Estimating income inequality in the stratified sampling from complete data. II. The asymptotic behaviour and the choice of sample size
Estimating income inequality in the stratified sampling from complete data. I. The unbiased estimation and applications
Estimating Matrices.
Estimating unemployment in very small areas.
Estimation and testing of cointegration relationships with strongly seasonal monthly data
Estudio asintótico de una clase de índices de desigualdad muestrales.
En la literatura sobre la cuantificación de la Desigualdad de una población en relación con cierta variable económica (renta, capital, etc.) se han establecido diferentes medidas, entre las cuales por su operatividad y caracterización axiomática merecen mención especial los llamados "índices de desigualdad aditivamente descomponibles" (que incluyen los conocidos índices de Theil y de la varianza normalizada).En este trabajo desarrollamos un estudio del comportamiento asintótico de dichos índices...
Exponential wealth distribution : a new approach from functional iteration theory*
Different approaches are possible in order to derive the exponential regime in statistical systems. Here, a new functional equation is proposed in an economic context to explain the wealth exponential distribution. Concretely, the new iteration [1] given byIt is found that the exponential distribution is a stable fixed point of this functional iteration equation. From this point of view, it is easily understood why the exponential wealth distribution (or by extension, other kind of distributions)...
Formes et propriétés des indices d'inégalité entre proportions
Cet article porte sur les indicateurs qui permettent de comparer les inégalités de proportions entre deux catégories. Après avoir précisé les propriétés qui caractérisent la définition d'indices d'inégalité entre deux proportions, il analyse celles qu'il est souhaitable de leur appliquer, notamment les propriétés de cohérence ou d'homogénéité dont il montre l'incompatibilité. Il examine différents modes de construction d'indices d'inégalité : à partir de mesures, de distances, de caractéristiques...
Gini indices and the moments of the share density function
The expected value of the share density of the income distribution can be expressed in terms of the Gini index. The variance of the share density of the income distribution is interesting because it gives a relationship between the first and the second order Gini indices. We find an expression for this variance and, as a result, we obtain some nontrivial bounds on these Gini indices. We propose new statistics on the income distribution based on the higher moments of the share density function. These...
Grüss-type bounds for the covariance of transformed random variables.
Inference Robustness of ARIMA Models under Non-Normality - Special Applications to Stock Price Data.
Intractability results in discrete-event simulation
Introduction à l'analyse des correspondances d'après l'analyse du commerce mondial des phosphates
Le modèle fonctionnel pour la régression sur variables entachées d'erreurs : étude générale et exemple
Les automates formels appliqués à l'étude et à la classification des modèles économétriques
Loi de Pareto ou loi log-normale : un choix difficile
Modelling consumer credit risk via survival analysis.
Models for option pricing based on empirical characteristic function of returns
The standard Merton-Black-Scholes formula for European Option pricing serves only as approximation to real values of options. More advanced extensions include applications of Lévy processes and are based on characteristic functions, which are more convenient to use than the corresponding probability distributions. We found one of the Lewis (2001) general theoretical formulae for option pricing based on characteristic functions particularly suitable for a statistical approach to option pricing. By...
New Methods for Combining Forecasts
Nuisance parameters in financial statistics