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We consider concepts and models for measuring inequality in the distribution of resources with a focus on how inequality varies as a function of covariates. Lorenz introduced a device for measuring inequality in the distribution of income…

统计理论 · 数学 2008-12-02 Rolf Aaberge , Steinar Bjerve , Kjell Doksum

The paper covers the new model of wage distribution in typical group of people. The model provides the opportunity to reparameterize applicable income distribution model: Pareto, logarithmically normal, logarithmically logistic, Dagum etc.…

综合金融 · 定量金融 2013-09-17 Dmitry Schmerling

In several recent works on infinite-dimensional systems of ODEs \cite{cao_derivation_2021,cao_explicit_2021,cao_iterative_2024,cao_sticky_2024}, which arise from the mean-field limit of agent-based models in economics and social sciences…

数理金融 · 定量金融 2024-09-24 Fei Cao

Standard Gini covariance and Gini correlation play important roles in measuring the dependence of random variables with heavy tails. However, the asymmetry brings a substantial difficulty in interpretation. In this paper, we propose a…

统计方法学 · 统计学 2016-05-10 Yongli Sang , Xin Dang , Hailin Sang

As an effective nonparametric method, empirical likelihood (EL) is appealing in combining estimating equations flexibly and adaptively for incorporating data information. To select important variables and estimating equations in the sparse…

统计方法学 · 统计学 2021-07-02 Jiaqi Li , Liya Fu

To address the computational issue in empirical likelihood methods with massive data, this paper proposes a grouped empirical likelihood (GEL) method. It divides $N$ observations into $n$ groups, and assigns the same probability weight to…

统计方法学 · 统计学 2025-12-10 Yongda Wang , Shifeng Xiong

The Gini's mean difference was defined as the expected absolute difference between a random variable and its independent copy. The corresponding normalized version, namely Gini's index, denotes two times the area between the egalitarian…

概率论 · 数学 2024-01-08 Marco Capaldo , Jorge Navarro

This paper is concerned with inference in threshold regression models when the practitioners do not know whether at the threshold point the true specification has a kink or a jump. We nest previous works that assume either continuity or…

统计理论 · 数学 2020-01-15 Javier Hidalgo , Jungyoon Lee , Myung Hwan Seo

This article focuses on some properties of three tools used to measure economic inequalities with respect to a distribution of wealth $\mu$: Gini coefficient $G$, Hoover coefficient or Robin Hood coefficient $H$, and the Lorenz…

概率论 · 数学 2024-10-22 Valentin Melot

PageRank is a widely used algorithm for ranking webpages and plays a significant role in determining web traffic. This study employs the Gini coefficient, a measure of income/wealth inequality, to assess the inequality in PageRank…

计算机与社会 · 计算机科学 2024-12-30 Subhajit Sahu

This study is concerned with estimating the inequality measures associated with the underlying hypothetical income distribution from the times series grouped data on the Lorenz curve. We adopt the Dirichlet pseudo likelihood approach where…

统计方法学 · 统计学 2019-08-20 Genya Kobayashi , Yuta Yamauchi , Kazuhiko Kakamu , Yuki Kawakubo , Shonosuke Sugasawa

Parameters defined via general estimating equations (GEE) can be estimated by maximizing the empirical likelihood (EL). Newey and Smith [Econometrica 72 (2004) 219--255] have recently shown that this EL estimator exhibits desirable…

统计理论 · 数学 2013-07-19 Susanne M. Schennach

Standard blockwise empirical likelihood (BEL) for stationary, weakly dependent time series requires specifying a fixed block length as a tuning parameter for setting confidence regions. This aspect can be difficult and impacts coverage…

统计理论 · 数学 2014-01-07 Daniel J. Nordman , Helle Bunzel , Soumendra N. Lahiri

Empirical-likelihood-based confidence intervals for a mean were introduced by Owen [Biometrika 75 (1988) 237-249], where at least a finite second moment is required. This excludes some important distributions, for example, those in the…

统计理论 · 数学 2007-06-13 Liang Peng

We present a method to infer on joint regression coefficients obtained from marginal regressions using a reference panel. This type of scenario is common in genetic fine-mapping, where the estimated marginal associations are reported in…

统计方法学 · 统计学 2022-12-06 Tzviel Frostig , Ruth Heller

For linear models with spatial errors, the empirical likelihood ratio statistics are constructed for the parameters of the models. It is shown that the limiting distributions of the empirical likelihood ratio statistics are chi-squared…

统计方法学 · 统计学 2018-08-28 Yongsong Qin

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…

统计方法学 · 统计学 2014-07-01 Camelia Goga , Anne Ruiz-Gazen

Conformal inference, cross-validation+, and the jackknife+ are hold-out methods that can be combined with virtually any machine learning algorithm to construct prediction sets with guaranteed marginal coverage. In this paper, we develop…

统计方法学 · 统计学 2021-02-24 Yaniv Romano , Matteo Sesia , Emmanuel J. Candès

This paper proposes the k-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement - such as the Lorenz…

综合金融 · 定量金融 2009-01-31 F. Clementi , T. Di Matteo , M. Gallegati , G. Kaniadakis

Reliability inference based on parametric distributions is an important problem in electrical and mechanical engineering. Most existing methods rely on approximations or bootstrap procedures, which may not perform satisfactorily when data…

统计方法学 · 统计学 2026-04-15 Bowen Liu , Malwane M. A. Ananda , Sam Weerahandi