Showing 81 - 90 of 1,371
Persistent link: https://www.econbiz.de/10008552387
Persistent link: https://www.econbiz.de/10008497252
The recombinant estimation technique of Mullin and Reiley (2006) can be a useful tool for analyzing data from normal-form games. The recombinant estimator falls within a general category of statistics known as U-statistics. This classification has both theoretical and practical implications: (1)...
Persistent link: https://www.econbiz.de/10005068105
In this paper, we focus on and examine the empirical evidence of non- linearity in aggregate Canadian unemployment. Contrary to the conclusion reached in Murray et al. (1993), and using a corrected for bias simple non-parametric test (SNT), we reject the null hypothesis of a linear structure for...
Persistent link: https://www.econbiz.de/10005412624
This paper discusses asymptotic and bootstrap inference methods for a set of inequality and progressivity indices. The application of non-degenerate U-statistics theory is described, particularly through the derivation of the Suits-progressivity index distribution. We have also provided formulae...
Persistent link: https://www.econbiz.de/10005413427
The asymptotics of large deviation probabilities for two-sample non degenerate von Mises functionals and U- statistics of arbitrary degree is investigated. We find explicitly the main term of this asymptotics. Some examples motivated by nonparametric statistics are given. The result may be...
Persistent link: https://www.econbiz.de/10005427057
Many well-known goodness-of-fit and symmetry tests are based on U- et V-statistics. Recent progress in the analysis of their large deviations enables to find new expressions for their local Bahadur efficiency in case of bounded kernels and to formulate the conditions of local optimality. For...
Persistent link: https://www.econbiz.de/10005577386
Suppose that inference about parameters of interest is to be based on an unbiased estimating function that is U-statistic of degree 1 or 2. We define suitable studentized versions of such estimating functions and consider asymptotic approximations as well as an estimating function bootstrap...
Persistent link: https://www.econbiz.de/10005579275
Persistent link: https://www.econbiz.de/10005598696
Persistent link: https://www.econbiz.de/10005598752