Showing 1 - 10 of 21
Control charts are extensively used in many real world applications. Since process parameters are rarely known, common practice is to estimate them. Then, the control limits are modified and become actually random variables. In this paper, we deal with the univariate control charts for...
Persistent link: https://www.econbiz.de/10005836234
In this paper, some new indices for ordinal data are introduced. These indices have been developed so as to measure the degree of concentration on the “small” or the “large” values of a variable whose level of measurement is ordinal. Their advantage in relation to other approached is...
Persistent link: https://www.econbiz.de/10005836618
The EWMA control chart is used to detect small shifts in a process. It has been shown that, for certain values of the smoothing parameter, the EWMA chart for the mean is robust to non normality. In this article, we examine the case of non normality in the EWMA charts for the dispersion. It is...
Persistent link: https://www.econbiz.de/10005837256
This paper assesses the link between exchange volatility and exports in Egypt by combining wavelet analysis with an optimal GARCH model chosen among various extensions. The observed outcomes reveal that this relationship is complex and depends then widely to frequency-to-frequency variation and...
Persistent link: https://www.econbiz.de/10011259754
How does inflation uncertainty interact with inflation rate? The purpose of this article is to assess this question in Egypt in a wavelets transform framework. We investigate the direction of causality in the relationship inflation-inflation uncertainty by combining component GARCH model,...
Persistent link: https://www.econbiz.de/10011107856
The nexus between inflation and its uncertainty has been a topic of wide dispute. Using wavelet decomposition and with special reference to Egypt for the period 1960-2013, we find that the focal relationship varies substantially among the different frequencies involved. In the short-run,...
Persistent link: https://www.econbiz.de/10011107929
We study two tests for the equality of two population mean vectors under high dimensionality and column-wise dependence by thresholding. They are designed for better power performance when the mean vectors of two populations differ only in sparsely populated coordinates. The first test is...
Persistent link: https://www.econbiz.de/10011109223
To effectively assess the link between exchange rate uncertainty and exports performance in Egypt, this article relies on an optimal GARCH model among decomposed series on a scale-by-scale basis via wavelet approach. The observed outcomes reveal that the focal connection depends substantially on...
Persistent link: https://www.econbiz.de/10011110922
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the dimensions of the moment restrictions and the parameters diverge along with the sample size. The...
Persistent link: https://www.econbiz.de/10011111343
The present study addresses one of the most problematic phenomena: Bitcoin price. We explore the Granger causality for two relationships (Bitcoin price and transactions; Bitcoin price and investors’ attractiveness) from a frequency domain perspective using Breitung and Candelon’s (2006)...
Persistent link: https://www.econbiz.de/10011111911