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A new procedure for monitoring the range and standard deviation of a quality characteristic
Kiani, M.; Panaretos, J.; Psarakis, S. - In: Quality & Quantity: International Journal of Methodology 44 (2010) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009396301
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A new procedure for monitoring the range and standard deviation of a quality characteristic
Kiani, Mehdi; Panaretos, John; Psarakis, Stelios - Volkswirtschaftliche Fakultät, … - 2008
The Shewhart and the Bonferroni-adjustment R and S chart are usually applied to monitor the range and the standard … estimator used in the Shewhart and Bonferroni approach. The proposed approaches in the case of the unknown standard deviation …, give out-of-control average run length slightly less than the Shewhart approach and considerably less than the Bonferroni …
Persistent link: https://www.econbiz.de/10005789614
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Evaluations of likelihood based surveillance of volatility
Bock, David - Statistical Research Unit, Department of Economics, … - 2007
weighted. The full likelihood ratio, Shiryaev-Roberts, Shewhart and the CUSUM methods are derived in case of an independent and …
Persistent link: https://www.econbiz.de/10005190484
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Evaluation of multivariate surveillance
Frisén, Marianne; Andersson, Eva; Schiöler, Linus - Statistical Research Unit, Department of Economics, … - 2009
multivariate counterparts to the univariate Shewhart, EWMA, and CUSUM methods. Our emphasis is on the special challenges of …
Persistent link: https://www.econbiz.de/10004999557
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Properties and performance of the c-chart for attributes data
Chakraborti, S.; Human, S. W. - In: Journal of Applied Statistics 35 (2008) 1, pp. 89-100
The effects of parameter estimation are examined for the well-known c-chart for attributes data. The exact run length distribution is obtained for Phase II applications, when the true average number of non-conformities, c, is unknown, by conditioning on the observed number of non-conformities in...
Persistent link: https://www.econbiz.de/10005458246
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Control Charts for the Lognormal Distribution
Maravelakis, Petros; Panaretos, John; Psarakis, Stelios - Volkswirtschaftliche Fakultät, … - 1999
particular, we present the Shewhart Control Charts developed up to now, under such distributional assumptions and a new Control …
Persistent link: https://www.econbiz.de/10005621246
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Portfóliószemléletű hitelkockázat szimulációs meghatározása
Janecskó, Balázs - In: Közgazdasági Szemle (Economic Review - monthly of the … XLIX (2002) 7, pp. 664-676
A kereskedelmi bankok nyereséges működését leginkább veszélyeztető kockázattípus a hitelkockázat, amely nagyon leegyszerűsítve abból fakad, hogy az adósok nem teljesítik a bankkal szemben fennálló kötelezettségeiket. Egy esetleges nem teljesítési esemény következtében a...
Persistent link: https://www.econbiz.de/10010963158
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Dynamic Olley-Pakes Productivity Decomposition with Entry and Exit
Melitz, Marc J.; Polanec, Sašo - National Bureau of Economic Research (NBER) - 2012
In this paper, we propose an extension of the productivity decomposition method developed by Olley & Pakes (1996). This extension provides an accounting for the contributions of both firm entry and exit to aggregate productivity changes. It breaks down the contribution of surviving firms into a...
Persistent link: https://www.econbiz.de/10010969280
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The Data Revolution and Economic Analysis
Levin, Jonathan; Einav, Liran - National Bureau of Economic Research (NBER) - 2013
Many believe that "big data" will transform business, government and other aspects of the economy. In this article we discuss how new data may impact economic policy and economic research. Large-scale administrative datasets and proprietary private sector data can greatly improve the way we...
Persistent link: https://www.econbiz.de/10010969342
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Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector
Campbell, Rachel A.; Kräussl, Roman - Center for Financial Studies - 2006
We examine the empirical predictions of a real option-pricing model using a large sample of data on mergers and acquisitions in the U.S. banking sector. We provide estimates for the option value that the target bank has in waiting for a higher bid instead of accepting an initial tender offer. We...
Persistent link: https://www.econbiz.de/10010986471