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Abstract This article is a comparative study between the parametric asymptotic lower confidence limits and bootstrap lower confidence limits for the basic quantile based process capability indices based on the unified super-structure {C_{N_{p}}(u,v)} when the distribution of the quality...
Persistent link: https://www.econbiz.de/10014591012
Often only limited information can be elicited from experts about a distribution, such as quantiles or other summary …
Persistent link: https://www.econbiz.de/10009483564
The dissertation considers construction of confidence intervals for a cumulative distribution function F(z) and its inverse at some fixed points z and u on the basis of an i.i.d. sample where the sample size is relatively small. The sample is modeled as having the flexible Generalized Gamma...
Persistent link: https://www.econbiz.de/10009431082
=log<Subscript>e</Subscript>β) and the intensity (rate) λ of seismic activity and their uncertainties are also estimated. The quantiles of functions of …
Persistent link: https://www.econbiz.de/10010996400
Three tail asymmetry measures for bivariate copulas are introduced using two different approaches—univariate skewness of a projection and distance between a copula and its survival/reflected copula. We compare the asymmetry measures based on certain desirable properties. Bounds for each...
Persistent link: https://www.econbiz.de/10010998604
regime-switching approaches, quantitative evaluation of contingent capital and its applications, high quantiles estimation …
Persistent link: https://www.econbiz.de/10010860064
contingent capital and its applications, high quantiles estimation with Quasi-PORT and DPOT, with an application to value …
Persistent link: https://www.econbiz.de/10010907402
This paper modifies the Wald development of statistical decision theory to offer new perspective on the performance of certain statistical treatment rules. We study the quantile performance of test rules, ones that use the outcomes of hypothesis tests to allocate a population to two treatments....
Persistent link: https://www.econbiz.de/10010933266
This paper examines a robust nonparametric methodology for decomposition of change in poverty into growth and redistribution components. The decomposition is exact, symmetric and free of residual terms. It is equivalent to the Shapley value decomposition in this two-component case. We avoid...
Persistent link: https://www.econbiz.de/10010933277
In prediction of quantiles of daily S&P 500 returns we consider how we use high-frequency 5-minute data. We examine …
Persistent link: https://www.econbiz.de/10010944669