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M. E. Robinson & J. A. Tawn 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2000,62(1):117-135
The observed extremes of a discrete time process depend on the process itself and the sampling frequency. We develop theoretical results which show how to account for the effect of sampling frequency on extreme values, thus enabling us to analyse systematically extremal data from series with different sampling rates. We present statistical methodology based on these results which we illustrate though simulations and by applications to sea-waves and rainfall data. 相似文献
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The growing number of disabled children who are tube fed at home has important implications both for families and the professionals who support them. This paper reports on the preliminary findings of a project which aims to assess the practical, social and emotional impact of home enteral tube feeding (HETF) on the lives of disabled children and their families. The evidence presented here suggests that guidance and training on HETF for non-parent carers is both inadequate and inconsistent. Consequently access to education and social services may be restricted or even denied for disabled children on HETF as a direct result of their perceived need for nursing or medical care. Copyright © 1999 John Wiley & Sons, Ltd. 相似文献
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Although earnings and seniority are believed positively related in most labor markets, the earnings of academics were thought
to be an exception to this rule. Using the National Survey of Postsecondary Faculty, from 1993, we find that earnings and
seniority are positively related once adequate controls for past labor market mobility are included among the regressors.
In particular, we find that individuals who are currently tenured at their initial job have the steepest seniority profile
of any group we examined. We also find a handsome premium paid to individuals who are hired-with-tenure. These results suggest
a market characterized by competitive “raiding” of top faculty. 相似文献
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Robinson Kruse 《Statistical Papers》2011,52(1):71-85
This paper proposes a new unit root test against a nonlinear exponential smooth transition autoregressive model. This model
receives much attention in international macroeconomics as it has been successfully applied to a variety of financial time
series. The new test is build upon the nonstandard testing approach of Abadir and Distaso (J Econom 140:695–718, 2007) who
introduce a class of modified statistics for testing joint hypotheses when one of the alternatives is one-sided. The asymptotic
properties of the suggested unit root test are derived. In a Monte Carlo study the popular Dickey–Fuller-type test proposed
by Kapetanios et al. (J Econom 112:359–379, 2003) is compared to the new test. The results suggest that the new test is generally
superior in terms of power. An application to a real effective exchange rate underlines its usefulness. 相似文献
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