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Insolvenzprognose auf Basis der logistischen Regression übernommen. Es mussten dennoch auch einige ukrainische Spezifika berücksichtigt … Variablen in multivariater Regression und bietet viele theoretische Vorteile im Vergleich zu traditionellen statistischen …
Persistent link: https://www.econbiz.de/10009460748
), where the regression function m(x) is given by m(x) = E(Yi|Xi = x) with one independent variable. In a nonparametric setting … the form of the true density, f(x) of X. We describe an estimation procedure of non-parametric regression model at a given …-Watson and local linear kernel estimators of nonparametric regression with data-driven bandwidths. The sample size was optimized …
Persistent link: https://www.econbiz.de/10009484098
The first public share issue in the PRC took place in 1994. By the early 21st century, in the space of less than two decades, the Chinese stock market has become the largest one in Asia, with the exception of Japan. Along with this rapid enlargement of the market, the Chinese stock trading...
Persistent link: https://www.econbiz.de/10009471788
-sided coverage errors of orders O(n−1/2) and o(n−2/3), respectively, for intervals based on the sample quantile of a random sample of …
Persistent link: https://www.econbiz.de/10009471434
quantile regression. Those tests focus specifically on one tail of the outcome distributions. The ES test applies to two … Conditional Autoregressive Value at Risk (CAViaR) models proposed by Engle and Manganelli (2004) based on quantile regression …The statistical inference based on the ordinary least squares regression is sub-optimal when the distributions are …
Persistent link: https://www.econbiz.de/10009477869
We introduce TailCoR, a new measure for tail correlation that is a function of linear and non–linear correlations, the latter characterized by the tail index. TailCoR can be exploited in a number of financial applications, such as portfolio selection where the investor faces risks of a linear...
Persistent link: https://www.econbiz.de/10012530390
The Petroleum Marketing Monthly (PMM) provides information and statistical data on a variety of crude oils and refined petroleum products. The publication presents statistics on crude oil costs and refined petroleum products sales for use by industry, government, private sector analysts,...
Persistent link: https://www.econbiz.de/10009435655
currently ship in single trailer truckload quantities. Annual lane volume, lane distance, and annual lane ton-mileage appeared …
Persistent link: https://www.econbiz.de/10009436563
The Petroleum Marketing Monthly (PMM) provides information and statistical data on a variety of crude oils and refined petroleum products. The publication presents statistics on crude oil costs and refined petroleum products sales for use by industry, government, private sector analysts,...
Persistent link: https://www.econbiz.de/10009437073
The Petroleum Marketing Monthly (PMM) provides information and statistical data on a variety of crude oils and refined petroleum products. The publication presents statistics on crude oil costs and refined petroleum products sales for use by industry, government private sector analysts,...
Persistent link: https://www.econbiz.de/10009437225