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Summary Letg(x) andf(x) be continuous density function on (a, b) and let {ϕj} be a complete orthonormal sequence of functions onL
2(g), which is the set of squared integrable functions weighted byg on (a, b). Suppose that
over (a, b). Given a grouped sample of sizen fromf(x), the paper investigates the asymptotic properties of the restricted maximum likelihood estimator of density, obtained by
setting all but the firstm of the ϑj’s equal to0. Practical suggestions are given for performing estimation via the use of Fourier and Legendre polynomial series.
Research partially supported by: CNR grant, n. 93. 00837. CT10. 相似文献
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Portmanteau tests are typically used to test serial independence even if, by construction, they are generally powerful only in presence of pairwise dependence between lagged variables. In this article, we present a simple statistic defining a new serial independence test, which is able to detect more general forms of dependence. In particular, differently from the Portmanteau tests, the resulting test is powerful also under a dependent process characterized by pairwise independence. A diagram, based on p-values from the proposed test, is introduced to investigate serial dependence. Finally, the effectiveness of the proposal is evaluated in a simulation study and with an application on financial data. Both show that the new test, used in synergy with the existing ones, helps in the identification of the true data-generating process. Supplementary materials for this article are available online. 相似文献
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Are there electoral cycles of emigration? An empirical investigation based on European data
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Paulo Reis Mourão Salvatore Ercolano Giuseppe Lucio Gaeta 《International migration (Geneva, Switzerland)》2018,56(3):5-27
Economic literature suggests that economic factors and the availability of amenities act as determinants of migration choices together with socio‐demographic factors. Migration has also been found to be the consequence of political instability. This article argues that specific political events, i.e., democratic elections, may be linked to migration flows. By using European data over the 1999‐2012 time period, our system GMM estimations reveal that there is an emigration political cycle across European democracies and across the young democracies of Central and Eastern European countries. We observe that regular elections tend to diminish emigration ratios, whereas endogenous elections have the opposite effect. These results suggest special challenges for governments and oppositions, which are also discussed. 相似文献
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Packaging and labeling play a crucial role awhile protecting medicaments and transmitting a range of crucial information to the users. Taking into account the scarcity of specific studies in this area, it was considered great the need for a comprehensive survey about customers' satisfaction when handling these containers. 相似文献
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Pasquale Lucio Scandizzo 《LABOUR》1989,3(3):129-168
ABSTRACT: Protectionist policies are often supported by an ‘unholy‘ alliance of industrial lobbies and labour unions, under the assumption that trade barriers will favour higher profits, wage rates and employment. Even when one takes the narrow view of self-interest in a single producing sector, however, things are not necessarily what they seem and protectionism may have more profound consequences than those expected by lobbyists and negotiators. The paper reviews the methodologies developed to measure the extent and the consequences of industrial protectionism in order to derive operational guidelines to evaluate alternative trade policies. 相似文献
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This paper is concerned with the optimization of tool requirements in flexible manufacturing systems (FMSs). The main aim is to determine the best tool spectrum (i.e. the number of duplicates for each tool type to be provided) considering different layouts of the tool management area (tool rooms). The optimization method is based on the reciprocal interaction between a genetic algorithm (GA) and the simulation model of the FMS considered. Thus, the results proposed refer to the efficacy of the technique adopted and its practical application to tool management. 相似文献
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Lucio De Capitani 《Statistical Methods and Applications》2012,21(4):517-537
In this paper, assuming that returns follows a stationary and ergodic stochastic process, the asymptotic distribution of the natural estimator of the Sharpe Ratio is explicitly given. This distribution is used in order to define an approximated confidence interval for the Sharpe ratio. Particular attention is devoted to the case of the GARCH(1,1) process. In this latter case, a simulation study is performed in order to evaluate the minimum sample size for reaching a good coverage accuracy of the asymptotic confidence intervals. 相似文献