upper tail
Explaining Taxes at the Upper Tail of the Income Distribution: The Role of Utility Interdependence
... the upper bound of the jealousy parameter requires only observed variables: the labor earnings distribution, the marginal tax schedule on la- bor income and the elasticity of labor ...the upper bound of the ...
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Asymptotic behaviour of tests for a unit root against an explosive alternative
... or upper-tail tests are being considered, the DF-QD and DF-QD tests should be thought of as preferable to the corresponding DF-OLS and DF-OLS tests, as the former almost never deviate from the power ...for ...
10
Historical urban growth in Europe (1300–1800)
... However, visual methods can lead to inaccurate conclusions, especially in the upper-tail, because of fluctuations in the empirical distribution, so next we conduct statistical tests on the goodness of fit. ...
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Modelling extreme financial returns of global equity markets
... upper tail of its distribution. 9 In general, the lower the tail index estimates, the fatter the density mass of the ...higher tail estimates indicating relatively thinner ...lower tail ...
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Extreme risk in Asian equity markets
... for upper tail returns on the Kuala Lumpar ...lower tail measures tend to be larger than upper tail values, but this trend reverses when we focus on the lower probability ...
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Are Cities in Vietnam Distributed According to Zipf?
... These points consist of populations ranging from 1,500 to 8,000 people. Once a point is chosen, a circle is drawn of a prescribed radius (e.g., 3000 meters) and points with a given density threshold are added to the ...
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What?s been happening to concentration in Irish industry 1991 2001
... on upper-tail size inequalities ...and upper-tail size inequalities, given as the absolute difference between the MA upper and lower levels of ...and upper-tail size ...
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Vertical price relationships between different cuts and quality grades in the U S beef marketing channel: a wholesale retail analysis
... the upper tail depen- dence coefficients are statistically different than zero, providing this way evidence that price booms at the wholesale market level will be associated with price booms at the retail ...
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On the flood peak distributions over China
... the upper tails of flood peaks, as different flood agents might lead to flood regimes with dis- tinct statistics ...the upper-tail prop- erties of flood peaks across ...
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The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders
... Thus far we have assumed that trading for the forex dealers has occurred at the same frequency as our 5-minute sample interval. However, foreign exchange activity may involve trading at lower frequency intervals such as ...
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Portfolio Value at Risk with Time Varying Copula: Evidence from the Americas
... Time varying correlation based on symmetrised Joe-Clayton copula is shown in Figure 6 for Bovespa and IPS Mexico portfolio.. Lower tail depencende is more volatilite than upper tail depe[r] ...
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Application of Copula GARCH to Estimate VaR of a Portfolio with Credit Default Swaps
... lower tail dependence is higher than the upper tail in the case of the portfolio containing ...the upper tail dependence is higher than the lower tail in the case of the ...
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Tail Dependence Study of SSE Composite Index and SZSE Component Index Based on the Copula
... the tail dependence of financial variables can be measured ...do tail dependence study of SSE composite index and SESE component ...the upper tail dependence and lower tail dependence, ...
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Probabilistic modelling of the dependence between rainfed crops and drought hazard
... While wheat in cluster 1 and 2 shows a stronger dependence in the upper tail of the joint distributions based on Gumbel copulas (suggesting higher probability of observing a higher value[r] ...
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Evaluation of DNA Damage by Methyl Methane Sulfonate in Allium cepa Root Cells by Comet Assay
... Methyl methanesulfonate (MMS), an alkylating compound or radiomimetic agent, was found to be genotoxic over at ≥100 µM in A. cepa root cells nuclei and caused greater DNA damage at higher concentrations.MMS caused ...
7
Concentration inequalities for empirical processes of linear time series
... The remainder of the paper is organized as follows. Section 2 states the theoretical results: Subsections 2.1 and 2.2 show the tail probabilities for short- and long- range de- pendence situations respectively ...
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Mean Absolute Deviation about Median as a Tool of Explanatory Data Analysis
... HE M ean absolute deviation about median (MAD median) offers a direct measure of the scale of a random variable about its median and has many applications in different fields; see, for example, [1], [13] and [11]. The ...
6
Studies of bacteriophage T4 tail fibers and tail fiber genes
... Parts I and II of this thesis are concerned with the structure of the distal half of the T4 tail fiber, the structure of gene 37, which codes for the major polypeptide of the distal half[r] ...
142
Running faster causes disaster: trade offs between speed, manoeuvrability and motor control when running around corners in northern quolls (Dasyurus hallucatus)
... of tail), tail length (base to tip of tail), maximum tail width (diameter), left and right hindfoot lengths (heel to claw base), hindlimb lengths (tibia–fibula) and forelimb lengths ...
7
The scope of fracture zone measure and high drill gas drainage technology research
... in upper corner is the key to the matter of the production safety, and the high drill gas drainage technology is a frequently-use treatment measure in a working ...
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