The Causal Relationship Between Jurisdiction Size and Institutional Quality
ABSTRACT While the relationship between jurisdiction size and economic and electoral outcomes has been extensively studied, its causal impact on institutional capacity and quality remains unexplored. Leveraging the mergers of 197 Italian municipalities, we investigate changes in administrative quality using the Municipal Administration Quality Index ...
Augusto Cerqua +2 more
wiley +1 more source
Wealth Distribution Under Power Trading Frequencies and Transitions of Agents. [PDF]
Sun R, Lai S, Zhou X.
europepmc +1 more source
Optimal Deterioration Tests for the Thermal Stress Under the Generalized Pareto Distribution
尊 清末, 建紀 作村, 英雄 廣瀬
openalex +2 more sources
Peaks over thresholds modelling with multivariate generalized Pareto distributions [PDF]
Anna Kiriliouk +3 more
openalex +1 more source
A Conditional Tail Expectation Type Risk Measure for Time Series
ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur +2 more
wiley +1 more source
Robust learning for ridge-penalized quasi-GLMs under non-identical distributions. [PDF]
Zhang H, Tian W, Yao Q, Wang P, Zhang B.
europepmc +1 more source
Sequential Outlier Detection in Nonstationary Time Series
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
Modelling and improving approach for carrying capacity in multi-modal super network by considering travel time. [PDF]
Huang X.
europepmc +1 more source
Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
Aggregation and the Structure of Value
ABSTRACT Roughly, the view I call “Additivism” sums up value across time and people. Given some standard assumptions, I show that Additivism follows from two principles. The first says that how lives align in time cannot, in itself, matter. The second says, roughly, that a world cannot be better unless it is better within some period or another.
Weng Kin San
wiley +1 more source

