Related papers: Quantile Coherency: A General Measure for Dependen…
The classical Lorenz curve is often used to depict inequality in a population of incomes, and the associated Gini coefficient is relied upon to make comparisons between different countries and other groups. The sample estimates of these…
In setting up a stochastic description of the time evolution of a financial index, the challenge consists in devising a model compatible with all stylized facts emerging from the analysis of financial time series and providing a reliable…
The characterization of quantum correlations, being stronger than classical, yet weaker than those appearing in non-signaling models, still poses many riddles. In this work we show that the extent of binary correlations in a general class…
Financial global crisis has devastating impacts to economies since early XX century and continues to impose increasing collateral damages for governments, enterprises, and society in general. Up to now, all efforts to obtain efficient…
The standard quantum coherence theory is defined with respect to an orthonormal basis of a Hilbert space. Recently, Bischof, Kampermann and Bru% \ss\ generalized the notion of coherence into the case of general measurements, and also, they…
In this article, we provide theoretical support for the use of geometric measures of nonclassicality as a general tool to identify quantum phase transitions. We argue that divergences in the susceptibility of any geometric measure of…
The classical concept of inequality curves and measures is extended to conditional inequality curves and measures and a curve of conditional inequality measures is introduced. This extension provides a more nuanced analysis of inequality in…
I propose a quantile-based nonadditive fixed effects panel model to study heterogeneous causal effects. Similar to standard fixed effects (FE) model, my model allows arbitrary dependence between regressors and unobserved heterogeneity, but…
Effect size measures and visualization techniques aimed at maximizing the interpretability and comparability of results from statistical models have long been of great importance and are recently again receiving increased attention in the…
Recently, the basic concept of quantum coherence (or superposition) has gained a lot of renewed attention, after Baumgratz et al. [PRL 113:140401 (2014)], following \AA{}berg [arXiv:quant-ph/0612146], have proposed a resource theoretic…
The theory of decoherent histories allows one to talk of the behavior of quantum systems in the absence of measurement. This paper generalizes the idea of decoherent histories to arbitrary open system operations and proposes experimentally…
Quantum decoherence refers to the phenomenon when the interaction of a quantum system with its environment results in the degradation of quantum coherence. Decoherence is considered to be the most popular mechanism responsible for the…
Given an arbitrary statistical theory, different from quantum mechanics, how to decide which are the nonclassical correlations? We present a formal framework which allows for a definition of nonclassical correlations in such theories,…
The quantum coherence is considered within phase-sensitive nonadiabatic dressed states. Two types of phase correlations are found: a rapidly changing phase correlation between the real and the virtual components and a stationary phase…
Due to the absence of an external, classical time variable, the probabilistic predictions of covariant quantum theory are ambiguous when multiple measurements are considered. Here, we introduce an information theoretic framework to the…
This paper considers estimating functional-coefficient models in panel quantile regression with individual effects, allowing the cross-sectional and temporal dependence for large panel observations. A latent group structure is imposed on…
In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…
General covariance is a crucial notion in the study of field theories in curved spacetime. A field theory defined with respect to a semi-Riemannian metric is generally covariant if two metrics which are related by a diffeomorphism produce…
Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity. Approaches include the bivariate copula model, random effect model,…
A coefficient is introduced that quantifies the extent of separation of a random variable $Y$ relative to a number of variables $\mathbf{X} = (X_1, \dots, X_p)$ by skillfully assessing the sensitivity of the relative effects of the…