Showing 1 - 9 of 9
We introduce a canonical representative for the isomorphism classes of non-regular orthogonal arrays based on the generalized wordlength patterns (GWLP) of delete-one-factor projections. These GWLP values have been used recently to introduce a fast isomorphism test for two-level regular arrays....
Persistent link: https://www.econbiz.de/10010839921
The use of computer modeling is fast increasing in almost everyscientific, engineering and business arena. This dissertationinvestigates some challenging issues in design, modeling andanalysis of computer experiments, which will consist of four majorparts. In the first part, a new approach is...
Persistent link: https://www.econbiz.de/10009476038
The distance to default (DD) and the probability of default (PD) are the essential credit risks in the finance world. It provides an estimate of the likelihood that a borrower will be unable to meet its debt obligations. It is crucial to know which parameter effects more on DD and PD so that...
Persistent link: https://www.econbiz.de/10013328861
We show that binary designs for cross-over models obtained from orthogonal arrays are universally optimal under correlated errors.
Persistent link: https://www.econbiz.de/10010316461
Persistent link: https://www.econbiz.de/10010467699
We show that binary designs for cross-over models obtained from orthogonal arrays are universally optimal under correlated errors.
Persistent link: https://www.econbiz.de/10010955494
[En] In the assessment of the market it is crucial to identify the preferences of consumers. The Conjoint Analysis is one of the possible technique to be used. The aim of this work is to observe certain properties of the estimates obtainable by the models of the Conjoint Analysis through the...
Persistent link: https://www.econbiz.de/10008625746
Orthogonal arrays are of great importance in mathematical sciences. This paper analyses a certain practical advantage of quasi-difference matrices over difference matrices to obtain orthogonal arrays with given parameters. We also study the existence of quasi-difference matrices over cyclic...
Persistent link: https://www.econbiz.de/10014447799
The distance to default (DD) and the probability of default (PD) are the essential credit risks in the finance world. It provides an estimate of the likelihood that a borrower will be unable to meet its debt obligations. It is crucial to know which parameter effects more on DD and PD so that...
Persistent link: https://www.econbiz.de/10011989685