Results 131 to 140 of about 307 (253)

On the Distortion of a Copula and its Margins [PDF]

open access: yes
This article examines the notion of distortion of copulas, a natural extension of distortion within the univariate framework. We study three approaches to this extension: (1) distortion of the margins alone while keeping the original copula structure, (2)
Valdez, Emiliano A.
core   +1 more source

Composite marginal likelihood estimation of higher‐order diagnostic classification models under high dimensionality

open access: yesBritish Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Although full‐information maximum likelihood (FIML) estimation is widely used for diagnostic classification models (DCMs), its computational efficiency deteriorates sharply in high‐dimensional settings. This scalability challenge is increasingly critical as DCMs are applied to large‐scale assessments, psychological testing and longitudinal ...
Minho Lee, Yon Soo Suh
wiley   +1 more source

Theoretical aspects and simulation with the application of a new two parameter distribution. [PDF]

open access: yesSci Rep
Ghouar A   +8 more
europepmc   +1 more source

Comparative Cantillon effects in the Canadian and Australian art markets

open access: yesCanadian Journal of Economics/Revue canadienne d'économique, EarlyView.
Abstract As far back as 1755, Richard Cantillon analyzed how changes in the money supply affected relative prices in the economy. In times of monetary infusion, prices of certain types of goods and services could be expected to rise, depending upon the initial distribution of the money and therefore initial spending.
Douglas J. Hodgson   +2 more
wiley   +1 more source

Helicopter drops in an open economy when markets are incomplete

open access: yesEconomic Inquiry, EarlyView.
Abstract We characterize the spillover effects of helicopter drops and optimal monetary policy in a tractable two‐country overlapping generations model with incomplete markets. As helicopter drops can affect the distribution of income across countries, they create room for redistribution policies which are particularly relevant when agents are ...
Sara Eugeni
wiley   +1 more source

Consistent Testing for Stochastic Dominance: A Subsampling Approach [PDF]

open access: yes
We study a very general setting, and propose a procedure for estimating the critical values of the extended Kolmogorov-Smirnov tests of First and Second Order Stochastic Dominance due to McFadden (1989) in the general k-prospect case.
Esfandiar Maasoumi   +2 more
core  

Home - About - Disclaimer - Privacy