Search results for "B- ECONOMIE ET FINANCE"
showing 4 items of 4 documents
Use of functionals in linearization and composite estimation with application to two-sample survey data
2009
An important problem associated with two-sample surveys is the estimation of nonlinear functions of finite population totals such as ratios, correlation coefficients or measures of income inequality. Computation and estimation of the variance of such complex statistics are made more difficult by the existence of overlapping units. In one-sample surveys, the linearization method based on the influence function approach is a powerful tool for variance estimation. We introduce a two-sample linearization technique that can be viewed as a generalization of the one-sample influence function approach. Our technique is based on expressing the parameters of interest as multivariate functionals of fi…
On the usage of joint diagonalization in multivariate statistics
2022
Scatter matrices generalize the covariance matrix and are useful in many multivariate data analysis methods, including well-known principal component analysis (PCA), which is based on the diagonalization of the covariance matrix. The simultaneous diagonalization of two or more scatter matrices goes beyond PCA and is used more and more often. In this paper, we offer an overview of many methods that are based on a joint diagonalization. These methods range from the unsupervised context with invariant coordinate selection and blind source separation, which includes independent component analysis, to the supervised context with discriminant analysis and sliced inverse regression. They also enco…
HOW TO MAKE A PIE: REPRODUCIBLE RESEARCH FOR EMPIRICAL ECONOMICS AND ECONOMETRICS
2020
Les recherches empiriques en sciences humaines et sociales necessitent la manipulation de nombreux fichiers : differents jeux de donnees, de multiples programmes, qu'ils soient destines a la manipulation de donnees, aux traitements statistiques, aux estimations econometriques ou a des simulations, et de nombreux fichiers successifs de resultats. Maitriser l’ensemble des etapes du projet de recherche est indispensable si l’on souhaite pouvoir reproduire ou repliquer les resultats a long terme. Cette rigueur (fiabilite, tracabilite, reproductibilite), est desormais de plus en plus exigee par notre profession ainsi que par les editeurs de revues scientifiques. Apres avoir mis en evidence les e…
L'impact de l'information sur le résultat d'une vente aux enchères expérimentale de vin
2005
This paper reports the results of an experimental wine auction. Participants of the experiment were randomly assigned to three rooms. In each room four wines had to be evaluated, but the level of information to which participants had access differed across rooms. After the evaluations, the wines were sold sequentially, by four separate Vickrey auctions with secret reservation prices. We fi nd that certain socio-economic characteristics such as gender, income and consumption habits, have a signifi cant impact on the willingness to pay for wine, while others such as age and nationality, do not. We also fi nd that once individuals have read the label characteristics and extracts from wine guid…