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261.
Philippe Vieu 《Scandinavian Journal of Statistics》1999,26(1):61-72
ABSTRACT. This paper deals with kernel non-parametric estimation. The multiple kernel method, as proposed by Berlinet (1993), consists in choosing both the smoothing parameter and the order of the kernel function. In this paper we follow this general idea, and the selection is carried out by a combination of plug-in and cross-validation techniques. In a first attempt we give an asymptotic optimality theorem which is stated in a general unifying setting that includes many curve estimation problems. Then, as an illustration, it will be seen how this behaves in both special cases of kernel density and kernel regression estimation. 相似文献
262.
Abstract. This paper investigates the effects of organizational and technological changes on job stability of different occupational categories in France. We conduct an empirical analysis in which we make extensive use of a unique data set on a representative sample of French establishments. Working with various indicators of labor flows (gross labor flows, hiring rate, firing rate, net labor flows, and churning flows), we find that the use of new technology seems to have a positive effect on aggregate job turnover and, more specifically, turnover among manual workers. In contrast, innovative workplace organizational practices are related to lower turnover among clerical workers and intermediate professionals and have a positive effect on churning among managers. 相似文献
263.
Clifford M. Hurvich Eric Moulines Philippe Soulier 《Econometrica : journal of the Econometric Society》2005,73(4):1283-1328
We consider semiparametric estimation of the memory parameter in a model that includes as special cases both long‐memory stochastic volatility and fractionally integrated exponential GARCH (FIEGARCH) models. Under our general model the logarithms of the squared returns can be decomposed into the sum of a long‐memory signal and a white noise. We consider periodogram‐based estimators using a local Whittle criterion function. We allow the optional inclusion of an additional term to account for possible correlation between the signal and noise processes, as would occur in the FIEGARCH model. We also allow for potential nonstationarity in volatility by allowing the signal process to have a memory parameter d*1/2. We show that the local Whittle estimator is consistent for d*∈(0,1). We also show that the local Whittle estimator is asymptotically normal for d*∈(0,3/4) and essentially recovers the optimal semiparametric rate of convergence for this problem. In particular, if the spectral density of the short‐memory component of the signal is sufficiently smooth, a convergence rate of n2/5−δ for d*∈(0,3/4) can be attained, where n is the sample size and δ>0 is arbitrarily small. This represents a strong improvement over the performance of existing semiparametric estimators of persistence in volatility. We also prove that the standard Gaussian semiparametric estimator is asymptotically normal if d*=0. This yields a test for long memory in volatility. 相似文献
264.
Joel Boularan Louis Ferre Philippe Vieu 《Australian & New Zealand Journal of Statistics》1995,37(2):161-168
In the random-design non-parametric regression model, the locations of particular values of the regression function or its derivatives are estimated. This paper investigates several stochastic modes of convergence and finds their rate of convergence under regularity assumptions, for a wide class of non-parametric estimators. The approach finds two natural fields of application: estimation of zeros/extrema and non-parametric absolute calibration. 相似文献
265.
266.
Philippe Fargues 《The International migration review》2004,38(4):1348-1371
Growing Arab migration to Europe is a likely scenario for the coming years, poorly prepared for by current policies. The paper examines three reasons for this scenario: new patterns of family‐building in Arab countries; aging in Europe; and the emergence of a new demand for migrant labor. While the ongoing establishment of free trade may increase migratory pressures, government policies remain potentially conflicting – on the Arab side, optimizing the economic benefits drawn from emigrants and reviving their sense of belonging to their culture of origin; on the European side, restricting further immigration and integrating former migrants in the host society and culture. 相似文献
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270.
Philippe De Donder 《Social Choice and Welfare》2000,17(4):601-627
Strong assumptions are usually needed to guarantee the existence of a Condorcet winner in majority voting games. The theoretical
literature has developed various solution concepts to accommodate the general absence of Condorcet winner, but very little
is known on their economic implications. In this paper, I select three such concepts (the uncovered set, the bipartisan set
and the minmax set), defined as game-theoretical solution concepts applied to a Downsian electoral competition game. These
concepts are then computed by means of simulations in a simple model of purely redistributive taxation, where factor supply
varies with net factor rewards. All three concepts give rather sharp predictions and are not too sensitive to small variations
of the preference profiles.
Received: 29 December 1997/Accepted: 26 August 1999 相似文献