EconStor Collection:
http://hdl.handle.net/10419/177
2016-12-06T03:18:58ZConsistency of the kernel density estimator - a survey
http://hdl.handle.net/10419/39692
Title: Consistency of the kernel density estimator - a survey
Authors: Wied, Dominik; Weißbach, Rafael
Abstract: Various consistency proofs for the kernel density estimator have been developed over the last few decades. Important milestones are the pointwise consistency and almost sure uniform convergence with a fixed bandwidth on the one hand and the rate of convergence with a fixed or even a variable bandwidth on the other hand. While considering global properties of the empirical distribution functions is sufficient for strong consistency, proofs of exact convergence rates use deeper information about the underlying empirical processes. A unifying character, however, is that earlier and more recent proofs use bounds on the probability that a sum of random variables deviates from its mean.2010-01-01T00:00:00ZThe importance of two-sided heterogeneity for the cyclicality of labour market dynamics
http://hdl.handle.net/10419/36607
Title: The importance of two-sided heterogeneity for the cyclicality of labour market dynamics
Authors: Bachmann, Ronald; David, Peggy
Abstract: Using two data sets derived from German administrative data, including a linked employer-employee data set, we investigate the cyclicality of worker and job °ows. The analysis stresses the importance of two-sided labour market heterogeneity in this context, taking into account both observed and unobserved characteristics. We find that small firms hire mainly unemployed workers, and that they do so at the beginning of an economic expansion. Later on in the expansion, hirings more frequently result from direct job-to-job transitions, with employed workers moving to larger firms. Contrary to our expectations, workers moving to larger firms do not experience signi¯cantly larger wage gains than workers moving to smaller establishments. Furthermore, our econometric analysis shows that the interaction of unobserved heterogeneities on the two sides of the labour market plays a more important role for employed job seekers than for the unemployed.2009-01-01T00:00:00ZKernelized design of experiments
http://hdl.handle.net/10419/36602
Title: Kernelized design of experiments
Authors: Rüping, Stefan; Weihs, Claus
Abstract: This paper describes an approach for selecting instances in regression problems in the cases where observations x are readily available, but obtaining labels y is hard. Given a database of observations, an algorithm inspired by statistical design of experiments and kernel methods is presented that selects a set of k instances to be chosen in order to maximize the prediction performance of a support vector machine. It is shown that the algorithm significantly outperforms related approaches on a number of real-world datasets.2009-01-01T00:00:00ZFrequency estimation by DFT interpolation: a comparison of methods
http://hdl.handle.net/10419/36600
Title: Frequency estimation by DFT interpolation: a comparison of methods
Authors: Bischl, Bernd; Ligges, Uwe; Weihs, Claus
Abstract: This article comments on a frequency estimator which was proposed by [6] and shows empirically that it exhibits a much larger mean squared error than a well known frequency estimator by [8]. It is demonstrated that by using a heuristical adjustment [2] the performance can be greatly improved. Furthermore, references to two modern techniques are given, which both nearly attain the Cramér-Rao bound for this estimation problem.2009-01-01T00:00:00Z