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A growing number of applications involve settings where, in order to infer heterogeneous effects, a researcher compares various units. Examples of research designs include children moving between different neighborhoods, workers moving…

Econometrics · Economics 2024-04-03 Stephane Bonhomme , Angela Denis

The authors consider the problem of estimating the density $g$ of independent and identically distributed variables $X\_i$, from a sample $Z\_1, ..., Z\_n$ where $Z\_i=X\_i+\sigma\epsilon\_i$, $i=1, ..., n$, $\epsilon$ is a noise…

Statistics Theory · Mathematics 2008-02-11 Fabienne Comte , Yves Rozenholc , Marie-Luce Taupin

Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real L{\'e}vy process. This gives a simple and unified proof of several results in the literature,…

Probability · Mathematics 2015-01-19 Christophe Profeta , Thomas Simon

Indirect comparisons of treatment-specific outcomes across separate studies often inform decision-making in the absence of head-to-head randomized comparisons. Differences in baseline characteristics between study populations may introduce…

Applications · Statistics 2020-04-09 David Cheng , Rajeev Ayyagari , James Signorovitch

A Bayesian nonparametric approach to the study of species diversity based on choosing a random discrete distribution as a prior model for the unknown relative abundances of species has been recently introduced in Lijoi et al. (2007, 2008).…

Statistics Theory · Mathematics 2012-03-09 Annalisa Cerquetti

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

Econometrics · Economics 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

Statistical Mechanics · Physics 2021-05-12 Cecile Monthus

This paper develops a geometric diagnostic framework for classical inequality decomposability. Representing the simplest nontrivial setting of three-person income distributions as points on the two-dimensional income-share simplex, we…

General Economics · Economics 2026-05-01 Tatiana Komarova

Quantifying the heterogeneity is an important issue in meta-analysis, and among the existing measures, the $I^2$ statistic is the most commonly used measure in the literature. In this paper, we show that the $I^2$ statistic was, in fact,…

Methodology · Statistics 2024-03-28 Ke Yang , Enxuan Lin , Tiejun Tong

Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under various conditions. A esult potentially applicable in a…

Probability · Mathematics 2021-10-18 Zhiyi Chi

We derive the asymptotic theory of Bai (2009)'s interactive fixed effects estimator for unbalanced panels in which the source of attrition is conditionally random. For inference, we propose a method of alternating projections algorithm…

Econometrics · Economics 2026-05-19 Daniel Czarnowske , Amrei Stammann

Theoretical frameworks used to qualitatively and quantitatively describe nuclear dynamics in solids are often based on the harmonic approximation. However, this approximation is known to become inaccurate or to break down completely in many…

Materials Science · Physics 2020-09-02 Florian Knoop , Thomas A. R. Purcell , Matthias Scheffler , Christian Carbogno

In the spirit of recent asymptotic works on the General Poverty Index (GPI) in the field of Welfare Analysis, the asymptotic representation of the non-decomposable Takayama's index, which has failed to be incorporated in the unified GPI…

Methodology · Statistics 2017-01-18 Pape Djiby Mergane , Cheikh Mohamed Haidara , Cheikh Tidiane Seck , Gane Samb Lo

In this paper, we consider a coherent theory about the asymptotic representations for a family of inequality indices called Theil-Like Inequality Measures (TLIM), within a Gaussian field. The theory uses the functional empirical process…

Methodology · Statistics 2018-07-23 Pape Djiby Mergane , Tchilabalo Abozou Kpanzou , Diam Ba , Gane Samb Lo

Measuring the degree of spatial spreading of a sample can be of great interest when sampling from a spatial population. The commonly used spatial balance index by Grafstr\"om et al. (2012) is particularly effective in comparing the level of…

Methodology · Statistics 2017-11-28 Yves Tillé , Maria Michela Dickson , Giuseppe Espa , Diego Giuliani

We consider Gini's mean difference statistic as an alternative to the empirical variance in the settings of finite populations where simple random samples are drawn without replacement. In particular, we discuss specific (in the finite…

Statistics Theory · Mathematics 2014-06-10 Andrius Čiginas , Dalius Pumputis

Representations of measures of concordance in terms of Pearson' s correlation coefficient are studied. All transforms of random variables are characterized such that the correlation coefficient of the transformed random variables is a…

Statistics Theory · Mathematics 2023-01-10 Takaaki Koike , Marius Hofert

Income segregation measures the extent to which households choose to live near other households with similar incomes. Sociologists theorize that income segregation can exacerbate the impacts of income inequality, and have developed indices…

Methodology · Statistics 2021-11-24 Matthew Simpson , Scott H. Holan , Christopher K. Wikle , Jonathan R. Bradley

Finite sample bounds on the estimation error of the mean by the empirical mean, uniform over a class of functions, can often be conveniently obtained in terms of Rademacher or Gaussian averages of the class. If a function of n variables has…

Probability · Mathematics 2015-03-10 Andreas Maurer

The Adjusted Rand Index ($ARI$) is arguably one of the most popular measures for cluster comparison. The adjustment of the $ARI$ is based on a hypergeometric distribution assumption which is unsatisfying from a modeling perspective as (i)…

Methodology · Statistics 2020-11-18 Martina Sundqvist , Julien Chiquet , Guillem Rigaill
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