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This paper proposes a novel framework to test for slope heterogeneity between time-varying coefficients in panel data models. Our test not only allows us to detect whether the coefficient functions are the same across all units or not, but…

Econometrics · Economics 2025-11-18 Marina Khismatullina , Bernhard van der Sluis

Quantifying coherence has received increasing attention, and considerable work has been directed towards finding coherence measures. While various coherence measures have been proposed in theory, an important issue following is how to…

Quantum Physics · Physics 2018-05-02 Da-Jian Zhang , C. L. Liu , Xiao-Dong Yu , D. M. Tong

Some techniques for the study of intermittency by means of wavelet transforms, are presented on an example of synthetic turbulent signal. Several features of the turbulent field, that cannot be probed looking at standard structure function…

chao-dyn · Physics 2007-05-23 Piero Olla , Paolo Paradisi

The Gini coefficient is an universally used measurement of income inequality. Intersectoral GDP contributions reveal the economic development of different sectors of the national economy. Linking intersectoral GDP contributions to Gini…

Methodology · Statistics 2024-05-14 Jingcheng Meng , Yimeng Ren , Xuening Zhu , Guanyu Hu

We present a model in which we investigate the structure and evolution of a random network that connects agents capable of exchanging wealth. Economic interactions between neighbors can occur only if the difference between their wealth is…

Physics and Society · Physics 2015-06-19 A. Agreda , K. Tucci

This paper is devoted to multi-dimensional inverse problems. In this setting, we address a goodness-of-fit testing problem. We investigate the separation rates associated to different kinds of smoothness assumptions and different degrees of…

Statistics Theory · Mathematics 2014-02-20 Yuri I. Ingster , Béatrice Laurent , Clément Marteau

We propose a new probabilistic characterization of the uniform distribution on the hypersphere in terms of the distribution of pairwise inner products, extending the ideas of \citep{cuesta2009projection,cuesta2007sharp} in a data-driven…

Statistics Theory · Mathematics 2026-04-14 Tiefeng Jiang , Tuan Pham

This article examines the application of a popular measure of sparsity, Gini Index, on network graphs. A wide variety of network graphs happen to be sparse. But the index with which sparsity is commonly measured in network graphs is edge…

Discrete Mathematics · Computer Science 2018-07-26 Swati Goswami , C. A. Murthy , Asit K. Das

Via an axiomatic approach, we characterize the family of n-th order Gini deviation, defined as the expected range over n independent draws from a distribution, to quantify joint dispersion across multiple observations. This family extends…

Mathematical Finance · Quantitative Finance 2025-09-16 Xia Han , Ruodu Wang , Qinyu Wu

We introduce a new approach for measuring both the effective medium and the transport properties of light propagation in heterogeneous media. Our method utilizes the conceptual equivalence of frequency variation with a change in the…

Optics · Physics 2009-12-21 Sanli Faez , P. M. Johnson , Ad Lagendijk

To gain insights into the problem of regional inequality, we proposed new regional asset exchange models based on existing kinetic income-exchange models in economic physics. We did this by setting the spatial exchange range and adding bias…

Physics and Society · Physics 2020-07-27 Takeshi Kato , Yasuyuki Kudo , Hiroyuki Mizuno , Yoshinori Hiroi

This paper deals with fairness in stable marriage problems. The idea studied here is to achieve fairness thanks to a Generalized Gini Index (GGI), a well-known criterion in inequality measurement, that includes both the egalitarian and…

Computational Complexity · Computer Science 2018-09-25 Hugo Gilbert , Olivier Spanjaard

Effective non-parametric density estimation is a key challenge in high-dimensional multivariate data analysis. In this paper,we propose a novel approach that builds upon tensor factorization tools. Any multivariate density can be…

Machine Learning · Statistics 2022-10-19 Magda Amiridi , Nikos Kargas , Nicholas D. Sidiropoulos

For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…

Methodology · Statistics 2020-01-29 Mengyan Li , Runze Li , Yanyuan Ma

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

We present a class of inequality constraints on the set of distributions induced by local interventions on variables governed by a causal Bayesian network, in which some of the variables remain unmeasured. We derive bounds on causal effects…

Artificial Intelligence · Computer Science 2012-07-02 Changsung Kang , Jin Tian

In this article, we consider change point inference for high dimensional linear models. For change point detection, given any subgroup of variables, we propose a new method for testing the homogeneity of corresponding regression…

Methodology · Statistics 2024-01-17 Bin Liu , Xinsheng Zhang , Yufeng Liu

Pairwise comparisons are an important tool of modern (multiple criteria) decision making. Since human judgments are often inconsistent, many studies focused on the ways how to express and measure this inconsistency, and several…

Artificial Intelligence · Computer Science 2017-05-01 Jiri Mazurek

Currently, the high-precision estimation of nonlinear parameters such as Gini indices, low-income proportions or other measures of inequality is particularly crucial. In the present paper, we propose a general class of estimators for such…

Methodology · Statistics 2014-07-01 Camelia Goga , Anne Ruiz-Gazen

In this paper, we introduce a novel flexible Gini index, referred to as the extended Gini index, which is defined through ordered differences between the $j$th and $k$th order statistics within subsamples of size $m$, for indices satisfying…

Methodology · Statistics 2025-05-06 Roberto Vila , Helton Saulo
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