathrm{d}\widehat{P}_{n}}$  may be written as
\begin{equation*}
    \sum_{i=1}^nW_{in}h(\theta,\alpha,Z_{(i)})
\end{equation*}
where for $1 \leq i \leq n$
\begin{equation*}
  W_{in}=\frac{\delta_{(i)}}{n-i+1}\prod_{j=1}^{i-1}\left[\frac{n-j}{n-j+1}\right]^{\delta_{(j)}}.
\end{equation*}

\noindent The corresponding estimating equation for the unknown parameter is then given by
\begin{equation}\label{estimatingequation}
\int\frac{\partial}{\partial\alpha}h(\theta,\alpha)\mathrm{d}\widehat{P}_{n}=0.
\end{equation}
\noindent Formula (\ref{dualestimatorcensored}) defines a family of $M$-estimators for censored
data indexed by the function $\phi$ specifying the divergence and by some instrumental value of the parameter $\theta$, called here escort parameter, see also \cite{BroniatowskiVajda2009}. The choices of $\phi$ and $\theta$ represent a major feature of the estimation procedure, since they induce efficiency and robustness properties.

\noindent An $M$-estimator of $\psi$-type is the solution of the vector equation:
\begin{equation}\label{general-m-estimator}
    \int\psi(x;\alpha)\mathrm{d}\widehat{P}_n=0,
\end{equation}
where the elements of $\psi(x;\alpha)$ represent the partial derivatives of $h(\theta,\alpha,x)$ with respect to the components of $\alpha$.

\noindent The first extension of $M$-estimators to censored data was  noted in \cite{Reid1981}, she derived the influence function and then the asymptotic normality.  \cite{Oakes1986} considered $M$-estimators (\ref{general-m-estimator}) with $\psi(x;\theta) = -\log f(x;\theta)$ and called them approximate MLEs (hereafter AMLE). \cite{Wang1995} studied the strong consistency of $M$-estimators using the law of large numbers of the {K}aplan-{M}eier integral developed by \cite{StuteWang1993} and \cite{Stute1995}. \cite{Wang1999} extended asymptotic results for $M$-estimators to the censored case.

\noindent The {H}ellinger distance have been used by \cite{Yang1991} and \cite{Ying1992}. Estimation under misspecification have been considered by \cite{SuzukawaImaiSato2001}. \cite{BasuBasuJones2006} developed a robust estimation, adapting the robust density power divergence methodology of \cite{BHHJ1998}.

\section{Asymptotic properties}\label{Section3}
\noindent In this section, we establish the consistency and asymptotic normality of the class of dual divergences estimators in the right censored situation.

\noindent For a distribution $P$, let $\tau_{P}=\sup\left\{x:~ P(x) < 1\right\}$ denote the upper bound of
the support of $P$.

\noindent Assume that $\theta_{0}$ is an interior point of $\Theta$, the convex function $\phi$ has continuous derivatives up to 4th order and the density $p_{\alpha}(x)$ has continuous partial derivatives
up to 3th order (for all $x$ $\lambda-a.e$). Hereafter, $\dot{p}_\alpha$ will denotes the derivative with respect to $\alpha$ of $p_{\alpha}$, $\|\cdot\|$ the Euclidean norm, and, for a real valued function $g$, its total
variation or variation norm is defined as
$$\left\|g\right\|_{\mathbf{v}}=\sup\sum_{j=1}^{N+1}\left|g(x_j)-g(x_{j-1})\right|,$$
where the supremum is taken over all $N$ and over all choices of $\left\{x_j\right\}$ such that
$$-\infty=x_0< x_1 <\ldots<x_N<x_{N+1}=+\infty .$$

\noindent Let $S$ be the $d\times d$ matrix with entries
\begin{equation*}\label{S_generique}
   S_{ij}=-P_{\theta_{0}}\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta,\theta_0).
\end{equation*}
\noindent We precise some notations for the asymptotic results in this section. The following quantities have been introduced in \cite{Stute1995b} and \cite{Wang1999}.

\noindent Denote $m(y)=p(\delta=1|Y =y)$, decompose $F$ into two subdistributions $F_0,~F_1$, such that $F=F_0+F_1$, where
\begin{eqnarray*}
\nonumber
  F_0(y) &=&P(Y\leq y,\delta=0)=\int_{-\infty}^y(1-m(t))\mathrm{d}F(t)=\int_{-\infty}^y(1-P_{\theta_0}(t))\mathrm{d}G(t),\\
  F_1(y) &=&P(Y\leq y,\delta=1)=\int_{-\infty}^ym(t)\mathrm{d}F(t)=\int_{-\infty}^y(1-G(t-))~\mathrm{d}P_{\theta_0},
\end{eqnarray*}
and their empirical counterparts
\begin{equation*}
F_{jn}(y)=\frac{1}{n}\sum_{i=1}^n1_{\{Z_i\leq y,\delta_i=j\}},\quad j=0,~1.
\end{equation*}

\noindent Define
\begin{equation}\label{xi0}
   \xi_{0}(x)=\exp\left\{\int\frac{1_{\{y<x\}}\mathrm{d}F_{0}(y)}{1-F(y)}\right\},
\end{equation}
and, for $i=1,\ldots,d$,
\begin{equation}\label{xi1}
   \xi_{1i}(x)=\left[1-F(x)\right]^{-1}\int1_{\{x<y\}}\frac{\partial}{\partial\alpha_i}h(\theta,\alpha,y)\xi_{0}(y)\mathrm{d}F_{1}(y),
\end{equation}
\begin{equation}\label{xi2}
   \xi_{2i}(x)=\int\frac{\partial}{\partial\alpha_i}h(\theta,\alpha,z)\xi_{0}(z)\boldsymbol{C}(x\wedge z)\mathrm{d}F_{1}(z),
\end{equation}
where
\begin{equation}\label{varphi}
\boldsymbol{C}(x)=\int\frac{1_{\{y<x\}}\mathrm{d}F_{0}(y)}{\left[1-F(y)\right]^2}=\int\frac{1_{\{y<x\}}\mathrm{d}G(y)}{\left[1-P_{\theta_0}(y)\right]\left[1-G(y)\right]^2}.
\end{equation}

\noindent Let $U(\alpha)=\left(U_1,\ldots,U_d\right)^{\top}$ denote the random variable defined as:
\begin{equation}\label{Ui}
    U_i(\alpha)=\frac{\partial}{\partial\alpha_i}h(\theta,\alpha,Y)\xi_{0}(Y)\delta+\xi_{1i}(Y)(1-\delta)-\xi_{2i}(Y),~i=1\ldots,d.
\end{equation}
When $\alpha=\theta_0$,
$$U_i(\theta_0)=\frac{\partial}{\partial\alpha_i}h(\theta,\theta_0,Y)\xi_{0}(Y)\delta+\xi_{1i}(Y)(1-\delta)-\xi_{2i}(Y),~i=1\ldots,d.$$
Denote $V$ the $d\times d$ matrix
\begin{equation}\label{Mcensored}
    V=E\left(U(\theta_0)U(\theta_0)^{\top}\right).
\end{equation}
\subsection{Consistency}
\noindent In Theorem \ref{Theo1} below, we prove that $\widehat{\alpha}_\phi(\theta)$ exist and are consistent. We will consider the following conditions.
\begin{enumerate}
\item[(R.0)] $\tau_{P_{\theta_{0}}}\leq \tau_{G}$, where equality may hold except when $G$ is
continuous at $\tau_{P_{\theta_{0}}}$, and,  the probability mass of $P_{\theta_{0}}$ at $\tau_{P_{\theta_{0}}}$: $P_{\theta_{0}}\left(\tau_{P_{\theta_{0}}}\right)-P_{\theta_{0}}\left(\tau_{P_{\theta_{0}}}-\right)> 0$;
\item [(R.1)] There exists a neighborhood $N(\theta_0)$
of $\theta_0$ such that the first and second order partial
derivatives (w.r.t $\alpha$) of $\phi'\left(p_\theta (x)/p_\alpha (x)\right)p_\theta (x)$
are dominated on $N(\theta_0)$ by some integrable
functions. The third order partial derivatives (w.r.t $\alpha$) of
$h(\theta,\alpha,x)$ are dominated on $N(\theta_0)$ by some
$P_{\theta_0}$-integrable functions and the matrices
$S$ and $V$ are non singular;
\item[(R.2)] $\displaystyle{\left\|\frac{\partial}{\partial\alpha}\,
h(\theta ,\theta_0)\right\|_{\mathbf{v}}<\infty}$.
\end{enumerate}
These conditions are mild and can be satisfied in most of circumstances. The condition {\rm{(R.0)}} ensures that $X$ is observable on the hole of the support of $P_{\theta_0}$. Note that if  $\tau_{P_{\theta_{0}}}> \tau_{G}$ holds, the $X_i$ in $[\tau_{G},\infty)$ is certainly censored. In a large number of practical situations, $\tau_{P_{\theta_{0}}}= \tau_{G}=\infty$, hence the condition {\rm{(R.0)}} is satisfied.

\noindent Condition {\rm{(R.1)}} is about usual regularity properties of the underlying model, it guarantees that we can interchange
integration and differentiation and the existence of the variance-covariance matrices, it is similar to regularity conditions used in \cite{Keziou2003} and \cite{BroniatowskiKeziou2009} in the uncensored case.

\noindent Condition {\rm{(R.2)}} is needed to apply the L.I.L in the proof of Theorem \ref{Theo1}. The requirement that $\displaystyle{\psi(x;\alpha):=\frac{\partial}{\partial\alpha}\,
h(\theta ,\alpha)}$ be of bounded variation is standard in $M$-estimation, see for instance \cite{Welsh1989}. Keep in mind the assumed regularity conditions on the criterion function, that is,
$h(\theta,\alpha)$ in the  present framework, to see that it holds for most regular models.

It is also noted that conditions {\rm{(R.1)}} and {\rm{(R.2)}} are independent of $G$.

\newtheorem{Theo1}{Theorem}
\begin{Theo1}\label{Theo1}{\rm
Let $B(\theta_{0},n^{-1/3}):=\left\{\theta \in
\Theta, \|\theta -\theta_{0} \| \leq
n^{-1/3} \right\}$. Assume that conditions (R.0-2) hold, then as $n$ tends to infinity, with
probability one, the function $\displaystyle{\alpha\mapsto\int
h(\theta ,\alpha )~\mathrm{d}\widehat{P}_{n}}$ attains
its local maximum at some point $\widehat{\alpha}_\phi(\theta)$ in the interior of  $B(\theta_{0},n^{-1/3})$, which implies that the estimate
 $\widehat{\alpha}_\phi(\theta)$ is consistent and satisfies
 \begin{equation*}
\int\frac{\partial}{\partial\alpha}h(\theta,\widehat{\alpha}_\phi(\theta))~\mathrm{d}\widehat{P}_{n}= 0.
 \end{equation*}
 }
 \end{Theo1}
 The proof of Theorem \ref{Theo1} is postponed to the Appendix.

In practice, to obtain the estimate $\widehat{\alpha}_\phi(\theta)$, we use gradient descent algorithms in the optimization in (\ref{estimatingequation}). These algorithms depend on some initial parameter value of $\alpha$. Hence, it is desirable to prove that in a neighborhood of $\theta_0$ there exists a maximum of $\displaystyle{\int h(\theta ,\alpha )~\mathrm{d}\widehat{P}_{n}}$ which does indeed converge to $\theta_0$. Note that the initial parameter value may provide a local maximum (not necessarily global) of $\displaystyle{\int
h(\theta ,\alpha )~\mathrm{d}\widehat{P}_{n}}$.  The local and global estimates coincide if the function $\displaystyle{\alpha\in\Theta\mapsto\int
h(\theta ,\alpha )~\mathrm{d}\widehat{P}_{n}}$ is strictly concave and $\Theta$ is convex, see for instance \cite[Remark 3.5]{BroniatowskiKeziou2009}.

The aim of Theorem \ref{Theo1} is not to establish the optimal rate
of the estimate but merely the existence and the consistency (a.s.) of the estimate.
We have considered $n^{-1/3}$ because it works well, indeed, in Taylor expansion (\ref{Taylor}),
in the proof, the third term of the right hand side is $O(1)$ only for this rate, which is the major
key of the demonstration, for similar arguments in the estimation of copula models see \cite{BouzebdaKeziou2010}.

\subsection{Asymptotic normality}

\noindent In Theorem \ref{Theo2} below, we  give the limit law of the estimates
$\widehat{\alpha}_\phi(\theta)$ under the following conditions.  From now on, $\overset{d}{\longrightarrow}$ denotes the convergence in distribution. \begin{enumerate}
 \item [(R.3)] For all $1\leq i\leq d$, $\displaystyle{E\left[\left(\frac{\partial}{\partial\alpha_i}h(\theta ,\alpha,Y )\xi_{0}(Y)\delta\right)^2\right]<\infty;}$
 \item [(R.4)] For all $1\leq i\leq d$, $\displaystyle{\int\left|\frac{\partial}{\partial\alpha_i}h(\theta ,\alpha,x )\right|\boldsymbol{C}^{1/2}(x)\mathrm{d}P_{\theta_0}<\infty.}$
\end{enumerate}
Conditions {\rm(R.3-4)} are essential for the asymptotic results of $M$-estimators in the censored case, see for instance \cite{Wang1999} and \cite{BasuBasuJones2006} in the case of density power divergence method.
\newtheorem{Theo2}[Theo1]{Theorem}
\begin{Theo2}\label{Theo2}{\rm
Assume that assumptions (R.0-4) hold. Then, as $n\rightarrow\infty$ $$\sqrt{n}\left(\widehat{\alpha}_\phi(\theta)-\theta_{0}\right)\overset{d}{\longrightarrow}\mathcal{N}\left(0,S^{-1}VS^{-1}\right)$$
}
\end{Theo2}
The proof of Theorem \ref{Theo2} is postponed to the Appendix.

\section{Adaptive choice of the escort parameter}\label{Section4}
\noindent Analogously as in the uncensored case, the very peculiar choice of the escort parameter defined through $\theta=\theta_0$ has same limit properties as the AMLE. The D$\phi$DE $\widehat{\alpha}_\phi\left(\theta_{0}\right)$, in this case, has variance which indeed coincides with the AMLE for censored data. If $\theta$ is a real parameter, the asymptotic distribution of $\sqrt{n}\left(\widehat{\alpha}_\phi(\theta)-\theta_{0}\right)$ is normal with mean zero and variance
\begin{equation}
\dfrac{\dint\dfrac{\dot{p}^2_{\theta_0}(x)}{p_{\theta_0}(x)\overline{G}(x)}~\mathrm{d}x-\dint\dfrac{\dot{P}^2_{\theta_0}(x)}{\overline{P}_{\theta_0}(x)\overline{G}^2(x)}~\mathrm{d}x}{I^2_{\theta_0}},
\end{equation}
where $\dot{p}_{\theta}$ is the derivative with respect to
$\theta$ of $p_{\theta}$ and $I_{\theta_0}$ is
the Fisher information matrix
\begin{equation*}
I_{\theta_0}:=\int
\frac{\dot{p}_{\theta_0}\dot{p}_{\theta_0}^{\top}}{
p_{\theta_0}} ~ \mathrm{d}\lambda.
\end{equation*}
Observe that if there is no censorship, that is $G\equiv 0$, the variance of $\widehat{\alpha}_\phi\left(\theta_{0}\right)$ is $\dfrac{1}{I_{\theta_0}}$.

This result is of some relevance, since it leaves open the choice of the divergence, while keeping good asymptotic properties.

In practice, the consequence is that the escort parameter should be chosen as a the AML estimator of $\theta_0$, say $\widehat{\theta}_{n}$, which under the model is a consistent estimate of $\theta_{0}$. In turn we may expect that the resulting estimator $\widehat{\alpha}_\phi\left(\widehat{\theta}_{n}\right)$ inherits both good asymptotic properties under the model, and, under contamination through a tuning of the divergence index $\gamma$.

Consider the power divergences family \cite{CressieRead1984}, the estimating equation (\ref{estimatingequation}) reduces to
\begin{equation}\label{estimatingequation-pd}
-\int
\left(\frac{p_{\theta}(x)}{p_{\alpha}(x)}\right)^{\gamma-1}\frac{\dot{p}_{\alpha}(x)}{p_{\alpha}(x)}p_{\theta}(x)~\mathrm{d}x+\frac{1}{n}\sum_{i=1}^{n}W_{in}\left(\frac{p_{\theta}(Z_{(i)})}{p_{\alpha}(Z_{(i)})}\right)^{\gamma}\frac{\dot{p}_{\alpha}(Z_{(i)})}{p_{\alpha}(Z_{(i)})}=0,
\end{equation}
where $W_{in}$ are the {K}aplan-{M}eier weights. The estimate $\widehat{\alpha}_\phi(\theta)$ is the solution in $\alpha$ of (\ref{estimatingequation-pd}).

\noindent An improvement of the present estimate results in the plugging of a preliminary consistent estimate of $\theta_0$, say $\widehat{\theta}_{n}$, as an adaptive escort parameter $\theta$ choice.
\begin{figure}[h]
\centerline{\includegraphics[width=8cm]{Ratioplot}}
\caption{Behaviour of the ratio $\displaystyle{\frac{p_{\widehat{\theta}_{n}}(x)}{p_{\theta_0}(x)}}$ under conatmination, for a randomly generated exponential sample $\exp(1)$ of size $100$  with $\exp(1/9)$ as censoring distribution and $20\%$ of  contamination  by $\exp(0.1)$.} \label{ratio}
\end{figure}

\noindent Let $x$ be some outlier, the role of the outlier $x$ in (\ref{estimatingequation-pd}) appears in the term
\begin{equation}\label{leadingterm}
\left(\frac{p_{\widehat{\theta}_{n}}(x)}{p_{\alpha}(x)}\right)^{\gamma}\frac{\dot{p}_{\alpha}(x)}{p_{\alpha}(x)}.
\end{equation}
The estimate $\widehat{\alpha}_\phi(\theta)$ is robust if this term is stable. That is, if it is small when $\alpha$ is near $\theta_0$. If the escort parameter $\widehat{\theta}_{n}$ is not a robust estimator, the ratio $\displaystyle{\frac{p_{\widehat{\theta}_{n}}(x)}{p_{\theta_0}(x)}}$ can be very large, see Figure \ref{ratio}. This is due to the fact that the outlier $x$ will be more likely under $P_{\widehat{\theta}_{n}}$, that is $\widehat{\theta}_{n}$ will lead to an over evaluation of $p_{\widehat{\theta}_{n}}(x)$ with respect to the expected value under $\theta_0$, say $p_{\theta_0}(x)$.  To guard against such situations, compensate through the choice of $\gamma$, this requires further investigation.

One proposal for the choice of the divergence, is to look for values of the tuning parameter $\gamma$ to obtain a bounded influence function in the spirit of \cite{TomaBroniatowski2010}, we leave this issue open for future research.

We now prove that the subsequent estimator $\widehat{\alpha}_\phi\left(\widehat{\theta}_{n}\right)$ enjoys a limit normal law under the model, see Theorem \ref{Theo3} below.

\noindent Recall that, when $\theta=\theta_0$, $S=-\phi^{\prime\prime}(1)I_{\theta_0}$.
Also, when $\alpha=\theta=\theta_0$, we have
\begin{equation*}
    U=\phi^{\prime\prime}(1)\frac{\dot{p}_{\theta_0}}{p_{\theta_0}}\xi_{0}(Y)\delta+\xi_{1}(Y)(1-\delta)-\xi_{2}(Y),
\end{equation*}
 and the matrix $V$ defined in (\ref{Mcensored}) is
\begin{equation}\label{Vnew}
    V=E\left(UU^{\top}\right),
\end{equation}

\begin{enumerate}
\item [(R.5)] For all $1\leq i,j\leq d$, any one of the following conditions holds:
    \begin{itemize}
  \item[(i)] $\displaystyle{\theta\mapsto\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta ,\theta_0,x )}$ is continuous at $\theta_{0}$ uniformly in $x$;
  \item [(ii)] $\displaystyle{\int\sup_{\{\theta:|\theta-\theta_{0}|\leq\rho\}}\left|\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta ,\theta_{0} )-\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta_{0} ,\theta_{0} )\right|~\mathrm{d}P_{\theta_{0}}=\epsilon_{\rho}\rightarrow 0}$,\\ as $\rho \rightarrow 0$.
  \item[(iii)] $\displaystyle{x\mapsto\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta ,\theta_{0},x )}$ is continuous in $x$ for $\theta$ in a neighborhood of $\theta_{0}$ and $$\lim_{\theta\rightarrow\theta_0}\left\|\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta ,\theta_{0},\cdot )-\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta_{0} ,\theta_0,\cdot )\right\|_{\mathbf{v}}=0;$$
  \item[(iv)]$\displaystyle{\theta\mapsto\int\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta ,\theta_{0})\mathrm{d}P_{\theta_0}}$ is continuous at $\theta=\theta_0$, and \\ $\displaystyle{x\mapsto\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta ,\theta_{0},x)}$ is continuous in $x$ for $\theta$ in a neighborhood of $\theta_{0}$ and $\displaystyle{\lim_{\theta\rightarrow\theta_0}\left\|\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta ,\theta_{0},\cdot )-\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta_{0} ,\theta_0,\cdot )\right\|_{\mathbf{v}}<\infty;}$
  \item [(v)]$\displaystyle{\theta\mapsto\int\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta ,\theta_{0})\mathrm{d}P_{\theta_0}}$ is continuous at $\theta=\theta_0$, and $$\int\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta ,\theta_{0})\mathrm{d}\widehat{P}_{n}\overset{P}{\longrightarrow}\int\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta ,\theta_{0})\mathrm{d}P_{\theta_0}<\infty,$$ uniformly for $\theta$ in a neighborhood of $\theta_{0}$.
\end{itemize}
\end{enumerate}

Condition (R.5) is related to Lemma 1 in \cite{Wang1999} and ensures the convergence
 $$\int\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\widehat{\theta}_{n} ,\theta_0)\mathrm{d}\widehat{P}_{n}\overset{P}{\longrightarrow}\int\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta_0 ,\theta_0)~\mathrm{d}P_{\theta_0},~1\leq i,j\leq d,$$
 provided that $\displaystyle{\int\left|\frac{\partial^2}{\partial\alpha_i\partial\alpha_j}h(\theta_0 ,\theta_0)\right|\mathrm{d}P_{\theta_0}<\infty,~1\leq i,j\leq d}$, $\widehat{\theta}_{n}\overset{P}{\longrightarrow}\theta_{0}$  and condition (R.0) holds.

\newtheorem{Theo3}[Theo1]{Theorem}
\begin{Theo3}\label{Theo3}
{\rm
Assume that assumptions (R.0-5) hold. Then, as $n\rightarrow\infty$ $$\sqrt{n}\left(\widehat{\alpha}_\phi\left(\widehat{\theta}_{n}\right)-\theta_{0}\right)\overset{d}{\longrightarrow}\mathcal{N}\left(0,\phi^{\prime\prime-2}(1)I_{\theta_0}^{-1}VI_{\theta_0}^{-1}\right),$$
where $V$ is defined in (\ref{Vnew}).
}
\end{Theo3}
The proof of Theorem \ref{Theo3} is postponed to the Appendix.

\section{Simulation}\label{Section5}
In this section, we present results of a simulation study which was conducted
to explore the properties of newly proposed dual $\phi$-divergence estimators (D$\phi$DE). These estimators are also compared with some other methods, including maximum likelihood estimator (MLE), approximate maximum likelihood estimator (AMLE) and estimators based on density power divergence
method (MDPDE).

\noindent Following \cite{Stute1995}, the {K}aplan-{M}eier integral $\int
h(\theta,\alpha)\mathrm{d}\widehat{P}_{n}$  may be written as
\begin{equation*}
    \sum_{i=1}^nW_{in}h(\theta,\alpha,Z_{(i)})
\end{equation*}
where for $1 \leq i \leq n$
\begin{equation*}
  W_{in}=\frac{\delta_{(i)}}{n-i+1}\prod_{j=1}^{i-1}\left[\frac{n-j}{n-j+1}\right]^{\delta_{(j)}}
\end{equation*}
\begin{figure}
\begin{center}
\centerline{\includegraphics[width=8cm]{KMplot}}
\end{center}
\vspace*{-1cm} \hspace*{1.75cm}\begin{minipage} {0.8\linewidth}
\caption{{K}aplan-{M}eier estimator of survival function with confidence intervals.} \label{KMplot}
\end{minipage}
\end{figure}

\noindent Figure \ref{KMplot} presents the {K}aplan-{M}eier estimator of the survival function for a randomly generated exponential sample $\exp(1)$ of size $100$  with $\exp(1/9)$ as censoring distribution.

\noindent In this simulation study we will use the power divergences family \cite{CressieRead1984}. In this case
\begin{equation*}
\int
h(\theta,\alpha)\mathrm{d}\widehat{P}_{n}=\frac{1}{\gamma-1}\int\left(\frac{p_{\theta}}{p_{\alpha}}\right)^{\gamma-1}~{\rm{d}}P_{\theta}-\frac{1}{\gamma}
\int\left[\left(\frac{p_{\theta}}{p_{\alpha}}\right)^{\gamma}-1\right]~{\rm{d}}\widehat{P}_{n}-\frac{1}{\gamma-1}.
\end{equation*}
\noindent Consider the lifetime distribution to be the one parameter exponential $\exp{(\theta)}$ with density
$p_{\theta}(x)=\theta e^{-\theta x},~x\geq 0$. The MLE of $\theta_0$ is given by
\begin{equation}\label{MLE}
   \widehat{ \theta}_{n,MLE}=\frac{\sum_{i=1}^n\delta_{i}}{\sum_{i=1}^nZ_{i}},
\end{equation}
and the AMLE of \cite{Oakes1986} is defined by
\begin{equation}\label{AMLE}
   \widehat{ \theta}_{n,AMLE}=\frac{\sum_{i=1}^n\delta_{i}}{\sum_{i=1}^nW_{in}Z_{(i)}}.
\end{equation}
It follows that for $\gamma\in\mathbb{R}\setminus\left\{0,1\right\}$
\begin{equation*}
    \frac{1}{\gamma-1}\int\left(\frac{p_{\theta}}{p_{\alpha}}\right)^{\gamma-1}~{\rm{d}}P_{\theta}=\frac{\theta^\gamma\alpha^{1-\gamma}}{(\gamma-1)\left[\gamma\theta+(1-\gamma)\alpha\right]},
\end{equation*}
and
\begin{eqnarray*}
 \int h(\theta,\alpha)\mathrm{d}\widehat{P}_{n}&=&\frac{\theta^\gamma\alpha^{1-\gamma}}{(\gamma-1)\left[\gamma\theta+(1-\gamma)\alpha\right]}\\
&&-\frac{1}{\gamma}\sum_{i=1}^nW_{in}\left[\left(\frac{\theta}{\alpha}\right)^\gamma\exp\left\{-\gamma(\theta-\alpha)Z_{(i)}\right\}-1\right].
\end{eqnarray*}
For $\gamma=0$,
\begin{equation*}
 \int
h(\theta,\alpha)\mathrm{d}\widehat{P}_{n}=\sum_{i=1}^nW_{in}\left[(\theta-\alpha)Z_{(i)}-\log\left(\frac{\theta}{\alpha}\right)\right].
\end{equation*}
Observe that this divergence leads to the AMLE, independently upon the value of $\theta$.

\noindent For $\gamma=1$,
\begin{equation*}
 \int
h(\theta,\alpha)\mathrm{d}\widehat{P}_{n}=\log\left(\frac{\theta}{\alpha}\right)-\frac{(\theta-\alpha)}{\theta}-\sum_{i=1}^nW_{in}\left[ \frac{\theta}{\alpha}\exp\left(-(\theta-\alpha)Z_{(i)}\right)-1
\right].
\end{equation*}

\noindent To make some comparisons, beside dual $\phi$-divergences
estimators, we considered minimum density power divergence
estimators of \cite{BasuBasuJones2006}, (MDPDE's), recall that the density power  divergence between $g$ and another density $f$ is
\begin{equation*}
    d_{\beta}\left(g,f\right)=\int\left\{f^{1+\beta}(z)-\left(1+\frac{1}{\beta}\right)g(z)f^{\beta}(z)+\frac{1}{\beta}g^{1+\beta}(z)\right\}\mathrm{d}z\textrm{ for }\beta>0.
\end{equation*}

\noindent The values of $\gamma$ are chosen to be $-1,~0,~0.5,~1,~2$ which corresponds to the well known standard divergences: $\chi_{m}^{2}-$divergence, $KL_{m}$, the {H}ellinger distance, $KL$  and the $\chi^{2}-$divergence respectively. For the MDPDE's we take the following values of $\beta:~0.1,~0.5,~1$.

\noindent A sample is generated from $\exp(1)$ and $0$, $10$, $25$ of the observations are contaminated by $\exp(5)$ successively. We
have used an exponential censoring scheme, the censoring distribution  is taken to be $\exp(1/9)$, that the proportion of censoring is $10\%$ . The D$\phi$DE's $\widehat{\alpha}_{\phi}(\theta)$ are calculated for samples of sizes $25,~50,~75,~100$ and the hole procedure is repeated $1000$ times. The  value of escort parameter $\theta$ is taken to be the AMLE. We carried out {K}aplan-{M}eier analysis with the \textbf{Survival} package \cite{Survival} within the R Language \cite{Rcore}.

\begin{table}
\caption{MSE of the estimates with $10\%$ of censoring }
\centerline{
\begin{tabular}{lcccccc}
  \hline
  & \multicolumn{6}{c}{$n$} \\
  \cline{2-7}
 & 25 & 50 & 75 & 100 & 150 & 200 \\
  \cline{2-7}
  MLE & 0.0572 & \textbf{0.0250} & \textbf{0.0157} & \textbf{0.0122} & \textbf{0.0079} & \textbf{0.0058} \\
  \cline{2-7}
  $\gamma$&&&&&&\\
  -1 & \textbf{0.0517} & 0.0335 & 0.0188 & 0.0178 & 0.0100 & 0.0090 \\
  0 & 0.0685 & 0.0281 & 0.0166 & 0.0135 & 0.0084 & 0.0062 \\
  0.5 & 0.0727 & 0.0287 & 0.0168 & 0.0138 & 0.0085 & 0.0063 \\
  1 & 0.0824 & 0.0302 & 0.0174 & 0.0143 & 0.0086 & 0.0063 \\
  2 & 0.2533 & 0.1156 & 0.0597 & 0.0436 & 0.0151 & 0.0084 \\
  \cline{2-7}
  $\beta$&&&&&&\\
  0.1 & 0.0643 & 0.0272 & 0.0162 & 0.0131 & 0.0083 & 0.0061 \\

  0.5 & 0.0772 & 0.0368 & 0.0209 & 0.0173 & 0.0112 & 0.0083 \\

  1 & 0.1042 & 0.0506 & 0.0279 & 0.0232 & 0.0154 & 0.0108 \\
   \hline
\end{tabular}
}
\label{MSE1}
\end{table}

\noindent Tables \ref{MSE1} and \ref{MSE2} provide the MSE of various estimates  under the model, according to an an increasing proportion of censoring. As
expected, when there is no contamination, MLE produces most efficient estimators. A close look at the results of the simulations show that the D$\phi$DE's
performs well under the model, when no outliers are generated. For small sample size $n=25$ and $n=50$, the
performance of the estimator under the model is comparable to that of MDPDE's. Indeed in terms of empirical MSE the D$\phi$DE's with $\gamma=-1$ produces a lower MSE than the MDPDE's for all considered values of $\beta$. As $n$ grows up, the MDPDE's prevail.

\begin{table}
\caption{MSE of the estimates with $20\%$ of censoring }
\centerline{
\begin{tabular}{lcccccc}
  \hline
  & \multicolumn{6}{c}{$n$} \\
  \cline{2-7}
 & 25 & 50 & 75 & 100 & 150 & 200 \\
  \cline{2-7}
  MLE & \textbf{0.0627} & \textbf{0.0280} & \textbf{0.0174} & \textbf{0.0134} & \textbf{0.0088} & \textbf{0.0068} \\
  \cline{2-7}
  $\gamma$&&&&&&\\
  -1 & 0.0655 & 0.0395 & 0.0262 & 0.0195 & 0.0154 & 0.0138 \\
  0 & 0.0892 & 0.0395 & 0.0248 & 0.0172 & 0.0113 & 0.0083 \\
  0.5 & 0.0991 & 0.0440 & 0.0273 & 0.0184 & 0.0119 & 0.0087 \\
  1 & 0.1268 & 0.0541 & 0.0336 & 0.0213 & 0.0131 & 0.0094 \\
  2 & 0.3703 & 0.2233 & 0.1919 & 0.1391 & 0.0689 & 0.0510 \\
  \cline{2-7}
  $\beta$&&&&&&\\
  0.1 & 0.0816 & 0.0362 & 0.0224 & 0.0155 & 0.0102 & 0.0075 \\

  0.5 & 0.0919 & 0.0420 & 0.0247 & 0.0171 & 0.0119 & 0.0085 \\

  1 & 0.1166 & 0.0559 & 0.0318 & 0.0218 & 0.0162 & 0.0110 \\
\hline
\end{tabular}
\label{MSE2}
}
\end{table}

\noindent Thus, the D$\phi$DE's are shown to be an attractive alternative to
both the AMLE and MDPDE's in these settings.

\begin{table}
\caption{MSE of the estimates with $20\%$ of  contamination--$10\%$ of censoring}
\centerline{
\begin{tabular}{lcccccc}
  \hline
  & \multicolumn{6}{c}{$n$} \\
  \cline{2-7}
 & 25 & 50 & 75 & 100 & 150 & 200 \\
  \cline{2-7}
  MLE & 0.2413 & 0.1354 & 0.0975 & 0.0916 & 0.0798 & 0.0771 \\
  \cline{2-7}
  $\gamma$&&&&&&\\
     -1 & \textbf{0.0576} & \textbf{0.0617} & \textbf{0.0620} & \textbf{0.0626} & \textbf{0.0605} & \textbf{0.0627} \\
  0 & 0.0852 & 0.0812 & 0.0709 & 0.0710 & 0.0666 & 0.0674 \\
  0.5 & 0.0860 & 0.0820 & 0.0717 & 0.0718 & 0.0676 & 0.0683 \\
  1 & 0.0872 & 0.0826 & 0.0723 & 0.0724 & 0.0682 & 0.0689 \\
  2 & 0.0939 & 0.0843 & 0.0738 & 0.0735 & 0.0692 & 0.0697 \\
  \cline{2-7}
  $\beta$&&&&&&\\
   0.1 & 0.0904 & 0.0905 & 0.0829 & 0.0835 & 0.0834 & 0.0854 \\

  0.5 & 0.1134 & 0.1237 & 0.1243 & 0.1269 & 0.1369 & 0.1405 \\

  1 & 0.1231 & 0.1372 & 0.1424 & 0.1449 & 0.1524 & 0.1547 \\
  \hline
\end{tabular}
\label{MSE3}
}
\end{table}

\begin{table}
\caption{MSE of the estimates with $20\%$ of  contamination--$20\%$ of censoring}
\centerline{
\begin{tabular}{lcccccc}
  \hline
  & \multicolumn{6}{c}{$n$} \\
  \cline{2-7}
 & 25 & 50 & 75 & 100 & 150 & 200 \\
  \cline{2-7}
  MLE & 0.2785 & 0.1629 & 0.1165 & 0.1081 & 0.0962 & 0.0926 \\
  \cline{2-7}
  $\gamma$&&&&&&\\
    -1 & \textbf{0.0624} & \textbf{0.0661} & \textbf{0.0674} & \textbf{0.0684} & \textbf{0.0670} & \textbf{0.0689} \\
  0 & 0.0943 & 0.0898 & 0.0811 & 0.0796 & 0.0751 & 0.0758 \\
  0.5 & 0.0957 & 0.0914 & 0.0826 & 0.0809 & 0.0768 & 0.0774 \\
  1 & 0.0975 & 0.0928 & 0.0840 & 0.0820 & 0.0781 & 0.0784 \\
  2 & 0.1076 & 0.0971 & 0.0872 & 0.0845 & 0.0801 & 0.0801 \\
  \cline{2-7}
  $\beta$&&&&&&\\
  0.1 & 0.0963 & 0.0967 & 0.0891 & 0.0884 & 0.0881 & 0.0900 \\

  0.5 & 0.1127 & 0.1235 & 0.1226 & 0.1241 & 0.1335 & 0.1369 \\

  1 & 0.1225 & 0.1348 & 0.1391 & 0.1409 & 0.1503 & 0.1523 \\
  \hline
\end{tabular}
\label{MSE4}
}
\end{table}

\noindent We now turn to the comparison of these various estimators under contamination. The D$\phi$DE's yield clearly the most robust estimate and outperform the MLE substantially. We can see from Tables \ref{MSE3} and \ref{MSE4}  that the D$\phi$DE with $\gamma=-1$  has the smallest MSE over all other D$\phi$DE's and the MDPDE's for all considered values of $\beta$. As $n$ increases all the D$\phi$DE's compare favorably with MDPE for all  $\beta$.

In the case of long-tailed contamination in the form of an $\exp(0.1)$ distribution, simulations results (not reported in this paper) emphasise that the MDPDE's are more robust than our proposed estimators.

\noindent In conclusion, without contamination the D$\phi$DE's express a good small sample size performance which is comparable to the AMLE and MDPDE's. For medium and large sample sizes the MDPDE's are preferable. Under main body contamination, the D$\phi$DE's are more powerful.

\section{Concluding remarks}
\noindent We have introduced a new estimation procedure in parametric models in the case of right censored data. The method is based on the dual representation of $\phi$-divergences. The estimators are easily
computed and  exhibit appropriate asymptotic behaviour.

We have presented an adaptive choice of the escort parameter $\theta$ that leads to  efficient and robust
estimates. It will be
interesting to investigate theoretically the problem of the choice
of the divergence which leads to an ``\emph{optimal}'' estimate in terms of efficiency and robustness. One approach is to minimize an estimated asymptotic mean squared error of the estimator when it is mathematically tractable, which is not an easy task in the context of censored data and lays beyond the scope of
the present work.

redpajama_set_name: RedPajamaArXiv


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text:
Saturday Apr 07 2018
Ali Imran Syed
FATF concerns: Miftah Ismail says tax amnesty scheme doesn't violate money laundering laws
Saturday Apr 07, 2018
Adviser to Prime Minister on Finance, Miftah Ismail talking to media. Photo: APP
Adviser to the prime minister on Finance Miftah Ismail on Saturday assuaged the concerns of the Financial Action Task Force (FATF) and assured the tax amnesty scheme does not violate money laundering laws.
"Pakistan's tax amnesty scheme adheres to all international anti-money laundering laws," the adviser on finance said while speaking to Geo News.
Ismail shared that he has received an e-mail from the global money-laundering watchdog, FATF, calling for global needs and the agreed-upon guidelines to be respected.
"The FATF has stressed upon strict monitoring of money laundering and terrorist financing activities," the Pakistani premier's financial adviser said.
Ismail further said he has not responded to the email as yet.
PM announces tax reforms package, amnesty scheme for non-filers and undeclared assets
Five-point reforms package on income tax announced at end of EAC meeting
Earlier a report claimed that the FATF had written to Ismail to express reservations regarding the possibility of violation of money laundering laws and increase in terrorist financing under the new amnesty scheme.
Pakistan has to present a consolidated plan against money laundering to FATF next month so it is not added to the grey-list of the global money-laundering watchdog.
In February, Pakistan's Foreign Office said the country would be placed on the grey list of the FATF in June. Member states of the FATF were persuaded by Washington to place Pakistan back on the "grey list" of nations with inadequate terrorist financing or money laundering controls. Pakistan was on the list for three years, until 2015.
On Thursday, Prime Minister Shahid Khaqan Abbasi announced a reduction in income tax rates and an amnesty scheme aimed at broadening the government's revenue base.

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Come and join us for a family-event at the KC Arts Center – Home of SRT (Singapore Repertory Theatre)!
Gretel and Hansel is based on a twist of the well-known fairy tale by the Brothers Grimm.
When Hansel arrives, it upsets the balance of Gretel's life completely. Her little brother has turned everything upside down. When their parents abandon them in the forest and they end up at the witch's house, she is very tempted to push him into the oven with their jailer and get rid of him forever… By what tortuous route does one become a big sister? Learn about family and responsibility through a theatre outing like no other!
This show is recommended for aged 4 years old and above.
Please note that cancellation after deadline or no show will be charged full amount.


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The ACLU of Alabama can accommodate journalist inquiries into local and national issues affecting civil rights in Alabama. To speak with an ACLU expert, please email media@aclualabama.org.
PLEASE NOTE: Media desk contact information is for reporters only. All non-media inquiries directed to this line or email will not be returned. Non-media inquiries must be directed to info@aclualabama.org.
- Any -Countering voter suppressionCriminal JusticeFirst Amendment RightsImmigrants' RightsLGBTQ RightsRacial JusticeVoting RightsWomen's Rights & Reproductive Freedom
Final Rules Issued on COVID Funds Prove Alabama's Plan to Build Prisons Is Inappropriate
MONTGOMERY, Ala. -- Today, the Treasury Department issued its final rules on how states may use the Coronavirus State and Local Fiscal Recovery Funds.
January 6, 2022 Criminal Justice
Alabama Organizations Call on the U.S. House Financial Services Committee to Halt the Use of COVID-19 Funds for Constructing Prisons
Today, the ACLU of Alabama, 23 other local organizations, and dozens of individuals all sent a letter demanding that U.S. House Financial Services Committee urgently investigate the State of Alabama's ill-conceived plan to spend $400 million dollars of COVID relief funds to build prisons.
December 17, 2021 Criminal Justice
ACLU of Alabama Comment on Abortion Bill HB23
Montgomery, Ala. -- This week, state legislators pre-filed HB23, a bill that would ban abortion at 6 weeks of pregnancy and is similar to the abortion ban passed in Texas that is currently being reviewed by the Supreme Court.
December 10, 2021 Women's Rights & Reproductive Freedom
Individual voters joined with civil rights and faith groups today to file a pair of lawsuits in federal court challenging Alabama's newly drawn political maps for state legislative and congressional districts.
November 15, 2021 Voting Rights Countering voter suppression
Today's passage of new district maps for Alabama has been a disappointment from start to finish.
November 3, 2021 Voting Rights Countering voter suppression
Civil Rights Groups Send Letter to Legislature Ahead of Redistricting Special Session
Today, a group of civil rights groups sent a letter to the Alabama Reapportionment Committee to remind them of their legal obligations to comply with the Voting Rights Act and the U.S. Constitution when considering how to draw the new legislative maps in the upcoming redistricting process.
October 19, 2021 Voting Rights Countering voter suppression


I HAVE BEEN WAITING FOR THIS DAY FOR TWO YEARS!!!!!!!!!!!
I am so excited to have a new season of Sherlock airing this year; last year's Christmas special was lovely, but I need a full three-episode season to at least temporarily sate my craving for this show. And then after these three episodes..... well, we'll cross that bridge when we get there.
Writing this after just seeing the show, my thoughts are running all over the place, so the organization of this post is as the things rotate to the front of my mind.
Sherrinford: "Please put me through to Sherrinford" (Mycroft). Um. Ummmmm. UMMMMMM??!!!?!?!? ARE WE FINALLY GOING TO SEE THE THIRD HOLMES BROTHER? Who's playing him? Is there a chance that it's Tom Hiddleston???
Mary..... I did not see that coming. Obviously, with a background as dangerous as hers, there was always a big chance of it happening, so it wasn't too too alarming, but still. With the baby, and John, and she was just getting settled... that was rough to watch. And now John is angry with Sherlock! I'm not sure if I fully agree with him on that point, because on the one hand, Sherlock is not responsible for Mary's actions. On the other hand, it was Sherlock that asked Mary to be involved in the case which led her to be there in the first place. And he provoked her, but John didn't know that did he?
As reluctant as I am to say it, I was not as thrilled with this episode as I was the others. It seemed very scattered in a way and there was so much in the episode that it was slightly crowded. There was still great humor though, and the mystery of the episode itself was great. It just didn't seem like the focus to me; rather, there were so many tangents (The baby, Moriarty, the woman John meets) that it seemed slightly forced.


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István Szőts (Szentgyörgyválya (ahora Valea Sângeorgiului, Călan, Rumanía) 30 de junio de 1912 - Viena, 6 de noviembre de 1998) fue un director de cine húngaro.

Aunque nació en Rumanía, se trasladó con su padre a Hungría. Allí estudió Bellas artes y Pintura con dos maestros, Aba-Novák Vilmos y Iványi-Grünwald Béla. En 1939, trabajó en Hunnia, donde fue asistente de dirección de Lajos Zilahy.

Es conocida por su película de 1942 Emberek a havason por el que ganó el premio en la Bienal de Venecia. Aunque aclamado por la crítica, fue desaprobado por el húngaro gobierno de Miklos Horthy y Szőts tuvo problemas para obtener el respaldo de sus proyectos futuros. No serí hasta 1947 cuando fue hizo su segundo film Ének a búzamezökröl.

Filmografía
 Emberek a havason (1942)
 Ének a búzamezökröl (1947)
 Melyiket a kilenc közül? (1956)

Premios y distinciones
Festival Internacional de Cine de Venecia

Referencias

Bibliografía
 Burns, Bryan. World Cinema: Hungary. Fairleigh Dickinson University Press, 1996.
 Kindem, Gorham Anders. The International Movie Industry. SIU Press, 2000.

Enlaces externos

Guionistas de Hungría
Escritores de Hungría
Directores de cine de Hungría

redpajama_set_name: RedPajamaWikipedia


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Unlocking ESG opportunities in the era of people, planet, profit
Stephen Hogan is a specialist in corporate responsibility, ESG and social impact, with twenty years' experience of working across business, Government, and civil society. Stephen developed PwC's first social inclusion strategy, covering recruitment, progression, community, and advocacy activities, initiating a programme that has seen PwC become the top-ranked employer in the UK for social mobility.
Stephen founded Exogeny Consulting (exogenyconsulting.com) in 2018 and now works with organisations on a range of issues related to responsible business and inclusive growth, helping them define and achieve their strategic goals, guiding their progress and enabling them to measure, understand and maximise their impact.
Here he talks to BIE about the challenges, considerations and opportunities surrounding ESG and the practical steps organisations can take to improve their ESG performance.
What is ESG?
ESG stands for Environmental, Social and Governance issues. It refers to the three central factors in measuring the sustainability and societal impact of an investment in an organisation. It can be broken down into five component parts:
Social issue/impact – How an organisation engages with the communities around it. It is the causes an organisation endorses and how it goes about supporting them. It encompasses traditional CSR activities, such as volunteering, donations, fundraising, and pro-bono work.
Environmental – The consumption of natural resources, including energy usage, water, paper, electricity, IT equipment, food waste, business travel, recycling etc. While some organisations will have a bigger environmental impact because they will consume more resources in the activities they undertake, all businesses have an environmental impact. Organisations need to be clear on their emissions, measuring their impact and mitigating as much as possible.
People – This covers recruitment practices, pay policies, and whether there are inequality gaps between different groups of employees. It encompasses employee engagement, diversity of staff, and role models, eg. can employees see people that relate to them in leadership positions? There are a range of weighty issues that relate to how a person feels about the organisation they work for and this is at the heart of everything ESG related.
Ethics and Conduct. Ethics, values, and the reputation of a company is considered the heart of corporate governance. Company ethics will determine policies, practices, and decision-making processes. It covers how an organisation treats its suppliers, its approach to human rights, where it sources services and products etc.
Supply Chain and Procurement– This is how the organisation selects suppliers and conducts business. It will need to review a myriad of areas, including how their suppliers manage sustainability, whether they adhere to the Living Wage, what their policies are on human rights and modern slavery etc. There are significant opportunities to use procurement power to do some real social good.
How does a business tackle all of this?
Quite simply, it will not be possible to tackle all these areas at once. A good place to start is to identify and prioritise the issues that are most important to an organisation and its stakeholders. The business can then plot the results on a materiality matrix, indicating internal and external stakeholder views on how these issues potentially impact on the success of the business. This helps to socialise the issues, visualise the findings and inform strategy development.
Ultimately though, ESG as a concept may be new, but the issues are not. Most organisations will have at least some of this work already in place.
Where in an organisation should ESG sit?
This depends on the organisation. We are likely to see it under Heads of People or Heads of ESG as a greater number of organisations build sustainability departments. For smaller organisations, ESG could sit with the CEO, COO or CFO, especially if they have identified an opportunity or potential issue for the business.
In terms of the ideal scenario, it does not matter where ESG sits but it should report into a Board Member. Embedding good ESG practices means people will be expected to think and do things differently, it will involve buy-in from multiple areas of the business, and for that to happen it must be driven from the top.
What are the key challenges and considerations?
At the heart of ESG is people and the things that matter to them – and that is a constantly changing landscape. It is important to keep listening and responding to what you are being told. If an organisation does not actively listen to its employees, it will not understand the issues impacting them and it will ultimately lose good talent.
It is imperative to understand how ESG relates to you and your organisation and to respond in a way that is authentic to your business. You cannot lift what another business has done and apply it to your own. Senior leaders need to take the time and effort to think about how issues relate specifically to their organisation and tailor the approach accordingly. Every business will be different – even in the same sector.
For change to be embedded, employees will need to understand the reasons behind it – and effective communication is therefore essential. The onus is on senior leaders to educate and inform, eg explain why they should not continue recruiting from the same places, why they may need to do business in different ways etc. Leaders will need to communicate regularly, to ensure the messages hit home.
Senior leaders must also demonstrate the change they want to make – an organisation cannot say it cares about diversity if it has a Board comprised exclusively of white men, or that it cares about the environment if its senior leaders are frequently flying for business meetings.
It is a journey, and an organisation will always be on it.
What practical steps can organisations take to improve their ESG performance?
Before an organisation can do anything, it will need a framework and strategy that its people can operate within. Historically, activity has often relied on people's own initiatives, which cannot be counted on to make for a holistic, strategic programme. Once there is a framework in place, activity can hang off the back of it, including targets, objectives, and even linking to individual performance and pay.
For example, everyone in the organisation could be given an ESG objective, which could be as simple as doing more recycling, travelling less or engaging with some volunteering. At Board level, many organisations are now linking pay to ESG and sustainability measures. It is a good way of sharpening people's attention and encouraging expected behaviours.
An organisation will need to understand what the baseline is – where it is starting from and where it wants to get to. It will need to be clear on what data is available and how it plans to measure progress.
If these issues are not familiar than it is important to educate the organisation. Someone appropriate within the business should be mandated to drive ESG, pull the threads together and weave then into a strategic and holistic plan. Importantly, this should not be about how much money can be made but what impact can be achieved.
ESG can have tangible business benefits from an organisation, from reducing spend on resources to improved brand loyalty, employee retention and stakeholder management. And at the same time, the organisation has the opportunity to maximise its sustainability and its impact on the people and communities it works with. Done well, ESG can be a win for everyone.
Stephen Hogan
Since late 2018, Stephen has worked independently through his own consultancy, Exogeny Consulting. He specialises in strategic advice, impact measurement, social impact and interim management.
An interview with Deborah Garlick, CEO of Henpicked: Menopause in the Workplace
Older workers and the workplace: menopause
Older workers and the workplace: age discrimination
Group Finance Controllers: changing expectations and the return to the office
Embed ESG into your business model - advice from Aviva Investors


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Freedom Parade is back to Lodz after 20 years!
On July the 30th '22, after 20 years, the famous Freedom Parade – a symbol of openness of the City of Łódź / Lodz, manifestation of the freedom of self-expression and the love of good music, will return to Paland's second biggest city.
Freedom Parade – it began in Lodz in 1997
For many years this techno- street parade was remembered by older citizens of Łódź as a culturally and socially important event shaping the modern character of the city.
There were lots of stories about crowds of colourfully dressed people coming from all over Poland and celebrate their love for techno, hardcore and house culture. Poland's famous Freedom Parade is back this summer and will be a part of the 599th Birthday of Łódź city.
In 2022 "freedom" seems to be one of the most important words – current situation in the world and the war in Ukraine proves, that no freedom is given forever.
The first parade took place in Lodz in 1997 and was back in the days one of the two most powerful music events that took place in Poland in the 90s.
Mayor of Lodz supporting the idea of techno-parade
We officially confirm that after 25 years since the first Freedom Parade and 20 years since the last one, the parade is coming back to Lodz! We cut off all speculations and rumours, which have been spread by the citizens of Łódź for a while now – the Freedom Parade is a fact. The legend is back! – says Hanna Zdanowska, Mayor of Łódź, who is is described as one of the most progressive politicians in Poland.
Techno celebration in Lodz called "Polish Manchester"
During the last edition in 2002, you could see over 80.000 ravers dancing in the streets of Łódź. The Freedom Parade in Lodz was inspired by Berlin's own Love Parade and it became a spectacular event and celebration that united the country's techno/house/jungle scene for years. In the late 90's, a team associated with DJ's and musicians from Łódź gathered around New Alcatraz Underground Party Organization (a community of artists associated with the New Alcatraz club created a pioneering festival of club culture.
Sounds of the 90's in Poland
"In the 1990s, the Polish dance scene was quite divided in sound when it came to musical preferences. Warsaw was strongly oriented towards house and techno, while Krakow was dominated by breakbeats: from ragga-garage to jungle and…Krakow's own Krak-Step genre. Lodz – on the other hand – was an extremely strong center for the development of breakbeat music, especially happy hardcore, jungle and drum'n'bass" says Artur Wojtczak, co-author of the book " 30 years Of Polish Techno Scene"
English DJ's and MC's, who visited Lodz back in the days felt here definitely at home. Biggest acts of UK Hardcore – movement like DJ Slipmatt, DJ Sy, Ratpack or MC MC spread the good words about the Lodz scene.
Meet us at the Freedom Parade on July the 30th!
We will strike back with a great event, putting some light into the grey everyday life and giving a bit of madness into it! We shall make the streets of Lodz dance to the best electronic music – says Rafał Baran, the co-organiser of the Freedom Parade 2022 ( and the previous editions).
Wanna have your own truck at the parade? Drop us a line: dawajtu@paradawolnosci.org.
The post Freedom Parade is back to Lodz after 20 years! appeared first on Only Techno.
tech house Techno Technoradio.eu
Orange Kush returns to Congellous Records with 'SteamPunk'
Orange Kush returns to Congellous Records with the genre-bending track "Steampunk" and it does not disappoint. This single-track release mixes varied influences, the artist is taking cues from the flair of classic rock from the likes of The Who and bringing it up to date with a Chemical Brothers like electronic vibe. Releasing this summer on June 22nd, Orange Kush is one not to miss. Pre-order on Beatport. Moskalus · PREMIERE: Orange Kush – Steampunk [Congellous] The post Orange Kush […]
Terminal V Completes Full Lineup Announcing Charlotte de Witte, Amelie Lens, Ewan McVicar b2b Kettama and many more artists
Len Faki returns with 'EP1' and upcoming single 'Don't Be Stupid Day'
The DJ, producer and label owner is putting out his next release 'EP1' coming out 3rd February – with the first single 'Don't Be Stupid Day' dropping next Friday 13th January. Recognised for his two acclaimed Techno labels Monoid and Feis. His move to Berlin marked a decisive turning point […]
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By NCEATALK Catholic School Matters November 26, 2018
Here is the link to the November 21st Catholic School Matters Radio Hour focusing on new Catholic leaders. The 90-minute podcast features four conversations with new Catholic school leaders:
Mary Pat Donaghue, the Executive Director of the Secretariat for Catholic Education at the United States Conference of Catholic Bishops (USCCB). Here is another (video) interview with her. We discuss the recent bishops' meeting in Baltimore and her hopes for her new work, as well as her background in Catholic education. We discuss "the work before us" and how we are called to meet the challenges in front of us.
I had a great conversation with three brand new Catholic school superintendents who came to their positions from very different backgrounds. Debra Haney, the recently-named Superintendent of Schools for the Archdiocese of Galveston-Houston, spoke first about her long-time affiliation with the Archdiocese, her quick ascendance, and her realization that in certain areas, she sets the course for the schools. Samuel Torres, the new superintendent of the Diocese of San Bernardino, spoke as part of the panel of new superintendents. As a Hispanic Catholic, he believes in his call to draw more Hispanic Catholics into the school system and into the heart of the Church. His background as a high school principal (Pomona Catholic) and in the Archdiocese of Baltimore have shaped his perspective. Janet Eaton, the new superintendent of the Diocese of Wichita, was the third member of the panel and spoke of realizing that she speaks for the diocese and is looked at as an authority. After listening/interviewing each one, it was great to open up the floor and have more free-flowing conversations.
The third conversation was with Tom Novotney, the Chief Administrator for Cedar Valley Catholic Schools in Waterloo, Iowa. In his first year, he has had to guide the school system through a transition to a new model. With declining enrollment and aging facilities, the board has decided to modify which grades are offered at which building. It's been a challenging year for him!
Finally, I spoke to the new principals at two brand new Catholic schools. I had interviewed each of them last year as part of my new Catholic school leaders podcast. Nicholas Morgan is the new principal of Epiphany Catholic School in Katy, Texas. He talked about falling a little short on enrollment projections and fundraising, too. Annette Zaleski is the founding principal of St. Jeanne de Lestonnac HS in Temecula, CA. She talked about opening the school to 9th and 10th graders (they had originally expected to only open one year) and the challenge of raising the $20 million to build the new high school. It was great to check in with them and hear their stories!
Overall, it's great to hear the enthusiasm and passion of these new leaders. Enjoy! Here's another link to the podcast. Don't forget to subscribe!
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Editor's note: This post is largely going to concern the economic well-being of Jon Rosenberg; long-time readers may recall that Jon was the first publisher of Fleen, and largely the driving force in me writing this damn thing for the going-on-five-years since. You can insert any necessary disclaimers about conflict of interest into this piece that you feel necessary.
It sounded serious on Twitter the other day:
I have just completely wasted thirteen years of my life.
… but then again, we're talking about Jon; he's been known to exaggerate his woes on occasion. But as the followup has shown, this isn't a moment of artistic doubt — this is a wholesale re-evaluation of … life, I guess. After being part of the defining generation of webcomics, after just about creating the two guys sitting on a couch genre, after providing countless hours of free entertainment and thousands of updates (which, contrary to his own self-interest, have become increasingly artistically, narratively, and philosophically complex), Jon's toying with the conclusion that the creation that expresses him best isn't sustainable:
Goats is thirteen years old. Since 2003, I've been working on a single epic storyline meant to culminate at the end of 2012, at which point Goats would toddle off into the sunset and I would start my next comic. Easy, right?
It is becoming apparent that this approach isn't viable. While I'm happy with what I've done creatively, the webcomics medium rewards quick, easy updates with traffic. Long, continuity-filled stories like Goats that take a long time between updates tend to stagnate, although there are certainly folks more talented than I who can pull off this difficult feat.
None of this is news to me. It's hard to come to a teenaged webcomic and not get put off by the large archive. And the books do not seem to be mitigating the problem as much as I had hoped, since most folks are trying to buy food and pay rent these days and graphic novels understandably do not provide shelter or many other things at the bottom of Maslow's pyramid. As many other problems as Goats has, as many mistakes as I have made, this is the only one that matters right now. Without growth, I'm dead in the water. There's only so many times I can beg you guys to buy stuff.
If I were single, or younger, or less encrusted in the leakings of children, I would hunker down, buy some ramen and just tough it out. But it's not fair to my family to ask them to suffer like that, they deserve better. A lot better. So I have to make some changes.
The bright spot in Jon's missive is what he didn't say — he's not giving up comics or creative work, he's not going to get a job selling insurance for this wife's uncle's cousin or anything like that. He is going to be looking at what things he can make that will appeal in a more immediate, less attention-requiring, and financially remunerative form. As much as I would love to think that there's a place for long, complex stories that demand attention from the reader, Jon doesn't owe me that in my free entertainment; nevertheless, he's said that he's not dropping Goats where it stands.
There will be a wrap-up to the (as of today) six years, five months, and three days long storyline that those of us in his (too small to satisfy his publisher, alas) cult have invested in. It won't feature the original depth and breadth that he conceived, but maybe after he's become the next JJ Abrams and conquered all forms of media, he'll have time to go back and release the director's cut of his first magnum opus and we'll get to read it then. I hope so — he deserves that closure.
And as much as a final groundswell of sales might not change any decisions based on balance sheets and long-term exploitation possibilities, if you've ever chuckled at Jon's work, I think getting a book or two would be a nice thank you for a story that he's fought to give to us in exchange for meager and shrinking rewards.
Thanks for the stories, Jon. I can't wait to see what the next one is like.
posted by Gary Tyrrell on 05.04.10 @ 2:22 pm | 21 Comments
Am I the only one that sees this as kind of a normal progression for webcartoonists? We were all pioneers of one medium and once we do everything we can in it and still can't pay the bills, there have to be more frontiers to conquer.
Just don't make any puppet films, Jon.
By Steve Troop on 05.04.10 2:56 pm
Tom Siddell still has to work a day job as well and it just blows my mind. Is it really impossible for longform webcomics to make enough to support their creators?
By Jer on 05.04.10 5:03 pm
[…] This post was mentioned on Twitter by Nina Lords. Nina Lords said: Editor's note: This post is largely going to concern the economic well-being of Jon Rosenberg; long-time readers m… http://bit.ly/a7XAb7 […]
By Tweets that mention Fleen: Home Of The Webcomics Action News Team! » Dammit -- Topsy.com on 05.04.10 5:03 pm
I used to be a regular reader of Goats, and I've tried to get back into it several times. But every time I've tried, I've been thwarted by an overcomplicated plot that is (literally? I have no idea) in another dimension from its "two guys on a couch" beginning. The art is vastly improved, the writing might be as well (I'm not sure), but I don't really care, because the comic just doesn't make any sense to me and isn't worth the effort it would take to get back into it.
I wonder if it's a major flaw in the medium. Goats, as Jon's major source of income (?), can't become too different too quickly if it wants to retain its readership. Especially since Jon doesn't have a publisher willing to carry him until he finds his legs again. But Jon wants to stretch himself narratively and chooses to do so within his established comic. So the comic changes little-by-little, eventually becoming radically different. Along the way thousands (?) of potential and former readers are turned away by a plot that is increasingly prohibitively complicated.
What would happen without all of that pressure to build something? If he allowed himself to start over and tell stories without worrying about maintaining a daily audience? The way it is now, narrative choices made years ago come to define the comic until 2012. But what about the narrative choices made in the beginning? That was an entirely different comic. It seems to me that something is lost when new story elements are just continuously grafted onto a body that doesn't necessarily want them. The comics that are successful know what they are and don't try to overstep those bounds. I don't just mean Penny Arcade, PvP, or xkcd. The Abominable Charles Christopher, many Activate comics, Octopus Pie, Dash Shaw's Body World, Achewood, and others, are all representative of the kinds of long stories you can tell in the webcomics medium simply by… planning a little bit. Being ruthless with yourself. Knowing what you have. I don't think the Abominable Charles Christopher would be anywhere near as successful if it had started as a gamer comic that just happened to have a Yeti in it who, we later discover, has an epic past or some secret destiny. There is an aspect of play and learning in growing something like Jon has, and it's obvious he's grown artistically over Goats's run. But I think at some point you have to start over and redefine your work. If Goats ends sooner rather than later that might actually help Jon's development as a cartoonist and bring him closer to achieving success with his next project.
By André on 05.04.10 5:43 pm
Ok. So, I have every one of the books, both the originals and the new ones. Just ordered the soon to be released third volume. I started reading when there were only, what, 3 or 4 years of archives to dive through.
I love what he's doing and, at the same time, I do sort of grow weary of the storyline.
Don't misread me, I like an ongoing, coherent story line/universe, but, there are days where I feel lost… and I've been reading it 'daily' (or whatever the schedule is now… damn RSS for making me stupid).
I gladly wear my league of pedants shirt. The only reason I haven't stickered up my netbook is I can't decide which to use.
But yeah, what I really want to see is what new amazing thing Jon can wow us with.
By John on 05.04.10 5:57 pm
I think the right decision would have been to end "Goats" in 2003, then launch "Infinite Typewriters" or whatever as a new comic, featuring a few of the same characters, and structure it in such a way that you never needed to read the original Goats comics to understand the new one. That way, instead of a 13-year-old comic, he'd only have a 7-year-old comic with two left to go. It would seem less daunting to new readers, and there are plenty of longform comics of that age with strong readerships. Basically, what John Allison did with Bobbins, then Scary Go Round, and now Bad Machinery.
As it is, I think by ending it early, he runs the risk of alienating loyal readers who were still hanging around for a show that won't happen.
By Pete on 05.04.10 6:32 pm
I am the problem.
I'll be up front about that, just so we're clear. And the problem is this: I am constitutionally incapable of spending money (and when you're talking multi-volume series, it can be a fair bit of money) on something to which I don't know the ending. As an example, were I eligible to vote for the Hugos, I would vote for Girl Genius over Schlock Mercenary; on the other hand, I own Schlock and not GG. A serial has a definite ending at the end of each arc, and enough catharsis to make it a worthwhile purchase, even if the quality diminishes for the next volume. Long form works just build tension, and if the next volume doesn't fulfill that it's terribly unsatisfying. Since you can't know what the future holds, that means long form works lose out.
I've been bitten by it too many times, which is why I subscribe to the idea that 'Friends don't let friends read Robert Jordan'. I know that George RR Martin is not my bitch, but I'm not his either. If he wants to finish the series, then (and only then) I'm quite interested in reading it. Until then there are plenty of other places to spend my money.
In the case of webcomics, I think the medium does really hamper long form works, since we're conditioned to the page-a-day. I don't know what the solution to that is, but there will be people here far better qualified than I to discuss that. Until someone figures it out, I think the best we can hope for are labors of love (with credit here to Paul Gadzikowski, who has 'long form', 'brilliant', and 'unmarketable' all nailed.)
tl;dr: I dearly hope that the Foglios make it long enough to satisfactorily conclude their story, and I know that I'm shooting myself in the foot by not helping them along the way. I just don't see much choice, given limited disposible income. I'm terribly glad that Narbonic ended so well, and I treasure those volumes on my shelf. And best of luck to Jon, Goats really is a marvelous work.
By Matthew I on 05.04.10 7:40 pm
Matthew, that is a super interesting POV. From mine (which may be unreliable as a creator), I feel like the second I kill a project, I kill all the back issues in existence. Not end outright, but let's say I took six months to wind Starslip up right and print a handsome Book 4 to tie it all with a bow.
To me, only die-hard fans would be interested in the books at that point, because other readers might go "well, what if I really like it, and then it runs out? Forget it." Like the known ending kills interest, in the same way I don't really want to go back and watch all of X-Files now, even though it is possible to.
By Kris Straub on 05.04.10 8:01 pm
Kris, the ongoing success of Problem Sleuth would suggest that there's an audience for works that are complete and have a conclusion. There's something to be said for knowing that whatever you start reading is going to be worth it when you're done; for my money, Goats never really made that case. I've never had friends link me Goats pages and say 'are you reading this? This is fantastic' like they have with Homestuck or Gunnerkrigg Court. This suggests to me that the story was too difficult to share. Gunnerkrigg has regular pages only loosely connected to the main storyline that are charming and give a good impression; Homestuck, despite its kudzu plot, has regular conclusions and awesome animations.
An aside: Tom Siddell appears unwilling to make a living off Gunnerkrigg, that boy has a terrible lack of self-confidence and he's admitted he's got no business sense. Doing good work, I think, isn't enough; the Penny Arcade guys would have gone bankrupt years ago if it wasn't for Robert Khoo.
By Merus on 05.05.10 2:14 am
[…] At Fleen, comments have become a fascinating discussion of how to manage long-running works and whether […]
By Goats Goes on Hiatus » Comics Worth Reading on 05.05.10 8:11 am
Howdy guys! This is a great discussion, a lot of good points and many that I've come to independently and will be working to fix in the future.
I just want to be clear that Goats will have a real ending, I do not plan to abandon it or rush it with a handful of strips.
The new strip will be designed in such a way that it will hopefully not suffer from many of the problems Goats has had. With 13 years of experience under my belt, I'm excited to see what I can do now with a clean slate. I'll be sure to let you guys know when there's more detail.
By Jonathan Rosenberg on 05.05.10 11:37 am
I made this comment over at WishTales who discussed Jon's points, too.
I think the real problem is the internet is made for short attention span theater. The popularity of stumblepon, digg, reddit and all the other thumb it and boost the bouncerate tools just kinda end up being a quick boon to gag-a-day, but are a little trickier for the longforms to reign in real readers.
There is something to the people that want a complete ending. I've definitely noticed that when we finish an episode we get a traffic spike & people are staying on the site longer.
Anyway – I just want to thank Jon for his work and taking the time to comment on an issue I've always been curious how other long forms see this.
By Eben07 on 05.05.10 1:42 pm
Everyone makes great points here.
This kind of thing is a little concerning for us longform webcomic creators but I think it comes down to objectives.
I've been publishing my comic, Nathan Sorry, for over a year now and have had some nice and frankly unexpected success with it but I have no intention of abandoning my real job for it or hoping to ever make enough money (or really any money) from it to support my family. It's just something I really really want to do and work hard to find the time to do it.
I'm also using the webcomic more as a vehicle to garner interest and support for an eventual graphic novel. I know that's where my true readership would lie. I'm 44 pages in to what will be a roughly 300 page story right now and I know the further I get into it the less likely I'm going to pick up new online readers.
But what I hope benefits me is that I have a planned ending, though it will still take me years to get there. And I think the rise of tablets like the iPad may help us longform guys out a little by giving readers a more comfortable platform for reading (and a potential revenue generator for) our work.
By Rich Barrett on 05.05.10 2:50 pm
[…] of good discussion in the comments thread of yesterday's post, re: Goatspocalypse. What I find most encouraging is that whatever […]
By Fleen: Home Of The Webcomics Action News Team! » So … Little … Sleep on 05.05.10 3:01 pm
My disclaimer: I've been reading Goats since it's humble beginnings and have bought just about everything Jon has put up for sale.
That out of the way, I have been reading the last few months and thinking to myself, "Where are we going?", but I do feel as if we are getting to the top of the hill where each storyline will peak and all head toward the climatic finish.
In hindsight I wonder if I should have written Jon asking if things were under control. But it's not in my place to question the author. It's his work, not mine.
I am disappointed by the slow book sales. They really are beautifully done. I ordered 3 copies of Volume 3 before this news.
I am also glad that there will be a conclusion. Not that he owes it to me, because he wants to. I've read too many webcomics that just stopped right where they were and felt cheated even though the author had valid reasons.
I'll patiently wait for Jon to come back and finish Goats and start whatever it may be. Good luck Jon!
By Richard Kempter on 05.05.10 3:03 pm
To me this has almost been like suddenly everyone sees the 800lb gorilla in the room. Longform is tough because it's not a real good match for people's habits on the internet.
Big archives and slower pacing make the problem worse. We're writing stories that read just fine in a book, but dripped out 2 or 3 times a week, it's not nearly as satisfying for either reader or creator.
I found out about Goats a year or so ago, and I tried to read it, and I was utterly lost. I went and looked at the archive, and I just said "no way – not a chance." And that was that.
There comes at time when getting new readers into something like that just becomes harder and harder until it's almost impossible.
I had been thinking of these things already when Jon made his announcement. One thing I had already decided to do with Marooned was to use my universe and characters as a setting, but to try and make each new story stand as much as possible on its own. Time will tell if this works or not.
I'll say this about making a living with comics though – man that's a tenuous life. I feel for Jon, but on the other hand, it's a risky way to go. So many things have to go right.
Even for the guys who are established and living consistently right now – it would not take much to completely upset the apple cart. An injury that stops you from drawing, a storyline that loses your readers, your own family expenses rising above what your comic normally supported.
It feels like to strive for that is almost insane. And as far as this being a young mans game… man, absolutely.
At Wishtales we hope to find other alternatives to making the comic thing work. Who knows if we will or not. But I think it's definitely time to start looking at things differently.
By Tom Dell'Aringa on 05.05.10 5:01 pm
As another long form guy, i feel his pain. I've considered ending Wandering Ones more than once, and I do have ideas for new comics. But that one more story just keeps popping into my head…
By Clint Hollingsworth on 05.05.10 6:09 pm
Team Force Alpha! Finally!
Any sort of 2-guys-on-a-couch-drinking-beer strip again wouldn't be terrible either.
By sammyg on 05.05.10 7:18 pm
I still say this is all part of the webcartoonist life cycle. If you haven't gotten there already, you will. It'
s not the end of the world — it's just time to assess the situation and learn from it.
Team Force Alpha is still some time away, I won't be starting it until Goats is wrapped up.
By Jonathan Rosenberg on 05.05.10 10:57 pm
[…] see that Jon Rosenberg is retooling Goats to make it more compatible with his life. I can totally relate to that. Spread the […]
By After much delay, new page at Wanderlost… | mooreroom on 05.12.10 8:10 pm


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Category All ImagesAircraftCulture of FitnessOtherPeopleProfessionals of the WeekSpirit of 12
Broadcast Journalist
Tech. Sgt. Kyle Hersel, Assistant NCO-in-charge of Air Terminal Operations, Jordan Port, 387th Air Expeditionary Squadron, drives a vehicle off of a U.S. Air Force C-17 Globemaster III in Jordan, Oct. 14, 2019. The port provides aerial logistics for the American Embassy to Jordan through the Military Assistance Program, handling cargo and passenger movement in support of State Department efforts. (U.S. Air Force photo by Tech. Sgt. Michael Mason)
Tech. Sgt. Kyle Hersel, Assistant NCO-in-charge of Air Terminal Operations, Jordan Port, 387th Air Expeditionary Squadron, replaces cargo rollers on a U.S. Air Force C-17 Globemaster III in Jordan, Oct. 14, 2019. The port provides aerial logistics for the American Embassy to Jordan through the Military Assistance Program, handling cargo and passenger movement in support of State Department efforts. (U.S. Air Force photo by Tech. Sgt. Michael Mason)
Chains used to secure cargo inside a U.S. Air Force C-17 Globemaster III during flight are disconnected prior to unloading in Jordan, Oct. 14, 2019. The port provides aerial logistics for the American Embassy to Jordan through the Military Assistance Program, handling cargo and passenger movement in support of State Department efforts. (U.S. Air Force photo by Tech. Sgt. Michael Mason)
Tech. Sgt. Kyle Hersel, Assistant NCO-in-charge of Air Terminal Operations, Jordan Port, 387th Air Expeditionary Squadron, confirms the cargo manifest for a delivery of vehicles in Jordan, Oct. 14, 2019. The port provides aerial logistics for the American Embassy to Jordan through the Military Assistance Program, handling cargo and passenger movement in support of State Department efforts. (U.S. Air Force photo by Tech. Sgt. Michael Mason)
Staff Sgt. Tony Bellow, NCO-in-charge of Cargo Operations, Jordan Port, 387th Air Expeditionary Squadron, removes rollers from the cargo ramp of a U.S. Air Force C-17 Globemaster III before unloading vehicles in Jordan, Oct. 14, 2019. The port provides aerial logistics for the American Embassy to Jordan through the Military Assistance Program, handling cargo and passenger movement in support of State Department efforts. (U.S. Air Force photo by Tech. Sgt. Michael Mason)
Members of the American Embassy to Jordan, Military Assistance Program, Aerial Logistics Port pose for a picture in front of a U.S. C-17 Globemaster III in Jordan, Oct. 14, 2019. During the team's time in Jordan they have handled over 370 missions, coordinated logistics for 430 tons of cargo, and manifested over 3,000 passengers in support of State Department diplomatic efforts and Department of Defense training missions such as Exercise Eager Lion, U.S. Central Command's largest exercise. Pictured are: Staff Sgt. Tony Bellew, Mr. Akram Al Ramone, Tech. Sgt. Kyle Hersel, and Master Sgt. Chester Moore. (U.S. Air Force Photo by Tech. Sgt Michael Mason)
A U.S. Air Force C-17 Globemaster III taxis into position after landing in Jordan, Oct. 14, 2019. The port provides aerial logistics for the American Embassy to Jordan through the Military Assistance Program, handling cargo and passenger movement in support of State Department efforts. (U.S. Air Force photo by Tech. Sgt. Michael Mason)
A U.S. Air Force C-17 Globemaster III awaits cargo off-load after landing in Jordan, Oct. 14, 2019. The port provides aerial logistics for the American Embassy to Jordan through the Military Assistance Program, handling cargo and passenger movement in support of State Department efforts. (U.S. Air Force photo by Tech. Sgt. Michael Mason)