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厦门大学王亚南经济研究院青年教师王中雷合作论文在Journal of the Royal Statistical Society Series B - Statistical Methodology在线发表（图）
厦门大学王亚南经济研究院 王中雷 统计学权威期刊
2022/5/17
近日，WISE、经济学院统计学与数据科学系王中雷助理教授，和墨尔本大学彭柳华助理教授、爱荷华州立大学Jae Kwang Kim教授合作的题为“Bootstrap Inference for The Finite Population Mean under Complex Sampling Designs”的论文在统计学权威期刊Journal of the Royal Statistical Soc...
SPATIAL STATISTICAL ANALYSES TO ASSESS THE SPATIAL EXTENT AND CONCENTRATION OF MULTIDIMENSIONAL POVERTY IN GAUTENG USING THE SOUTH AFRICAN MULTIDIMENSIONAL POVERTY INDEX
Multidimensional Poverty SAMPI Spatial Autocorrelation Global Moran’s I LISA
2018/11/8
Assessment of poverty has generally been carried out using “money-metric” measures. But since poverty is multidimensional, these measures fall short of generating a comprehensive picture of the poor. ...
Statistical analysis of factors influencing the results of enterprises in dairy industry
cluster analysis economic indicators milk industry ownership subsidies
2017/6/22
The article deals with companies processing and producing dairy products and cheeses in the Czech market. The dairy industry is a crucial field among the production of food products. On March 31, 2015...
Professor Nicholas Kiefer,Department of Statistical Science at Cornell University（图）
Department of Statistical Science at Cornell University Professor econometrics statistics
2015/8/14
Nicholas M. Kiefer works primarily in econometrics and statistics with applications in financial economics, credit scoring and risk management in banking, consumer trend forecasting, and development o...
Professor Francesca Molinari,Department of Statistical Science at Cornell University（图）
Department of Statistical Science at Cornell University Professor econometric theory applied econometrics
2015/8/14
Francesca Molinari is a Professor in the Economics department. Her research focuses on econometric theory and applied econometrics. She got her PhD in Economics from Northwestern University and her BS...
Some Experimental Results on the Statistical Properties of Least Squares Estimates in Control Problems
Statistical Properties Control Problems
2015/8/5
The statistical properties of the certainty equivalence control rule and of the least squares
estimates generated by this rule are examined experimentally in a linear model with two
unknown paramete...
Statistical foundation of the pairwise interaction model of the stock market
Statistical foundation interaction model stock market
2012/9/14
Financial markets are a classical example of complex systems as they are compound by many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the ro...
Statistical Basis for Predicting Technological Progress
Statistical Basis Predicting Technological Progress
2012/9/14
Forecasting technological progress is of great interest to engineers, policy makers, and private investors.Several models have been proposed for predicting technological improvement, but how well do t...
Statistical Outliers and Dragon-Kings as Bose-Condensed Droplets
Statistical outliers Dragon-kings Physics and society Complex systems Bose-Einstein condensation Zipf law Power law
2012/6/5
A theory of exceptional extreme events, characterized by their abnormal sizes compared with the rest of the distribution, is presented. Such outliers, called "dragon-kings", have been reported in the ...
Study of statistical correlations in intraday and daily financial return time series
Study of statistical correlations intraday daily financial return time series Statistical Finance
2012/4/28
The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to understand the "seasonalities" and market evolution. Using the intraday data of t...
Statistical mechanics of the international trade network
Statistical mechanics international trade network General Finance
2011/7/22
Abstract: Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of...
Do firms share the same functional form of their growth rate distribution? A new statistical test
growth rate distribution of single rm heterogeneous rms EDF tests
2011/3/31
We introduce a new statistical test of the hypothesis that a balanced panel of firms have the same growth rate distribution or, more generally, that they share the same functional form of growth rate ...
A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market
statistical dependency structure marginal distributions New York Stock Exchange's TAQ database
2011/3/23
We analyze the statistical dependency structure of the S&P 500 constituents in the 4-year period from 2007 to 2010 using intraday data from the New York Stock Exchange's TAQ database. With a copula-ba...
The Use of Box-Cox Transformation Technique in Economic and Statistical Analyses
Box-Cox transformation functional forms model selection
2011/6/1
This paper provides an analytical review of the significant role of the Box-Cox transformation technique in a variety of statistical fields such as estimation, testing, inference and model selection. ...
Statistical Inference for Time-changed Brownian Motion Credit Risk Models
Credit risk structural model rst passage problem Levy process fast Fourier transform credit default spread maximum likelihood estimation
2011/3/23
We consider structural credit modeling in the important special case where the log-leverage ratio of the firm is a time-changed Brownian motion (TCBM) with the time-change taken to be an independent i...