Showing 1 - 10 of 15
The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location nor intercept parameters, or on signed ranks, which require an assumption of symmetry.If the median, in the absence of a symmetry assumption, is considered as a...
Persistent link: https://www.econbiz.de/10011091147
takes citations into account. We find that this ordinal approach is more robust. Based on the ordinal ranking of … the ranking is ex aequo for Philip-Hans Franses and Florencio Lopez de Silanes. Adding-up the individual output we find …
Persistent link: https://www.econbiz.de/10011091168
We consider the problem of ranking sets of objects, the members of which are mutually compatible.Assuming that each …
Persistent link: https://www.econbiz.de/10011091451
This paper proposes a semiparametric estimator for single- and multiple index models.It provides an extension of the average derivative estimator to the multiple index model setting.The estimator uses the average of the outer product of derivatives and is shown to be root-N consistent and...
Persistent link: https://www.econbiz.de/10011091562
What s the asymptotic null distribution of a rank-based serial autocorrelation test applied to residuals of an estimated GARCH model?What s the limiting distribution of estimated ACD parameters applied to the residuals of some first-stage modelling procedure?This paper addresses the often...
Persistent link: https://www.econbiz.de/10011091906
n practice, it is important to evaluate the quality of research, in order to make decisions on tenure, funding, and so on. This article develops a methodology using citations to measure the quality of journals, proceedings, and book publishers. (Citations are also used by the Science and Social...
Persistent link: https://www.econbiz.de/10011092108
In this paper we study U.S. unemployment dynamics using grouped unemployment data from the Current Population Survey over the period 1968-1992. We estimate a model that traces variation in these unemployment data, both over time and between demographic groups, back to the underlying variation in...
Persistent link: https://www.econbiz.de/10011092498
Persistent link: https://www.econbiz.de/10011092733
In this paper we present an axiomatic analysis of several ranking methods for tournaments. We find that two of them … ranking, the most common method in statistics and psychology. The other one is a new ranking method introduced in this paper …: recursive Buchholz. One of the most widely studied methods in social choice, the fair bets ranking, also performs quite well …
Persistent link: https://www.econbiz.de/10011092766
In this paper we shall be interested in two questions on extremes relating to world records in athletics.The first question is: what is the ultimate world record in a specific athletics event (such as the 100m for men or the high jump for women), given today's state of the art?Our second...
Persistent link: https://www.econbiz.de/10011092777