Similar Search Results

Kruse, Rudolf - 1987

Statistics with Vague Data -- 8.1 Expected Value -- 8.2 Variance -- 8.3 Empirical Distribution Function -- 9 Distribution … Software Tool for Statistics with Vague Data -- 12.1 Linguistic Modelling -- 12.2 Linguistic Approximation -- 12.3 Examples …

Persistent link: https://www.econbiz.de/10013519281

Timing foreign exchange markets

Malone, Samuel W.; Gramacy, Robert B.; Horst, Enrique ter - In: Econometrics : open access journal 4 (2016) 1, pp. 1-23

To improve short-horizon exchange rate forecasts, we employ foreign exchange market risk factors as fundamentals, and Bayesian treed Gaussian process (BTGP) models to handle non-linear, time-varying relationships between these fundamentals and exchange rates. Forecasts from the BTGP model...

Persistent link: https://www.econbiz.de/10011505885

Important issues in statistical testing and recommended improvements in accounting research

Dyckman, Thomas R.; Zeff, Stephen A. - In: Econometrics : open access journal 7 (2019) 2/18, pp. 1-11

Many financial decisions, such as portfolio allocation, risk management, option pricing and hedge strategies, are based on forecasts of the conditional variances, covariances and correlations of financial returns. The paper shows an empirical comparison of several methods to predict...

Persistent link: https://www.econbiz.de/10012025825

A new matrix statistic for the hausman endogeneity test under heteroskedasticity

Papadopoulos, Alecos - In: Econometrics : open access journal 11 (2023) 4, pp. 1-11

We derive a new matrix statistic for the Hausman test for endogeneity in cross-sectional Instrumental Variables estimation, that incorporates heteroskedasticity in a natural way and does not use a generalized inverse. A Monte Carlo study examines the performance of the statistic for different...

Persistent link: https://www.econbiz.de/10014507912

A Course in Mathematical and Statistical Ecology

Gore, Anil - 2001

intended as a text book for a one semester course for advanced undergraduate and graduate classes in statistics, mathematics of …

Persistent link: https://www.econbiz.de/10013518636

Robustness of Statistical Methods and Nonparametric Statistics

Rasch, Dieter - 1984

continuous bivariate distributions with finite contingency -- Robustness of many-one statistics -- Testing hypotheses in …

Persistent link: https://www.econbiz.de/10013518813

Multivariate Statistical Modeling and Data Analysis : Proceedings of the Advanced Symposium on Multivariate Modeling and Data Analysis May 15-16, 1986

Bozdogan, H. - 1987

modern analytical and yet practical procedures to meet the needs of researchers and the societal need of statistics. vii viii … statistics, but an attempt has been made to achieve a well balanced and uniform coverage of different areas in multi variate …

Persistent link: https://www.econbiz.de/10013519329

Multivariate Statistical Analysis : A High-Dimensional Approach

Serdobolskii, V. - 2000

This book presents a new branch of mathematical statistics aimed at constructing unimprovable methods of multivariate … Fisher method of statistics, the essentially multivariate technique is based on the decision function approach by A. Wald … procedures prove to be independent of distributions. For the first time in the history of statistics, this opens the possibility …

Persistent link: https://www.econbiz.de/10013523187