Showing 1 - 10 of 104
We propose a new method of tail analysis for data featuring a high degree of leptokurtosis. Heavy tails can typically be found in financial series, like for example, the stock returns or durations between arrivals of trades. In our framework, the shape of tails can be assessed by fitting some...
Persistent link: https://www.econbiz.de/10010309874
capital stock. After classifying the 17 Spanish regions into high and low unemployment groups using kernel and cluster …
Persistent link: https://www.econbiz.de/10010269818
Assuming that cards are dealt with replacement from a single deck and that each of Player and Banker sees the total of his own two-card hand but not its composition, baccara is a 2 . 288 matrix game, which was solved by Kemeny and Snell in 1957. Assuming that cards are dealt without replacement...
Persistent link: https://www.econbiz.de/10010369414
-assignment optimization problems. It is known that for permutation games the bargaining set and the core coincide, consequently, the kernel is … a subset of the core. We prove that for permutation games the kernel is contained in the least core, even if the latter … game is also an example (of minimum size) for a game with a non-convex kernel. …
Persistent link: https://www.econbiz.de/10010494577
of test statistics. We present a simple and tractable way to perform classical hypothesis tests based upon a kernel …
Persistent link: https://www.econbiz.de/10011940672
In this article we overview nonparametric (spline and kernel) regression methods and illustrate how they may be used in …
Persistent link: https://www.econbiz.de/10011984474
nucleolus. This paper is an update on the nucleolus and its two related supersolutions, i.e., the kernel and the bargaining set. …
Persistent link: https://www.econbiz.de/10012058650
This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of …
Persistent link: https://www.econbiz.de/10011755277
statistics depend on the break fraction and the bandwidth tuning parameter as well as on the kernel. When the break date is …
Persistent link: https://www.econbiz.de/10011755355
persistent disparities in the regional unemployment rates. Through standard kernel density tecnhiques, we demonstrate the …
Persistent link: https://www.econbiz.de/10010278712