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Keyword: distribution function;

5 results found.

Econometrics Paper

Multivariate kernel regression in vector and product metric spaces

Marcia M Schafgans and Victoria Zinde-Walsh

Nonparametric kernel regression is widely used in econometrics and has been applied to models with cross-sectional, time series and panel data. As functional data analysis is gaining attention, our analysis extends to th...Read more...

9 May 2024

Econometrics Paper

TESTING FOR STOCHASTIC MONOTONICITY

Sokbae Lee, Oliver Linton and Yoon-Jae Whang

We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in many applications. Our test is based on the supremum of a rescaled U-statistic. We show that its asymptotic distribution i...Read more...

August 2006

DARP Paper

Statistical Inference for Welfare under Complete and Incomplete Information, (published in Journal of Economic Inequality, vol. 1 (2003), pp. 191-219)

Frank A Cowell and Maria-Pia Victoria-Feser

We show how a collection of results in the literature on the empirical estimation of welfare indicators from sample data can be unified. We also demonstrate how some of these ideas can be extended to empirically importan...Read more...

December 1999

DARP Paper

Income Distribution in Brazil 1981-1990: Parametric and Non-Parametric Approaches

Frank A Cowell, Francisco H.G. Ferreira and Julie Litchfield

Using a newly available comprehensive micro-data set we examine changes in the shape of the Brazilian income distribution during the 'lost decade' of the 1980s. We adopt alternative parametric and non-parametric approach...Read more...

March 1996

DARP Paper

Robust estimation of personal income distribution models, (revised version published in The Canadian Journal of Statistics 22 (1994), pp. 247—258)

Maria-Pia Victoria-Feser

Statistical problems in modelling personal income distributions include estimation procedures, testing and model choice. Typically, the parameters of a given model are estimated by classical procedures such as maximum li...Read more...

October 1993