Results 31 to 40 of about 6,215,042 (159)
Economic Record, EarlyView.This paper provides causal evidence that persistent changes in macroeconomic conditions in immigrants' countries of origin shape their labour market behaviour in the host country. We develop and empirically test a reference‐dependent framework in the spirit of Kőszegi and Rabin (2006), in which immigrants evaluate their material well‐being in the host ...
Ruoshui Shan, Xiaodong Fan
wiley +1 more source
Regularized reduced rank regression for mixed predictor and response variables
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract In this paper, we introduce the Generalized Mixed Regularized Reduced Rank Regression model (GMR4), an extension of the GMR3 model designed to improve performance in high‐dimensional settings. GMR3 is a regression method for a mix of numeric, binary and ordinal response variables, while also allowing for mixed‐type predictors through optimal ...
Lorenza Cotugno +2 more
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Establishing Shape Correspondences: A Survey
Computer Graphics Forum, EarlyView.Abstract Shape correspondence between surfaces in 3D is a central problem in geometry processing, concerned with establishing meaningful relations between surfaces. While all correspondence problems share this goal, specific formulations can differ significantly: Downstream applications require certain properties that correspondences must satisfy ...
A. Heuschling, H. Meinhold, L. Kobbelt
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The Decentralization of Liquor Policies in Texas During the Post‐Prohibition Era
International Economic Review, EarlyView.ABSTRACT We examine the decentralization of liquor policies in Texas during the Post‐Prohibition era using newly collected historical legislative roll call data. By combining these data with local referendum vote shares, we analyze both legislators' and constituents' preferences on liquor policy.
Andrew Arnold, Holger Sieg
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On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators [PDF]
We establish functional central limit theorems for a broad class of dependent, heterogeneous tail arrays encountered in the extreme value literature, including extremal exceedances, tail empirical processes and tail empirical quantile processes.
Jonathan Hill
core
On Spatial Point Processes With Composition‐Valued Marks
International Statistical Review, EarlyView.Summary Methods for marked spatial point processes with scalar marks have seen extensive development in recent years. While the impressive progress in data collection and storage capacities has yielded an immense increase in spatial point process data with highly challenging non‐scalar marks, methods for their analysis are not equally well developed ...
Matthias Eckardt +2 more
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Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)
Journal of Time Series Analysis, EarlyView.ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
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, 2022 The investigation asymptotic limits on associated data mainly focused on limit theorems of summands of associated data and on the related invariance principles.
Adekpedjou, Akym +3 more
core
Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics [PDF]
, 2009 Functional limit theorems for continuous-time random walks (CTRW) are found in the general case of dependent waiting times and jump sizes that are also position dependent.
Kolokoltsov, V. N. (Vasiliĭ Nikitich)
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Tackling nonlinear price impact with linear strategies
Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source