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1.
This paper investigates the effect of cognitive abilities on financial behavior among older adults. Using the U.S. Health and Retirement Study, I find that cognitive abilities significantly affect financial behavior through two channels: ability and self-efficacy. People with higher cognition scores achieve better financial outcomes. This positive association is especially strong in tasks having high demand of cognitive abilities, which confirms the ability channel of the cognitive ability effect. In addition, there is evidence for the self-efficacy channel as a secondary source of cognitive influence. Lower cognitive abilities decrease people’s sense of self-efficacy, which, in turn, significantly decreases financial management efficiency. The findings have important policy implications, specifically that more effort is needed to assist the growing older population through the cognitive aging process and that noncognitive skills, as a secondary source of influence, also warrant attention. 相似文献
2.
语言·命运·历史——论吉本《苏格兰的书》 总被引:1,自引:0,他引:1
高继海 《郑州大学学报(哲学社会科学版)》2002,35(6):43-46
苏格兰小说家吉本最著名的作品是其三部曲《苏格兰的书》。这部小说在语言的运用上独具特色 ,对女主人公命运的关注显示出这位男性作家超前的女性主义意识。而小说的叙述结构所蕴含的历史观则是进步和乐观的 相似文献
3.
Jonathan H. Wright 《Econometric Reviews》2002,21(4):397-417
Many recent papers have used semiparametric methods, especially the log-periodogram regression, to detect and estimate long memory in the volatility of asset returns. In these papers, the volatility is proxied by measures such as squared, log-squared, and absolute returns. While the evidence for the existence of long memory is strong using any of these measures, the actual long memory parameter estimates can be sensitive to which measure is used. In Monte-Carlo simulations, I find that if the data is conditionally leptokurtic, the log-periodogram regression estimator using squared returns has a large downward bias, which is avoided by using other volatility measures. In United States stock return data, I find that squared returns give much lower estimates of the long memory parameter than the alternative volatility measures, which is consistent with the simulation results. I conclude that researchers should avoid using the squared returns in the semiparametric estimation of long memory volatility dependencies. 相似文献
4.
We define a class of count distributions which includes the Poisson as well as many alternative count models. Then the empirical probability generating function is utilized to construct a test for the Poisson distribution, which is consistent against this class of alternatives. The limit distribution of the test statistic is derived in case of a general underlying distribution, and efficiency considerations are addressed. A simulation study indicates that the new test is comparable in performance to more complicated omnibus tests. 相似文献
5.
We consider samples drawn without replacement from finite populations. We establish optimal lower non-negative and upper non-positive bounds on the expectations of linear combinations of order statistics centered about the population mean in units generated by the population central absolute moments of various orders. We also specify the general results for important examples of sample extremes, Gini mean differences and sample range. The paper completes the results of Papadatos and Rychlik [2004. Bounds on expectations of L-statistics from without replacement samples. J. Statist. Plann. Inference 124, 317–336], where sharp negative lower and positive upper bounds on the expectations of the combinations were presented for the without-replacement samples. 相似文献
6.
Two-treatment multi-center clinical trials are the most common type of clinical trials in practice. The aim of this paper is to discuss a curious property of certain standard nonparametric procedures used in the analysis of such clinical trials. Different analyses of a simulated data example are presented, which lead to contrasting and surprising results. The source of the potentially misleading outcome is then explored while relating the simulated data with the concept of Efron's paradox dice and the notion of nontransitivity. With the root of the problem established, an alternate nonparametric method from the literature is shown to address the problem. Finally, pointing out an interpretational concern of using the alternate procedure, a modification to this procedure is also suggested and corresponding theoretical results are presented. 相似文献
7.
In this paper we propose a new robust estimator in the context of two-stage estimation methods directed towards the correction of endogeneity problems in linear models. Our estimator is a combination of Huber estimators for each of the two stages, with scale corrections implemented using preliminary median absolute deviation estimators. In this way we obtain a two-stage estimation procedure that is an interesting compromise between concerns of simplicity of calculation, robustness and efficiency. This method compares well with other possible estimators such as two-stage least-squares (2SLS) and two-stage least-absolute-deviations (2SLAD), asymptotically and in finite samples. It is notably interesting to deal with contamination affecting more heavily the distribution tails than a few outliers and not losing as much efficiency as other popular estimators in that case, e.g. under normality. An additional originality resides in the fact that we deal with random regressors and asymmetric errors, which is not often the case in the literature on robust estimators. 相似文献
8.
Lu Lin 《Statistical Papers》2004,45(4):529-544
The quasi-score function, as defined by Wedderburn (1974) and McCullagh (1983) and so on, is a linear function of observations.
The generalized quasi-score function introduced in this paper is a linear function of some unbiased basis functions, where
the unbiased basis functions may be some linear functions of the observations or not, and can be easily constructed by the
meaning of the parameters such as mean and median and so on. The generalized quasi-likelihood estimate obtained by such a
generalized quasi-score function is consistent and has an asymptotically normal distribution. As a result, the optimum generalized
quasi-score is obtained and a method to construct the optimum unbiased basis function is introduced. In order to construct
the potential function, a conservative generalized estimating function is defined. By conservative, a potential function for
the projected score has many properties of a log-likelihood function. Finally, some examples are given to illustrate the theoretical
results.
This paper is supported by NNSF project (10371059) of China and Youth Teacher Foundation of Nankai University. 相似文献
9.
Statistik für bivariate gemischte Poisson–Prozesse am Beispiel der Kraftfahrthaftpflichtversicherung
Mathias Zocher 《Allgemeines Statistisches Archiv》2005,89(4):383-402
Zusammenfassung: In diesem Artikel wird der Weg von einem univariaten gemischten Poisson–Prozess, der in vielen Bereichen zum Z?hlen von Ereignissen
benutzt wird, zu einem bivariaten gemischten Poisson–Prozess aufgezeigt. Dazu werden einige Eigenschaften des bivariaten Prozesses
angegeben. Im zweiten Teil der Arbeit wird gezeigt, wie mit Hilfe dieses Prozesses der übergang von einem herk?mmlichen Bonus–Malus–System
in der Kraftfahrthaftpflichtversicherung zu einem Bonus–Malus–System mit Berücksichtigung der Schadenart beschritten werden
kann. Dazu wird zuerst eine Modellprüfung der gegebenen Daten vorgenommen und sodann werden für verschiedene mischende Verteilungen
die Verteilungsparameter gesch?tzt und Nettopr?mien angegeben sowie die Prognosegenauigkeit getestet.
Summary: In this paper we show that the model of the bivariate mixed Poisson process arises in a natural way from the univariate mixed Poisson process, which is used in several areas for counting certain events. Furthermore we state some properties of the bivariate process. In the second part of the paper we illustrate how by means of the bivariate mixed Poisson process a bonus–malus system handling different types of accidents can be derived from the classical bonus–malus system in third–party liability insurance. To this end we first check the model on the given data and then estimate distribution parameters and compute net premiums for different mixing distributions as well as test the prediction probabilities.
* Vortrag am Dresdner Forum zur Versicherungsmathematik: Tarifierung in Erst- und Rückversicherung am 25. Juni 2004. Für die Unterstützung zu dieser Arbeit m?chte der Autor Lothar Partzsch, Klaus D. Schmidt (beide Dresden) und Friedemann Spies (München) recht herzlich danken. 相似文献
10.
The L1 and L2-errors of the histogram estimate of a density f from a sample X1,X2,…,Xn using a cubic partition are shown to be asymptotically normal without any unnecessary conditions imposed on the density f. The asymptotic variances are shown to depend on f only through the corresponding norm of f. From this follows the asymptotic null distribution of a goodness-of-fit test based on the total variation distance, introduced by Györfi and van der Meulen (1991). This note uses the idea of partial inversion for obtaining characteristic functions of conditional distributions, which goes back at least to Bartlett (1938). 相似文献