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Estimation of P (X È Y) for discrete distributions with non-identical support

Choudhury, Mriganka Mouli; Bhattacharya, Rahul; Maiti, … - In: Statistics in Transition new series (SiTns) 23 (2022) 3, pp. 43-64

The Uniformly Minimum Variance Unbiased (UMVU) and the Maximum Likelihood (ML) estimations of R = P(X È Y) and the associated variance are considered for independent discrete random variables X and Y. Assuming a discrete uniform distribution for X and the distribution of Y as a member of the...

Persistent link: https://www.econbiz.de/10013444145

Young People between Education and the Labour Market during the COVID-19 Pandemic in Italy

Fiaschi, Davide; Tealdi, Cristina - 2021

We analyse the distribution and the flows between different types of employment (self-employment, temporary, and permanent), unemployment, education, and other types of inactivity, with particular focus on the duration of the school-to-work transition (STWT). The aim is to assess the impact of...

Persistent link: https://www.econbiz.de/10012597625

Feature extraction with hybrid neural networks

Wegmann, Georg - 2000

optimizer. The mathematical motivation for such hybrid networks is presented, using the Kolmogorov theory of metric entropy. As …

Persistent link: https://www.econbiz.de/10010301758

Modelling inter-regional trade flows: data and methodological issues in Rhomolo

Ivanova, Olga; Kancs, D'Artis; Stelder, Dirk - 2010

used for modelling purposes. We propose an augmented entropy approach, which combines the Transtools model’s inter …

Persistent link: https://www.econbiz.de/10011332422

Real-time macroeconomic data and uncertainty

Glass, Katharina; Fritsche, Ulrich - 2015

Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...

Persistent link: https://www.econbiz.de/10011341024

A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500

Allen, David E.; McAleer, Michael; Powell, Robert; … - 2013

sets a series of non-parametric based tests utilising entropy based metrics. These suggest that the PDFs and CDFs of these … two return distributions change shape in various subsample periods. The entropy and MI statistics suggest that the degree … most recent period from 2011 to 2012. The entropy based non-parametric tests of the equivalence of the two distributions …

Persistent link: https://www.econbiz.de/10010326508

De-composing diversity: In-group size and out-group entropy and their relationship to neighbourhood cohesion

Koopmans, Ruud; Schaeffer, Merlin - 2013

generalized entropy measures can be used to test which of diversity's two basic dimensions matters most: the variety of groups, or …

Persistent link: https://www.econbiz.de/10010329620

Conservation laws, financial entropy and the Eurozone crisis

Cockshott, Paul; Zachariah, David - In: Economics: The Open-Access, Open-Assessment E-Journal 8 (2014) 2014-5, pp. 1-55

of financial entropy and gives numerical simula-tions indicating that this tends to rise. We discuss an analogue for free …

Persistent link: https://www.econbiz.de/10010331149

Filling in the blanks: Network structure and interbank contagion

Anand, Kartik; Craig, Ben; von Peter, Goetz - 2014

unknown, and maximum entropy serves as the leading method for estimating unobserved counterparty exposures. This paper … entropy and also permits more robust analysis. Using the two benchmarks side by side helps identify a range of possible …

Persistent link: https://www.econbiz.de/10010332887

A general class of entropy based control charts

Mangold, Benedikt; Konopik, Jens - 2017

paired phi-divergence that generalizes both the cumulative (residual) entropy and the differential entropy. The phi …

Persistent link: https://www.econbiz.de/10011598481