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Christoph Banik - 2011

Corporate Venture Capital bezeichnet die Finanzierung von Jungunternehmen durch etablierte Firmen. Diese Dissertation untersucht anhand eines Datensatzes die Unterschiede zwischen Venture Capital und Corporate Venture Capital und eruiert die Einflussfaktoren auf das Umsatz- und...

Persistent link: https://www.econbiz.de/10009466982

Essays on Efficiency Analysis

Jansen, Dennis W. (contributor) - 2009

This dissertation consists of four essays which investigate efficiency analysis, especiallywhen non-discretionary inputs exist. A new approach of the multi-stage Data EnvelopmentAnalysis (DEA) for non-discretionary inputs, statistical inference discussions, andapplications are provided. In the...

Persistent link: https://www.econbiz.de/10009464881

Decision making on the sole basis of statistical likelihood

Giang, Phan H.; Shenoy, Prakash P. - 2005

This paper presents a new axiomatic decision theory for choice under uncertainty. Unlike Bayesian decision theory where … uncertainty is represented by a probability function, in our theory, uncertainty is given in the form of a likelihood function … statistical inference problem, our theory suggests a novel solution. The results in this paper could be useful for probabilistic …

Persistent link: https://www.econbiz.de/10009430923

Bayesian modelling and inference on mixtures of distributions

Marin, Jean-Michel; Mengersen, Kerrie L.; Robert, Christian - 2005

Abstract only: Today’s data analysts and modellers are in the luxurious position of being able to more closely describe, estimate, predict and infer about complex systems of interest, thanks to ever more powerful computational methods but also wider ranges of modelling distributions. Mixture...

Persistent link: https://www.econbiz.de/10009437479

Robust designs for Poisson regression models

McGree, James Matthew; Eccleston, John - 2011

We consider the problem of how to construct robust designs for Poisson regression models. An analytical expression is derived for robust designs for first-order Poisson regression models where uncertainty exists in the prior parameter estimates. Given certain constraints in the methodology, it...

Persistent link: https://www.econbiz.de/10009438298

Shrinkage estimation of the slope parameters of two parallel regression lines under uncertain prior information

Khan, Shahjahan - 2006

The estimation of the slope parameter of two linear regression models with normal errors are considered, when it is suspected that the two lines are parallel. The uncertain prior information about the equality of slopes is presented by a null hypothesis and a coefficient of distrust on the null...

Persistent link: https://www.econbiz.de/10009479874

Observed data based estimator and both observed data and prior information based estimator under asymmetric losses

Hoque, Zahirul; Wesolowski, Jacek; Khan, Shahjahan - 2007

In Bayesian approach of statistical analyses we incorporate the prior information about the parameter of the model with the observed data. This prior information is in the form of a prior distribution of the parameter. If the prior information is available as a constant value of the parameter...

Persistent link: https://www.econbiz.de/10009479933

On the comparison of the pre-test and shrinkage estimators for the univariate normal mean

Khan, Shahjahan; Saleh, A. K. Md. E. - 2001

The estimation of the mean of an univariate normal population with unknown variance is considered when uncertain non-sample prior information is available. Alternative estimators are defined to incorporate both the sample as well as the non-sample information in the estimation process. Some of...

Persistent link: https://www.econbiz.de/10009479956

Improved estimation of the mean vector for Student-t model.

Khan, Shahjahan - 2000

Improved James-Stein type estimation of the mean vector$\mbox{\boldmath $\mu$}$ of a multivariate Student-t population ofdimension p with $\nu$degrees of freedom is considered. In addition to the sample data, uncertain prior information on the value of the mean vector, in the form ofa null...

Persistent link: https://www.econbiz.de/10009479957

A non-iterative alternative to ordinal log-linear models

Beh, Eric John; Davy, Pamela J. - University of Wollongong; University of Western Sydney; … - 2004

Log-linear modeling is a popular statistical tool for analysing a contingency table. This presentation focuses on an alternative approach to modeling ordinal categorical data. The technique, based on orthogonal polynomials, provides a much simpler method of model fitting than the conventional...

Persistent link: https://www.econbiz.de/10009481982

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