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Preisvolatilität auf landwirtschaftlichen Märkten
von Ledebur, Ernst-Oliver; Schmitz, Jochen - Bundesforschungsinstitut für Lädliche Räume, Wald … - 2011
In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …
Persistent link: https://www.econbiz.de/10009003989
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Measuring seaports’ productivity: A Malmquist productivity index decomposition approach
Halkos, George; Tzeremes, Nickolaos - Volkswirtschaftliche Fakultät, … - 2012
This paper uses three different Malmquist Productivity Index (MPI) decompositions to measure Greek seaports’ productivity for the time period 2006-2010. In addition bootstrap techniques are applied in order for confidence intervals of the MPIs and their components to be constructed and...
Persistent link: https://www.econbiz.de/10011260276
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On timing ability in Australian managed funds
In, Francis; Kim, Sangbae; Ji, Philip I - In: Australian Journal of Management 39 (2014) 1, pp. 93-106
This paper investigates the timing abilities of Australian managed fund managers. To examine timing abilities, the cross-sectional bootstrap approach is adopted to determine whether timing ability is due to skill or luck. Based on three alternative timing measures, we find that top-ranked...
Persistent link: https://www.econbiz.de/10010769271
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A new MM algorithm for constrained estimation in the proportional hazards model
Ding, Jieli; Tian, Guo-Liang; Yuen, Kam Chuen - In: Computational Statistics & Data Analysis 84 (2015) C, pp. 135-151
The constrained estimation in Cox’s model for the right-censored survival data is studied and the asymptotic properties of the constrained estimators are derived by using the Lagrangian method based on Karush–Kuhn–Tucker conditions. A novel minorization–maximization (MM) algorithm is...
Persistent link: https://www.econbiz.de/10011191012
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A distribution-free test for deprivation dominance
Xu, Kuan; Osberg, L. - In: Econometric Reviews 17 (1998) 4, pp. 415-429
The Raw1sian perspective on social policy pays particular attentionto the least advantaged members of society, but how should "the least advantaged" be identified? The concept of deprivation dominance operationalizes in part the Rawlsian evaluation of the welfare of the least advantaged members...
Persistent link: https://www.econbiz.de/10005292307
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On runs of length exceeding a threshold: normal approximation
Makri, Frosso; Psillakis, Zaharias - In: Statistical Papers 52 (2011) 3, pp. 531-551
Persistent link: https://www.econbiz.de/10009325001
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Modulus of Linear Congruential Random Number Generator
Tang, Hui-Chin - In: Quality & Quantity: International Journal of Methodology 39 (2005) 4, pp. 413-422
Persistent link: https://www.econbiz.de/10009396772
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Features and performance of some outlier detection methods
Barbato, G.; Barini, E. M.; Genta, G.; Levi, R. - In: Journal of Applied Statistics 38 (2011) 10, pp. 2133-2149
A review of several statistical methods that are currently in use for outlier identification is presented, and their performances are compared theoretically for typical statistical distributions of experimental data, considering values derived from the distribution of extreme order statistics as...
Persistent link: https://www.econbiz.de/10009279027
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Sum-discrepancy test on pseudorandom number generators
Matsumoto, Makoto; Nishimura, Takuji - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 431-442
We introduce a non-empirical test on pseudorandom number generators (prng), named sum-discrepancy test. We compute the distribution of the sum of consecutive m outputs of a prng to be tested, under the assumption that the initial state is uniformly randomly chosen. We measure its discrepancy...
Persistent link: https://www.econbiz.de/10010749671
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Optimization of Agent-Based Models: Scaling Methods and Heuristic Algorithms
Oremland, Matthew; Laubenbacher, Reinhard - In: Journal of Artificial Societies and Social Simulation 17 (2014) 2, pp. 6-6
Questions concerning how one can influence an agent-based model in order to best achieve some specific goal are optimization problems. In many models, the number of possible control inputs is too large to be enumerated by computers; hence methods must be developed in order to find solutions that...
Persistent link: https://www.econbiz.de/10010755840