Related papers: Modeling inequality and spread in multiple regress…

We propose a new class of estimators of the multivariate response linear regression coefficient matrix that exploits the assumption that the response and predictors have a joint multivariate Normal distribution. This allows us to indirectly…

We examine whether mobility measures appropriately represent changes in individual status, like income or ranks. We suggest three elementary principles for mobility comparisons and show that many commonly used indices violate one or more of…

Learning models that can handle distribution shifts is a key challenge in domain generalization. Invariance learning, an approach that focuses on identifying features invariant across environments, improves model generalization by capturing…

Generative models have enjoyed widespread success in a variety of applications. However, they encounter inherent mathematical limitations in modeling distributions where samples are constrained by equalities, as is frequently the setting in…

For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…

We consider the problem of estimating and inferring treatment effects in randomized experiments. In practice, stratified randomization, or more generally, covariate-adaptive randomization, is routinely used in the design stage to balance…

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

We examine the effects of monetary policy on income inequality in Japan using a novel econometric approach that jointly estimates the Gini coefficient based on micro-level grouped data of households and the dynamics of macroeconomic…

This paper proposes a general framework for inference on three types of almost dominances: almost Lorenz dominance, almost inverse stochastic dominance, and almost stochastic dominance. We first generalize almost Lorenz dominance to almost…

In observational surveys, post-stratification is used to reduce bias resulting from differences between the survey population and the population under investigation. However, this can lead to inflated post-stratification weights and,…

Random integers, sampled uniformly from $[1,x]$, share similarities with random permutations, sampled uniformly from $S_n$. These similarities include the Erd\H{o}s--Kac theorem on the distribution of the number of prime factors of a random…

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

Data attribution for generative models seeks to quantify the influence of individual training examples on model outputs. Existing methods for diffusion models typically require access to model gradients or retraining, limiting their…

Opportunities, such as access to education or family background, shape income inequality by influencing the chances of economic success. Unequal opportunities create uncertainty about whether success is merit- or luck-based. We examine how…

We study the evaluation of real-valued point predictors under the decision-theoretic framework of mean-consistent loss functions given by the Bregman divergences. We first derive a new version of Murphy's decomposition of the expected loss…

This paper proposes a general multiple imputation approach for analyzing large-scale data with missing values. An imputation model is derived from a joint distribution induced by a latent variable model, which can flexibly capture…

We propose a methodology to assess transportation accessibility inequity in metropolitan areas. The methodology is based on the classic analysis tools of Lorenz curves and Gini indices, but the novelty resides in the fact that it can be…

This paper introduces nonparametric econometric methods that characterize general power law distributions under basic stability conditions. These methods extend the literature on power laws in the social sciences in several directions.…

Across income groups and countries, individual citizens perceive economic inequality spectacularly wrong. These misperceptions have far-reaching consequences, as it is perceived inequality, not actualinequality informing redistributive…

We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…