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The impacts of migration distance on Chinese migrant workers’ income: The role of fellow villagers
LIBOR rates copula function PDE.
2016/1/20
This paper discusses the correlation structure between London Interbank Offered Rates (LIBOR) by using copula function. We start from one simplified model of Brace, Gatarek & Musiela (1997) and find o...
On the role of contamination level and the least favourable bahaviour of gross-error sensitivity
the role of contamination level the least favourable bahaviour gross-error sensitivity
2009/9/23
The notion of contamination level is introduced and its
characterization for any pair of distribution functions is given.
A possibility of reformulation of some basic problems of the robust
statist...
Role of Regression Estimator Involving Measurement Errors
Role Regression Estimator Involving Measurement Errors
2009/9/17
Role of Regression Estimator Involving Measurement Errors。
On a role of predictor in the filtering stability
nonlinear filtering stability martingale convergence
2009/4/22
When is a nonlinear filter stable with respect to its initial condition? In spite of the recent progress, this question still lacks a complete answer in general. Currently available results indicate t...
On the role played by the fixed bandwidth in the Bickel-Rosenblatt goodness-of-fit test
goodness-of-fit test kernel density estimator Bahadur efficiency
2009/2/23
For the Bickel-Rosenblatt goodness-of-fit test with fixed bandwidth studied by Fan (1998) we derive its Bahadur exact slopes in a neighbourhood of a simple hypothesis f =f0 and we use them to get a be...