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This paper estimates the curvature of the Earth, defined as one over its radius, without using any physics. The orthodox model is that the Earth is nearly spherical with a curvature of Û/20, 000 km. By contrast, the heterodox flat-Earth model stipulates a curvature of zero. Abstracting from the...
Persistent link: https://www.econbiz.de/10014333767
This paper estimates the curvature of the Earth, defined as one over its radius, without relying on physical measurements. The orthodox model states that the Earth is (nearly) spherical with a curvature of π/20'000 km. By contrast, the heterodox flat-Earth model stipulates a curvature of zero....
Persistent link: https://www.econbiz.de/10014376995
This paper estimates the curvature of the Earth, defined as one over its radius, without relying on physical measurements. The orthodox model states that the Earth is (nearly) spherical with a curvature of π/20'000 km. By contrast, the heterodox flat-Earth model stipulates a curvature of zero....
Persistent link: https://www.econbiz.de/10014380417
This paper estimates the curvature of the Earth, defined as one over its radius, without using any physics. The orthodox model is that the Earth is nearly spherical with a curvature of π/20, 000 km. By contrast, the heterodox flat-Earth model stipulates a curvature of zero. Abstracting from the...
Persistent link: https://www.econbiz.de/10014250963
tails and time dependence in the return data. In particular, we will promote a studentized time series bootstrap procedure …
Persistent link: https://www.econbiz.de/10011969216
methods. In particular, we suggest to construct a studentized time series bootstrap confidence interval for the ratio of the …
Persistent link: https://www.econbiz.de/10008679202
tails and time dependence in the return data. In particular, we will promote a studentized time series bootstrap procedure …
Persistent link: https://www.econbiz.de/10011925992
particular, we suggest to construct a studentizedtime series bootstrap confidence interval for the ratio of the two variances and …
Persistent link: https://www.econbiz.de/10009486993
This paper analyzes whether standard covariance matrix tests work when dimensionality is large, and in particular larger than sample size. In the latter case, the singularity of the sample covariance matrix makes likelihood ratio tests degenerate, but other tests based on quadratic forms of...
Persistent link: https://www.econbiz.de/10005708024
This paper analyzes whether standard covariance matrix tests work when dimensionality is large, and in particular larger than sample size. In the latter case, the singularity of the sample covariance matrix makes likelihood ratio tests degenerate, but other tests based on quadratic forms of...
Persistent link: https://www.econbiz.de/10014116702