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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Prediction When Factors are Weak
因素较弱 预测 宏观经济预测
2023/5/5
In macroeconomic forecasting, principal component analysis (PCA) has been the most prevalent approach to the recovery of factors, which summarize information in a large set of macro predictors. Nevert...
When Opportunity Knocks,Who Answers?:New Evidence on College Achievement Awards
Opportunity Knocks College Achievement Awards
2016/3/3
We evaluate the effects of academic achievement awards for first-and second-year college students studying at a Canadian commuter college. The award scheme offered linear cash incentives for course gr...
What Happens to the Careers of European Workers When Immigrants “Take Their Jobs”?
European Workers Immigrants Take Their Jobs
2016/3/3
Following a representative longitudinal sample of native European residents over the period 1995–2001, we identify the effect of the inflows of immigrants on natives’ career, employment, and wages. We...
Applying the job demands–resources model to migrant workers: Exploring how and when geographical distance increases quit propensity
Applying the job demands–resources model migrant workers Exploring how
2016/1/26
We extend the job demands–resources model to explain how and when rural migrants whoworkfarfrom theirfamilies andprovincial hometownsaremore likely toleave jobs. Through two studies, we found that the...
When do emotionally exhausted employees speak up? Exploring the potential curvilinear relationship between emotional exhaustion and voice
emotional exhaustion prohibitive voice promotive voice job security
2016/1/26
Two studies were conducted to address the potential nonlinear relationship between emotional exhaustion and voice. Study 1 developed and tested a model rooted in conservation of resources theory in wh...
When do emotionally exhausted employees speak up? Exploring the potential curvilinear relationship between emotional exhaustion and voice
emotional exhaustion prohibitive voice promotive voice job security interactional justice climate
2016/1/20
Two studies were conducted to address the potential nonlinear relationship between emotional exhaustion and voice. Study 1 developed and tested a model rooted in conservation of resources theory in wh...
On l2 Error Bounds of the Elastic Net when p>>n
Lasso naive Elastic Net Elastic Net model selection consistency estimation consistency
2016/1/20
We study the estimation property of the Elastic Net in high-dimensional settings where the number of parameters p is comparable to or larger than the sample size n. In such a situation one often assum...
Interaction Value Analysis: When Structured Communication Benefits Organizations
Interaction Value Analysis When Structured Communication Benefits Organizations
2015/7/6
We present a mathematical model that predicts and explains the circumstances under which a management-defined communications tructure can add value to an organization. This model provides a game-theor...
WHEN DOES LACK OF RESOURCES MAKE NEW FIRMS INNOVATIVE?
LACK OF RESOURCES NEW FIRMS INNOVATIVE
2015/7/3
We extend the resource-based perspective to explain innovation in new firms that have yet to develop resources. Using data on firms’ efforts to commercialize technological inventions, we tested a mode...
The Dantzig selector:statistical estimation when p is much larger than n
Statistical linear model model selection ideal estimation oracle inequalities sparse solutions to underdetermined systems `1-minimization linear programming restricted orthonormality geometry in high dimensions random matrices
2015/6/17
In many important statistical applications, the number of variables or parameters p is much larger than the number of observations n. Suppose then that we have observations y = Xβ + z, where β ∈ Rp is...
REJOINDER: THE DANTZIG SELECTOR:STATISTICAL ESTIMATION WHEN P IS MUCH LARGER THAN N
DANTZIG SELECTOR STATISTICAL ESTIMATION MUCH LARGER THAN N
2015/6/17
First of all, we would like to thank all the discussants for their interest and comments, as well as for their thorough investigation. The comments all underlie the importance and timeliness of the to...
When Performance Trumps Gender Bias: Joint versus Separate Evaluation
Prejudice and Bias Selection and Staffing Behavior Groups and Teams Decision Making Performance Evaluation Gender Characteristics
2015/4/27
We examine a new intervention to overcome gender biases in hiring, promotion, and job assignments: an "evaluation nudge," in which people are evaluated jointly rather than separately regarding their f...
Nameless+Harmless=Blameless:When Seemingly Irrelevant Factors Influence Judgment of (Un)ethical Behavior
Decision Choices and Conditions Judgments Ethics Law Behavior Cognition and Thinking
2015/4/22
People often make judgments about the ethicality of others' behaviors and then decide how harshly to punish such behaviors. When they make these judgments and decisions, sometimes the victims of the u...
When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs
bootstrap copula epigraph hypograph stable tail dependence function minimum distance estimation weak convergence
2013/6/14
For copulas whose partial derivatives are not continuous everywhere on the interior of the unit cube, the empirical copula process does not converge weakly with respect to the supremum distance. This ...
The Super Robustness of Maximum Likelihood Location Estimator of Exponential Power Distribution, when p < 1
The Super Robustness Maximum Likelihood Location Estimator Exponential Power Distribution p < 1
2012/9/18
We proof that statistically, the maximum likelihood location estimator of exponential power distribution is strict super robust, when p < 1.