Showing 1 - 10 of 10
We study the treatment effect of grade retention, using a panel of French junior highschool students, taking unobserved heterogeneity and the endogeneity of grade repetitions into account. We specify a multi-stage model of human-capital accumulation with a finite number of types representing...
Persistent link: https://www.econbiz.de/10010368232
Persistent link: https://www.econbiz.de/10011445707
We propose new concepts of statistical depth, multivariate quantiles, ranks and signs, based on canonical transportation maps between a distribution of interest on IRd and a reference distribution on the d-dimensional unit ball. The new depth concept, called Monge-Kantorovich depth, specializes...
Persistent link: https://www.econbiz.de/10011445717
Persistent link: https://www.econbiz.de/10011445758
We propose new concepts of statistical depth, multivariate quantiles, vector quantiles and ranks, ranks, and signs, based on canonical transportation maps between a distribution of interest on Rd and a reference distribution on the d-dimensional unit ball. The new depth concept, called...
Persistent link: https://www.econbiz.de/10011445761
Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates. We show that these estimates can always be improved with...
Persistent link: https://www.econbiz.de/10010318513
The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, pointwise for each quantile. Linear functional forms, coupled with pointwise fitting, are used for a number of reasons including parsimony of the resulting approximations and good...
Persistent link: https://www.econbiz.de/10010318516
This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and any other related approximations of distribution and quantile functions of sample statistics. Besides satisfying the logical monotonicity, required of...
Persistent link: https://www.econbiz.de/10010318582
Suppose that a target function f0 : Rd - R is monotonic, namely weakly increasing, and an original estimate f of this target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates f. We show that these estimates can always...
Persistent link: https://www.econbiz.de/10010288431
This paper derives conditions under which preferences and technology are nonparametrically identified in hedonic equilibrium models, where products are differentiated along more than one dimension and agents are characterized by several dimensions of unobserved heterogeneity. With products...
Persistent link: https://www.econbiz.de/10012146378