Showing 1 - 10 of 13
Calibration is commonly used in survey sampling to include auxiliary information to increase the precision of the estimates of population parameter. In this paper, we newly propose various calibration approach ratio estimators and derive the estimator of the variance of the calibration approach...
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The identification of an appropriate multivariate copula for capturing the dependence structure in multivariate data is not straightforward. The reason is because standard multivariate copulas (such as the multivariate Gaussian, Student-t, and exchangeable Archimedean copulas) lack flexibility...
Persistent link: https://www.econbiz.de/10010666171
In their'70 paper titled "Mean and Variance Control Chart Limits Based on a Small Number of Subgroups" (Journal of Quality Technology, Volume 2, Number 1, pp. 9-16), Yang and Hillier originally derived equations for calculating the factors required to determine second stage short run control...
Persistent link: https://www.econbiz.de/10005113359
Many pattern classification algorithms such as Support Vector Machines (SVMs), Multi-Layer Perceptrons (MLPs), and K-Nearest Neighbors (KNNs) require data to consist of purely numerical variables. However many real world data consist of both categorical and numerical variables. In this paper we...
Persistent link: https://www.econbiz.de/10008550886
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This paper applies Kim and Warde’s (2004) stratified Warner’s randomized response model to Mangat and Singh’s (1990) two-stage randomized response model. The proposed stratified randomized response model has an optimal allocation and a large gain in precision. Hence, the estimator based on...
Persistent link: https://www.econbiz.de/10005598651
This paper proposes a new class of copulas which characterize the set of all twice continuously differentiable copulas. We show that our proposed new class of copulas is a new generalized copula family that include not only asymmetric copulas but also all smooth copula families available in the...
Persistent link: https://www.econbiz.de/10010600131
We propose a new partial correlation approach using Gaussian copula. Our empirical study found that the Gaussian copula partial correlation has the same value as that which is obtained by performing a Pearson's partial correlation. With the proposed method, based on canonical vine and d-vine, we...
Persistent link: https://www.econbiz.de/10008864244