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1.
《Statistica Neerlandica》2018,72(2):109-125
Consider the standard nonparametric regression model and take as estimator the penalized least squares function. In this article, we study the trade‐off between closeness to the true function and complexity penalization of the estimator, where complexity is described by a seminorm on a class of functions. First, we present an exponential concentration inequality revealing the concentration behavior of the trade‐off of the penalized least squares estimator around a nonrandom quantity, where such quantity depends on the problem under consideration. Then, under some conditions and for the proper choice of the tuning parameter, we obtain bounds for this nonrandom quantity. We illustrate our results with some examples that include the smoothing splines estimator. 相似文献
2.
Adam S. Hayes 《Applied economics letters》2019,26(7):554-560
This study back-tests a marginal cost of production model proposed to value the digital currency Bitcoin. Results from both conventional regression and vector autoregression (VAR) models show that the marginal cost of production plays an important role in explaining Bitcoin prices, challenging recent allegations that Bitcoins are essentially worthless. Even with markets pricing Bitcoin in the thousands of dollars each, the valuation model seems robust. The data show that a price bubble that began in the Fall of 2017 resolved itself in early 2018, converging with the marginal cost model. This suggests that while bubbles may appear in the Bitcoin market, prices will tend to this bound and not collapse to zero. 相似文献
3.
Determination of Discrete Spectrum in a Random Field 总被引:1,自引:0,他引:1
We consider a two dimensional frequency model in a random field, which can be used to model textures and also has wide applications in Statistical Signal Processing. First we consider the usual least squares estimators and obtain the consistency and the asymptotic distribution of the least squares estimators. Next we consider an estimator, which can be obtained by maximizing the periodogram function. It is observed that the least squares estimators and the estimators obtained by maximizing the periodogram function are asymptotically equivalent. Some numerical experiments are performed to see how the results work for finite samples. We apply our results on simulated textures to observe how the different estimators perform in estimating the true textures from a noisy data. 相似文献
4.
The nexus between government revenue and government expenditure has been an important topic in public economics. In this paper, we investigate evidence for cointegration and causality between government revenue and government expenditure for nine Asian countries. We use the recently developed bounds testing approach to cointegration and the conventional F-test to examine Granger causality. Our empirical results suggest that for three out of the nine countries government revenue and government expenditure are cointegrated. Our results on the direction of causation are mixed: (a) for Indonesia, Singapore, Sri Lanka in the short-run and for Nepal in both the short- and long-run we find support for the tax-and-spend hypothesis; (b) Indonesia and Sri Lanka are in conformity with the spend-and-tax hypothesis in the long-run; and (c) for other countries there is evidence of neutrality. 相似文献
5.
The importance of language testing is noticed by more and more people.But the quality of testing,or say,the level of test writers,has been ignored for a long time.This article intends to talk about the importance of professional training for test writ- ers,in order to arouse people's attention to the quality of test designers. 相似文献
6.
Rolf Biehler 《Revue internationale de statistique》1997,65(2):167-189
The community of statisticians and statistics educators should take responsibility for the evaluation and improvement of software quality from the perspective of education. The paper will develop a perspective, an ideal system of requirements to critically evaluate existing software and to produce future software more adequate both for learning and doing statistics in introductory courses. Different kinds of tools and microworlds are needed. After discussing general requirements for such programs, a prototypical ideal software system will be presented in detail. It will be illustrated how such a system could be used to construct learning environments and to support elementary data analysis with exploratory working style. 相似文献
7.
Hiroshi Tsuda 《Asia-Pacific Financial Markets》1996,3(1):23-40
This paper investigates the existence of a correction mechanism for mis-pricing between Japanese stock and bond. By this correction mechanism we mean that when deviations occur from the equilibrium levels of the expected return differentials between stock and bond — the risk premium differentials, the market will tend to correct the mis-pricing and bring the expected return differentials back to the equilibrium levels. We assume that the yield spread between the predicted earnings price ratio of stock and the yield to maturity of bond reflects the risk premium between stock and bond, and estimate the equilibrium risk premium differentials and mis-prices between stock and bond by modelling their behaviors with a statistical yield spread model (SYS). Empirical results strongly indicate the existence of the mis-pricing correction mechanism, suggesting the inefficiency of securities markets. 相似文献
8.
9.
Mark D. Karper Clifford B. Donn Marie E. Lyndaker 《Employee Responsibilities and Rights Journal》1994,7(3):219-233
The maritime industry provides an interesting case study of the design and implementation of drug-testing programs in the
transportation industry during the 1980s. It is clear that such programs were designed and implemented less because of empirical
evidence of safety problems than for political reasons. The results in the maritime industry are indicative of a program that
is expensive to operate, intrusive with regard to employee privacy, and which will have little or no impact on safety. Focusing
such programs on the issue of impairment rather than on the issue of drug usage per se is likely to improve the outcome of
the programs.
Although, despite common belief, there is little evidence that drug usage or the “drug problem” in U.S. society as a whole
had gotten worse in the preceding years (Schonsheck, 1989, 250–251). 相似文献
10.
Joseph Ngatchou-Wandji 《Revue internationale de statistique》2006,74(1):47-65
Three tests for the skewness of an unknown distribution are derived for iid data. They are based on suitable normalization of estimators of some usual skewness coefficients. Their asymptotic null distributions are derived. The tests are next shown to be consistent and their power under some sequences of local alternatives is investigated. Their finite sample properties are also studied through a simulation experiment, and compared to those of the √ b 2 -test. 相似文献