5 citations · 6 across the 3 of their papers we have counts for
3 papers
econ.EM2023
Unobserved Grouped Heteroskedasticity and Fixed Effects
Jorge A. Rivero
This paper extends the linear grouped fixed effects (GFE) panel model to allow for heteroskedasticity from a discrete latent group variable. Key features of GFE are preserved, such…
math.FA2022★ 5 cited
A Solution for the Greedy Approximation of a Step Function with a Waveform Dictionary
Jorge Andres Rivero, Pierluigi Vellucci
In this paper we consider a step function characterized by an arbitrary sequence of real-valued scalars and approximate it with a matching pursuit (MP) algorithm. We utilize a wave…
econ.EM2022★ 1 cited
Lorenz map, inequality ordering and curves based on multidimensional rearrangements
Yanqin Fan, Marc Henry, Brendan Pass +1
We propose a multivariate extension of the Lorenz curve based on multivariate rearrangements of optimal transport theory. We define a vector Lorenz map as the integral of the vecto…