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1.
2.
Witkower Zachary Tracy Jessica L. Pun Anthea Baron Andrew S. 《Journal of Nonverbal Behavior》2021,45(4):505-518
Journal of Nonverbal Behavior - Past research has demonstrated that children understand distinct emotion concepts and can accurately recognize facial expressions of distinct emotions by a young... 相似文献
3.
Generally, the semiclosed-form option pricing formula for complex financial models depends on unobservable factors such as stochastic volatility and jump intensity. A popular practice is to use an estimate of these latent factors to compute the option price. However, in many situations this plug-and-play approximation does not yield the appropriate price. This article examines this bias and quantifies its impacts. We decompose the bias into terms that are related to the bias on the unobservable factors and to the precision of their point estimators. The approximated price is found to be highly biased when only the history of the stock price is used to recover the latent states. This bias is corrected when option prices are added to the sample used to recover the states' best estimate. We also show numerically that such a bias is propagated on calibrated parameters, leading to erroneous values. The Canadian Journal of Statistics 48: 8–35; 2020 © 2019 Statistical Society of Canada 相似文献
4.
Laurent Gardes Stéphane Girard Gilles Stupfler 《Scandinavian Journal of Statistics》2020,47(3):922-949
The conditional tail expectation (CTE) is an indicator of tail behavior that takes into account both the frequency and magnitude of a tail event. However, the asymptotic normality of its empirical estimator requires that the underlying distribution possess a finite variance; this can be a strong restriction in actuarial and financial applications. A valuable alternative is the median shortfall (MS), although it only gives information about the frequency of a tail event. We construct a class of tail Lp-medians encompassing the MS and CTE. For p in (1,2), a tail Lp-median depends on both the frequency and magnitude of tail events, and its empirical estimator is, within the range of the data, asymptotically normal under a condition weaker than a finite variance. We extrapolate this estimator and another technique to extreme levels using the heavy-tailed framework. The estimators are showcased on a simulation study and on real fire insurance data. 相似文献
5.
The socio-economic literature has focused much on how overall inequality in income distribution (frequently measured by the Gini coefficient) undermines the “trickle down” effect. In other words, the higher the inequality in the income distribution, the lower is the growth elasticity of poverty. However, with the publication of Piketty’s magnum opus (2014), and a subsequent study by Chancel and Piketty (2017) of evolution of income inequality in India since 1922, the focus has shifted to the income disparity between the richest 1% (or 0.01%) and the bottom 50%. Their central argument is that the rapid growth of income at the top end of millionaires and billionaires is a by-product of growth. The present study extends this argument by linking it to poverty indices in India. Based on the India Human Development Survey 2005–12 – a nationwide panel survey-we examine the links between poverty and income inequality, especially in the upper tail relative to the bottom 50%, state affluence (measured in per capita income) and their interaction or their joint effect. Another feature of our research is that we analyse their effects on the FGT class of poverty indices. The results are similar in as much as direction of association is concerned but the elasticities vary with the poverty index. The growth elasticities are negative and significant for all poverty indices. In all three cases, the disparity between the income share of the top 1% and share of the bottom 50% is associated with greater poverty. These elasticities are much higher than the (absolute) income elasticities except in the case of the poverty gap. The largest increase occurs in the poverty gap squared – a 1% greater income disparity is associated with a 1.24% higher value of this index. Thus the consequences of even a small increase in the income disparity are alarming for the poorest. 相似文献
6.
From the inception of the proportional representation movement it has been an issue whether larger parties are favored at
the expense of smaller parties in one apportionment of seats as compared to another apportionment. A number of methods have
been proposed and are used in countries with a proportional representation system. These apportionment methods exhibit a regularity
of order, as discussed in the present paper, that captures the preferential treatment of larger versus smaller parties. This
order, namely majorization, permits the comparison of seat allocations in two apportionments. For divisor methods, we show
that one method is majorized by another method if and only if their signpost ratios are increasing. This criterion is satisfied
for the divisor methods with power-mean rounding, and for the divisor methods with stationary rounding. Majorization places
the five traditional apportionment methods in the order as they are known to favor larger parties over smaller parties: Adams,
Dean, Hill, Webster, and Jefferson.
Received: 5 August 2000/Accepted: 24 October 2001 相似文献
7.
8.
Uta Gerhardt 《The American Sociologist》2002,33(2):5-39
This article places an episode in the history of sociological theory into intellectual history in the twentieth century. The
perspective is chronological as well as contextual. The themes are two theoretical approaches, both embedded in both American
and German history, Parsonian Systems Theory and “Frankfurt School” Critical Theory. The chronology shown spanned mainly from
the 1940s to the 1960s. The context of the two theories is a period that is crucial in twentieth century history. The protagonists
of the two approaches were, in the 1940s, Americans and Germans exiled in the United States. In the 1950s, both approaches
were affected by McCarthyism in different ways. The 1960s, however, were the culmination. The dynamics of the two approaches
led into a schism which came into the open on the occasion of the 1964 German Sociology Conference in Heidelberg celebrating
Max Weber. The article shows the stages in the evolution of the schism, emulating three acts in a drama. The final split was
over whether Weber or Marx should be the classic whose oeuvre was to influence sociological thinking today. My aim is to exemplify
how these two authoritative approaches in sociological theory, far from escaping the vagaries and vicissitudes of their times,
were embedded in twentieth-century history. 相似文献
9.
EXAMINING THE WAGE DIFFERENTIAL FOR MARRIED AND COHABITING MEN 总被引:3,自引:0,他引:3
Leslie S. Stratton 《Economic inquiry》2002,40(2):199-212
Wage analyses indicate that married and cohabiting men earn more than do single, noncohabiting men. This article examines the nature of these wage differentials using data from the National Survey of Families and Households. Results indicate that the marital and cohabitation differentials are quite distinct. The higher wage observed for cohabiting men is driven primarily by selection and is eliminated by first differencing, but the higher wage observed for married men (and perhaps long-term cohabiters) arises largely because of differential wage growth. Wages appear to rise more rapidly following marriage. 相似文献
10.
In light of use by airline unions of partial-strike tactics, such as concerted refusals to bid for overtime work and so-called
” CHAOS” tactics involving unannounced refusals to fly after passengers have been ticketed and are ready to board, the authors
examine whether the Railway Labor Act (RLA) should be interpreted to permit employers to discipline employees for engaging
in such tactics, or whether these are a protected form of economic pressure. Although in many respects bargaining duties and
economic weapons under the RLA are read consonant with precedents under the National Labor Relations Act (NLRA) (which governs
all industries other than rail and air transport), there are a few decisions suggesting that during the period when self-help
may be resorted to, employees can engage in partial strike activities as long as they violate no court order but are subject
to permanent replacement in limited circumstances. These decisions, the authors submit, fail to take account of Supreme Court
decsions since the 1930s that some economic pressures by unions, such as slowdowns and sitins, may not violate the labor laws
but nor are they protected by those laws so as to immunize partial strikers from employer discipline. These decisions are
not based on unique features of the NLRA. Rather, they give recognition to the background assumptions of Congress that employers
may act to protect their property interests as long as they do not run afoul of NLRA or RLA protections and that employees
who engage in partial-strike activities are subject to employer discipline even where not strictly necessary to maintain operations.
Moreover, these tactics skew the bargaining process by giving employees an essentially risk-free gambit to pressure their
economic position through planned disruption of carrier operations.
Professor Estreicher is also labor and employment counsel to O’Melveny & Myers, LLP. The views expressed herein are the authors’
and should not be attributed to any organization. Hannah Breshin and Tom Jerman of O’Melveny & Myers, assisted the authors
with this article. We also thank Professor Herbert Northrup for his helpful comments. 相似文献