Showing 1 - 10 of 15
Persistent link: https://www.econbiz.de/10003841754
For time series nonparametric regression models with discontinuities, we propose to use polynomial splines to estimate locations and sizes of jumps in the mean function. Under reasonable conditions, test statistics for the existence of jumps are given and their limiting distributions are derived...
Persistent link: https://www.econbiz.de/10011000052
Under weak conditions of smoothness and mixing, we propose spline-backfitted spline (SBS) estimators of the component functions for a nonlinear additive autoregression model that is both computationally expedient for analyzing high dimensional large time series data, and theoretically reliable...
Persistent link: https://www.econbiz.de/10008861631
Recruiting or recommending appropriate potential Wikipedia editors to edit a specific Wikipedia entry (or article) can play an important role in improving the quality and credibility of Wikipedia. According to empirical observations based on a small-scale dataset collected from Wikipedia, this...
Persistent link: https://www.econbiz.de/10012048735
This article describes how understanding human mobility behavior is of great significance for predicting a broad range of socioeconomic phenomena in contemporary society. Although many studies have been conducted to uncover behavioral patterns of intra-urban and inter-urban human mobility, a...
Persistent link: https://www.econbiz.de/10012048777
Persistent link: https://www.econbiz.de/10013189982
In this paper, we consider the harmonic measure on the unit sphere Sn−1 on Rn (n≥2) and offer a two-sided estimate of precise order on the Sobolev constant with exponent p∈(1,2). As special cases for p=1 and p tending to 2, our estimates recover those in Barthe et al. (2104) for n≥3...
Persistent link: https://www.econbiz.de/10011263147
This paper conducts a laboratory experiment to assess the impact of social comparisons on the disposition effect. We set up two types of interventions on social comparisons to specifically explore two questions that appeal to us: on the one hand, manipulating the sensitivity of financial...
Persistent link: https://www.econbiz.de/10014240463
For stochastic differential equations with jumps, we prove that W1H transportation inequalities hold for their invariant probability measures and for their process-level laws on the right-continuous path space w.r.t. the L1-metric and uniform metric, under dissipative conditions, via Malliavin...
Persistent link: https://www.econbiz.de/10008873140
Let (Xn)n=1 be a sequence of i.i.d.r.v.'s with values in a Polish space of law [mu]. Consider the empirical measures . Our purpose is to generalize Sanov's theorem about the large deviation principle of Ln from the weak convergence topology to the stronger Wasserstein metric Wp. We show that Ln...
Persistent link: https://www.econbiz.de/10008551132