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We propose a new definition of the Neyman chi-square divergence between distributions. Based on convexity properties and duality, this version of the [chi]2 is well suited both for the classical applications of the [chi]2 for the analysis of contingency tables and for the statistical tests in...
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This paper defines the blowing number, which counts the number of data points necessary to destabilize a statistic under a given sampling scheme. Its calculation is completed for many statistics, shading a new light on their sampling properties.
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L'article analyse la coopération monétaire en Europe comme une coalition (au sens de la théorie des jeux) au sein de l'économie mondiale. Le modèle de Canzoneri et Henderson sert de point de départ ; il est enrichi, notamment par la prise en compte d'une fonction de création de la monnaie...
Persistent link: https://www.econbiz.de/10008550120
Investment-Saving Correlations and International Capital Mobility, by Jean-Pierre Berdot, Gérard Kébabdjian and Jacques LéonardAccording to conventional wisdom, international capital mobility has increased at an accelerating rate due to financial globalization for the last twenty years....
Persistent link: https://www.econbiz.de/10005560163